Some estimation theory on the sphere

Summary We consider distributions with densities of the formf(μ′x) andf(‖x _v ‖) where μ andx are unit vectors inR ^q and ‖x _v ‖ is the norm of the part ofx in somes dimensional subspaceV ofR ^q . For several loss functions, optimal Bayesian and Pitman estimators of μ andV are given. When uniform priors are used, these estimators are identical. Then the infinitesimal robustness characteristics of several special cases of these estimators are calculated.     

Zero–One Law for some Brownian Functionals

We prove that for a>0, (B _t) one-dimensional standard Brownian motion and ₀=inf{t>0 : B _t=0} the following zero–one law is valid

Sorting Using Complete Subintervals and the Maximum Number of Runs in a Randomly Evolving Sequence

We study the space requirements of a sorting algorithm where only items that at the end will be adjacent are kept together. This is equivalent to the following combinatorial problem: Consider a string of fixed length n that starts as a string of 0’s, and then evolves by changing each 0 to 1, with the n changes done in random order. What is the maximal number of runs of 1’s? We give asymptotic results for the distribution and mean. It turns out that, as in many problems involving a maximum, the maximum is asymptotically normal, with fluctuations of order n ^1/2, and to the first order well approximated by the number of runs at the instance when the expectation is maximized, in this case when half the elements have changed to 1; there is also a second order term of order n ^1/3. We also treat some variations, including priority queues and sock-sorting. The proofs use methods originally developed for random graphs.     

Stochastic delay foraging arena predator–prey system with Markov switching

Abstract

In this paper, we introduce white noise, telegraph noise and time delay to the two-dimensional foraging arena population system describing the prey and predator abundance. The aim is to find out how the interactions between white noise, telegraph noise and time delay affect the dynamics of the population system. Firstly, the existence of a global positive solution is verified. Then the long-time properties including the stochastically ultimate boundedness, extinction and some other asymptotic pathwise estimation of this population system are studied. Finally, the main results are illustrated by two examples.     

Local time and Tanaka formula for a multitype Dawson–Watanabe superprocess

In [3] Dynkin defined the local time of a continuous superprocess as a stochastic integral and gave a criterion for existence of local time. Here we prove that the conditions in Dynkin's existence criterion are satisfied by the multitype Dawson–Watanabe superprocess, and give a Tanaka formula‐like representation of the local time which is used to show that the occupation measure of the multitype superprocess is absolutely continuous with respect to an appropriate reference measure, and that the corresponding density coincides a.s. with the local time. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

KAM theory and the 3D Euler equation

We prove that the dynamical system defined by the hydrodynamical Euler equation on any closed Riemannian 3-manifold M   is not mixing in the C^k$C^k$ topology (k>4$k>4$ and non-integer) for any prescribed value of helicity and sufficiently large values of energy. This can be regarded as a 3D version of Nadirashvili's and Shnirelman's theorems showing the existence of wandering solutions for the 2D Euler equation. Moreover, we obtain an obstruction for the mixing under the Euler flow of C^k$C^k$-neighborhoods of divergence-free vectorfields on M  . On the way we construct a family of functionals on the space of divergence-free C¹$C^1$ vectorfields on the manifold, which are integrals of motion of the 3D Euler equation. Given a vectorfield these functionals measure the part of the manifold foliated by ergodic invariant tori of fixed isotopy types. We use the KAM theory to establish some continuity properties of these functionals in the C^k$C^k$-topology. This allows one to get a lower bound for the C^k$C^k$-distance between a divergence-free vectorfield (in particular, a steady solution) and a trajectory of the Euler flow.     

Random approximations and random fixed point theorems for random 1-setn-contractive non-self-maps in abstract cones

In this paper, we will prove that the random version of Fan's Theorem [6, Theorem 2] is true for a random hemicompact 1-set-contractive map defined on a closed ball, a sphere and an annulus in cones. This class of random 1-set-contractive map includes random condensing maps, random continuous semicontractive maps, random LANE maps, random nonexpansive maps and others. As applications of our theorems, some random fixed point theorems of non-self-maps are proved under various well-known boundary conditions. Our results are generalizations, improvements or stochastic versions of the recent results obtained by many authors     

Wick–Itô formula for regular processes and applications to the Black and Scholes formula

We derive a Wick–Itô formula, that is, an Itô-type formula based on Wick integration. We derive it in the context of regular Gaussian processes which include Brownian motion and fractional Brownian motion with Hurst parameter greater than 1/2. We then consider applications to the Black and Scholes formula for the pricing of a European call option. It has been shown that using Wick integration in this context is problematic for economic reasons. We show that it is also problematic for mathematical reasons because the resulting Black and Scholes formula depends only on the variance of the process and not on its dependence structure.     

Highly Bendable and Rotational Textile Structure with Prestrained Conductive Sewing Pattern for Human Joint Monitoring

Human joints have respective ranges of motion and joint forces corresponding to each kind of joint; this necessitates considerations of the characteristics of human joints to fabricate wearable strain sensors conformable to the human body, and capable of precisely monitoring complex motions of the human body. In the present study, the “all textile‐based highly stretchable structure” that is capable of precisely sensing motions (folding and rotation) of the human joints (finger, wrist, elbow, spine, and knee) is fabricated by optimizing patterns (straight, blind, and zigzag) of conductive yarns employed as the conductive part of the strain sensor, and several textile substrates (braided elastic fabric, knit fabric, and woven fabric), having preferable elasticity and conformability employed for the fabrication of strain sensors suitable for human joints. In particular, the technology, enabling the prestraining of textile substrate, is exploited to fabricate a strain sensor that is capable of outputting selective signals corresponding to the folding motion of the spinal joint over a predetermined angle of motion, and the gait pattern of the wearer of the sensor, attached to his or her knee joint doing folding and rotational motions, is analyzed.     

Study of relaxation processes in polyethylene and polystyrene by positron annihilation

Relaxation processes in polyethylene (PE) and polystyrene (PS) were studied by positron annihilation technique. For PE, above the glass transition temperature, T_g, the size of free volumes and its concentration were increased by the micro-Brownian motion of molecules. For PS, local motions of molecules in backbone chains were found to start above 260 K. However, these local motions were suppressed by an interphenyl correlation. For both PE and PS, below 250–260 K, the formation probability of positronium atoms increased with decreasing temperature. This fact was assigned to the freezing in of the local motions of molecules. For PS, an onset of the local motions of molecules was observed above 100 K. These motions were expected to be associated with liberation of phenyl groups. © 1996 John Wiley & Sons, Inc.