The sample autocorrelation function and the detection of long-memory processes

The detection of long-range dependence in time series analysis is an important task to which this paper contributes by showing that whilst the theoretical definition of a long-memory (or long-range dependent) process is based on the autocorrelation function, it is not possible for long memory to be identified using the sum of the sample autocorrelations, as usually defined. The reason for this is that the sample sum is a predetermined constant for any stationary time series; a result that is independent of the sample size. Diagnostic or estimation procedures, such as those in the frequency domain, that embed this sum are equally open to this criticism. We develop this result in the context of long memory, extending it to the implications for the spectral density function and the variance of partial sums of a stationary stochastic process. The results are further extended to higher order sample autocorrelations and the bispectral density. The corresponding result is that the sum of the third order sample (auto) bicorrelations at lags h,k≥1, is also a predetermined constant, different from that in the second order case, for any stationary time series of arbitrary length.

A proof of van Aubel's theorem using orthogonal vectors

We show how two linearly independent vectors can be used to construct two orthogonal vectors of equal magnitude in a simple way. The proof that the constructed vectors are orthogonal and of equal magnitude is a good exercise for students studying properties of scalar and vector triple products. We then show how this result can be used to prove van Aubel's theorem that relates the two line segments joining the centres of squares on opposite sides of a plane quadrilateral.

Hyperfunctions and (analytic) hypoellipticity

In this work we discuss the problem of smooth and analytic regularity for hyperfunction solutions to linear partial differential equations with analytic coefficients. In particular we show that some well known ""sum of squares"" operators, which satisfy Hormander`s condition and consequently are hypoelliptic, admit hyperfunction solutions that are not smooth (in particular they are not distributions).

A criterion for unitary similarity of upper triangular matrices in general position

Each square complex matrix is unitarily similar to an upper triangular matrix with diagonal entries in any prescribed order. Let A = [a(ij)] and B = [b(ij)] be upper triangular n x n matrices that are not similar to direct sums of square matrices of smaller sizes, or are in general position and have the same main diagonal. We prove that A and B are unitarily similar if and only if parallel to h(A(k))parallel to = parallel to h(B(k))parallel to for all h is an element of C vertical bar x vertical bar and k = 1, ..., n, where A(k) := [a(ij)](i.j=1)(k) and B(k) := [b(ij)](i.j=1)(k) are the leading principal k x k submatrices of A and B, and parallel to . parallel to is the Frobenius norm. (C) 2011 Elsevier Inc. All rights reserved.

THE LOWER CENTRAL AND DERIVED SERIES OF THE BRAID GROUPS OF THE FINITELY-PUNCTURED SPHERE

Motivated in part by the study of Fadell-Neuwirth short exact sequences, we determine the lower central and derived series for the braid groups of the finitely-punctured sphere. For n >= 1, the class of m-string braid groups B(m)(S(2)\{x(1), ... , x(n)}) of the n-punctured sphere includes the usual Artin braid groups B(m) (for n = 1), those of the annulus, which are Artin groups of type B (for n = 2), and affine Artin groups of type (C) over tilde (for n = 3). We first consider the case n = 1. Motivated by the study of almost periodic solutions of algebraic equations with almost periodic coefficients, Gorin and Lin calculated the commutator subgroup of the Artin braid groups. We extend their results, and show that the lower central series (respectively, derived series) of B(m) is completely determined for all m is an element of N (respectively, for all m not equal 4). In the exceptional case m = 4, we obtain some higher elements of the derived series and its quotients. When n >= 2, we prove that the lower central series (respectively, derived series) of B(m)(S(2)\{x(1), ... , x(n)}) is constant from the commutator subgroup onwards for all m >= 3 (respectively, m >= 5). The case m = 1 is that of the free group of rank n - 1. The case n = 2 is of particular interest notably when m = 2 also. In this case, the commutator subgroup is a free group of infinite rank. We then go on to show that B(2)(S(2)\{x(1), x(2)}) admits various interpretations, as the Baumslag-Solitar group BS(2, 2), or as a one-relator group with non-trivial centre for example. We conclude from this latter fact that B(2)(S(2)\{x(1), x(2)}) is residually nilpotent, and that from the commutator subgroup onwards, its lower central series coincides with that of the free product Z(2) * Z. Further, its lower central series quotients Gamma(i)/Gamma(i+1) are direct sums of copies of Z(2), the number of summands being determined explicitly. In the case m >= 3 and n = 2, we obtain a presentation of the derived subgroup, from which we deduce its Abelianization. Finally, in the case n = 3, we obtain partial results for the derived series, and we prove that the lower central series quotients Gamma(i)/Gamma(i+1) are 2-elementary finitely-generated groups.

