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Articles 1681 - 1710 of 2035

Full-Text Articles in Statistics and Probability

Generalized Averages For Solutions Of Two-Point Dirichlet Problems, Philip Korman, Yi Li Nov 1999

Generalized Averages For Solutions Of Two-Point Dirichlet Problems, Philip Korman, Yi Li

Mathematics and Statistics Faculty Publications

For very general two-point boundary value problems we show that any positive solution satisfies a certain integral relation. As a consequence we obtain some new uniqueness and multiplicity results.


Evaluating Maximum Likelihood Estimation Methods To Determine The Hurst Coefficient, Christina Marie Kendziorski, J. B. Bassingthwaighte, Peter J. Tonellato Nov 1999

Evaluating Maximum Likelihood Estimation Methods To Determine The Hurst Coefficient, Christina Marie Kendziorski, J. B. Bassingthwaighte, Peter J. Tonellato

Mathematics, Statistics and Computer Science Faculty Research and Publications

A maximum likelihood estimation method implemented in S-PLUS (S-MLE) to estimate the Hurst coefficient (H) is evaluated. The Hurst coefficient, with 0.5<HS-MLE was developed to estimate H for fractionally differenced (fd) processes. However, in practice it is difficult to distinguish between fd processes and fractional Gaussian noise (fGn) processes. Thus, the method is evaluated for estimating H for both fd and fGn processes. S-MLE gave biased results of H for fGn processes of any length and for fd processes of lengths less than 210. A modified method is proposed to correct for …


Random Fluctuations Of Convex Domains And Lattice Points, Alex Iosevich, Kimberly Kinateder Oct 1999

Random Fluctuations Of Convex Domains And Lattice Points, Alex Iosevich, Kimberly Kinateder

Mathematics and Statistics Faculty Publications

In this paper, we examine a random version of the lattice point problem.


Axiomatic Approach For Quantification Of Image Resolution, Ge Wang, Yi Li Oct 1999

Axiomatic Approach For Quantification Of Image Resolution, Ge Wang, Yi Li

Mathematics and Statistics Faculty Publications

Image resolution is the primary parameter for performance characterization of any imaging system. In this work, we present an axiomatic approach for quantification of image resolution, and demonstrate that a good image resolution measure should be proportional to the standard deviation of the point spread function of an imaging system.


Variational Principles For Average Exit Time Moments For Diffusions In Euclidean Space, Kimberly Kinateder, Patrick Mcdonald Sep 1999

Variational Principles For Average Exit Time Moments For Diffusions In Euclidean Space, Kimberly Kinateder, Patrick Mcdonald

Mathematics and Statistics Faculty Publications

Let D be a smoothly bounded domain in Euclidean space and let Xt be a diffusion in Euclidean space. For a class of diffusions, we develop variational principles which characterize the average of the moments of the exit time from D of a particle driven by Xt, where the average is taken overall starting points in D.


Openness And Monotoneity Of Induced Mappings, W. J. Charatonik Aug 1999

Openness And Monotoneity Of Induced Mappings, W. J. Charatonik

Mathematics and Statistics Faculty Research & Creative Works

It is shown that for locally connected continuum X if the induced mapping C(f) : C(X) ->C(Y) is open, then f is monotone. As a corollary it follows that if the continuum X is hereditarily locally connected and C(f) is open, then f is a homeomorphism. An example is given to show that local connectedness is essential in the result.


Positive Solutions To Semilinear Problems With Coefficient That Changes Sign, Nguyen Phuong Cac, Juan A. Gatica, Yi Li Aug 1999

Positive Solutions To Semilinear Problems With Coefficient That Changes Sign, Nguyen Phuong Cac, Juan A. Gatica, Yi Li

Mathematics and Statistics Faculty Publications

No abstract provided.


Why The Player Never Wins In The Long Run At La Blackjack, Arthur T. Benjamin, Michael Lauzon '00, Christopher Moore '00 Jul 1999

Why The Player Never Wins In The Long Run At La Blackjack, Arthur T. Benjamin, Michael Lauzon '00, Christopher Moore '00

All HMC Faculty Publications and Research

No abstract provided in this article.


Solutions To A Nonlinear Drift-Diffusion Model Of Semiconductors, Weifu Fang, Kazufumi Ito May 1999

Solutions To A Nonlinear Drift-Diffusion Model Of Semiconductors, Weifu Fang, Kazufumi Ito

Mathematics and Statistics Faculty Publications

A nonlinear drift-diffusion model for semiconductors is analyzed to show the existence of non-vacuum global solutions and stationary solutions. The long time behavior of the solutions is studied by establishing the existence of an absorbing set and a compact attractor of the dynamical system. Parallel results on vacuum solutions are also obtained under weaker conditions on model parameters.


