Nonparametric Approach for Non-Gaussian Vector Stationary Processes

Suppose that {z(t)} is a non-Gaussian vector stationary process with spectral density matrixf(λ). In this paper we consider the testing problemH: ∫^π_−π K{f(λ)} dλ=cagainstA: ∫^π_−π K{f(λ)} dλ≠c, whereK{·} is an appropriate function andcis a given constant. For this problem we propose a testT_nbased on ∫^π_−π K{f(λ)} dλ=c, wheref(λ) is a nonparametric spectral estimator off(λ), and we define an efficacy ofT_nunder a sequence of nonparametric contiguous alternatives. The efficacy usually depnds on the fourth-order cumulant spectraf₄^Zofz(t). If it does not depend onf₄^Z, we say thatT_nis non-Gaussian robust. We will give sufficient conditions forT_nto be non-Gaussian robust. Since our test setting is very wide we can apply the result to many problems in time series. We discuss interrelation analysis of the components of {z(t)} and eigenvalue analysis off(λ). The essential point of our approach is that we do not assume the parametric form off(λ). Also some numerical studies are given and they confirm the theoretical results.     

Summability of orthogonal expansions of several variables

Summability of spherical h-harmonic expansions with respect to the weight function ∏_j=1^d |x_j|^2κ_j (κ_j0) on the unit sphere S^d−1 is studied. The main result characterizes the critical index of summability of the Cesàro (C,δ) means of the h-harmonic expansion; it is proved that the (C,δ) means of any continuous function converge uniformly in the norm of C(S^d−1) if and only if δ>(d−2)/2+∑_j=1^d κ_j−min_1jd κ_j. Moreover, it is shown that for each point not on the great circles defined by the intersection of the coordinate planes and S^d−1, the (C,δ) means of the h-harmonic expansion of a continuous function f converges pointwisely to f if δ>(d−2)/2. Similar results are established for the orthogonal expansions with respect to the weight functions ∏_j=1^d |x_j|^2κ_j(1−|x|²)^μ−1/2 on the unit ball B^d and ∏_j=1^d x_j^κ_j−1/2(1−|x|₁)^μ−1/2 on the simplex T^d. As a related result, the Cesàro summability of the generalized Gegenbauer expansions associated to the weight function |t|^2μ(1−t²)^λ−1/2 on [−1,1] is studied, which is of interest in itself.     

On deviations between empirical and quantile processes for mixing random variables

Let {X_n} be a strictly stationary φ-mixing process with Σ_j=1^∞ φ^1/2(j) < ∞. It is shown in the paper that if X₁ is uniformly distributed on the unit interval, then, for any t [0, 1], |F_n⁻¹(t) − t + F_n(t) − t| = O(n^−3/4(log log n)^3/4) a.s. and sup_0≤t≤1 |F_n⁻¹(t) − t + F_n(t) − t| = (O(n^−3/4(log n)^1/2(log log n)^1/4) a.s., where F_n and F_n⁻¹(t) denote the sample distribution function and tth sample quantile, respectively. In case {X_n} is strong mixing with exponentially decaying mixing coefficients, it is shown that, for any t [0, 1], |F_n⁻¹(t) − t + F_n(t) − t| = O(n^−3/4(log n)^1/2(log log n)^3/4) a.s. and sup_0≤t≤1 |F_n⁻¹(t) − t + F_n(t) − t| = O(n^−3/4(log n)(log log n)^1/4) a.s. The results are further extended to general distributions, including some nonregular cases, when the underlying distribution function is not differentiable. The results for φ-mixing processes give the sharpest possible orders in view of the corresponding results of Kiefer for independent random variables.     

