On order-preservation and positive correlations for multidimensional diffusion processes

Summary As a continuation of the study by Herbst and Pitt (1991), this note presents two criteria. The first one is on the order-preservation for two (may be different) multidimensional diffusion processes. The second one is on the preservation of positive correlations for a diffusion process.Research supported in part by the Ying-Tung Fok Educational Foundation and the National Natural Science Foundation of China     

A diffusion approximation result for two parameter processes

Summary We consider a one-dimensional linear wave equation with a small mean zero dissipative field and with the boundary condition imposed by the so-called Goursat problem. In order to observe the effect of the randomness on the solution we perform a space-time rescaling and we rewrite the problem in a diffusion approximation form for two parameter processes. We prove that the solution converges in distribution toward the solution of a two-parameter stochastic differential equation which we identify. The diffusion approximation results for oneparameter processes are well known and well understood. In fact, the solution of the one-parameter analog of the problem we consider here is immediate. Unfortunately, the situation is much more complicated for two-parameter processes and we believe that our result is the first one of its kind.Partially supported by ONR N00014-91-J-1010     

Coupling for Markov renewal processes and the rate of convergence in ergodic theorems for processes with semi-Markov switchings

Coupling procedures for Markov renewal processes are described. Applications to ergodic theorems for processes with semi-Markov switchings are considered.This paper was partly prepared with the support of NFR Grant F-UP 10257-300.     

Nonstationary curves in Hilbert spaces and their correlation functions II

Partially supportted by Grant MM-22/1991 of MESC     

Asymptotics in the random assignment problem

Summary We show that, in the usual probabilistic model for the random assignment problem, the optimal cost tends to a limit constant in probability and in expectation. The method involves construction of an infinite limit structure, in terms of which the limit constant is defined. But we cannot improve on the known numerical bounds for the limit.Research supported by NSF Grant MCS90-01710     

Non-local approximation of the Mumford-Shah functional

The Mumford-Shah functional, introduced to study image segmentation problems, is approximated in the sense of -convergence by a sequence of non-local integral functionals. Received June 6, 1996 / Accepted July 11, 1996     

U-statistics in danach spaces

U-statistics in Banach spaces are considered and thoroughly investigated. The martingale structure, estimates of moments, the law of large numbers, the central limit theorem, the invariance principle, estimates of the rate of convergence, and large deviations are established     

Nonnegative quadratic estimation and quadratic sufficiency in general linear models

Notions of linear sufficiency and quadratic sufficiency are of interest to some authors. In this paper, the problem of nonnegative quadratic estimation for β^′Hβ+hσ² is discussed in a general linear model and its transformed model. The notion of quadratic sufficiency is considered in the sense of generality, and the corresponding necessary and sufficient conditions for the transformation to be quadratically sufficient are investigated. As a direct consequence, the result on (ordinary) quadratic sufficiency is obtained. In addition, we pose a practical problem and extend a special situation to the multivariate case. Moreover, a simulated example is conducted, and applications to a model with compound symmetric covariance matrix are given. Finally, we derive a remark which indicates that our main results could be extended further to the quasi-normal case.     

Mass spectral analysis and imaging of tissue by ToF-SIMS—The role of buckminsterfullerene, C60, primary ions

Recent developments in desorption/ionisation mass spectrometry techniques have made their application to biological analysis a realistic and successful proposition. Developments in primary ion source technology, mainly through the advent of polyatomic ion beams, have meant that the technique of secondary ion mass spectrometry (SIMS) can now access the depths of information required to allow biological imaging to be a viable option.Here the role of the primary ion C₆₀⁺ is assessed with regard to molecular imaging of lipids and pharmaceuticals within tissue sections. High secondary ion yields and low surface damage accumulation are demonstrated on both model and real biological samples, indicating the high secondary ion efficiency afforded to the analyst by this primary ion when compared to other cluster ion beams used in imaging. The newly developed 40 keV C₆₀⁺ ion source allows the beam to be focused such that high resolution imaging is demonstrated on a tissue sample, and the greater yields allow the molecular signal from the drug raclopride to be imaged within tissue section following in vivo dosing.The localisation shown for this drug alludes to issues regarding the chemical environment affecting the ionisation probability of the molecule; the importance of this effect is demonstrated with model systems and the possibility of using laser post-ionisation as a method for reducing this consequence of bio-sample complexity is demonstrated and discussed.