Estimation of heavy-tailed probability density function with application to Web data

Summary  Common non-parametric estimators of a probability density function (PDF) show bad performance for heavy-tailed PDFs. Using a parametric approximation of the true cumulative distribution function (CDF), the transformation-retransformation of the data is explored here as a useful tool for the reliable PDF prediction. The PDF estimators are compared by their capacity to solve a classification problem. Simulation results and an application to Web data analysis are presented, too.     

All first-order averaging techniques for a posteriori finite element error control on unstructured grids are efficient and reliable

All first-order averaging or gradient-recovery operators for lowest-order finite element methods are shown to allow for an efficient a posteriori error estimation in an isotropic, elliptic model problem in a bounded Lipschitz domain in . Given a piecewise constant discrete flux (that is the gradient of a discrete displacement) as an approximation to the unknown exact flux (that is the gradient of the exact displacement), recent results verify efficiency and reliability of

in the sense that is a lower and upper bound of the flux error up to multiplicative constants and higher-order terms. The averaging space consists of piecewise polynomial and globally continuous finite element functions in components with carefully designed boundary conditions. The minimal value is frequently replaced by some averaging operator applied within a simple post-processing to . The result provides a reliable error bound with .

This paper establishes and so equivalence of and . This implies efficiency of for a large class of patchwise averaging techniques which includes the ZZ-gradient-recovery technique. The bound established for tetrahedral finite elements appears striking in that the shape of the elements does not enter: The equivalence is robust with respect to anisotropic meshes. The main arguments in the proof are Ascoli's lemma, a strengthened Cauchy inequality, and elementary calculations with mass matrices.

     

Asymptotic Normality of Cross-correlogram Estimates of the Response Function

The problem of estimation of an unknown response function of a time-invariant continuous linear system is considered. Discrete-time sample input–output cross-correlograms are taken as estimates of the response function. The inputs are supposed to be zero-mean stationary Gaussian processes close, in some sense, to a white noise. Both asymptotic normality of finite-dimensional distributions of the estimates and their asymptotic normality in spaces of continuous functions are studied. Our basic tool is a new integral representation for cumulants of the estimate as a finite sum of integrals involving cyclic products of kernels. Some inequalities for these integrals are obtained and their asymptotic behaviour is studied.     

Maximum Norm Resolvent Estimates for Elliptic Finite Element Operators

We study a finite element approximation A _h, based on simplicial Lagrange elements, of a second order elliptic operator A under homogeneous Dirichlet boundary conditions in two and three dimensions, where h is thought of as a meshsize. The main result of the paper is a new resolvent estimate for the operator A _h in the L -norm. This estimate is uniform with respect to h for the case with at least quadratic elements. In the case with linear elements, the estimate contains on the right a factor proportional to (log log ), where = 1 or = in two or three dimensions, respectively.This revised version was published online in October 2005 with corrections to the Cover Date.     

On the commutator of the Marcinkiewicz integral

boundedness is considered for the commutator of higher-dimensional Marcinkiewicz integral. Some conditions implying the and the boundedness for the commutator of the Marcinkiewicz integral are obtained.     

L~p(R~m× R~n) boundedness for the Marcinkiewicz integral on product spaces

Lp(Rm × Rn) boundedness is considered for the multiple Marcinkiewicz integral. Some size conditions implying the LP(Rm × Rn) boundedness of the multiple Marcinkiewicz integral for some fixed 1 < p <∞ are obtained.     

Operator kernel estimates for functions of generalized Schrödinger operators

We study the decay at large distances of operator kernels of functions of generalized Schrödinger operators, a class of semibounded second order partial differential operators of mathematical physics, which includes the Schrödinger operator, the magnetic Schrödinger operator, and the classical wave operators (i.e., acoustic operator, Maxwell operator, and other second order partial differential operators associated with classical wave equations). We derive an improved Combes-Thomas estimate, obtaining an explicit lower bound on the rate of exponential decay of the operator kernel of the resolvent. We prove that for slowly decreasing smooth functions the operator kernels decay faster than any polynomial.

     

The vortex dynamics of a Ginzburg-Landau system under pinning effect

It is proved that the vortices of a Ginzburg-Landau system are attracted by impurities or inhomo-geneities in the super-conducting materials. The strong H1-convergence for the system is also studied.     

Proper actions on cohomology manifolds

Essential results about actions of compact Lie groups on connected manifolds are generalized to proper actions of arbitrary groups on connected cohomology manifolds. Slices are replaced by certain fiber bundle structures on orbit neighborhoods. The group dimension is shown to be effectively finite. The orbits of maximal dimension form a dense open connected subset. If some orbit has codimension at most , then the group is effectively a Lie group.

     

The streamline-diffusion method for nonconforming Qrot1 elements on rectangular tensor-product meshes

When the streamline–diffusion finite element method isapplied to convection–diffusion problems using nonconformingtrial spaces, it has previously been observed that stabilityand convergence problems may occur. It has consequently beenproposed that certain jump terms should be added to the bilinearform to obtain the same stability and convergence behaviouras in the conforming case. The analysis in this paper showsthat for the Q^rot₁ 1 element on rectangular shape-regular tensor-productmeshes, no jump terms are needed to stabilize the method. Inthis case moreover, for smooth solutions we derive in the streamline–diffusionnorm convergence of order h^3/2 (uniformly in the diffusion coefficientof the problem), where h is the mesh diameter. (This estimateis already known for the conforming case.) Our analysis alsoshows that similar stability and convergence results fail tohold true for analogous piecewise linear nonconforming elements.