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We introduce the calculus of Mellin pseudodifferential operators parameters based on "twisted" operator-valued Volterra symbols as well aas the abstract Mellin calclus with holomorphic symbols. We establish the properties of the symblic and operational calculi, and we give and make use of explicit oscillatory integral formulas on the symbolic side, e. g., for the Leibniz-product, kernel cut-off, and Mellin quantization. Moreover, we introduce the notion of parabolicity for the calculi of Volterra Mellin operators, and construct Volterra parametrices for parabolic operators within the calculi.
The two and k-sample tests of equality of the survival distributions against the alternatives including cross-effects of survival functions, proportional and monotone hazard ratios, are given for the right censored data. The asymptotic power against approaching alternatives is investigated. The tests are applied to the well known chemio and radio therapy data of the Gastrointestinal Tumor Study Group. The P-values for both proposed tests are much smaller then in the case of other known tests. Differently from the test of Stablein and Koutrouvelis the new tests can be applied not only for singly but also to randomly censored data.
We consider a nonparametric survival model with random censoring. To test whether the hazard rate has a parametric form the unknown hazard rate is estimated by a kernel estimator. Based on a limit theorem stating the asymptotic normality of the quadratic distance of this estimator from the smoothed hypothesis an asymptotic ®-test is proposed. Since the test statistic depends on the maximum likelihood estimator for the unknown parameter in the hypothetical model properties of this parameter estimator are investigated. Power considerations complete the approach.
The accelerated life time model is considered. First, test procedures for testing the parameter of a parametric acceleration function is investigated; this is done under the assumption of parametric and nonparametric baseline distribution. Further, based on nonparametric estimators for regression functions tests are proposed for checking whether a parametric acceleration function is appropriate to model the influence of the covariates. Resampling procedures are discussed for the realization of these methods. Simulations complete the considerations.
We introduce a theoretical framework for performing statistical hypothesis testing simultaneously over a fairly general, possibly uncountably infinite, set of null hypotheses. This extends the standard statistical setting for multiple hypotheses testing, which is restricted to a finite set. This work is motivated by numerous modern applications where the observed signal is modeled by a stochastic process over a continuum. As a measure of type I error, we extend the concept of false discovery rate (FDR) to this setting. The FDR is defined as the average ratio of the measure of two random sets, so that its study presents some challenge and is of some intrinsic mathematical interest. Our main result shows how to use the p-value process to control the FDR at a nominal level, either under arbitrary dependence of p-values, or under the assumption that the finite dimensional distributions of the p-value process have positive correlations of a specific type (weak PRDS). Both cases generalize existing results established in the finite setting, the latter one leading to a less conservative procedure. The interest of this approach is demonstrated in several non-parametric examples: testing the mean/signal in a Gaussian white noise model, testing the intensity of a Poisson process and testing the c.d.f. of i.i.d. random variables. Conceptually, an interesting feature of the setting advocated here is that it focuses directly on the intrinsic hypothesis space associated with a testing model on a random process, without referring to an arbitrary discretization.
In this article we analyse the structure of Markov processes and reciprocal processes to underline their time symmetrical properties, and to compare them. Our originality consists in adopting a unifying approach of reciprocal processes, independently of special frameworks in which the theory was developped till now (diffusions, or pure jump processes). This leads to some new results, too.
