Joint Monitoring of Several Types of Shocks in Normal Dynamic Linear Models: A Bayesian Decision Theoretic Approach

In this article we consider the sequential monitoring process in normal dynamic linear models as a Bayesian sequential decision problem. We use this approach to build a general procedure that jointly analyzes the existence of outliers, level changes, variance changes, and the development of local correlations. In addition, we study the frequentist performance of this procedure and compare it with the monitoring algorithm proposed in an earlier article.     

General preservers of quasi-commutativity on self-adjoint operators

Let H be a separable Hilbert space and Bsa(H) the set of all bounded linear self-adjoint operators. We say that A,B∈Bsa(H) quasi-commute if there exists a nonzero ξ∈C such that AB=ξBA. Bijective maps on Bsa(H) which preserve quasi-commutativity in both directions are classified.     

On Chebyshev functions and Klee functions

Associated to a lower semicontinuous function, one can define its proximal mapping and farthest mapping. The function is called Chebyshev (Klee) if its proximal mapping (farthest mapping) is single-valued everywhere. We show that the function f is 1/λ-hypoconvex if its proximal mapping Pλf is single-valued. When the function f is bounded below, and Pλf is single-valued for every λ>0, the function must be convex. Similarly, we show that the function f is 1/μ-strongly convex if the farthest mapping Qμf is single-valued. When the function is the indicator function of a set, this recovers the well-known Chebyshev problem and Klee problem in Rn. We also give an example illustrating that a continuous proximal mapping (farthest mapping) needs not be locally Lipschitz, which answers one open question by Hare and Poliquin.     

Fast computation of Hermite normal forms of random integer matrices

This paper is about how to compute the Hermite normal form of a random integer matrix in practice. We propose significant improvements to the algorithm by Micciancio and Warinschi, and extend these techniques to the computation of the saturation of a matrix. We describe the fastest implementation for computing Hermite normal form for large matrices with large entries.     

A remark on the definitions of viscosity solutions for the integro-differential equations with Lévy operators

We prove the equivalence of the three different definitions of the viscosity solution for the integro-differential equation with the Lévy operator. The two of the definitions are known in the preceding works of the author and the others, and the last one is new. A construction of a sequence of the approximating test functions to the subsolution (or the supersolution) is indispensable for the proof, and it is done explicitly in the paper.     

Spectrum of a homogeneous graph

We describe the spectrum of the Laplacian for a homogeneous graph acted on by a discrete group. This follows from a more general result which describes the spectrum of a convolution operator on a homogeneous space of a locally compact group. We also prove a version of Harnack inequality for a Schrödinger operator on an invariant homogeneous graph.     

Schrödinger operators and associated hyperbolic pencils

For a large class of Schrödinger operators, we introduce the hyperbolic quadratic pencils by making the coupling constant dependent on the energy in the very special way. For these pencils, many problems of scattering theory are significantly easier to study. Then, we give some applications to the original Schrödinger operators including one-dimensional Schrödinger operators with L²-operator-valued potentials, multidimensional Schrödinger operators with slowly decaying potentials.     

Spectra of finite linear and unitary groups

The spectrum of a finite group is the set of its element orders. An arithmetic criterion determining whether a given natural number belongs to a spectrum of a given group is furnished for all finite special, projective general, and projective special linear and unitary groups. Supported by RFBR (grant Nos. 08-01-00322 and 06-01-39001) and by the Council for Grants (under RF President) and State Aid of Leading Scientific Schools (project NSh-344.2008.1). __________ Translated from Algebra i Logika, Vol. 47, No. 2, pp. 157–173, March–April, 2008.     

Mixed-norm estimates for a class of nonisotropic directional maximal operators and Hilbert transforms

For all d?2 and p∈(1,max(2,(d+1)/2)], we prove sharp Lp to Lp(Lq) estimates (modulo an endpoint) for a directional maximal operator associated to curves generated by the dilation matrices exp((logt)P), where P has real entries and eigenvalues with positive real part. For the corresponding Hilbert transform we prove an analogous result for all d?2 and p∈(1,2]. As corollaries, we prove Lp bounds for variable kernel singular integral operators and Nikodym-type maximal operators taking averages over certain families of curved sets in Rd.