On isomorphism classes of C(2(m) circle plus [0, alpha]) spaces

We provide a complete isomorphic classification of the Banach spaces of continuous functions on the compact spaces 2(m) circle plus [0, alpha], the topological sums of Cantor cubes 2(m), with m smaller than the first sequential cardinal, and intervals of ordinal numbers [0, alpha]. In particular, we prove that it is relatively consistent with ZFC that the only isomorphism classes of C(2(m) circle plus [0, alpha]) spaces with m >= N(0) and alpha >= omega(1) are the trivial ones. This result leads to some elementary questions on large cardinals.

Examples of Self-Iterating Lie Algebras, 2

We study properties of self-iterating Lie algebras in positive characteristic. Let R = K[t(i)vertical bar i is an element of N]/(t(i)(p)vertical bar i is an element of N) be the truncated polynomial ring. Let partial derivative(i) = partial derivative/partial derivative t(i), i is an element of N, denote the respective derivations. Consider the operators v(1) = partial derivative(1) + t(0)(partial derivative(2) + t(1)(partial derivative(3) + t(2)(partial derivative(4) + t(3)(partial derivative(5) + t(4)(partial derivative(6) + ...))))); v(2) = partial derivative(2) + t(1)(partial derivative(3) + t(2)(partial derivative(4) + t(3)(partial derivative(5) + t(4)(partial derivative(6) + ...)))). Let L = Lie(p)(v(1), v(2)) subset of Der R be the restricted Lie algebra generated by these derivations. We establish the following properties of this algebra in case p = 2, 3. a) L has a polynomial growth with Gelfand-Kirillov dimension lnp/ln((1+root 5)/2). b) the associative envelope A = Alg(v(1), v(2)) of L has Gelfand-Kirillov dimension 2 lnp/ln((1+root 5)/2). c) L has a nil-p-mapping. d) L, A and the augmentation ideal of the restricted enveloping algebra u = u(0)(L) are direct sums of two locally nilpotent subalgebras. The question whether u is a nil-algebra remains open. e) the restricted enveloping algebra u(L) is of intermediate growth. These properties resemble those of Grigorchuk and Gupta-Sidki groups.

Within plant distribution of Anthonomus grandis (Coleoptera: Curculionidae) feeding and oviposition damages in cotton cultivars

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

On the solution of mathematical programming problems with equilibrium constraints

Mathematical programming problems with equilibrium constraints (MPEC) are nonlinear programming problems where the constraints have a form that is analogous to first-order optimality conditions of constrained optimization. We prove that, under reasonable sufficient conditions, stationary points of the sum of squares of the constraints are feasible points of the MPEC. In usual formulations of MPEC all the feasible points are nonregular in the sense that they do not satisfy the Mangasarian-Fromovitz constraint qualification of nonlinear programming. Therefore, all the feasible points satisfy the classical Fritz-John necessary optimality conditions. In principle, this can cause serious difficulties for nonlinear programming algorithms applied to MPEC. However, we show that most feasible points do not satisfy a recently introduced stronger optimality condition for nonlinear programming. This is the reason why, in general, nonlinear programming algorithms are successful when applied to MPEC.

