REML estimation for binary data in GLMMs

The restricted maximum likelihood (REML) procedure is useful for inferences about variance components in mixed linear models. However, its extension to hierarchical generalized linear models (HGLMs) is often hampered by analytically intractable integrals. Numerical integration such as Gauss-Hermite quadrature (GHQ) is generally not recommended when the dimensionality of the integral is high. With binary data various extensions of the REML method have been suggested, but they have had unsatisfactory biases in estimation. In this paper we propose a statistically and computationally efficient REML procedure for the analysis of binary data, which is applicable over a wide class of models and design structures. We propose a bias-correction method for models such as binary matched pairs and discuss how the REML estimating equations for mixed linear models can be modified to implement more general models.     

Symplectic Yang–Mills theory,Ricci tensor,and connections

A Yang–Mills theory in a purely symplectic framework is developed. The corresponding Euler–Lagrange equations are derived and first integrals are given. We relate the results to the work of Bourgeois and Cahen on preferred symplectic connections.     

Locally compact spaces of countable core and Alexandroff compactification

We introduce a new cardinal invariant, core of a space, defined for any locally compact Hausdorff space X and denoted by cor(X). Locally compact spaces of countable core generalize locally compact σ-compact spaces in a way that is slightly exotic, but still quite natural. We show in Section 1 that under a broad range of conditions locally compact spaces of countable core must be σ-compact. In particular, normal locally compact spaces of countable core and realcompact locally compact spaces of countable core are σ-compact. Perfect mappings preserve the class of spaces of countable core in both directions (Section 2). The Alexandroff compactification aX is weakly first countable at the Alexandroff point a if and only if cor(X)=ω (Section 3). Two examples of non-σ-compact locally compact spaces of countable core are discussed in Section 3. We also extend the well-known theorem of Alexandroff and Urysohn on the cardinality of perfectly normal compacta to compacta satisfying a weak version of perfect normality. Several open problems are formulated.     

A Fubini theorem

Let I₀ be the σ-ideal of subsets of a Polish group generated by Borel sets which have perfectly many pairwise disjoint translates. We prove that a Fubini-type theorem holds between I₀ and the σ-ideals of Haar measure zero sets and of meager sets. We use this result to give a simple proof of a generalization of a theorem of Balcerzak-Ros?anowski-Shelah stating that I₀ on N² strongly violates the countable chain condition.     

On a modification of the classical risk process

In this paper, we present the classical risk process with two-step premium function. This means that the gross risk premium rate changes if the insurer’s surplus reaches a certain threshold level. The formula for the infinite-time ruin probability is obtained. The asymptotic behaviour of the ruin probability in the case where the claim size distribution has a light tail is considered as well.     

Regular variation of order 1 nonlinear AR-ARCH models

We prove both geometric ergodicity and regular variation of the stationary distribution for a class of nonlinear stochastic recursions that includes nonlinear AR-ARCH models of order 1. The Lyapounov exponent for the model, the index of regular variation and the spectral measure for the regular variation all are characterized by a simple two-state Markov chain.     

A large deviation principle for 2D stochastic Navier–Stokes equation

In this paper one specifies the ergodic behavior of the 2D-stochastic Navier–Stokes equation by giving a Large Deviation Principle for the occupation measure for large time. It describes the exact rate of exponential convergence. The considered random force is non-degenerate and compatible with the strong Feller property.     

The essential Lagrangian-Grassmannian and the homotopy type of the Fredholm Lagrangian-Grassmannian

Let H be a separable infinite dimensional Hilbert space endowed with a symplectic structure and let L₀⊂H be a Lagrangian subspace. Using the results of [A. Abbondandolo, P. Majer, Infinite dimensional Grassmannians, math.AT/0307192], we show that the Fredholm Lagrangian-Grassmannian FL₀(Λ) has the homotopy type of Gc(L₀), the Grassmannian of all Lagrangian subspaces of H that are compact perturbations of L₀. It is well known that the latter has the homotopy type of the quotient U(∞)/O(∞). As a corollary, we recover a result by B. Booss-Bavnbek and K. Furutani (see [B. Booss-Bavnbek, K. Furutani, Symplectic functional analysis and spectral invariants, Contemp. Math. 242 (1999) 53-83; K. Furutani, Fredholm-Lagrangian-Grassmannian and the Maslov index, J. Geom. Phys. 51 (2004) 269-331]) that the L₀-Maslov index is an isomorphism between the fundamental group of FL₀(Λ) and the integers.     

The Sheffer group and the Riordan group

We define the Sheffer group of all Sheffer-type polynomials and prove the isomorphism between the Sheffer group and the Riordan group. An equivalence of the Riordan array pair and generalized Stirling number pair is also presented. Finally, we discuss a higher dimensional extension of Riordan array pairs.     

On simultaneous confidence intervals for all contrasts in the means of the intraclass correlation model with missing data

In this paper, we consider simultaneous confidence intervals for all contrasts in the means when the observations are missing at random in the intraclass correlation model. An exact test statistic for the equality of the means and Scheffé, Bonferroni and Tukey types of simultaneous confidence intervals are given by an extension of Bhargava and Srivastava [On Tukey's confidence intervals for the contrasts in the means of the intraclass correlation model, J. Royal Statist. Soc. B35 (1973) 147-152] when the missing observations are of the monotone type. Finally, numerical results of simultaneous confidence intervals are presented.