Asymptotic behavior at infinity of solutions of multidimensional second kind integral equations

We consider second kind integral equations of the form x(s) - (abbreviated x - K x = y ), in which Ω is some unbounded subset of Rn. Let Xp denote the weighted space of functions x continuous on Ω and satisfying x (s) = O(|s|-p ),s → ∞We show that if the kernel k(s,t) decays like |s — t|-q as |s — t| → ∞ for some sufficiently large q (and some other mild conditions on k are satisfied), then K ∈ B(XP) (the set of bounded linear operators on Xp), for 0 ≤ p ≤ q. If also (I - K)-1 ∈ B(X0) then (I - K)-1 ∈ B(XP) for 0 < p < q, and (I- K)-1∈ B(Xq) if further conditions on k hold. Thus, if k(s, t) = O(|s — t|-q). |s — t| → ∞, and y(s)=O(|s|-p), s → ∞, the asymptotic behaviour of the solution x may be estimated as x (s) = O(|s|-r), |s| → ∞, r := min(p, q). The case when k(s,t) = к(s — t), so that the equation is of Wiener-Hopf type, receives especial attention. Conditions, in terms of the symbol of I — K, for I — K to be invertible or Fredholm on Xp are established for certain cases (Ω a half-space or cone). A boundary integral equation, which models three-dimensional acoustic propaga-tion above flat ground, absorbing apart from an infinite rigid strip, illustrates the practical application and sharpness of the above results. This integral equation mod-els, in particular, road traffic noise propagation along an infinite road surface sur-rounded by absorbing ground. We prove that the sound propagating along the rigid road surface eventually decays with distance at the same rate as sound propagating above the absorbing ground.

On asymptotic behavior at infinity and the finite section method for integral equations on the half-line

e consider integral equations on the half-line of the form and the finite section approximation to x obtained by replacing the infinite limit of integration by the finite limit β. We establish conditions under which, if the finite section method is stable for the original integral equation (i.e. exists and is uniformly bounded in the space of bounded continuous functions for all sufficiently large β), then it is stable also for a perturbed equation in which the kernel k is replaced by k + h. The class of perturbations allowed includes all compact and some non-compact perturbations of the integral operator. Using this result we study the stability and convergence of the finite section method in the space of continuous functions x for which ()()()=−∫∞dttxt,sk)s(x0()syβxβx()sxsp+1 is bounded. With the additional assumption that ()(tskt,sk−≤ where ()()(),qsomefor,sassOskandRLkq11>+∞→=∈− we show that the finite-section method is stable in the weighted space for ,qp≤≤0 provided it is stable on the space of bounded continuous functions. With these results we establish error bounds in weighted spaces for x - xβ and precise information on the asymptotic behaviour at infinity of x. We consider in particular the case when the integral operator is a perturbation of a Wiener-Hopf operator and illustrate this case with a Wiener-Hopf integral equation arising in acoustics.

Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models

We present simple matrix formulae for corrected score statistics in symmetric nonlinear regression models. The corrected score statistics follow more closely a chi (2) distribution than the classical score statistic. Our simulation results indicate that the corrected score tests display smaller size distortions than the original score test. We also compare the sizes and the powers of the corrected score tests with bootstrap-based score tests.

UNIFORM APPROXIMATION ON IDEALS OF MULTILINEAR MAPPINGS

For each ideal of multilinear mappings M we explicitly construct a corresponding ideal (a)M such that multilinear forms in (a)M are exactly those which can be approximated, in the uniform norm, by multilinear forms in M. This construction is then applied to finite type, compact, weakly compact and absolutely summing multilinear mappings. It is also proved that the correspondence M bar right arrow (a)M. IS Aron-Berner stability preserving.

Generic and diabetes-specific well-being in the AT.LANTUS follow-on study : further psychometric validation of the W-BQ28 indicates its utility in research and clinical practice in type 2 diabetes in the UK

Aims  To undertake further psychometric validation of the W-BQ28 to determine its suitability for use in adults with Type 2 diabetes in the UK using data from the AT.LANTUS follow-on study.

Methods  A total of 353 people with Type 2 diabetes participated in the AT.LANTUS Follow-on study, completing measures of well-being (W-BQ28), treatment satisfaction (DTSQ) and self-care (SCI-R). Confirmatory factor analyses was used to confirm the W-BQ28 structure and internal consistency reliability was assessed. Additional statistical tests were conducted to explore convergent, divergent and known-groups validity. Minimal important differences were calculated using distribution and anchor-based techniques.

Results  Structure of the W-BQ28 (seven four-item subscales plus 16-item generic and 12-item diabetes-specific scales) was confirmed (comparative fit index = 0.917, root mean square error of approximation (RMSEA) = 0.057). Internal consistency reliability was satisfactory (four-item subscales: alpha = 0.73–0.90; 12/16-item scales: α = 0.84–0.90). Convergent validity was supported by expected moderate to high correlations (rs = 0.35–0.67) between all W-BQ28 subscales (except Energy); divergent validity was supported by expected low to moderate correlations with treatment satisfaction (rs = −0.03–0.52) and self-care (rs = 0.02–0.22). Known-groups validity was supported with statistically significant differences by sex, age and HbA1c for expected subscales. Minimal important differences were established (range 0.14–2.90).