Contents: Part I: Symplectic Geometry Chapter 1: Symplectic Spaces and Lagrangian Planes Chapter 2: The Symplectic Group Chapter 3: Multi-Oriented Symplectic Geometry Chapter 4: Intersection Indices in Lag(n) and Sp(n) Part II: Heisenberg Group, Weyl Calculus, and Metaplectic Representation Chapter 5: Lagrangian Manifolds and Quantization Chapter 6: Heisenberg Group and Weyl Operators Chapter 7: The Metaplectic Group Part III: Quantum Mechanics in Phase Space Chapter 8: The Uncertainty Principle Chapter 9: The Density Operator Chapter 10: A Phase Space Weyl Calculus
Boundary value problems for (pseudo-) differential operators on a manifold with edges can be characterised by a hierarchy of symbols. The symbol structure is responsible or ellipicity and for the nature of parametrices within an algebra of "edge-degenerate" pseudo-differential operators. The edge symbol component of that hierarchy takes values in boundary value problems on an infinite model cone, with edge variables and covariables as parameters. Edge symbols play a crucial role in this theory, in particular, the contribution with holomorphic operatot-valued Mellin symbols. We establish a calculus in s framework of "twisted homogenity" that refers to strongly continuous groups of isomorphisms on weighted cone Sobolev spaces. We then derive an equivalent representation with a particularly transparent composition behaviour.
We prove a theorem describing the behaviour of the relative index of families of Fredholm operators under surgery performed on spaces where the operators act. In connection with additional conditions (like symmetry conditions) this theorem results in index formulas for given operator families. By way of an example, we give an application to index theory of families of boundary value problems.
We prove a general theorem on the local property of the relative index for a wide class of Fredholm operators, including relative index theorems for elliptic operators due to Gromov-Lawson, Anghel, Teleman, Booß-Bavnbek-Wojciechowski, et al. as special cases. In conjunction with additional conditions (like symmetry conditions) this theorem permits one to compute the analytical index of a given operator. In particular, we obtain new index formulas for elliptic pseudodifferential operators and quantized canonical transformations on manifolds with conical singularities as well as for elliptic boundary value problems with a symmetry condition for the conormal symbol.
We consider a (generally, non-coercive) mixed boundary value problem in a bounded domain for a second order elliptic differential operator A. The differential operator is assumed to be of divergent form and the boundary operator B is of Robin type. The boundary is assumed to be a Lipschitz surface. Besides, we distinguish a closed subset of the boundary and control the growth of solutions near this set. We prove that the pair (A,B) induces a Fredholm operator L in suitable weighted spaces of Sobolev type, the weight function being a power of the distance to the singular set. Moreover, we prove the completeness of root functions related to L.
Estimation and testing of distributions in metric spaces are well known. R.A. Fisher, J. Neyman, W. Cochran and M. Bartlett achieved essential results on the statistical analysis of categorical data. In the last 40 years many other statisticians found important results in this field. Often data sets contain categorical data, e.g. levels of factors or names. There does not exist any ordering or any distance between these categories. At each level there are measured some metric or categorical values. We introduce a new method of scaling based on statistical decisions. For this we define empirical probabilities for the original observations and find a class of distributions in a metric space where these empirical probabilities can be found as approximations for equivalently defined probabilities. With this method we identify probabilities connected with the categorical data and probabilities in metric spaces. Here we get a mapping from the levels of factors or names into points of a metric space. This mapping yields the scale for the categorical data. From the statistical point of view we use multivariate statistical methods, we calculate maximum likelihood estimations and compare different approaches for scaling.
An expansion for a class of functions is called stable if the partial sums are bounded uniformly in the class. Stable expansions are of key importance in numerical analysis where functions are given up to certain error. We show that expansions in homogeneous functions are always stable on a small ball around the origin, and evaluate the radius of the largest ball with this property.
For elliptic operators on manifolds with boundary, we define spectral boundary value problems, which generalize the Atiyah-Patodi-Singer problem to the case of nonhomogeneous boundary conditions, operators of arbitrary order, and nonself-adjoint conormal symbols. The Fredholm property is proved and equivalence with certain elliptic equations on manifolds with conical singularities is established.
A linear differential operator L is called weakly hypoelliptic if any local solution u of Lu = 0 is smooth. We allow for systems, i.e. the coefficients may be matrices, not necessarily of square size. This is a huge class of important operators which covers all elliptic, overdetermined elliptic, subelliptic and parabolic equations. We extend several classical theorems from complex analysis to solutions of any weakly hypoelliptic equation: the Montel theorem providing convergent subsequences, the Vitali theorem ensuring convergence of a given sequence, and Riemann's first removable singularity theorem. In the case of constant coefficients we show that Liouville's theorem holds, any bounded solution must be constant and any L^p solution must vanish.