The wave equation for Dunkl operators

Let k = (k_α)_αε, be a positive-real valued multiplicity function related to a root system , and Δ_k be the Dunkl-Laplacian operator. For (x, t) ε ^N, × , denote by u_k(x, t) the solution to the deformed wave equation Δ_ku_k,(x, t) = δ_ttu_k(x, t), where the initial data belong to the Schwartz space on ^N. We prove that for k 0 and N l, the wave equation satisfies a weak Huygens' principle, while a strict Huygens' principle holds if and only if (N − 3)/2 + Σ_αε+k_α ε . Here ⁺ is a subsystem of positive roots. As a particular case, if the initial data are supported in a closed ball of radius R > 0 about the origin, the strict Huygens principle implies that the support of u_k(x, t) is contained in the conical shell {(x, t), ε ^N × | |t| − R x |t| + R}. Our approach uses the representation theory of the group SL(2, ), and Paley-Wiener theory for the Dunkl transform. Also, we show that the (t-independent) energy functional of u_k is, for large |t|, partitioned into equal potential and kinetic parts.     

On the Strong Law of Large Numbers and the Law of the Logarithm for Weighted Sums of Independent Random Variables with Multidimensional Indices

Let (X, X ; ^d} be a field of independent identically distributed real random variables, 0 < p < 2, and {a _, ; ( , ) ^d × ^d, ≤ } a triangular array of real numbers, where ^d is the d-dimensional lattice. Under the minimal condition that sup _, |a _, | < ∞, we show that | |^{− 1/p} ∑ _≤ a _, X → 0 a.s. as | | → ∞ if and only if E(|X|^p(L|X|)^{d − 1}) < ∞ provided d ≥ 2. In the above, if 1 ≤ p < 2, the random variables are needed to be centered at the mean. By establishing a certain law of the logarithm, we show that the Law of the Iterated Logarithm fails for the weighted sums ∑ _≤ a _, X under the conditions that EX = 0, EX² < ∞, and E(X²(L|X|)^{d − 1}/L₂|X|) < ∞ for almost all bounded families {a _, ; ( , ) ^d × ^d, ≤ of numbers.     

Second-order linearity of the general signed-rank statistic

Let X₁,…, X_n be i.i.d. random variables symmetric about zero. Let R_i(t) be the rank of |X_i − tn^−1/2| among |X₁ − tn^−1/2|,…, |X_n − tn^−1/2| and T_n(t) = Σ_{i = 1}ⁿφ((n + 1)⁻¹R_i(t))sign(X_i − tn^−1/2). We show that there exists a sequence of random variables V_n such that sup_{0 ≤ t ≤ 1} |T_n(t) − T_n(0) − tV_n| → 0 in probability, as n → ∞. V_n is asymptotically normal.     

Boundary effects on convergence rates for Tikhonov regularization

We consider the Tikhonov regularizer f_λ of a smooth function f ε H^2m[0, 1], defined as the solution (see [1]) to We prove that if f^(j)(0) = f^(j)(1) = 0, J = m, …, k < 2m − 1, then ¦f − f_λ¦_j² Rλ^{(2k − 2j + 3)/2m}, J = 0, …, m. A detailed analysis is given of the effect of the boundary on convergence rates.     

Strong converse inequalities for Baskakov operators

We give a strong converse inequality of type B in terms of unified K-functional K_λ^α( f,t²)(0λ1, 0<α<2) for Baskakov operators.     

On the spectral function of the Poisson–Voronoi cells

Denote by (t)=∑_n1e^−λ_nt, t>0, the spectral function related to the Dirichlet Laplacian for the typical cell of a standard Poisson–Voronoi tessellation in . We show that the expectation E(t), t>0, is a functional of the convex hull of a standard d-dimensional Brownian bridge. This enables us to study the asymptotic behaviour of E(t), when t→0⁺,+∞. In particular, we prove that the law of the first eigenvalue λ₁ of satisfies the asymptotic relation lnP{λ₁t}−2^dω_dj_(d−2)/2^d·t^−d/2 when t→0⁺, where ω_d and j_(d−2)/2 are respectively the Lebesgue measure of the unit ball in and the first zero of the Bessel function J_(d−2)/2.     

