Chebyshev-Laurent polynomials and weighted approximation

Let (a, b) subset of (0, infinity) and for any positive integer n, let S-n be the Chebyshev space in [a, b] defined by S-n:= span{x(-n/2+k),k= 0,...,n}. The unique (up to a constant factor) function tau(n) is an element of S-n, which satisfies the orthogonality relation S(a)(b)tau(n)(x)q(x) (x(b - x)(x - a))(-1/2) dx = 0 for any q is an element of Sn-1, is said to be the orthogonal Chebyshev S-n-polynomials. This paper is an attempt to exibit some interesting properties of the orthogonal Chebyshev S-n-polynomials and to demonstrate their importance to the problem of approximation by S-n-polynomials. A simple proof of a Jackson-type theorem is given and the Lagrange interpolation problem by functions from S-n is discussed. It is shown also that tau(n) obeys an extremal property in L-q, 1 less than or equal to q less than or equal to infinity. Natural analogues of some inequalities for algebraic polynomials, which we expect to hold for the S-n-pelynomials, are conjectured.

Szego type polynomials and para-orthogonal polynomials

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Zeros of orthogonal polynomials generated by canonical perturbations of measures

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

SZEGO and PARA-ORTHOGONAL POLYNOMIALS on THE REAL LINE: ZEROS and CANONICAL SPECTRAL TRANSFORMATIONS

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

On a moment problem associated with Chebyshev polynomials

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A single statistic for monitoring the covariance matrix of bivariate processes

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Additive genetic relationship of longevity with fertility and production traits in Nellore cattle based on bivariate models

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Inferences about the coefficient of correlation in the standard bivariate normal distribution

The study of the association between two random variables that have a joint normal distribution is of interest in applied statistics; for example, in statistical genetics. This article, targeted to applied statisticians, addresses inferences about the coefficient of correlation (ρ) in the bivariate normal and standard bivariate normal distributions using likelihood, frequentist, and Baycsian perspectives. Some results are surprising. For instance, the maximum likelihood estimator and the posterior distribution of ρ in the standard bivariate normal distribution do not follow directly from results for a general bivariate normal distribution. An example employing bootstrap and rejection sampling procedures is used to illustrate some of the peculiarities.

Nonnegative trigonometric polynomials

An extremal problem for the coefficients of sine polynomials, which are nonnegative in [0,π] , posed and discussed by Rogosinski and Szego is under consideration. An analog of the Fejér-Riesz representation of nonnegative general trigonometric and cosine polynomials is proved for nonnegative sine polynomials. Various extremal sine polynomials for the problem of Rogosinski and Szego are obtained explicitly. Associated cosine polynomials k n (θ) are constructed in such a way that { k n (θ) } are summability kernels. Thus, the L p , pointwise and almost everywhere convergence of the corresponding convolutions, is established. © 2002 Springer-Verlag New York Inc.

PI Stabilization of a Class of Time Delay Systems

In this paper we use the Hermite-Biehler theorem to establish results for the design of proportional plus integral (PI) controllers for a class of time delay systems. We extend results of the polynomial case to quasipolynomials using the property of interlacing in high frequencies of the class of time delay systems considered. A signature for the quasipolynomials in this class is derived and used in the proposed approach which yields the complete set of the stabilizing PI controllers.

Orthogonal polynomials associated with related measures and Sobolev orthogonal polynomials

Connection between two sequences of orthogonal polynomials, where the associated measures are related to each other by a first degree polynomial multiplication (or division), are looked at. The results are applied to obtain information regarding Sobolev orthogonal polynomials associated with certain pairs of measures.

Synthetic control charts with two-stage sampling for monitoring bivariate processes

In this article, we consider the synthetic control chart with two-stage sampling (SyTS chart) to control bivariate processes. During the first stage, one item of the sample is inspected and two correlated quality characteristics (x;y) are measured. If the Hotelling statistic T1 2 for these individual observations of (x;y) is lower than a specified value UCL 1 the sampling is interrupted. Otherwise, the sampling goes on to the second stage, where the remaining items are inspected and the Hotelling statistic T2 2 for the sample means of (x;y) is computed. When the statistic T2 2 is larger than a specified value UCL2, the sample is classified as nonconforming. According to the synthetic control chart procedure, the signal is based on the number of conforming samples between two neighbor nonconforming samples. The proposed chart detects process disturbances faster than the bivariate charts with variable sample size and it is from the practical viewpoint more convenient to administer.

Monitoring bivariate processes

The T2 chart and the generalized variance |S| chart are the usual tools for monitoring the mean vector and the covariance matrix of multivariate processes. The main drawback of these charts is the difficulty to obtain and to interpret the values of their monitoring statistics. In this paper, we study control charts for monitoring bivariate processes that only requires the computation of sample means (the ZMAX chart) for monitoring the mean vector, sample variances (the VMAX chart) for monitoring the covariance matrix, or both sample means and sample variances (the MCMAX chart) in the case of the joint control of the mean vector and the covariance matrix.

Zeros of Jacobi-Sobolev orthogonal polynomials following non-coherent pair of measures

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Sharp Turán inequalities via very hyperbolic polynomials

We present new sharp inequalities for the Maclaurin coefficients of an entire function from the Laguerre-Pólya class. They are obtained by a new technique involving the so-called very hyperbolic polynomials. The results may be considered as extensions of the classical Turán inequalities. © 2010 Elsevier Inc.