Conclusions  The W-BQ28 is a valid and reliable measure of generic and diabetes-specific well-being in Type 2 diabetes in the UK. Confirmation of the utility of W-BQ28 (including establishment of minimal important differences) means that its use is indicated in research and clinical practice.

New tools for understanding the local asymptotic power of panel unit root tests

Abstract Motivated by the previously documented discrepancy between actual and predicted power, the present paper provides new tools for analyzing the local asymptotic power of panel unit root tests. These tools are appropriate in general when considering panel data with a dominant autoregressive root of the form ^ρi=1+^ciN-^κT-^τ, where i=1,...,N indexes the cross-sectional units, T is the number of time periods and ^ci is a random local-to-unity parameter. A limit theory for the sample moments of such panel data is developed and is shown to involve infinite-order series expansions in the moments of ^ci, in which existing theories can be seen as mere first-order approximations. The new theory is applied to study the asymptotic local power functions of some known test statistics for a unit root. These functions can be expressed in terms of the expansions in the moments of ^ci, and include existing local power functions as special cases. Monte Carlo evidence is provided to suggest that the new results go a long way toward bridging the gap between actual and predicted power.

Switch point finding using polynomial regression for fuzzy type reduction algorithms

Karnik-Mendel (KM) algorithm is the most widely used type reduction (TR) method in literature for the design of interval type-2 fuzzy logic systems (IT2FLS). Its iterative nature for finding left and right switch points is its Achilles heel. Despite a decade of research, none of the alternative TR methods offer uncertainty measures equivalent to KM algorithm. This paper takes a data-driven approach to tackle the computational burden of this algorithm while keeping its key features. We propose a regression method to approximate left and right switch points found by KM algorithm. Approximator only uses the firing intervals, rnles centroids, and FLS strnctural features as inputs. Once training is done, it can precisely approximate the left and right switch points through basic vector multiplications. Comprehensive simulation results demonstrate that the approximation accuracy for a wide variety of FLSs is 100%. Flexibility, ease of implementation, and speed are other features of the proposed method.

A (semi-)parametric functional coefficient autoregressive conditional duration model

In this paper, we propose a class of ACD-type models that accommodates overdispersion, intermittent dynamics, multiple regimes, and sign and size asymmetries in financial durations. In particular, our functional coefficient autoregressive conditional duration (FC-ACD) model relies on a smooth-transition autoregressive specification. The motivation lies on the fact that the latter yields a universal approximation if one lets the number of regimes grows without bound. After establishing that the sufficient conditions for strict stationarity do not exclude explosive regimes, we address model identifiability as well as the existence, consistency, and asymptotic normality of the quasi-maximum likelihood (QML) estimator for the FC-ACD model with a fixed number of regimes. In addition, we also discuss how to consistently estimate using a sieve approach a semiparametric variant of the FC-ACD model that takes the number of regimes to infinity. An empirical illustration indicates that our functional coefficient model is flexible enough to model IBM price durations.

Non-asymptotic confidence bounds for the optimal value of a stochastic program

We discuss a general approach to building non-asymptotic confidence bounds for stochastic optimization problems. Our principal contribution is the observation that a Sample Average Approximation of a problem supplies upper and lower bounds for the optimal value of the problem which are essentially better than the quality of the corresponding optimal solutions. At the same time, such bounds are more reliable than “standard” confidence bounds obtained through the asymptotic approach. We also discuss bounding the optimal value of MinMax Stochastic Optimization and stochastically constrained problems. We conclude with a small simulation study illustrating the numerical behavior of the proposed bounds.

Monotonicity and asymptotics of zeros of Sobolev type orthogonal polynomials: A general case

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Monotonicity of zeros of Laguerre-Sobolev-type orthogonal polynomials

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Monotonicity of zeros of Jacobi-Sobolev type orthogonal polynomials

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Existence and asymptotic behaviour for the parabolic-parabolic Keller-Segel system with singular data

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

A dynamical gluon mass solution in Mandelstam's approximation

We discuss the pure gauge Schwinger-Dyson equation for the gluon propagator in the Landau gauge within an approximation proposed by Mandelstam many years ago. We show that a dynamical gluon mass arises as a solution. This solution is obtained numerically in the full range of momenta that we have considered without the introduction of any ansatz or asymptotic expression in the infrared region. The vertex function that we use follows a prescription formulated by Cornwall to determine the existence of a dynamical gluon mass in the light cone gauge. The renormalization procedure differs from the one proposed by Mandelstam and allows for the possibility of a dynamical gluon mass. Some of the properties of this solution, such as its dependence on A(QCD) and its perturbative scaling behavior are also discussed.

NOISE and ULTRAVIOLET DIVERGENCES IN SIMULATIONS of GINZBURG-LANDAU-LANGEVIN TYPE of EQUATIONS

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)