Influence of crown-to-implant ratio, retention system, restorative material, and occlusal loading on stress concentrations in single short implants

Purpose: The aim of this study was to assess the contributions of some prosthetic parameters such as crown-to-implant (C/I) ratio, retention system, restorative material, and occlusal loading on stress concentrations within a single posterior crown supported by a short implant. Materials and Methods: Computer-aided design software was used to create 32 finite element models of an atrophic posterior partially edentulous mandible with a single external-hexagon implant (5 mm wide × 7 mm long) in the first molar region. Finite element analysis software with a convergence analysis of 5% to mesh refinement was used to evaluate the effects of C/I ratio (1:1; 1.5:1; 2:1, or 2.5:1), prosthetic retention system (cemented or screwed), and restorative material (metal-ceramic or all ceramic). The crowns were loaded with simulated normal or traumatic occlusal forces. The maximum principal stress (σmax) for cortical and cancellous bone and von Mises stress (σvM) for the implant and abutment screw were computed and analyzed. The percent contribution of each variable to the stress concentration was calculated from the sum of squares analysis. Results: Traumatic occlusion and a high C/I ratio increased stress concentrations. The C/I ratio was responsible for 11.45% of the total stress in the cortical bone, whereas occlusal loading contributed 70.92% to the total stress in the implant. The retention system contributed 0.91% of the total stress in the cortical bone. The restorative material was responsible for only 0.09% of the total stress in the cancellous bone. Conclusion: Occlusal loading was the most important stress concentration factor in the finite element model of a single posterior crown supported by a short implant.

Virasoro Action on Imaginary Verma Modules and the Operator Form of the KZ-Equation

We define the Virasoro algebra action on imaginary Verma modules for affine and construct an analogue of the Knizhnik-Zamolodchikov equation in the operator form. Both these results are based on a realization of imaginary Verma modules in terms of sums of partial differential operators.

The discriminants associated to isotropy representations of symmetric spaces

We consider a generalized discriminant associated to a symmetric space which generalizes the discriminant of real symmetric matrices, and note that it can be written as a sum of squares of real polynomials. A method to estimate the minimum number of squares required to represent the discrimininant is developed and applied in examples.

Hypoellipticity in spaces of ultradistributions-Study of a model case

In this work we study C (a)-hypoellipticity in spaces of ultradistributions for analytic linear partial differential operators. Our main tool is a new a-priori inequality, which is stated in terms of the behaviour of holomorphic functions on appropriate wedges. In particular, for sum of squares operators satisfying Hormander's condition, we thus obtain a new method for studying analytic hypoellipticity for such a class. We also show how this method can be explicitly applied by studying a model operator, which is constructed as a perturbation of the so-called Baouendi-Goulaouic operator.

Do charges to freight trucks and trains in the European Union reflect their social marginal costs? Application to the case of Spain

In the last few years, the European Union (EU) has become greatly concerned about the environmental costs of road transport in Europe as a result of the constant growth in the market share of trucks and the steady decline in the market share of railroads. In order to reverse this trend, the EU is promoting the implementation of additional charges for heavy goods vehicles (HGV) on the trunk roads of the EU countries. However, the EU policy is being criticised because it does not address the implementation of charges to internalise the external costs produced by automobiles and other transport modes such as railroad. In this paper, we first describe the evolution of the HGV charging policy in the EU, and then assess its practical implementation across different European countries. Second, and of greater significance, by using the case study of Spain, we evaluate to what extent the current fees on trucks and trains reflect their social marginal costs, and consequently lead to an allocative-efficient outcome. We found that for the average case in Spain the truck industry meets more of the marginal social cost produced by it than does the freight railroad industry. The reason for this lies in the large sums of money paid by truck companies in fuel taxes, and the subsidies that continue to be granted by the government to the railroads.

The Incumbent Spending Puzzle

Objective This article seeks to explain the puzzle of why incumbents spend so much on campaigns despite most research finding that their spending has almost no effect on voters. Methods The article uses ordinary least squares, instrumental variables, and fixed-effects regression to estimate the impact of incumbent spending on election outcomes. The estimation includes an interaction term between incumbent and challenger spending to allow the effect of incumbent spending to depend on the level of challenger spending. Results The estimation provides strong evidence that spending by the incumbent has a larger positive impact on votes received the more money the challenger spends. Conclusion Campaign spending by incumbents is most valuable in the races where the incumbent faces a serious challenge. Raising large sums of money to be used in close races is thus a rational choice by incumbents.