The Divergence of Lagrange Interpolation for |x| at Equidistant Nodes

In 1918 S. N. Bernstein published the surprising result that the sequence of Lagrange interpolation polynomials to |x| at equally spaced nodes in [−1, 1] diverges everywhere, except at zero and the end-points. In the present paper, we prove that the sequence of Lagrange interpolation polynomials corresponding to |x|^α (0<α1) on equidistant nodes in [−1, 1] diverges everywhere in the interval except at zero and the end-points.     

Prophet regions and sharp inequalities for pth absolute moments of martingales

Exact comparisons are made relating E|Y₀|^p, E|Y_n−1|^p, and E(max_j≤n−1 |Y_j|^p), valid for all martingales Y₀,…,Y_n−1, for each p ≥ 1. Specifically, for p > 1, the set of ordered triples {(x, y, z) : X = E|Y₀|^p, Y = E |Y_n−1|^p, and Z = E(max_j≤n−1 |Y_j|^p) for some martingale Y₀,…,Y_n−1} is precisely the set {(x, y, z) : 0≤x≤y≤z≤Ψ_n,p(x, y)}, where Ψ_n,p(x, y) = xψ_n,p(y/x) if x > 0, and = a_n−1,py if x = 0; here ψ_n,p is a specific recursively defined function. The result yields families of sharp inequalities, such as E(max_j≤n−1 |Y_j|^p) + ψ_n,p^*(a) E |Y₀|^p ≤ aE |Y_n−1|^p, valid for all martingales Y₀,…,Y_n−1, where ψ_n,p^* is the concave conjugate function of ψ_n,p. Both the finite sequence and infinite sequence cases are developed. Proofs utilize moment theory, induction, conjugate function theory, and functional equation analysis.     

On Positive and Copositive Polynomial and Spline Approximation inLp[−1, 1], 0<p<∞

For a functionfL_p[−1, 1], 0<p<∞, with finitely many sign changes, we construct a sequence of polynomialsP_nΠ_nwhich are copositive withfand such that f−P_npCω(f, (n+1)⁻¹)_p, whereω(f, t)_pdenotes the Ditzian–Totik modulus of continuity inL_pmetric. It was shown by S. P. Zhou that this estimate is exact in the sense that if f has at least one sign change, thenωcannot be replaced byω²if 1<p<∞. In fact, we show that even for positive approximation and all 0<p<∞ the same conclusion is true. Also, some results for (co)positive spline approximation, exact in the same sense, are obtained.     

On positive solutions of some nonlinear fourth-order beam equations

The existence, uniqueness and multiplicity of positive solutions of the following boundary value problem is considered:

u⁽⁴⁾(t)−λf(t,u(t))=0, for 0<t<1,u(0)=u(1)=u″(0)=u″(1)=0,

where λ>0 is a constant, f :[0,1]×[0,+∞)→[0,+∞) is continuous.     

Discriminant analysis for locally stationary processes

In this paper, we discuss discriminant analysis for locally stationary processes, which constitute a class of non-stationary processes. Consider the case where a locally stationary process {X_t,T} belongs to one of two categories described by two hypotheses π₁ and π₂. Here T is the length of the observed stretch. These hypotheses specify that {X_t,T} has time-varying spectral densities f(u,λ) and g(u,λ) under π₁ and π₂, respectively. Although Gaussianity of {X_t,T} is not assumed, we use a classification criterion D( f:g), which is an approximation of the Gaussian likelihood ratio for {X_t,T} between π₁ and π₂. Then it is shown that D( f:g) is consistent, i.e., the misclassification probabilities based on D( f:g) converge to zero as T→∞. Next, in the case when g(u,λ) is contiguous to f(u,λ), we evaluate the misclassification probabilities, and discuss non-Gaussian robustness of D( f:g). Because the spectra depend on time, the features of non-Gaussian robustness are different from those for stationary processes. It is also interesting to investigate the behavior of D( f:g) with respect to infinitesimal perturbations of the spectra. Introducing an influence function of D( f:g), we illuminate its infinitesimal behavior. Some numerical studies are given.     