We develop a new approach to the analysis of pseudodifferential operators with small parameter 'epsilon' in (0,1] on a compact smooth manifold X. The standard approach assumes action of operators in Sobolev spaces whose norms depend on 'epsilon'. Instead we consider the cylinder [0,1] x X over X and study pseudodifferential operators on the cylinder which act, by the very nature, on functions depending on 'epsilon' as well. The action in 'epsilon' reduces to multiplication by functions of this variable and does not include any differentiation. As but one result we mention asymptotic of solutions to singular perturbation problems for small values of 'epsilon'.
In single photon emission computed tomography (SPECT) one is interested in reconstructing the activity distribution f of some radiopharmaceutical. The data gathered suffer from attenuation due to the tissue density µ. Each imaged slice incorporates noisy sample values of the nonlinear attenuated Radon transform (formular at this place in the original abstract) Traditional theory for SPECT reconstruction treats µ as a known parameter. In practical applications, however, µ is not known, but either crudely estimated, determined in costly additional measurements or plainly neglected. We demonstrate that an approximation of both f and µ from SPECT data alone is feasible, leading to quantitatively more accurate SPECT images. The result is based on nonlinear Tikhonov regularization techniques for parameter estimation problems in differential equations combined with Gauss-Newton-CG minimization.
We consider a class of infinite-dimensional diffusions where the interaction between the components is both spatial and temporal. We start the system from a Gibbs measure with finiterange uniformly bounded interaction. Under suitable conditions on the drift, we prove that there exists t0 > 0 such that the distribution at time t = t0 is a Gibbs measure with absolutely summable interaction. The main tool is a cluster expansion of both the initial interaction and certain time-reversed Girsanov factors coming from the dynamics.
The ill-posed problem of aerosol size distribution determination from a small number of backscatter and extinction measurements was solved successfully with a mollifier method which is advantageous since the ill-posed part is performed on exactly given quantities, the points r where n(r) is evaluated may be freely selected. A new twodimensional model for the troposphere is proposed.
We study resonances for the generator of a diffusion with small noise in R(d) : L = -∈∆ + ∇F * ∇, when the potential F grows slowly at infinity (typically as a square root of the norm). The case when F grows fast is well known, and under suitable conditions one can show that there exists a family of exponentially small eigenvalues, related to the wells of F. We show that, for an F with a slow growth, the spectrum is R+, but we can find a family of resonances whose real parts behave as the eigenvalues of the "quick growth" case, and whose imaginary parts are small.
We prove the existence of sectors of minimal growth for general closed extensions of elliptic cone operators under natural ellipticity conditions. This is achieved by the construction of a suitable parametrix and reduction to the boundary. Special attention is devoted to the clarification of the analytic structure of the resolvent.
We introduce renormalized integrals which generalize conventional measure theoretic integrals. One approximates the integration domain by measure spaces and defines the integral as the limit of integrals over the approximating spaces. This concept is implicitly present in many mathematical contexts such as Cauchy's principal value, the determinant of operators on a Hilbert space and the Fourier transform of an L^p function. We use renormalized integrals to define a path integral on manifolds by approximation via geodesic polygons. The main part of the paper is dedicated to the proof of a path integral formula for the heat kernel of any self-adjoint generalized Laplace operator acting on sections of a vector bundle over a compact Riemannian manifold.
The problem of analytic representation of integrable CR functions on hypersurfaces with singularities is treated. The nature o singularities does not matter while the set of singularities has surface measure zero. For simple singularities like cuspidal points, edges, corners, etc., also the behaviour of representing analytic functions near singular points is studied.
