3 resultados para Sums of squares
em National Center for Biotechnology Information - NCBI
Resumo:
In this paper, we give two infinite families of explicit exact formulas that generalize Jacobi’s (1829) 4 and 8 squares identities to 4n2 or 4n(n + 1) squares, respectively, without using cusp forms. Our 24 squares identity leads to a different formula for Ramanujan’s tau function τ(n), when n is odd. These results arise in the setting of Jacobi elliptic functions, Jacobi continued fractions, Hankel or Turánian determinants, Fourier series, Lambert series, inclusion/exclusion, Laplace expansion formula for determinants, and Schur functions. We have also obtained many additional infinite families of identities in this same setting that are analogous to the η-function identities in appendix I of Macdonald’s work [Macdonald, I. G. (1972) Invent. Math. 15, 91–143]. A special case of our methods yields a proof of the two conjectured [Kac, V. G. and Wakimoto, M. (1994) in Progress in Mathematics, eds. Brylinski, J.-L., Brylinski, R., Guillemin, V. & Kac, V. (Birkhäuser Boston, Boston, MA), Vol. 123, pp. 415–456] identities involving representing a positive integer by sums of 4n2 or 4n(n + 1) triangular numbers, respectively. Our 16 and 24 squares identities were originally obtained via multiple basic hypergeometric series, Gustafson’s Cℓ nonterminating 6φ5 summation theorem, and Andrews’ basic hypergeometric series proof of Jacobi’s 4 and 8 squares identities. We have (elsewhere) applied symmetry and Schur function techniques to this original approach to prove the existence of similar infinite families of sums of squares identities for n2 or n(n + 1) squares, respectively. Our sums of more than 8 squares identities are not the same as the formulas of Mathews (1895), Glaisher (1907), Ramanujan (1916), Mordell (1917, 1919), Hardy (1918, 1920), Kac and Wakimoto, and many others.
Resumo:
Recently, a new method to analyze biological nonstationary stochastic variables has been presented. The method is especially suitable to analyze the variation of one biological variable with respect to changes of another variable. Here, it is illustrated by the change of the pulmonary blood pressure in response to a step change of oxygen concentration in the gas that an animal breathes. The pressure signal is resolved into the sum of a set of oscillatory intrinsic mode functions, which have zero “local mean,” and a final nonoscillatory mode. With this device, we obtain a set of “mean trends,” each of which represents a “mean” in a definitive sense, and together they represent the mean trend systematically with different degrees of oscillatory content. Correspondingly, the oscillatory content of the signal about any mean trend can be represented by a set of partial sums of intrinsic mode functions. When the concept of “indicial response function” is used to describe the change of one variable in response to a step change of another variable, we now have a set of indicial response functions of the mean trends and another set of indicial response functions to describe the energy or intensity of oscillations about each mean trend. Each of these can be represented by an analytic function whose coefficients can be determined by a least-squares curve-fitting procedure. In this way, experimental results are stated sharply by analytic functions.
Resumo:
We argue that given even an infinitely long data sequence, it is impossible (with any test statistic) to distinguish perfectly between linear and nonlinear processes (including slightly noisy chaotic processes). Our approach is to consider the set of moving-average (linear) processes and study its closure under a suitable metric. We give the precise characterization of this closure, which is unexpectedly large, containing nonergodic processes, which are Poisson sums of independent and identically distributed copies of a stationary process. Proofs of these results will appear elsewhere.