Exact Inference for Random Dirichlet Means

Two characterisations of a random mean from a Dirichlet process, as a limit of finite sums of a simple symmetric form and as a solution of a certain stochastic equation, are developed and investigated. These are used to reach results on and new insights into the distributions of such random means. In particular, identities involving functional transforms and recursive moment formulae are established. Furthermore, characterisations for several choices of the Dirichlet process parameter (leading to symmetric, unimodal, stable, and finite mixture distributions) are provided. Our methods lead to exact simulation recipes for prior and posterior random means, an approximation algorithm for the exact densities of these means, and limiting normality theorems for posterior distributions. The theory also extends to mixtures of Dirichlet processes and to the case of several random means simultaneously.     

Dynamic rating of European football teams

^** Formerly Knorr-Held. Email: held{at}stat.uni-muenchen.de In this paper we apply and extend recently proposed methodsfor the dynamic analysis of pairwise comparison data to Europeanfootball teams. Our statistical model is based on the cumulativelogistic link model with time-changing parameters for the strengthof each team. We jointly analyse the results from the five topEuropean leagues from 1996 to 2001 and all international matchesbetween teams from these leagues. We introduce weights for internationalmatches and also allow for a different size of the home teamadvantage in the different leagues. We suggest that the resultsfrom such an analysis may be taken as an alternative to theUEFA coefficient, which is currently used to determine the numberof teams from each league to take part in the European footballcontests.     

Timelike Killing vectors and ergo surfaces in non-asymptotically flat spacetimes

Ergo surfaces are investigated in spacetimes with a cosmological constant. We find the existence of multiple timelike Killing vectors, each corresponding to a distinct ergo surface, with no one being preferred. Using a kinematic invariant, which provides a measure of hypersurface orthogonality, we explore its potential role in selecting a preferred timelike Killing vector and consequently a unique ergo surface.     

A Strong Limit Theorem on Random Selection

In this paper, the idea of random selection in the theorem on gambling system is extended to Markov chains, by using the notion likelihood ratio and an analytic technique. A strong limit theorem on the relative frequency of ordered couple under random selection is established.AMS Subject Classification (2001) primary 60F15 Secondary 60J10     

A Generalization of the Collatz Problem. Building Cycles and a Stochastic Approach

The (3x+1)/2 problem is generalized into the n-furcation problem (l _i x+m _i )/n where i[0, 1, ..., n–1]. It is shown that, under some constraints on l _i and m _i , the main bijection property between the k less significant digits of the seed, written in base n, and the sequence of generalized parities of the k first iterates is preserved. This property is used to investigate a stochastic treatment of ensemble of large value seeds. The bijection property predicts stochasticity for a number of iterations equals to the number of significant digits of the seed. In fact, the stochastic approach is valid for much larger numbers, a property which is more easily shown by using increasing sequences than decreasing ones. Finally, we extend the stochastic approach to cases where the bijection theorem does not hold, introducing the matrix giving the probability that a j number (where j is the last significant digit of this number written in base n) gives a i number iterate.     

Chemistry in microstructured reactors

The application of microstructured reactors in the chemical process industry has gained significant importance in recent years. Companies that offer not only microstructured reactors, but also entire chemical process plants and services relating to them, are already in existence. In addition, many institutes and universities are active within this field, and process-engineering-oriented reviews and a specialized book are available. Microstructured systems can be applied with particular success in the investigation of highly exothermic and fast reactions. Often the presence of temperature-induced side reactions can be significantly reduced through isothermal operations. Although microstructured reaction techniques have been shown to optimize many synthetic procedures, they have not yet received the attention they deserve in organic chemistry. For this reason, this Review aims to address this by providing an overview of the chemistry in microstructured reactors, grouped into liquid-phase, gas-phase, and gas-liquid reactions.     

Weak convergence of random polygonal lines to a Gaussian process

We obtain a limit theorem of convergence in distribution for random polygonal lines defined by sums of independent random variables with replacements. In a particular case, the limit is the Gaussian Ornstein-Uhlenbeck process.__________Translated from Lietuvos Matematikos Rinkinys, Vol. 45, No. 1, pp. 33–44, January–March, 2005.Translated by V. Mackeviius     

A Functional LIL for Stochastic Integrals and the Lévy Area Process

A functional law of the iterated logarithm is obtained for processes given by certain stochastic integrals. This extends earlier results by Shi⁽¹²⁾ and Rémillard⁽¹⁰⁾ who established analogues of the classical limit results of Chung⁽⁴⁾ for a variety of processes, including Lévys stochastic area process. The functional aspects of our results are motivated by a paper of Wichura⁽¹³⁾ on Brownian motion. Proofs depend on small ball probability estimates, and yield the small ball probabilities of the weighted sup-norm for the processes given by these stochastic integrals.     

The occupation time of Brownian motion in a ball

LetW be a Wiener process of dimensiond3, starting from 0, and letX(t) be the total time spent byW in the ball centered at 0 with radiust. We give an affirmative answer to a conjecture of Taylor and Tricot⁽¹⁶⁾ on the tail distribution ofX(t). Lévy's lower functions ofX(t) are characterized by an integral test.     

Filtering of Finite-State Time-Nonhomogeneous Markov Processes, a Direct Approach

A filtering equation is derived for P(x _t =x|y _s ,s∈[0,t]) for a continuous-time finite-state two-component time-nonhomogeneous cadlag Markov process z _t =(x _t ,y _t ) . The derivation is based on some new ideas in the filtering theory and does not require any knowledge of stochastic integration. Accepted 10 August 1999. Online publication 13 November 2000.