Para-orthogonal polynomials from constant Verblunsky coefficients

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Attribute charts for monitoring the mean vector of bivariate processes

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Szegö polynomials: quadrature rules on the unit circle and on [-1, 1]

We consider some of the relations that exist between real Szegö polynomials and certain para-orthogonal polynomials defined on the unit circle, which are again related to certain orthogonal polynomials on [-1, 1] through the transformation x = (z1/2+z1/2)/2. Using these relations we study the interpolatory quadrature rule based on the zeros of polynomials which are linear combinations of the orthogonal polynomials on [-1, 1]. In the case of any symmetric quadrature rule on [-1, 1], its associated quadrature rule on the unit circle is also given.

Comparative study between powers of sigmoid functions, MLP-backpropagation and polynomials in function approximation problems

Function approximation is a very important task in environments where the computation has to be based on extracting information from data samples in real world processes. So, the development of new mathematical model is a very important activity to guarantee the evolution of the function approximation area. In this sense, we will present the Polynomials Powers of Sigmoid (PPS) as a linear neural network. In this paper, we will introduce one series of practical results for the Polynomials Powers of Sigmoid, where we will show some advantages of the use of the powers of sigmiod functions in relationship the traditional MLP-Backpropagation and Polynomials in functions approximation problems.

The FGM bivariate lifetime copula model: a bayesian approach

In this paper, we propose a bivariate distribution for the bivariate survival times based on Farlie-Gumbel-Morgenstern copula to model the dependence on a bivariate survival data. The proposed model allows for the presence of censored data and covariates. For inferential purpose a Bayesian approach via Markov Chain Monte Carlo (MCMC) is considered. Further, some discussions on the model selection criteria are given. In order to examine outlying and influential observations, we present a Bayesian case deletion influence diagnostics based on the Kullback-Leibler divergence. The newly developed procedures are illustrated via a simulation study and a real dataset.

Improved Regression Estimation of a Multivariate Relationship with Population Data on the Bivariate Relationship

Regression coefficients specify the partial effect of a regressor on the dependent variable. Sometimes the bivariate or limited multivariate relationship of that regressor variable with the dependent variable is known from population-level data. We show here that such population- level data can be used to reduce variance and bias about estimates of those regression coefficients from sample survey data. The method of constrained MLE is used to achieve these improvements. Its statistical properties are first described. The method constrains the weighted sum of all the covariate-specific associations (partial effects) of the regressors on the dependent variable to equal the overall association of one or more regressors, where the latter is known exactly from the population data. We refer to those regressors whose bivariate or limited multivariate relationships with the dependent variable are constrained by population data as being ‘‘directly constrained.’’ Our study investigates the improvements in the estimation of directly constrained variables as well as the improvements in the estimation of other regressor variables that may be correlated with the directly constrained variables, and thus ‘‘indirectly constrained’’ by the population data. The example application is to the marital fertility of black versus white women. The difference between white and black women’s rates of marital fertility, available from population-level data, gives the overall association of race with fertility. We show that the constrained MLE technique both provides a far more powerful statistical test of the partial effect of being black and purges the test of a bias that would otherwise distort the estimated magnitude of this effect. We find only trivial reductions, however, in the standard errors of the parameters for indirectly constrained regressors.

Bivariate gamma-geometric law and its induced Levy process

In this article we introduce a three-parameter extension of the bivariate exponential-geometric (BEG) law (Kozubowski and Panorska, 2005) [4]. We refer to this new distribution as the bivariate gamma-geometric (BGG) law. A bivariate random vector (X, N) follows the BGG law if N has geometric distribution and X may be represented (in law) as a sum of N independent and identically distributed gamma variables, where these variables are independent of N. Statistical properties such as moment generation and characteristic functions, moments and a variance-covariance matrix are provided. The marginal and conditional laws are also studied. We show that BBG distribution is infinitely divisible, just as the BEG model is. Further, we provide alternative representations for the BGG distribution and show that it enjoys a geometric stability property. Maximum likelihood estimation and inference are discussed and a reparametrization is proposed in order to obtain orthogonality of the parameters. We present an application to a real data set where our model provides a better fit than the BEG model. Our bivariate distribution induces a bivariate Levy process with correlated gamma and negative binomial processes, which extends the bivariate Levy motion proposed by Kozubowski et al. (2008) [6]. The marginals of our Levy motion are a mixture of gamma and negative binomial processes and we named it BMixGNB motion. Basic properties such as stochastic self-similarity and the covariance matrix of the process are presented. The bivariate distribution at fixed time of our BMixGNB process is also studied and some results are derived, including a discussion about maximum likelihood estimation and inference. (C) 2012 Elsevier Inc. All rights reserved.

