Efficiencies of tests and estimators forp-order autoregressive processes when the error distribution is nonnormal

Summary We considerpth order autoregressive time series where the shocks need not be normal. By employing the concept of contiguity, we obtain the sysmptotic power for tests of hypothesis concerning the autoregressive parameters. Our approach allows consideration of the double exponential and other thicker-tailed distributions for the shocks. We derive a new result in the contiguity framework that leads directly to an expression for the Pitman efficiencies of tests as well as estimators. The numerical values of the efficiencies suggest a lack of robustness for the normal theory least squares estimators when the shock distribution is thick tailed or an outlier prone mixed normal. An important alternative test statistic is proposed that competes with the normal theory tests. This research was supported by the Office of Naval Research under Grant No. N00014-78-C-0722 and by the Army Research Office.     

Two clarifications on the likelihood surface in functional models

The paper consists of two parts. In the first part a previous result by Solari [(1969) J. Roy. Statist. Soc. Ser. B31] for a simplified two-variable model is generalized to the multivariate case. In the second part the behaviour of the likelihood surface is clarified when we have replications of observations.     

Strong approximations of the Hoeffding,Blum, Kiefer,Rosenblatt multivariate empirical process

Hoeffding (Ann. Math. Statist. 1948) and Blum, Kiefer and Rosenblatt (Ann. Math. Statist. 1961) constructed distribution free tests of independence based on a multivariate empirical process. We establish strong invariance principles for the latter and also for appropriate functionals of it.     

Self-adjunctions and matrices

It is shown that the multiplicative monoids of Temperley-Lieb algebras are isomorphic to monoids of endomorphisms in categories where an endofunctor is adjoint to itself. Such a self-adjunction is found in a category whose arrows are matrices, and the functor adjoint to itself is based on the Kronecker product of matrices. This self-adjunction underlies the orthogonal group case of Brauer's representation of the Brauer centralizer algebras.     

Efficient parallel algorithms for shortest paths in planar digraphs

Efficient parallel algorithms are presented, on the CREW PRAM model, for generating a succinct encoding of all pairs shortest path information in a directed planar graphG with real-valued edge costs but no negative cycles. We assume that a planar embedding ofG is given, together with a set ofq faces that cover all the vertices. Then our algorithm runs inO(log² n) time and employsO(nq+M(q)) processors (whereM(t) is the number of processors required to multiply twot×t matrices inO(logt) time). Let us note here that wheneverq<n then our processor bound is better than the best previous one (M(n)).O(log² n) time,n-processor algorithms are presented for various subproblems, including that of generating all pairs shortest path information in a directedouterplanar graph. Our work is based on the fundamental hammock-decomposition technique of G. Frederickson. We achieve this decomposition inO(logn log*n) parallel time by usingO(n) processors. The hammock-decomposition seems to be a fundamental operation that may help in improving efficiency of many parallel (and sequential) graph algorithms.This work was partially supported by the EEC ESPRIT Basic Research Action No. 3075 (ALCOM) and by the Ministry of Industry, Energy and Technology of Greece.     

Stable minimum space partitioning in linear time

In the stable0–1 sorting problem the task is to sort an array ofn elements with two distinct values such that equal elements retain their relative input order. Recently, Munro, Raman and Salowe gave an algorithm which solves this problem inO(n log*n) time and constant extra space. We show that by a modification of their method the stable0–1 sorting is possible inO(n) time andO(1) extra space. Stable three-way partitioning can be reduced to stable0–1 sorting. This immediately yields a stable minimum space quicksort, which sorts multisets in asymptotically optimal time with high probability.     

Page usage in a quadtree index

This paper provides a characterization of the storage needs of a quadtree when used as an index to access large volumes of 2-dimensional data. It is shown that the page occupancy for data in random order approaches 33%. A precise mathematical analysis that involves a modicum of hypergeometric functions and dilogarithms, together with some computer algebra is presented.A brief survey of the analysis of storage usage in tree structures is included. The 33% ratio for quadtrees is to be compared to the figures for binary search trees (50%), tries (69%), and quadtries (46%).The research of this author was done while visiting INRIA, Rocquencourt, France under support from the Ministry of Education of Japanese Government.Work of this author was supported in part by the Basic Research Action of the E.C. under contract No. 3075 (Project ALCOM).     

The dating of Ptolemy's Almagest based on the coverings of the stars and on lunar eclipses

This paper is a natural extension and continuation of the authors' studies of the astronomical dating problem of Ptolemy's famous Almagest. In previous papers, the authors suggested and developed a new geometrical-statistical method for dating ancient star catalogues. This method was then applied to Ptolemy's Almagest. The results obtained do not confirm the traditional dating of the Almagest (2nd century AD or 2nd century BC) but shift it to the epoch AD 600–1300. In this paper, we extend our analysis to other parts of the Almagest and study the dating problem for series of lunar eclipses described in the Almagest and for the covering of stars by planets. The results obtained completely agree with our previous results and give the same time interval, AD 600–1300.     

Characteristics of thin gate dielectric in a rapid thermal processing machine and temperature uniformity studies

Rapid Thermal oxidation (RTO) of silicon has been investigated in the temperature range 1000° to 1250°C for an oxidation time of 5 to 60 s. The fairly extensive kinetics data show that linear growth occurs with an activation energyE _a of 1.4 eV. Rapid thermal nitridation of SiO₂ (96 Å) has been performed at three different temperatures: 1150°, 1200°, and 1250°C for a nitridation time up to 150 s. The characteristics of both materials have been investigated by capacitance-voltage, current-voltage, high resolution transmission electron microscopy and Auger spectroscopy. The results will be discussed with special emphasis on breakdown field statistics. The influence of Rapid Thermal Annealing (RTA) on the characteristics of both oxide and nitrided oxide will also be presented. A simulation model of a rapid thermal processing machine is presented with particular attention to the formation of slip lines. The theoretical results are in good agreement with those obtained experimentally.     

关于$\mathcal{F}$-S-可补子群

设$\mathcal{F}$是一个群类. 群$G$的子群$H$称为在$G$中$\mathcal{F}$-S-可补的，如果存在$G$的一个子群$K$,使得$G=HK$且$K/K\cap{H_G}\in\mathcal{F}$, 其中$H_G=\bigcap_{g\in G}H^g$是包含在$H$中的$G$的最大正规子群．本文利用子群的$\mathcal{F}$-S-可补性, 给出了有限群的可解性, 超可解性和幂零性的一些新的刻画. 应用这些结果, 我们可以得到一系列推论, 其中包括有关已知的著名结果.