Reliable estimation via simulation

Leta ands denote the inter arrival times and service times in aGI/GI/1 queue. Let a⁽ⁿ⁾, s⁽ⁿ⁾ be the r.v.s. with distributions as the estimated distributions ofa ands from iid samples ofa ands of sizesn. Letw be a r.v. with the stationary distribution of the waiting times of the queue with input(a,s). We consider the problem of estimatingE[w ], > 0 and via simulations when (a ⁽ⁿ⁾,s⁽ⁿ⁾) are used as input. Conditions for the accuracy of the asymptotic estimate, continuity of the asymptotic variance and uniformity in the rate of convergence to the estimate are obtained. We also obtain rates of convergence for sample moments, the empirical process and the quantile process for the regenerative processes. Robust estimates are also obtained when an outlier contaminated sample ofa ands is provided. In the process we obtain consistency, continuity and asymptotic normality of M-estimators for stationary sequences. Some robustness results for Markov processes are included.     

On the Continuity of Stochastic Exit Time Control Problems

We determine a weaker sufficient condition than that of Theorem 5.2.1 in Fleming and Soner (2006) for the continuity of the value functions of stochastic exit time control problems.     

Well-posedness for the continuity equation for vector fields with suitable modulus of continuity

We prove well-posedness of linear scalar conservation laws using only assumptions on the growth and the modulus of continuity of the velocity field, but not on its divergence. As an application, we obtain uniqueness of solutions in the atomic Hardy space, $H^1$, for the scalar conservation law induced by a class of vector fields whose divergence is an unbounded BMO function.     

Regularity results for evolutionary nonlinear variational and quasi-variational inequalities with applications to dynamic equilibrium problems

The aim of this paper is to obtain the continuity of solutions to time-dependent nonlinear variational and quasi-variational inequalities which express many dynamic equilibrium problems. To prove our results, we make use of Minty’s Lemma and of the notion of the Mosco’s convergence.     

On effective linearly ordered sets of comparison functions

Both the existence and the nonexistence of a linearly ordered (by certain natural order relations) effective set of comparison functions (=dense comparison class) are compatible with the ZFC axioms of set theory. Translated fromMaternaticheskie Zametki, Vol. 67, No. 4, pp. 629–637, April, 2000.     

Continuity of solutions for parametric variational inequalities in Banach space

We consider here a type of pseudo-monotone parametric variational inequalities on a class of Banach spaces and show that such problems admit continuous (with respect to the parameter) solutions, as long as generic existence and uniqueness conditions for these solutions are satisfied. In particular, we show that such results are valid on a class of Banach spaces whenever we deal with strong pseudo-monotonicity, while others are valid in Hilbert spaces, whenever strict monotonicity is present. We also provide examples to illustrate the new results.     

On the upper semicontinuity of Choquet capacities

The Choquet capacity T of a random closed set X on a metric space E is regarded as or related to a non-additive measure, an upper probability, a belief function, and in particular a counterpart of the distribution functions of ordinary random vectors. While the upper semicontinuity of T on the space of all closed subsets of E (hit-or-miss topology) is highly desired, T is not necessarily u.s.c. if E is not compact, e.g. E=Rⁿ. For any locally compact separable metric space E, this controversial situation can be resolved in the probabilistic context by stereographically projecting X into the Alexandroff compactification E_∞ of E with the “north pole” added to the projection. This leads to a random compact set that is defined on the same probability space, takes values in a space homeomorphic to the space of X, and possesses an equivalent probability law. Particularly, the Choquet capacity of is u.s.c. on the space of all closed subsets of E_∞. Further, consequences of the upper semicontinuity of are explored, and a proof of the equivalence between the upper semicontinuity of T and continuity from above on F(E) is provided.     

Tychonoff products of compact spaces in ZF and closed ultrafilters

Let {(X_i, T_i): i ∈I } be a family of compact spaces and let X be their Tychonoff product. ??(X) denotes the family of all basic non‐trivial closed subsets of X and ??_R(X) denotes the family of all closed subsets H = V × ΠX_i of X, where V is a non‐trivial closed subset of ΠX_i and Q_H is a finite non‐empty subset of I. We show: (i) Every filterbase ?? ? ??_R(X) extends to a ??_R(X)‐ultrafilter ? if and only if every family H ? ??(X) with the finite intersection property (fip for abbreviation) extends to a maximal ??(X) family F with the fip. (ii) The proposition “if every filterbase ?? ? ??_R(X) extends to a ??_R(X)‐ultrafilter ?, then X is compact” is not provable in ZF. (iii) The statement “for every family {(X_i, T_i): i ∈ I } of compact spaces, every filterbase ?? ? ??_R(Y), Y = Π_{i ∈I}Y_i, extends to a ??_R(Y)‐ultrafilter ?” is equivalent to Tychonoff's compactness theorem. (iv) The statement “for every family {(X_i, T_i): i ∈ ω } of compact spaces, every countable filterbase ?? ? ??_R(X), X = Π_{i ∈ω}X_i, extends to a ??_R(X)‐ultrafilter ?” is equivalent to Tychonoff's compactness theorem restricted to countable families. (v) The countable Axiom of Choice is equivalent to the proposition “for every family {(X_i, T_i): i ∈ ω } of compact topological spaces, every countable family ?? ? ??(X) with the fip extends to a maximal ??(X) family ? with the fip” (© 2010 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

An example showing that A-lower semi-continuity is essential for minimax continuity theorems

Recently the authors have established continuity properties of minimax values and solution sets for a function of two variables depending on a parameter. Some of these properties hold under the assumption that the multifunction, defining the domains of the second variable, is $A$-lower semi-continuous. This property is stronger than lower semi-continuity, but in several important cases these two properties coincide. This note provides an example demonstrating that in general the $A$-lower semi-continuity assumption cannot be relaxed to lower semi-continuity.     

On the continuity points of left-continuous t-norms

Left-continuous t-norms are much more complicated than the continuous ones, and obtaining a complete classification of them seems to be a very hard task. In this paper we investigate some aspects of left-continuous t-norms, with emphasis on their continuity points. In particular, we are interested in left-continuous t-norms which are isomorphic to t-norms which are continuous in the rationals. We characterize such a class, and we prove that it contains the class of all weakly cancellative left-continuous t-norms. S. Jenei was supported by the National Scientific Research Fund Hungary (OTKA F/032782) Mathematics Subject Classification (2000):20M14, 06F05