A class of multivariate skew-normal models

The existing model for multivariate skew normal data does not cohere with the joint distribution of a random sample from a univariate skew normal distribution. This incoherence causes awkward interpretation for data analysis in practice, especially in the development of the sampling distribution theory. In this paper, we propose a refined model that is coherent with the joint distribution of the univariate skew normal random sample, for multivariate skew normal data. The proposed model extends and strengthens the multivariate skew model described in Azzalini (1985,Scandinavian Journal of Statistics,12, 171–178). We present a stochastic representation for the newly proposed model, and discuss a bivariate setting, which confirms that the newly proposed model is more plausible than the one given by Azzalini and Dalla Valle (1996,Biometrika,83, 715–726).     

Classification of graded Hecke algebras for complex reflection groups

The graded Hecke algebra for a finite Weyl group is intimately related to the geometry of the Springer correspondence. A construction of Drinfeld produces an analogue of a graded Hecke algebra for any finite subgroup of GL(V). This paper classifies all the algebras obtained by applying Drinfeld's construction to complex reflection groups. By giving explicit (though nontrivial) isomorphisms, we show that the graded Hecke algebras for finite real reflection groups constructed by Lusztig are all isomorphic to algebras obtained by Drinfeld's construction. The classification shows that there exist algebras obtained from Drinfeld's construction which are not graded Hecke algebras as defined by Lusztig for real as well as complex reflection groups. Received: July 25, 2001     

Integral representations of nonnegative solutions for parabolic equations and elliptic Martin boundaries

We consider nonnegative solutions of a parabolic equation in a cylinder D×(0,T), where D is a noncompact domain of a Riemannian manifold. Under the assumption [IU] (i.e., the associated heat kernel is intrinsically ultracontractive), we establish an integral representation theorem: any nonnegative solution is represented uniquely by an integral on (D×{0})∪(M_∂D×[0,T)), where M_∂D is the Martin boundary of D for the associated elliptic operator. We apply it in a unified way to several concrete examples to explicitly represent nonnegative solutions. We also show that [IU] implies the condition [SP] (i.e., the constant function 1 is a small perturbation of the elliptic operator on D).     

A class of Nevanlinna functions related to singular Sturm-Liouville problems

The class of Nevanlinna functions consists of functions which are holomorphic off the real axis, which are symmetric with respect to the real axis, and whose imaginary part is nonnegative in the upper halfplane. The Kac subclass of Nevanlinna functions is defined by an integrability condition on the imaginary part. In this note a further subclass of these Kac functions is introduced. It involves an integrability condition on the modulus of the Nevanlinna functions (instead of the imaginary part). The characteristic properties of this class are investigated. The definition of the new class is motivated by the fact that the Titchmarsh-Weyl coefficients of various classes of Sturm-Liouville problems (under mild conditions on the coefficients) actually belong to this class.

     

多个相异性矩阵的数据分析

本文给出了分析多个相异性矩阵的三种方法.首先找到了一种图表示,使我们对所有相异性矩阵有一个总体的了解;其次定义了一个新的相异性矩阵,它可以看作是对所有原始相异性矩阵的一个折衷处理;最后提出了一种MIMU方法.在文中我们还对由上述方法得到的坐标图进行了比较.     

On the critical behavior of the magnetization in high-dimensional Ising models

We derive rigorously general results on the critical behavior of the magnetization in Ising models, as a function of the temperature and the external field. For the nearest-neighbor models it is shown that ind4 dimensions the magnetization is continuous atT _c and its critical exponents take the classical values=3 and=1/2, with possible logarithmic corrections atd=4. The continuity, and other explicit bounds, formally extend tod>3 1/2. Other systems to which the results apply include long-range models ind=1 dimension, with 1/|x–y| couplings, for which 2/(–1) replacesd in the above summary. The results are obtained by means of differential inequalities derived here using the random current representation, which is discussed in detail for the case of a nonvanishing magnetic field.Research supported in part by NSF grant PHY-8301493 A02, and by a John S. Guggenheim Foundation fellowship (M.A.).     

Semi‐classical formulation of time‐dependent discrete variable representation method

In this article, we apply a novel time‐dependent discrete variable representation (TDDVR) method proposed by Barkakaty and Adhikari to investigate tunneling through an Eckart barrier. This semi‐classical method is theoretically rigorous and straightforward to implement. Among the TDDVR formulations, this report presents the first derivation of a rigorous form of quantum force (QF) for the present perspective. The validity of this semi‐classical approach is demanded based on the excellent agreement of the tunneling probability with the corresponding quantum results. © 2004 Wiley Periodicals, Inc. Int J Quantum Chem, 2004     

Operator Semigroup Compactifications

A weakly continuous, equicontinuous representation of a semitopological semigroup on a locally convex topological vector space gives rise to a family of operator semigroup compactifications of , one for each invariant subspace of . We consider those invariant subspaces which are maximal with respect to the associated compactification possessing a given property of semigroup compactifications and show that under suitable hypotheses this maximality is preserved under the formation of projective limits, strict inductive limits and tensor products.

     

The covariance matrix of the Potts model: A random cluster analysis

We consider the covariance matrix,G ^mm =q ²<(_x,m);(_y,m)>, of thed-dimensionalq-states Potts model, rewriting it in the random cluster representation of Fortuin and Kasteleyn. In any of theq ordered phases, we identify the eigenvalues of this matrix both in terms of representations of the unbroken symmetry group of the model and in terms of random cluster connectivities and covariances, thereby attributing algebraic significance to these stochastic geometric quantities. We also show that the correlation length corresponding to the decay rate of one of the eigenvalues is the same as the inverse decay rate of the diameter of finite clusers. For dimensiond=2, we show that this correlation length and the correlation length of the two-point function with free boundary conditions at the corresponding dual temperature are equal up to a factor of two. For systems with first-order transitions, this relation helps to resolve certain inconsistencies between recent exact and numerical work on correlation lengths at the self-dual point _o. For systems with second order transitions, this relation implies the equality of the correlation length exponents from above and below threshold, as well as an amplitude ratio of two. In the course of proving the above results, we establish several properties of independent interest, including left continuity of the inverse correlation length with free boundary conditions and upper semicontinuity of the decay rate for finite clusters in all dimensions, and left continuity of the two-dimensional free boundary condition percolation probability at _o. We also introduce DLR equations for the random cluster model and use them to establish ergodicity of the free measure. In order to prove these results, we introduce a new class of events which we call decoupling events and two inequalities for these events. The first is similar to the FKG inequality, but holds for events which are neither increasing nor decreasing; the second is similar to the van den Berg-Kesten inequality in standard percolation. Both inequalities hold for an arbitrary FKG measure.