Zeros of orthogonal polynomials generated by canonical perturbations of measures

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

On the regularization of mixed complementarity problems

A variational inequality problem (VIP) satisfying a constraint qualification can be reduced to a mixed complementarity problem (MCP). Monotonicity of the VIP implies that the MCP is also monotone. Introducing regularizing perturbations, a sequence of strictly monotone mixed complementarity problems is generated. It is shown that, if the original problem is solvable, the sequence of computable inexact solutions of the strictly monotone MCP's is bounded and every accumulation point is a solution. Under an additional condition on the precision used for solving each subproblem, the sequence converges to the minimum norm solution of the MCP. Copyright © 2000 by Marcel Dekker, Inc.

Zeros of a family of hypergeometric para-orthogonal polynomials on the unit circle

Para-orthogonal polynomials derived from orthogonal polynomials on the unit circle are known to have all their zeros on the unit circle. In this note we study the zeros of a family of hypergeometric para-orthogonal polynomials. As tools to study these polynomials, we obtain new results which can be considered as extensions of certain classical results associated with three term recurrence relations and differential equations satisfied by orthogonal polynomials on the real line. One of these results which might be considered as an extension of the classical Sturm comparison theorem, enables us to obtain monotonicity with respect to the parameters for the zeros of these para-orthogonal polynomials. Finally, a monotonicity of the zeros of Meixner-Pollaczek polynomials is proved. © 2013 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Interlacing of zeros of orthogonal polynomials under modification of the measure

We investigate the mutual location of the zeros of two families of orthogonal polynomials. One of the families is orthogonal with respect to the measure dμ (x), supported on the interval (a, b) and the other with respect to the measure |x -c|τ|x -d|γdμ (x), where c and d are outside (a, b) We prove that the zeros of these polynomials, if they are of equal or consecutive degrees, interlace when either 0 < τ, γ ≤ 1 or γ = 0 and 0 < τ ≤ 2. This result is inspired by an open question of Richard Askey and it generalizes recent results on some families of orthogonal polynomials. Moreover, we obtain further statements on interlacing of zeros of specific orthogonal polynomials, such as the Askey-Wilson ones. © 2013 Elsevier Inc.

Teorema de Sturm e zeros de polinômios ortogonais

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Monotonicidade de zeros de polinômios ortogonais clássicos

Pós-graduação em Matematica Aplicada e Computacional - FCT

Polinômios ortogonais de Laurent na reta real e no círculo unitário

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Zeros de combinações lineares de polinômios

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Testing allele homogeneity: the problem of nested hypotheses

Background: The evaluation of associations between genotypes and diseases in a case-control framework plays an important role in genetic epidemiology. This paper focuses on the evaluation of the homogeneity of both genotypic and allelic frequencies. The traditional test that is used to check allelic homogeneity is known to be valid only under Hardy-Weinberg equilibrium, a property that may not hold in practice. Results: We first describe the flaws of the traditional (chi-squared) tests for both allelic and genotypic homogeneity. Besides the known problem of the allelic procedure, we show that whenever these tests are used, an incoherence may arise: sometimes the genotypic homogeneity hypothesis is not rejected, but the allelic hypothesis is. As we argue, this is logically impossible. Some methods that were recently proposed implicitly rely on the idea that this does not happen. In an attempt to correct this incoherence, we describe an alternative frequentist approach that is appropriate even when Hardy-Weinberg equilibrium does not hold. It is then shown that the problem remains and is intrinsic of frequentist procedures. Finally, we introduce the Full Bayesian Significance Test to test both hypotheses and prove that the incoherence cannot happen with these new tests. To illustrate this, all five tests are applied to real and simulated datasets. Using the celebrated power analysis, we show that the Bayesian method is comparable to the frequentist one and has the advantage of being coherent. Conclusions: Contrary to more traditional approaches, the Full Bayesian Significance Test for association studies provides a simple, coherent and powerful tool for detecting associations.

Factorization method and irregular inclusions in electrical impedance tomography

In electrical impedance tomography, one tries to recover the conductivity inside a physical body from boundary measurements of current and voltage. In many practically important situations, the investigated object has known background conductivity but it is contaminated by inhomogeneities. The factorization method of Andreas Kirsch provides a tool for locating such inclusions. Earlier, it has been shown that under suitable regularity conditions positive (or negative) inhomogeneities can be characterized by the factorization technique if the conductivity or one of its higher normal derivatives jumps on the boundaries of the inclusions. In this work, we use a monotonicity argument to generalize these results: We show that the factorization method provides a characterization of an open inclusion (modulo its boundary) if each point inside the inhomogeneity has an open neighbourhood where the perturbation of the conductivity is strictly positive (or negative) definite. In particular, we do not assume any regularity of the inclusion boundary or set any conditions on the behaviour of the perturbed conductivity at the inclusion boundary. Our theoretical findings are verified by two-dimensional numerical experiments.