On the zeros of polynomials: an extension of the Enestrom-Kakeya theorem

This paper presents an extension of the Enestrom-Kakeya theorem concerning the roots of a polynomial that arises from the analysis of the stability of Brown (K, L) methods. The generalization relates to relaxing one of the inequalities on the coefficients of the polynomial. Two results concerning the zeros of polynomials will be proved, one of them providing a partial answer to a conjecture by Meneguette (1994)[6]. (C) 2011 Elsevier Inc. All rights reserved.

A Single Statistic for Monitoring the Covariance Matrix of Bivariate Processes

In this article, we present a new control chart for monitoring the covariance matrix in a bivariate process. In this method, n observations of the two variables were considered as if they came from a single variable (as a sample of 2n observations), and a sample variance was calculated. This statistic was used to build a new control chart specifically as a VMIX chart. The performance of the new control chart was compared with its main competitors: the generalized sampled variance chart, the likelihood ratio test, Nagao's test, probability integral transformation (v(t)), and the recently proposed VMAX chart. Among these statistics, only the VMAX chart was competitive with the VMIX chart. For shifts in both variances, the VMIX chart outperformed VMAX; however, VMAX showed better performance for large shifts (higher than 10%) in one variance.

Generators of supersymmetric polynomials in positive characteristic

In Kantor and Trishin (1997) [3], Kantor and Trishin described the algebra of polynomial invariants of the adjoint representation of the Lie superalgebra gl(m vertical bar n) and a related algebra A, of what they called pseudosymmetric polynomials over an algebraically closed field K of characteristic zero. The algebra A(s) was investigated earlier by Stembridge (1985) who in [9] called the elements of A(s) supersymmetric polynomials and determined generators of A(s). The case of positive characteristic p of the ground field K has been recently investigated by La Scala and Zubkov (in press) in [6]. We extend their work and give a complete description of generators of polynomial invariants of the adjoint action of the general linear supergroup GL(m vertical bar n) and generators of A(s).

Frobenius polynomials for Calabi-Yau equations

Sei $\pi:X\rightarrow S$ eine \"uber $\Z$ definierte Familie von Calabi-Yau Varietaten der Dimension drei. Es existiere ein unter dem Gauss-Manin Zusammenhang invarianter Untermodul $M\subset H^3_{DR}(X/S)$ von Rang vier, sodass der Picard-Fuchs Operator $P$ auf $M$ ein sogenannter {\em Calabi-Yau } Operator von Ordnung vier ist. Sei $k$ ein endlicher K\"orper der Charaktetristik $p$, und sei $\pi_0:X_0\rightarrow S_0$ die Reduktion von $\pi$ \uber $k$. F\ur die gew\ohnlichen (ordinary) Fasern $X_{t_0}$ der Familie leiten wir eine explizite Formel zur Berechnung des charakteristischen Polynoms des Frobeniusendomorphismus, des {\em Frobeniuspolynoms}, auf dem korrespondierenden Untermodul $M_{cris}\subset H^3_{cris}(X_{t_0})$ her. Sei nun $f_0(z)$ die Potenzreihenl\osung der Differentialgleichung $Pf=0$ in einer Umgebung der Null. Da eine reziproke Nullstelle des Frobeniuspolynoms in einem Teichm\uller-Punkt $t$ durch $f_0(z)/f_0(z^p)|_{z=t}$ gegeben ist, ist ein entscheidender Schritt in der Berechnung des Frobeniuspolynoms die Konstruktion einer $p-$adischen analytischen Fortsetzung des Quotienten $f_0(z)/f_0(z^p)$ auf den Rand des $p-$adischen Einheitskreises. Kann man die Koeffizienten von $f_0$ mithilfe der konstanten Terme in den Potenzen eines Laurent-Polynoms, dessen Newton-Polyeder den Ursprung als einzigen inneren Gitterpunkt enth\alt, ausdr\ucken,so beweisen wir gewisse Kongruenz-Eigenschaften unter den Koeffizienten von $f_0$. Diese sind entscheidend bei der Konstruktion der analytischen Fortsetzung. Enth\alt die Faser $X_{t_0}$ einen gew\ohnlichen Doppelpunkt, so erwarten wir im Grenz\ubergang, dass das Frobeniuspolynom in zwei Faktoren von Grad eins und einen Faktor von Grad zwei zerf\allt. Der Faktor von Grad zwei ist dabei durch einen Koeffizienten $a_p$ eindeutig bestimmt. Durchl\auft nun $p$ die Menge aller Primzahlen, so erwarten wir aufgrund des Modularit\atssatzes, dass es eine Modulform von Gewicht vier gibt, deren Koeffizienten durch die Koeffizienten $a_p$ gegeben sind. Diese Erwartung hat sich durch unsere umfangreichen Rechnungen best\atigt. Dar\uberhinaus leiten wir weitere Formeln zur Bestimmung des Frobeniuspolynoms her, in welchen auch die nicht-holomorphen L\osungen der Gleichung $Pf=0$ in einer Umgebung der Null eine Rolle spielen.

