Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances

In this paper a form of the Lindeberg condition appropriate for martingale differences is used to obtain asymptotic normality of statistics for regression and autoregression. The regression model is y_t = Bz_t + v_t. The unobserved error sequence {v_t} is a sequence of martingale differences with conditional covariance matrices {Σ_t} and satisfying sup_{t=1,…, n} {v′_tv_tI(v′_tv_t>a) |z_t, v_t−1, z_t−1, …} 0 as a → ∞. The sample covariance of the independent variables z₁, …, z_n, is assumed to have a probability limit M, constant and nonsingular; max_t=1,…,nz′_tz_t/n 0. If (1/n)Σ_t=1ⁿΣ_t Σ, constant, then √nvec( _n−B) N(0,M⁻¹Σ) and _n Σ. The autoregression model is x_t = Bx_{t − 1} + v_t with the maximum absolute value of the characteristic roots of B less than one, the above conditions on {v_t}, and (1/n)Σ_t=max(r,s)+1(Σ_tv_t−1−rv′_t−1−s) δ_rs(ΣΣ), where δ_rs is the Kronecker delta. Then √nvec( _n−B) N(0,Γ⁻¹Σ), where Γ = Σ_{s = 0}^∞B^sΣ(B′)^s.     

Proof of some conjectures on the mean-value of Titchmarsh series — III

With some applications in view, the following problem is solved in some special case which is not too special. LetF(s) =Σ _n ^∞ =1a_n λ _n ^−s be a generalized Dirichlet series with 1 =λ ₁ <λ ₂ < …,λ _n≤Dn, andλ _n+1 -λ _n ≥D ^{− 1} λ _n+1 ^{− a} where α>0 andD(≥ 1) are constants. Then subject to analytic continuation and some growth conditions, a lower bound is obtained for . These results will be applied in other papers to appear later.     

Complete convergence for arrays

Let {(X _nk , 1≤k≤n),n≥1}, be an array of rowwise independent random variables. We extend and generalize some recent results due to Hu, Móricz and Taylor concerning complete convergence, in the sense of Hsu and Robbins, of the sequence of rowwise arithmetic means.     

Nonlinear multiple objective optimization: An algorithm and some theory

This paper presents an algorithm and the supporting theory for solving a class of nonlinear multiple criteria optimization problems using Zionts—Wallenius type of interaction. The Zionts—Wallenius method, as extended in this paper, can be used for solving multiple criteria problems with concave objective and (implicit) value functions and convex feasible regions. Modifications of the method to handle nonconvex feasible regions and general nonlinear objective functions are also discussed.This research was supported, in part, by a Faculty Research Development Award and by a Council of 100 Research Grant from Arizona State University (Roy), and by a grant from Y. Jahnsson Foundation, Finland (Wallenius). The research was performed while the second author was a Visiting Professor at Arizona State University.     

A note on conservation laws for a multiclass service queueing system with setup times

This paper derives a conservation law for mean waiting times in a single-server multi-class service queueing system (M ^X/G/1 type queue) with setup times which may be dependent on multiple customer classes and its arrival batch size by using the work decomposition property in the queueing system with vacations.     

A note about the Gaussian property of the Brownian bridge

The Gaussian property of the Brownian bridge is characterized as an application of Ramachandran's theorem in terms of the independence of the random variables that appear in the Karhunen-Loéve expansion of the process. A reference about the construction of the Brownian bridge by means of functional transformations is also included.     

Banach空间中凸映照的增长定理

本文利用凸映照的几何特征证明了一般复Banach空间中单位球上正规化双全纯凸映照的增长定理，即||f(x)||≤||x||/(1-||x||),A↓x∈B，对复内积空间，上述估计是最佳的。     

SOME NEW RESULTS FOR NONLINEAR BOUNDARY VALUE PROBLEMS OF MIXED TYPE INTEGRODIFFERENTIAL EQUATION

In this paper we give the existence and uniqueness of solutions for boundary value problems of the form u" = f(t, u,u', T1u,T2u), g(u(0),u(1)) = 0, h(w(0), u(1),u'(0), u'(1)) = 0 by means of the upper and lower solution method.     

STURM COMPARISON THEOREM OF SOLUTION FOR SECOND ORDER NONLINEAR DIFFERENTIAL EQUATIONS

In this paper, we establish some differential identities and obtain some Sturm comparison theorems for the second order nonlinear differential equation by using them.and generalize some classicial Sturm comparison theorems.