Anticommuting Derivations, Steen Pedersen Apr 1999

Anticommuting Derivations, Steen Pedersen

Mathematics and Statistics Faculty Publications

We show that the re are no non-trivial closable derivations of a C*-algebra anticommuting with an ergodic action of a compact group, supposing that the set of squares is dense in the group. We also show that the re are no non-trivial closable densely defined rank one derivations on any C*-algebra.


The Moral Significance Of Indetectable Effects, Sven Ove Hansson Mar 1999

The Moral Significance Of Indetectable Effects, Sven Ove Hansson

RISK: Health, Safety & Environment (1990-2002)

A reassessment of Parfit's fifth "mistake in moral mathematics."


Invariant Measure For Diffusions With Jumps, Jose-Luis Menaldi, Maurice Robin Feb 1999

Invariant Measure For Diffusions With Jumps, Jose-Luis Menaldi, Maurice Robin

Mathematics Faculty Research Publications

Our purpose is to study an ergodic linear equation associated to diffusion processes with jumps in the whole space. This integro-differential equation plays a fundamental role in ergodic control problems of second order Markov processes. The key result is to prove the existence and uniqueness of an invariant density function for a jump diffusion, whose lower order coefficients are only Borel measurable. Based on this invariant probability, existence and uniqueness (up to an additive constant) of solutions to the ergodic linear equation are established.


Structure-Function Relationships In The Pulmonary Arterial Tree, Christopher A. Dawson, Gary S. Krenz, Kelly Lynn Karau, Steven Thomas Haworth, Christopher C. Hanger, John H. Linehan Feb 1999

Structure-Function Relationships In The Pulmonary Arterial Tree, Christopher A. Dawson, Gary S. Krenz, Kelly Lynn Karau, Steven Thomas Haworth, Christopher C. Hanger, John H. Linehan

Mathematics, Statistics and Computer Science Faculty Research and Publications

Knowledge of the relationship between structure and function of the normal pulmonary arterial tree is necessary for understanding normal pulmonary hemodynamics and the functional consequences of the vascular remodeling that accompanies pulmonary vascular diseases. In an effort to provide a means for relating the measurable vascular geometry and vessel mechanics data to the mean pressure-flow relationship and longitudinal pressure profile, we present a mathematical model of the pulmonary arterial tree. The model is based on the observation that the normal pulmonary arterial tree is a bifurcating tree in which the parent-to-daughter diameter ratios at a bifurcation and vessel distensibility are …


The Stable Manifold Theorem For Stochastic Differential Equations, Salah-Eldin A. Mohammed, Michael K. R. Scheutzow Jan 1999

The Stable Manifold Theorem For Stochastic Differential Equations, Salah-Eldin A. Mohammed, Michael K. R. Scheutzow

Articles and Preprints

We formulate and prove a local stable manifold theorem for stochastic differential equations (SDEs) that are driven by spatial Kunita-type semimartingales with stationary ergodic increments. Both Stratonovich and Itô-type equations are treated. Starting with the existence of a stochastic flow for a SDE, we introduce the notion of a hyperbolic stationary trajectory. We prove the existence of invariant random stable and unstable manifolds in the neighborhood of the hyperbolic stationary solution. For Stratonovich SDEs, the stable and unstable manifolds are dynamically characterized using forward and backward solutions of the anticipating SDE. The proof of the stable manifold theorem is based …


03. Preface Of Design And Analysis Of Experiments - 1st Edition, Angela Dean, Dan Voss, Danel Draguljic Jan 1999

03. Preface Of Design And Analysis Of Experiments - 1st Edition, Angela Dean, Dan Voss, Danel Draguljic

Design and Analysis of Experiments

Preface of the first edition of Design and Analysis of Experiments.


Stability Of A Semilinear Cauchy Problem, Yi Liu, Yi Li, Yinbin Deng Jan 1999

Stability Of A Semilinear Cauchy Problem, Yi Liu, Yi Li, Yinbin Deng

Mathematics and Statistics Faculty Publications

A report of progress in linear and nonlinear partial differential equations, microlocal analysis, singular partial differential operators, spectral analysis and hyperfunction theory. The papers aretaken from a conference on partial differential equations and their applications, held in Wuhan.