Bivariate meta-analysis of predictive values of diagnostic tests can be an alternative to bivariate meta-analysis of sensitivity and specificity

Meta-analysis of predictive values is usually discouraged because these values are directly affected by disease prevalence, but sensitivity and specificity sometimes show substantial heterogeneity as well. We propose a bivariate random-effects logitnormal model for the meta-analysis of the positive predictive value (PPV) and negative predictive value (NPV) of diagnostic tests.

Decomposing Blaschke Products And Polynomials

The goal of this paper is to contribute to the understanding of complex polynomials and Blaschke products, two very important function classes in mathematics. For a polynomial, $f,$ of degree $n,$ we study when it is possible to write $f$ as a composition $f=g\circ h$, where $g$ and $h$ are polynomials, each of degree less than $n.$ A polynomial is defined to be \emph{decomposable }if such an $h$ and $g$ exist, and a polynomial is said to be \emph{indecomposable} if no such $h$ and $g$ exist. We apply the results of Rickards in \cite{key-2}. We show that $$C_{n}=\{(z_{1},z_{2},...,z_{n})\in\mathbb{C}^{n}\,|\,(z-z_{1})(z-z_{2})...(z-z_{n})\,\mbox{is decomposable}\},$$ has measure $0$ when considered a subset of $\mathbb{R}^{2n}.$ Using this we prove the stronger result that $$D_{n}=\{(z_{1},z_{2},...,z_{n})\in\mathbb{C}^{n}\,|\,\mbox{There exists\,}a\in\mathbb{C}\,\,\mbox{with}\,\,(z-z_{1})(z-z_{2})...(z-z_{n})(z-a)\,\mbox{decomposable}\},$$ also has measure zero when considered a subset of $\mathbb{R}^{2n}.$ We show that for any polynomial $p$, there exists an $a\in\mathbb{C}$ such that $p(z)(z-a)$ is indecomposable, and we also examine the case of $D_{5}$ in detail. The main work of this paper studies finite Blaschke products, analytic functions on $\overline{\mathbb{D}}$ that map $\partial\mathbb{D}$ to $\partial\mathbb{D}.$ In analogy with polynomials, we discuss when a degree $n$ Blaschke product, $B,$ can be written as a composition $C\circ D$, where $C$ and $D$ are finite Blaschke products, each of degree less than $n.$ Decomposable and indecomposable are defined analogously. Our main results are divided into two sections. First, we equate a condition on the zeros of the Blaschke product with the existence of a decomposition where the right-hand factor, $D,$ has degree $2.$ We also equate decomposability of a Blaschke product, $B,$ with the existence of a Poncelet curve, whose foci are a subset of the zeros of $B,$ such that the Poncelet curve satisfies certain tangency conditions. This result is hard to apply in general, but has a very nice geometric interpretation when we desire a composition where the right-hand factor is degree 2 or 3. Our second section of finite Blaschke product results builds off of the work of Cowen in \cite{key-3}. For a finite Blaschke product $B,$ Cowen defines the so-called monodromy group, $G_{B},$ of the finite Blaschke product. He then equates the decomposability of a finite Blaschke product, $B,$ with the existence of a nontrivial partition, $\mathcal{P},$ of the branches of $B^{-1}(z),$ such that $G_{B}$ respects $\mathcal{P}$. We present an in-depth analysis of how to calculate $G_{B}$, extending Cowen's description. These methods allow us to equate the existence of a decomposition where the left-hand factor has degree 2, with a simple condition on the critical points of the Blaschke product. In addition we are able to put a condition of the structure of $G_{B}$ for any decomposable Blaschke product satisfying certain normalization conditions. The final section of this paper discusses how one can put the results of the paper into practice to determine, if a particular Blaschke product is decomposable. We compare three major algorithms. The first is a brute force technique where one searches through the zero set of $B$ for subsets which could be the zero set of $D$, exhaustively searching for a successful decomposition $B(z)=C(D(z)).$ The second algorithm involves simply examining the cardinality of the image, under $B,$ of the set of critical points of $B.$ For a degree $n$ Blaschke product, $B,$ if this cardinality is greater than $\frac{n}{2}$, the Blaschke product is indecomposable. The final algorithm attempts to apply the geometric interpretation of decomposability given by our theorem concerning the existence of a particular Poncelet curve. The final two algorithms can be implemented easily with the use of an HTML