Martingale property of empirical processes

It is shown that for a large collection of independent martingales, the martingale property is preserved on the empirical processes. Under the assumptions of independence and identical finite-dimensional distributions, it is proved that a large collection of stochastic processes are martingales essentially if and only if the empirical processes are also martingales. These two results have implications on the testability of the martingale property in scientific modeling. Extensions to submartingales and supermartingales are given.

     

A testbench for the nested dipole hypothesis of Kosterlitz and Thouless

We consider the two-dimensional one-component plasma without a background and confined to a half-plane near a metal wall. The particles are also subjected to an external potential acting perpendicular to the wall with an inverse-power-law Boltzmann factor. The model has a known solvable isotherm which exhibits a Kosterlitz-Thouless-type transition from a conductive to an insulator phase as the power law is varied. This allows predictions of theoretical methods of analyzing the Kosterlitz-Thouless transition to be compared with the exact solution. In particular, we calculate the asymptotic density profile by resumming its low-fugacity expansion near the zero-density critical coupling in the insulator phase, and solving a mean-field equation deduced from the first BGY equation. Agreement with the exact solution is obtained. As the former calculation makes essential use of the nested dipole hypothesis of Kosterlitz and Thouless, the validity of this hypothesis is explicitly verified.     

A numerical method to compute exactly the partition function with application toZ(n) theories in two dimensions

I present a new method to exactly compute the partition function of a class of discrete models in arbitrary dimensions. The time for the computation for ann-state model on anL ^d lattice scales like . I show examples of the use of this method by computing the partition function of the 2D Ising and 3-state Potts models for maximum lattice sizes 10×10 and 8×8, respectively. The critical exponentsv and and the critical temperature one obtains from these are very near the exactly known values. The distribution of zeros of the partition function of the Potts model leads to the conjecture that the ratio of the amplitudes of the specific heat below and above the critical temperature is unity.     

Exact Fixed-node Quantum Monte Carlo： Self-optimizing Procedure

In this paper, a novel exact fixed-node quantum Monte Carlo (EFNQMC) algorithm was proposed, which is a self-optimizing and self-improving procedure. In contrast to the previous EFN-QMC method, the importance function of this method is optimized synchronistically in the diffusion procedure, but not be-fore beginning the EFNQMC computation. In order to optimize the importance function, the improved steepest descent tech-nique is used, in which the step size is automatically adjustable.The procedure is quasi-Newton type and converges super linear-ly. The present method also uses a novel trial function, which has correct electron-electron and electron-nucleus cusp condi-tious. The novel EFNQMC algorithm and the novel trial func-tion are employed to calculate the energies of 1 ^1A1 state of CH2, ^1Ag state of Cs and the ground-states of H2, LiH, Li2 and H2O.     

一类自伴随Lubrication方程的对称,守恒律,拉格朗日函数和精确解

本文借助李对称分析研究了一类自伴随的Lubrication方程,此类方程可用来描述液体薄膜动力学行为.基于非奇异的局域守恒律乘子和李对称方法,我们系统地推导出了此类方程的局域守恒律,非局域相关系统,李对称和一些有趣的精确解.此模型的非局域相关系统在本文中被首次研究,可用于寻找原方程更丰富的解空间.此外,基于局域守恒律和变分原则,我们推导出原方程的四类拉格朗日函数.     

Misclassification minimization

The problem of minimizing the number of misclassified points by a plane, attempting to separate two point sets with intersecting convex hulls inn-dimensional real space, is formulated as a linear program with equilibrium constraints (LPEC). This general LPEC can be converted to an exact penalty problem with a quadratic objective and linear constraints. A Frank-Wolfe-type algorithm is proposed for the penalty problem that terminates at a stationary point or a global solution. Novel aspects of the approach include: (i) A linear complementarity formulation of the step function that counts misclassifications, (ii) Exact penalty formulation without boundedness, nondegeneracy or constraint qualification assumptions, (iii) An exact solution extraction from the sequence of minimizers of the penalty function for a finite value of the penalty parameter for the general LPEC and an explicitly exact solution for the LPEC with uncoupled constraints, and (iv) A parametric quadratic programming formulation of the LPEC associated with the misclassification minimization problem.This material is based on research supported by Air Force Office of Scientific Research Grant F49620-94-1-0036 and National Science Foundation Grants CCR-9101801 and CDA-9024618.     

Rational choice based on vague preferences

This paper studies vague preferences. In contrast to the concept of fuzzy preferences, the more general notion of vague preferences does not entail the assumption that the different degrees of preference are completely ordered. It is shown that the more general concept of a vague preference order arises very naturally in the context of aggregating a set of (exact) weak orders. Furthermore, necessary and sufficient conditions for the rationalizability of an exact choice function by means of a vague preference order are given. It turns out that in the general case these conditions are weaker than in the case where the degrees of preference are completely ordered. Consequently, there exist choice functions which are rationalizable by a general vague preference order but which are not rationalizable by a fuzzy preference order, or more generally by any vague preference order which induces a complete ranking of the degrees of preference. Examples of such choice functions are provided.This is a revised version of a discussion paper which was written at the University of Karlsruhe. I am grateful to Georg Bol and an anonymous referee for valuable comments. The research has been made possible by a fellowship of the DFG (Deutsche Forschungsgemeinschaft) which is also gratefully acknowledged.     

Simultaneous determination of acidic,basic and alcoholic substances relating to monoamine hormones and metabolites in biological material by mass fragmentography (GC/MF)

A method is described for the simultaneous quantitative determination of monoamines and related compounds from urine and brain tissue samples in the pg-range, using a GC/MF instrument LKB-2091 provided with a multiple ion detection (MID) system and capillary columns. The simultaneous detection of “fingerprints” with fourteen and more compounds during one single GC run was achieved after the intoduction of “time gates” for the detection of the different characteristic masses. Several modifications to the LKB equipment permitted exact reproducibility of retention times, which is essential for the use of “time gates”. The detection of “fingerprints” with these acidic, basic and alcoholic substances was achieved by the extraction of the dried biological samples with silylating agents.     

An RQP algorithm using a differentiable exact penalty function for inequality constrained problems

In this paper we propose a recursive quadratic programming algorithm for nonlinear programming problems with inequality constraints that uses as merit function a differentiable exact penalty function. The algorithm incorporates an automatic adjustment rule for the selection of the penalty parameter and makes use of an Armijo-type line search procedure that avoids the need to evaluate second order derivatives of the problem functions. We prove that the algorithm possesses global and superlinear convergence properties. Numerical results are reported.     

ε-optimality criteria for convex programming problems via exact penalty functions

In this paper, we present-optimality criteria for convex programming problems associated with exact penalty functions. Several authors have given various criteria under the assumption that such convex problems and the associated dual problems can be solved. We assume the solvability of neither the convex problem nor the dual problem. To derive our criteria, we estimate the size of the penalty parameter in terms of an-solution for the dual problem.