Invariant Measures For Set-Valued Dynamical Systems, Walter Miller, Ethan Akin Jan 1999

Invariant Measures For Set-Valued Dynamical Systems, Walter Miller, Ethan Akin

Mathematics and Statistics Faculty Research & Creative Works

A continuous map on a compact metric space, regarded as a dynamical system by iteration, admits invariant measures. For a closed relation on such a space, or, equivalently, an upper semicontinuous set-valued map, there are several concepts which extend this idea of invariance for a measure. We prove that four such are equivalent. In particular, such relation invariant measures arise as projections from shift invariant measures on the space of sample paths. There is a similarly close relationship between the ideas of chain recurrence for the set-valued system and for the shift on the sample path space. ©1999 American Mathematical …


On The Decomposition Of Order-Separable Posets Of Countable Width Into Chains, Gary Gruenhage, Joe Mashburn Jan 1999

On The Decomposition Of Order-Separable Posets Of Countable Width Into Chains, Gary Gruenhage, Joe Mashburn

Mathematics Faculty Publications

partially ordered set X has countable width if and only if every collection of pairwise incomparable elements of X is countable. It is order-separable if and only if there is a countable subset D of X such that whenever p, q ∈ X and p < q, there is r ∈ D such that p ≤ r ≤ q. Can every order-separable poset of countable width be written as the union of a countable number of chains? We show that the answer to this question is "no" if there is a 2-entangled subset of IR, and "yes" under the Open Coloring Axiom.


On The Exactness Of An S-Shaped Bifurcation Curve, Philip Korman, Yi Li Jan 1999

On The Exactness Of An S-Shaped Bifurcation Curve, Philip Korman, Yi Li

Mathematics and Statistics Faculty Publications

For a class of two-point boundary value problems we prove exactness of an S-shaped bifurcation curve. Our result applies to a problem from combustion theory, which involves nonlinearities like for .


Bayes Estimation Of A Distribution Function Using Ranked Set Samples, Paul H. Kvam, Ram C. Tiwari Jan 1999

Bayes Estimation Of A Distribution Function Using Ranked Set Samples, Paul H. Kvam, Ram C. Tiwari

Department of Math & Statistics Faculty Publications

Aranked set sample (RSS), if not balanced, is simply a sample of independent order statistics generated from the same underlying distribution F. Kvam and Samaniego (1994) derived maximum likelihood estimates of F for a general RSS. In many applications, including some in the environmental sciences, prior information about F is available to supplement the data-based inference. In such cases, Bayes estimators should be considered for improved estimation. Bayes estimation (using the squared error loss function) of the unknown distribution function F is investigated with such samples. Additionally, the Bayes generalized maximum likelihood estimator (GMLE) is derived. An iterative scheme based …


A Quantile‐Based Approach For Relative Efficiency Measurement, Paul M. Griffin, Paul H. Kvam Jan 1999

A Quantile‐Based Approach For Relative Efficiency Measurement, Paul M. Griffin, Paul H. Kvam

Department of Math & Statistics Faculty Publications

Two popular approaches for efficiency measurement are a non‐stochastic approach called data envelopment analysis (DEA) and a parametric approach called stochastic frontier analysis (SFA). Both approaches have modeling difficulty, particularly for ranking firm efficiencies. In this paper, a new parametric approach using quantile statistics is developed. The quantile statistic relies less on the stochastic model than SFA methods, and accounts for a firm's relationship to the other firms in the study by acknowledging the firm's influence on the empirical model, and its relationship, in terms of similarity of input levels, to the other firms.


Fisher Information In Weighted Distributions, Satish Iyengar, Paul H. Kvam, Harshinder Singh Jan 1999

Fisher Information In Weighted Distributions, Satish Iyengar, Paul H. Kvam, Harshinder Singh

Department of Math & Statistics Faculty Publications

Standard inference procedures assume a random sample from a population with density fμ(x) for estimating the parameter μ. However, there are many applications in which the available data are a biased sample instead. Fisher modeled biased sampling using a weight function w(x) ¸ 0, and constructed a weighted distribution with a density fμw(x) that is proportional to w(x)fμ(x). In this paper, we assume that fμ(x) belongs to an exponential family, and study the Fisher information about μ in observations obtained from some commonly arising weighted distributions: (i) the kth order …


Complexity Reduction In State-Based Modeling, Martin Zwick Oct 1998

Complexity Reduction In State-Based Modeling, Martin Zwick

Complex Systems Faculty Publications and Presentations

For a system described by a relation among qualitative variables (or quantitative variables "binned" into symbolic states), expressed either set-theoretically or as a multivariate joint probability distribution, complexity reduction (compression of representation) is normally achieved by modeling the system with projections of the overall relation. To illustrate, if ABCD is a four variable relation, then models ABC:BCD or AB:BC:CD:DA, specified by two triadic or four dyadic relations, respectively, represent simplifications of the ABCD relation. Simplifications which are lossless are always preferred over the original full relation, while simplifications which lose constraint are still preferred if the reduction of complexity more …


Attractors For Non-Compact Semigroups Via Energy Equations, Ioana Moise, Ricardo Rosa, Xiaoming Wang Sep 1998