Dielectric relaxation in biological materials

The study of dielectric properties concerns storage and dissipation of electric and magnetic energy in materials. Dielectrics are important in order to explain various phenomena in Solid-State Physics and in Physics of Biological Materials. Indeed, during the last two centuries, many scientists have tried to explain and model the dielectric relaxation. Starting from the Kohlrausch model and passing through the ideal Debye one, they arrived at more com- plex models that try to explain the experimentally observed distributions of relaxation times, including the classical (Cole-Cole, Davidson-Cole and Havriliak-Negami) and the more recent ones (Hilfer, Jonscher, Weron, etc.). The purpose of this thesis is to discuss a variety of models carrying out the analysis both in the frequency and in the time domain. Particular attention is devoted to the three classical models, that are studied using a transcendental function known as Mittag-Leffler function. We highlight that one of the most important properties of this function, its complete monotonicity, is an essential property for the physical acceptability and realizability of the models. Lo studio delle proprietà dielettriche riguarda l’immagazzinamento e la dissipazione di energia elettrica e magnetica nei materiali. I dielettrici sono importanti al fine di spiegare vari fenomeni nell’ambito della Fisica dello Stato Solido e della Fisica dei Materiali Biologici. Infatti, durante i due secoli passati, molti scienziati hanno tentato di spiegare e modellizzare il rilassamento dielettrico. A partire dal modello di Kohlrausch e passando attraverso quello ideale di Debye, sono giunti a modelli più complessi che tentano di spiegare la distribuzione osservata sperimentalmente di tempi di rilassamento, tra i quali modelli abbiamo quelli classici (Cole-Cole, Davidson-Cole e Havriliak-Negami) e quelli più recenti (Hilfer, Jonscher, Weron, etc.). L’obiettivo di questa tesi è discutere vari modelli, conducendo l’analisi sia nel dominio delle frequenze sia in quello dei tempi. Particolare attenzione è rivolta ai tre modelli classici, i quali sono studiati utilizzando una funzione trascendente nota come funzione di Mittag-Leffler. Evidenziamo come una delle più importanti proprietà di questa funzione, la sua completa monotonia, è una proprietà essenziale per l’accettabilità fisica e la realizzabilità dei modelli.

Smooth Estimation of a Monotone Density

We investigate the interplay of smoothness and monotonicity assumptions when estimating a density from a sample of observations. The nonparametric maximum likelihood estimator of a decreasing density on the positive half line attains a rate of convergence at a fixed point if the density has a negative derivative. The same rate is obtained by a kernel estimator, but the limit distributions are different. If the density is both differentiable and known to be monotone, then a third estimator is obtained by isotonization of a kernel estimator. We show that this again attains the rate of convergence and compare the limit distributors of the three types of estimators. It is shown that both isotonization and smoothing lead to a more concentrated limit distribution and we study the dependence on the proportionality constant in the bandwidth. We also show that isotonization does not change the limit behavior of a kernel estimator with a larger bandwidth, in the case that the density is known to have more than one derivative.

Berry-Esseen bounds for nonlinear statistics, and asymptotic relative efficiency between correlation statistics

Four papers, written in collaboration with the author’s graduate school advisor, are presented. In the first paper, uniform and non-uniform Berry-Esseen (BE) bounds on the convergence to normality of a general class of nonlinear statistics are provided; novel applications to specific statistics, including the non-central Student’s, Pearson’s, and the non-central Hotelling’s, are also stated. In the second paper, a BE bound on the rate of convergence of the F-statistic used in testing hypotheses from a general linear model is given. The third paper considers the asymptotic relative efficiency (ARE) between the Pearson, Spearman, and Kendall correlation statistics; conditions sufficient to ensure that the Spearman and Kendall statistics are equally (asymptotically) efficient are provided, and several models are considered which illustrate the use of such conditions. Lastly, the fourth paper proves that, in the bivariate normal model, the ARE between any of these correlation statistics possesses certain monotonicity properties; quadratic lower and upper bounds on the ARE are stated as direct applications of such monotonicity patterns.

Weighted Majoritarian Rules for the Location of Multiple Public Facilities

We consider collective decision problems given by a profile of single-peaked preferences defined over the real line and a set of pure public facilities to be located on the line. In this context, Bochet and Gordon (2012) provide a large class of priority rules based on efficiency, object-population monotonicity and sovereignty. Each such rule is described by a fixed priority ordering among interest groups. We show that any priority rule which treats agents symmetrically — anonymity — respects some form of coherence across collective decision problems — reinforcement — and only depends on peak information — peakonly — is a weighted majoritarian rule. Each such rule defines priorities based on the relative size of the interest groups and specific weights attached to locations. We give an explicit account of the richness of this class of rules.

On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series

Fossil pollen data from stratigraphic cores are irregularly spaced in time due to non-linear age-depth relations. Moreover, their marginal distributions may vary over time. We address these features in a nonparametric regression model with errors that are monotone transformations of a latent continuous-time Gaussian process Z(T). Although Z(T) is unobserved, due to monotonicity, under suitable regularity conditions, it can be recovered facilitating further computations such as estimation of the long-memory parameter and the Hermite coefficients. The estimation of Z(T) itself involves estimation of the marginal distribution function of the regression errors. These issues are considered in proposing a plug-in algorithm for optimal bandwidth selection and construction of confidence bands for the trend function. Some high-resolution time series of pollen records from Lago di Origlio in Switzerland, which go back ca. 20,000 years are used to illustrate the methods.