Relative elliptic theory
(2002)
This paper is a survey of relative elliptic theory (i.e. elliptic theory in the category of smooth embeddings), closely related to the Sobolev problem, first studied by Sternin in the 1960s. We consider both analytic aspects to the theory (the structure of the algebra of morphismus, ellipticity, Fredholm property) and topological aspects (index formulas and Riemann-Roch theorems). We also study the algebra of Green operators arising as a subalgebra of the algebra of morphisms.
Given an algebra of pseudo-differential operators on a manifold, an elliptic element is said to be a reduction of orders, if it induces isomorphisms of Sobolev spaces with a corresponding shift of smoothness. Reductions of orders on a manifold with boundary refer to boundary value problems. We consider smooth symbols and ellipticity without additional boundary conditions which is the relevant case on a manifold with boundary. Starting from a class of symbols that has been investigated before for integer orders in boundary value problems with the transmission property we study operators of arbitrary real orders that play a similar role for operators without the transmission property. Moreover, we show that order reducing symbols have the Volterra property and are parabolic of anisotropy 1; analogous relations are formulated for arbitrary anisotropies. We finally investigate parameter-dependent operators, apply a kernel cut-off construction with respect to the parameter and show that corresponding holomorphic operator-valued Mellin symbols reduce orders in weighted Sobolev spaces on a cone with boundary.
Reciprocal processes, whose concept can be traced back to E. Schrödinger, form a class of stochastic processes constructed as mixture of bridges, that satisfy a time Markov field property. We discuss here a new unifying approach to characterize several types of reciprocal processes via duality formulae on path spaces: The case of reciprocal processes with continuous paths associated to Brownian diffusions and the case of pure jump reciprocal processes associated to counting processes are treated. This presentation is based on joint works with M. Thieullen, R. Murr and C. Léonard.
In this work we are concerned with the characterization of certain classes of stochastic processes via duality formulae. First, we introduce a new formulation of a characterization of processes with independent increments, which is based on an integration by parts formula satisfied by infinitely divisible random vectors. Then we focus on the study of the reciprocal classes of Markov processes. These classes contain all stochastic processes having the same bridges, and thus similar dynamics, as a reference Markov process. We start with a resume of some existing results concerning the reciprocal classes of Brownian diffusions as solutions of duality formulae. As a new contribution, we show that the duality formula satisfied by elements of the reciprocal class of a Brownian diffusion has a physical interpretation as a stochastic Newton equation of motion. In the context of pure jump processes we derive the following new results. We will analyze the reciprocal classes of Markov counting processes and characterize them as a group of stochastic processes satisfying a duality formula. This result is applied to time-reversal of counting processes. We are able to extend some of these results to pure jump processes with different jump-sizes, in particular we are able to compare the reciprocal classes of Markov pure jump processes through a functional equation between the jump-intensities.
In this work we study reciprocal classes of Markov walks on graphs. Given a continuous time reference Markov chain on a graph, its reciprocal class is the set of all probability measures which can be represented as a mixture of the bridges of the reference walks. We characterize reciprocal classes with two different approaches. With the first approach we found it as the set of solutions to duality formulae on path space, where the differential operators have the interpretation of the addition of infinitesimal random loops to the paths of the canonical process. With the second approach we look at short time asymptotics of bridges. Both approaches allow an explicit computation of reciprocal characteristics, which are divided into two families, the loop characteristics and the arc characteristics. They are those specific functionals of the generator of the reference chain which determine its reciprocal class. We look at the specific examples such as Cayley graphs, the hypercube and planar graphs. Finally we establish the first concentration of measure results for the bridges of a continuous time Markov chain based on the reciprocal characteristics.
Processes having the same bridges as a given reference Markov process constitute its reciprocal class. In this paper we study the reciprocal class of a continuous time random walk with values in a countable Abelian group, we compute explicitly its reciprocal characteristics and we present an integral characterization of it. Our main tool is a new iterated version of the celebrated Mecke's formula from the point process theory, which allows us to study, as transformation on the path space, the addition of random loops. Thanks to the lattice structure of the set of loops, we even obtain a sharp characterization. At the end, we discuss several examples to illustrate the richness of reciprocal classes. We observe how their structure depends on the algebraic properties of the underlying group.