Attractors For Non-Compact Semigroups Via Energy Equations, Ioana Moise, Ricardo Rosa, Xiaoming Wang

Mathematics and Statistics Faculty Research & Creative Works

The energy-equation approach used to prove the existence of the global attractor by establishing the so-called asymptotic compactness property of the semigroup is considered, and a general formulation that can handle a number of weakly damped hyperbolic equations and parabolic equations on either bounded or unbounded spatial domains is presented. as examples, three specific and physically relevant problems are considered, namely the flows of a second-grade fluid, the flows of a Newtonian fluid in an infinite channel past an obstacle, and a weakly damped, forced Korteweg-de Vries equation on the whole line.


A Structural Result Of Irreducible Inclusions Of Type Iii Lambda Factors, Lambda Is An Element Of (0,1), Phan Loi Sep 1998

A Structural Result Of Irreducible Inclusions Of Type Iii Lambda Factors, Lambda Is An Element Of (0,1), Phan Loi

Mathematics and Statistics Faculty Publications

Given an irreducible inclusion of factors with finite index N ⊂ M, where M is of type IIIλ1/m, N of type IIIλ1/n, 0 < λ < 1, and m,n are relatively prime positive integers, we will prove that if N ⊂ M satisfies a commuting square condition, then its structure can be characterized by using fixed point algebras and crossed products of automorphisms acting on the middle inclusion of factors associated with N ⊂ M. Relations between N ⊂ M and a certain G-kernel on subfactors are also discussed.


Evolution Of Mixed-State Regions In Type-Ii Superconductors, Chaocheng Huang, Tom Svobodny Jul 1998

Evolution Of Mixed-State Regions In Type-Ii Superconductors, Chaocheng Huang, Tom Svobodny

Mathematics and Statistics Faculty Publications

A mean-field model for dynamics of superconducting vortices is studied. The model, consisting of an elliptic equation coupled with a hyperbolic equation with discontinuous initial data, is formulated as a system of nonlocal integrodifferential equations. We show that there exists a unique classical solution in C1+α(Ω0) for all t > Ω, where Ω0 is the initial vortex region that is assumed to be in C1+α. Consequently, for any time t, the vortex region Ωt is of C1+α, and the vorticity is in Cα(Ωt).


Perturbed Hamiltonian System Of Two Parameters With Several Turning Points, Myeong Joon Ann Jun 1998

Perturbed Hamiltonian System Of Two Parameters With Several Turning Points, Myeong Joon Ann

Dissertations

No abstract provided.


Attractor Dimension Estimates For Two-Dimensional Shear Flows, Charles R. Doering, Xiaoming Wang Jan 1998

Attractor Dimension Estimates For Two-Dimensional Shear Flows, Charles R. Doering, Xiaoming Wang

Mathematics and Statistics Faculty Research & Creative Works

We study the large time behavior of boundary and pressure-gradient driven incompressible fluid flows in elongated two-dimensional channels with emphasis on estimates for their degrees of freedom, i.e., the dimension of the attractor for the solutions of the Navier-Stokes equations. for boundary driven shear flows and flux driven channel flows we present upper bounds for the degrees of freedom of the form ca Re3/2 where c is a universal constant, a denotes the aspect ratio of the channel (length/width), and Re is the Reynolds number based on the channel width and the imposed "outer" velocity scale. for fixed pressure …


Atomoicity Of Mappings, J. J. Charatonik, W. J. Charatonik Jan 1998

Atomoicity Of Mappings, J. J. Charatonik, W. J. Charatonik

Mathematics and Statistics Faculty Research & Creative Works

A mapping f:X→Y between continua X and Y is said to be atomic at a subcontinuumK of the domain X provided that f(K) is nondegenerate and K=f-1(f(K)). The set of subcontinua at which a given mapping is atomic, considered as a subspace of the hyperspace of all subcontinua of X, is studied. The introduced concept is applied to get new characterizations of atomic and monotone mappings. Some related questions are asked.


Arc Approximation Property And Confluence Of Induced Mappings, W. J. Charatonik Jan 1998

Arc Approximation Property And Confluence Of Induced Mappings, W. J. Charatonik

Mathematics and Statistics Faculty Research & Creative Works

We say that a continuum X has the arc approximation property if every subcontinuum K of X is the limit of a sequence of arcwise connected subcontinua of X all containing a fixed point of K. This property is applied to exhibit a class of continua Y such that confluence of a mapping f : X - Y implies confluence of the induced mappings 2^f : 2^x - @^y and C(f) : C(x) - C(y). The converse implications are studied and similar interrelations are considered for some other classes of mappings, related to confluent ones.