Integrated mean square properties of density estimation by orthogonal series methods for dependent variables

Summary The rates at which integrated mean square and mean squre errors of nonparametric density estimation by orthogonal series method for sequences of strictly stationary strong mixing random variables are obtained. These rates are better than those known to hold for the independent case and they are shown to hold for Markov processes. In fact our results when specialized to the independent case are improvements over previously known results of Schwartz (1967,Ann. Math. Statist.,38, 1262–1265). An extension of the results to estimation of the bivariate density is also given. Research supported by a faculty summer research grant MS-STAT-42 from the University of Petroleum and Minerals.     

A remark on the tail probability of a distribution

Let {X_n}_n≥1 be a sequence of independent and identically distributed random variables. For each integer n ≥ 1 and positive constants r, t, and ?, let S_n = Σ_j=1ⁿX_j and $\text{E{N}{}_{\mathrm{\infty }}\text{(r, t, ?)} = Σ}{}_{\mathrm{n=1}}{}^{\mathrm{\infty }}\text{n}{}^{\mathrm{r?2}}\text{P{|S}{}_{\mathrm{n}}\text{| > ?n}{}^{\mathrm{<mtext>r</mtext><mtext>t</mtext>}}\text{}}$. In this paper, we prove that (1) lim_?→0+?^α(r?1)E{N_∞(r, t, ?)} = K(r, t) if E(X₁) = 0, Var(X₁) = 1, and E(| X₁ |^t) < ∞, where 2 ≤ t < 2r ≤ 2t, $\text{K(r, t) =}\text{{2}{}^{\mathrm{<mtext>\alpha (r?1)</mtext><mtext>2</mtext>}}\text{Γ(}\text{(1 + α(r ? 1))}\text{2}\text{)}}\text{{(r ? 1) Γ(}\text{1}\text{2}\text{)}}$, and $\text{α =}\text{2t}\text{(2r ? t)}$; (2) $\text{lim}{}_{\mathrm{?\to 0+}}\text{G(t, ?)}\text{H(t, ?)}\text{= 0}$ if 2 < t < 4, E(X₁) = 0, Var(X₁) > 0, and E(|X₁|^t) < ∞, where G(t, ?) = E{N_∞(t, t, ?)} = Σ_n=1^∞n^t?2P{| S_n | > ?n} → ∞ as ? → 0+ and $\text{H(t, ?) = E{N}{}_{\mathrm{\infty }}\text{(t, t, ?)} = Σ}{}_{\mathrm{n=1}}{}^{\mathrm{\infty }}\text{n}{}^{\mathrm{t?2}}\text{P{| S}{}_{\mathrm{n}}\text{| > ?n}{}^{\mathrm{<mtext>2</mtext><mtext>t</mtext>}}\text{} → ∞}\text{as}\text{? → 0+}$, i.e., H(t, ?) goes to infinity much faster than G(t, ?) as ? → 0+ if 2 < t < 4, E(X₁) = 0, Var(X₁) > 0, and E(| X₁ |^t) < ∞. Our results provide us with a much better and deeper understanding of the tail probability of a distribution.     

Limit laws for upper and lower extremes from stationary mixing sequences

The aim of this paper is to examine the weak limiting behavior of upper and lower extremes from stationary sequences satisfying dependence conditions similar to D and D′ introduced by Leadbetter (Z. Wahrsch. Verw. Gebiete28 (1974), 289–303). By establishing the convergence in distribution of an associated sequence of point processes, the joint limiting distribution of any collection of upper and lower extremes can be determined. Sufficient and, in some cases, necessary conditions for the asymptotic independence of the upper and lower extremes are also given.     

Stationary probability distributions for multiresponse linear learning models

A necessary and sufficient condition is given for the existence of stationary probability distributions of a non-Markovian model with linear transition rule. Similar to the Markovian case, stationary probability distributions are characterized as eigenvectors of nonnegative matrices. The model studied includes as special cases the Markovian model as well as the linear learning model and has applications in psychological and biological research, in control theory, and in adaption theory.     

The rate of strong uniform consistency for the multivariate product-limit estimator

The general asymptotic order of magnitude is determined for the maximal deviation of the multivariate product-limit estimate from the estimated survival function on R^k. This order depends on the joint behavior of the censoring and censored distributions in a well-defined way. Corresponding to specific joint behaviors, several lim sup results are deduced generalizing everything that is known in the univariate case. The results are also extended for the variable censoring model.     

A class of second-order stationary random measures

Experimental measurements associated with n-dimensional regions or “plots” are regarded as observations on random variables indexed by the bounded Borel subsets of Rⁿ, these random variables having finite second moments and satisfying a certain additivity property. Further assumptions concerning the stationary and continuity of the first two moments allow spectral representations to be derived which are analogous to those already in the literature on second-order stationary random measures.     

Some observations concerning the direct titration of nitrite with cerium(IV)

Direct titration of nitrite with cerium (IV), with ferroin as indicator, is shown to give satisfactory results if the acidity is kept between 0.033 and 0.055M at the end-point. Loss of nitrous acid owing to volatilization and decomposition is discussed. From 10 to 60 mg of sodium nitrite can be estimated with a standard deviation of 5 mug and an average error of 0.2%.     

Some Categorical Algebraic Properties: Counter-Examples for Functor Categories

This work is a complement to the authors earlier papers, where it is shown that a functor category inherits from such properties as amalgamation, transferability and congruence extension if has either products or certain pushouts. A general scheme is given for constructing counter-examples which show that the latter condition on is essential. In particular, it is shown that the functor categories , , ( resp.) do not satisfy the amalgamation (congruence extension resp.) property in general. Moreover, one class of categories is described, where the condition of the existence of certain pushouts is not only sufficient, but also necessary for to preserve the considered properties of .Mathematics Subject Classifications (2000) 18A25, 18A32, 18B99, 08B26.Dali Zangurashvili: The support rendered by INTAS Grant 97 31961 is gratefully acknowledged.     

Semilinear representations of PGL

Let L be the function field of a projective space over an algebraically closed field k of characteristic zero, and H be the group of projective transformations. An H-sheaf on is a collection of isomorphisms for each g ∈ H satisfying the chain rule. We construct, for any n > 1, a fully faithful functor from the category of finite-dimensional L-semilinear representations of H extendable to the semigroup End(L/k) to the category of coherent H-sheaves on The paper is motivated by a study of admissible representations of the automorphism group G of an algebraically closed extension of k of countable transcendence degree undertaken in [4]. The semigroup End(L/k) is considered as a subquotient of G, hence the condition on extendability. In the appendix it is shown that, if is either H, or a bigger subgroup in the Cremona group (generated by H and a certain pair of involutions), then any semilinear of degree one is an integral L-tensor power of It is also shown that this bigger subgroup has no non-trivial representations of finite degree if n > 1.     

Toward Homological Characterization of Semirings: Serre’s Conjecture and Bass’s Perfectness in a Semiring Context

Among other results on homological characterization of semirings, we prove that the classes of projective and free right (left) semimodules over the polynomial semiring R[x₁, x₂,..., x_n] over an additively regular division semiring R coincide iff R is a field. Also it is shown that an additively regular commutative semiring R is perfect (in H. Basss sense) iff R is a perfect ring.In Celebration of the Sixtieth Birthday of Ralph N. McKenzieReceived July 27, 2003; accepted in final form April 2, 2004.