Processes having the same bridges as a given reference Markov process constitute its reciprocal class. In this paper we study the reciprocal class of compound Poisson processes whose jumps belong to a finite set A in R^d. We propose a characterization of the reciprocal class as the unique set of probability measures on which a family of time and space transformations induces the same density, expressed in terms of the reciprocal invariants. The geometry of A plays a crucial role in the design of the transformations, and we use tools from discrete geometry to obtain an optimal characterization. We deduce explicit conditions for two Markov jump processes to belong to the same class. Finally, we provide a natural interpretation of the invariants as short-time asymptotics for the probability that the reference process makes a cycle around its current state.
It is shown that an elliptic scattering operator A on a compact manifold with boundary with operator valued coefficients in the morphisms of a bundle of Banach spaces of class (HT ) and Pisier’s property (α) has maximal regularity (up to a spectral shift), provided that the spectrum of the principal symbol of A on the scattering cotangent bundle avoids the right half-plane. This is accomplished by representing the resolvent in terms of pseudodifferential operators with R-bounded symbols, yielding by an iteration argument the R-boundedness of λ(A − λ)−1 in R(λ)≥ τ for some τ ∈ IR. To this end, elements of a symbolic and operator calculus of pseudodifferential operators with R-bounded symbols are introduced. The significance of this method for proving maximal regularity results for partial differential operators is underscored by considering also a more elementary situation of anisotropic elliptic operators on Rd with operator valued coefficients.
We study the dynamics of four wave interactions in a nonlinear quantum chain of oscillators under the "narrow packet" approximation. We determine the set of times for which the evolution of decay processes is essentially specified by quantum effects. Moreover, we highlight the quantum increment of instability.
Content: 0.1 Preliminary Remarks Chapter 1: Noncommutative Analysis: Main Ideas, Definitions, and Theorems 1.1 Functions of One Operator (Functional Calculi) 1.2 Functions of Several Operators 1.3 Main Formulas of Operator Calculus 1.4 Main Tools of Noncommutative Analysis 1.5 Composition Laws and Ordered Representations
Quantization methods in differential equations : Chapter 2: Quantization of Lagrangian modules
(1999)
In this chapter we use the wave packet transform described in Chapter 1 to quantize extended classical states represented by so-called Lagrangian sumbanifolds of the phase space. Functions on a Lagrangian manifold form a module over the ring of classical Hamiltonian functions on the phase space (with respect to pointwise multiplication). The quantization procedure intertwines this multiplication with the action of the corresponding quantum Hamiltonians; hence we speak of quantization of Lagrangian modules. The semiclassical states obtained by this quantization procedure provide asymptotic solutions to differential equations with a small parameter. Locally, such solutions can be represented by WKB elements. Global solutions are given by Maslov's canonical operator [2]; also see, e.g., [3] and the references therein. Here the canonical operator is obtained in the framework of the universal quantization procedure provided by the wave packet transform. This procedure was suggested in [4] (see also the references there) and further developed in [5]; our exposition is in the spirit of these papers. Some further bibliographical remarks can be found in the beginning of Chapter 1.
The aim of this paper is to explain the notion of subspace defined by means of pseudodifferential projection and give its applications in elliptic theory. Such subspaces are indispensable in the theory of well-posed boundary value problems for an arbitrary elliptic operator, including the Dirac operator, which has no classical boundary value problems. Pseudodifferential subspaces can be used to compute the fractional part of the spectral Atiyah–Patodi–Singer eta invariant, when it defines a homotopy invariant (Gilkey’s problem). Finally, we explain how pseudodifferential subspaces can be used to give an analytic realization of the topological K-group with finite coefficients in terms of elliptic operators. It turns out that all three applications are based on a theory of elliptic operators on closed manifolds acting in subspaces.