On the Uniform Approximation of a Class of Analytic Functions by Bruwier Series

For a class of analytic functions f(z) defined by Laplace–Stieltjes integrals the uniform convergence on compact subsets of the complex plane of the Bruwier series (B-series) ∑^∞_n=0 λ_n(f) , λ_n(f)=f⁽ⁿ⁾(nc)+cf⁽ⁿ⁺¹⁾(nc), generated by f(z) and the uniform approximation of the generating function f(z) by its B-series in cones |arg z|< is shown.     

The Discrete Spectrum in the Spectral Gaps of Semibounded Operators with Non-sign-definite Perturbations

Given two self-adjoint operators A and V = V₊  − V₋ , we study the motion of the eigenvalues of the operator A(t) = A − tV as t increases. Let α > 0 and let λ be a regular point for A. We consider the quantities N₊ (V; λ, α), N₋ (V; λ, α), and N₀(V; λ, α) defined as the number of eigenvalues of the operator A(t) that pass point λ from the right to the left, from the left to the right, or change the direction of their motion exactly at point λ, respectively, as t increases from 0 to α > 0. We study asymptotic characteristics of these quantities as α → ∞. In the present paper, the results obtained previously [O. L. Safronov, Comm. Math. Phys.193 (1998), 233–243] are extended and given new applications to differential operators.     

Uniform Estimates for a Class of Evolution Equations

L^∞ estimates are derived for the oscillatory integral ∫⁺₀^∞e^{−i(xλ + (1/m) tλm)}a(λ) dλ, where 2 ≤ m and (x, t) × ₊. The amplitude a(λ) can be oscillatory, e.g., a(λ) = e^{it (λ)} with (λ) a polynomial of degree ≤ m − 1, or it can be of polynomial type, e.g., a(λ) = (1 + λ)^k with 0 ≤ k ≤ (m − 2). The estimates are applied to the study of solutions of certain linear pseudodifferential equations, of the generalized Schrödinger or Airy type, and of associated semilinear equations.     

Approximation mit einer erweiterten Klasse von Exponentialsummen

Wir behandeln das Problem, eine stetige Funktion f im Intervall [0, 1] mit einer erweiterten Klasse von Exponentialsummen gleichmäβig zu approximieren. Die Klasse V_n^τ(S) besteht dabei aus allen reellwertigen Lösungen von homogenen, linearen Differentialgleichungen n-ter Ordnung mit konstanten Koeffizienten, bei denen das charakteristische Polynom nur Nullstellen in einer Menge S der komplexen Zahlen besitzt. Wir geben einen sehr kurzen Beweis dafür, daβ jede solche Summe n-ter Ordnung höchstens n − 1 Nullstellen in [0, 1] besitzt, wenn die Frequenzen im Streifen T={λC:|Imλ|<π} liegen. Bei Beschränkung auf T={λC:0<|Imλ|≤π} läβt sich eine Minimallösung notwendig und hinreichend charakterisieren durch eine Alternante der Länge n + k + 1 und die Minimallösung ist eindeutig bestimmt, falls die Frequenzen im Innern von T^* liegen.     

On Hilbert''s Integral Inequality

In this paper, we generalize Hilbert's integral inequality and its equivalent form by introducing three parameterst,a, andb.Iff, g L²[0, ∞), then[formula]where π is the best value. The inequality (1) is well known as Hilbert's integral inequality, and its equivalent form is[formula]where π²is also the best value (cf. [[1], Chap. 9]). Recently, Hu Ke made the following improvement of (1) by introducing a real functionc(x),[formula]wherek(x) = 2/π∫^∞₀(c(t²x)/(1 + t²)) dt − c(x), 1 − c(x) + c(y) ≥ 0, andf, g ≥ 0 (cf. [[2]]). In this paper, some generalizations of (1) and (2) are given in the following theorems, which are other than those in [ [2]].     

The Bernstein Constant and Polynomial Interpolation at the Chebyshev Nodes

In this paper, we establish new asymptotic relations for the errors of approximation in L_p[−1,1], 0<p∞, of x^λ, λ>0, by the Lagrange interpolation polynomials at the Chebyshev nodes of the first and second kind. As a corollary, we show that the Bernstein constant

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is finite for λ>0 and .