Limiting distribution of sums of nonnegative stationary random variables

Summary Let {X _n,j,−∞<j<∞∼,n≧1, be a sequence of stationary sequences on some probability space, with nonnegative random variables. Under appropriate mixing conditions, it is shown thatS _n=X_n,1+…+X _n,n has a limiting distribution of a general infinitely divisible form. The result is applied to sequences of functions {f _n(x)∼ defined on a stationary sequence {X _j∼, whereX _n.f=f_n(X_j). The results are illustrated by applications to Gaussian processes, Markov processes and some autoregressive processes of a general type. This paper represents results obtained at the Courant Institute of Mathematical Sciences, New York University, under the sponsorship of the National Sciences Foundation, Grant MCS 82-01119.     

函子的广义逆

本文建立了函子的广义逆．得到：（１）函子的广义逆从不同于视矩阵为态射的另一角度，包含了“矩阵的广义逆”．（２）函子的广义道与态射的广义逆互不蕴含，但却有异曲同工之处．     

Backward stability of a pivoting strategy for sign-regular linear systems

A matrixA issign-regular if, for each orderk, allk×k submatrices ofA have determinant with the same sign. In this paper, a pivoting strategy ofO(n) operations for the Gaussian elimination of linear systems whose coefficient matrices are sign-regular is proposed. Backward error analysis of this pivoting strategy is performed and small error bounds are obtained. Our results can also be applied to linear systems whose coefficient matrices have sign-regular inverses.     

Probabilistic metric spaces constructed from stationary Markov chains

Cumulative transition density functions of stationary Markov chains are shown to sausfy the Menger triangle inequality under thet-normT = Prod.     

Quasi-monotone mappings on θn-continua

A continuous function f from a continuum X onto a continuum Y is quasi-monotone if, for every subcontinuum M of Y with nonvoid interior, f^-1(M) has a finite number of components each of which is mapped onto M by f. A θ_n-continuum is one that no subcontinuum separates into more than n components. It is known that if f is quasi-monotone and X is a θ₁-continuum, then Y is a θ₁-continuum or a θ₂-continuum that is irreducible between two points. Examples are given to show that this cannot be generalized to a θ_n-continuum and n + 1 points for any n >1, but it is proved that if f is quasi-monotone and X is a θ_n-continuum, then Y is a θ_n-continuum or a θ_n+1-continuum that is the union of n + 2 continua H,S₁,S₂,…,S_n+1, whe for each i, S_i is the closure of a component of Y H, S_i is irreducible from some point P_i to H, and H is irreducible about its boundary. Some theorems and examples are given concerning the preservation of decomposition elements by a quasi-monotone map defined on a θ_n-continuum that admits a monotone, upper-semicontinuous decomposition onto a finite graph.     

On the theory of option pricing

The objective of this article is to provide an axiomatic framework in order to define the concept of value function for risky operations for which there is no market. There is a market for assets, whose prices are characterized as stochastic processes. The method consists of constructing a portfolio of these assets which will mimic the risks involved in the operation. We follow the terminology of the theory of options although the set-up goes beyond that particular problem.     

A generalized hypergreedy algorithm for weighted perfect matching

We give a generalization of the hypergreedy algorithm for minimum weight perfect matching on a complete edge weighted graph whose weights satisfy the triangle inequality. With a modified version of this algorithm we obtain a logn-approximate perfect matching heuristic for points in the Euclidean plane, inO(n log² n) time.This research was supported in part by the DIMACS Grant No. NSF-STC88-09648.This research was supported in part by the NSF under Grant No. CCR 88-07518.     

Study of combined electroreflectance and double layer effects at lead electrodes

Reflectance changes at lead electrodes have been measured as a function of surface charge at 45° and 70° angles of incidence using solutions of sodium fluoride and quaternary ammonium salts. These solutions were chosen so as to provide quite different composition for the inner layer at the metal/solution interface, and hence different optical contributions there from. Linear reflectance-surface charge relation has been observed for NaF solutions only at a number of wavelengths. The optical effects from the inner layer has been recognized but could not be separated out from the main er effect by comparative measurements at two angles of incidence. This has been rationalized on the basis of similar variation of the er effect and the optical effect from the double-layer as a function of angle of incidence of light.     

Estimates for multigrid methods based on red-black Gauss-Seidel smoothings

Summary TheMGR[v] algorithms of Ries, Trottenberg and Winter, the Algorithms 2.1 and 6.1 of Braess and the Algorithm 4.1 of Verfürth are all multigrid algorithms for the solution of the discrete Poisson equation (with Dirichlet boundary conditions) based on red-black Gauss-Seidel smoothing. Both Braess and Verfürth give explicit numerical upper bounds on the rate of convergence of their methods in convex polygonal domains. In this work we reconsider these problems and obtain improved estimates for theh–2h Algorithm 4.1 as well asW-cycle estimates for both schemes in non-convex polygonal domains. The proofs do not depend on the strengthened Cauchy inequality.Sponsored by the Air Force Office of Scientific Research under Contract No. AFOSR-86-0163