Bøger i Oberwolfach Seminars serien

PHug) 7 Markovian stochastic optimization and stochastic approximation procedures 53 8 Asymptotic distributions 71 9 Stopping times 79 1O Applications of stochastic approximation methods 80 References for Part II 90 III Applications to adaptation algorithms (L.

These notes are based on lectures presented during the seminar on " Asymptotic Statistics" held at SchloB Reisensburg, Gunzburg, May 29-June 5, 1988. They consist of two parts, the theory of asymptotic expansions in statistics and probabilistic aspects of the asymptotic distribution theory in nonparametric statistics. Our intention is to provide a comprehensive presentation of these two subjects, leading from elementary facts to the advanced theory and recent results. Prospects for further research are also included. We would like to thank all participants for their stimulating discussions and their interest in the subjects, which made lecturing very pleasant. Special thanks are due H. Zimmer for her excellent typing. We would also like to take this opportunity to to express our thanks to the Gesellschaft fur mathematische Forschung and to the Deutsche Mathematiker Vereinigung, especially to Professor G. Fischer, for the opportunity to present these lectures and to the Birkhauser Verlag for the publication of these lecture notes. R. Bhattacharya, M. Denker Part I: Asymptotic Expansions in Statistics Rabi Bhattacharya 11 §1. CRAMER-EDGEWORTH EXPANSIONS Let Q be a probability measure on (IRk, B"), B" denoting the Borel sigmafield on IR". Assume that the s - th absolute moment of Q is finite, (1.1) P. := J II x lis Q(dx) < 00, for some integer s;::: 3, and that Q is normalized, (1.2) J x(i)Q(dx) = 0 (1 ~ i ~ k), J x(i)x(j)Q(dx) = Dij (1 ~ i,j ~ k).

Der. vorliegende Band enthält eine Reihe von einführenden Vorlesungen, die von verschiedenen Autoren im Rahmen von zwei DMV-Seminaren zum Thema "Algebraische Transjormationsgruppen und Invariantentheorie" gehalten wur­ den. Entsprechend der allgemeinen Zielsetzung der DMV-Seminare sollten sowohl grundlegende Techniken und Resultate vorgestellt als auch Einblicke in aktuelle Entwickl~ngen gegeben werden. Was die Grundlagen anbetrifft, so haben wir sie hier nicht in vollem Umfang widergegeben. Im Bedarfsfall mag der Leser unsere Bücher "Geometrische Methoden in der Invariantentheorie"l und "Invariant Theory"2 zu Rate ziehen, auf die sich die einführenden Vorträge stützten. Leider konnten auch nicht alle aktuellen Entwicklungen berücksichtigt werden, über die im Seminar berichtet wurde. Die Ziele der hier vorliegenden Beiträge, auf deren Inhalt wir in der Einführung ausführlicher eingehen werden, sind entsprechend unterschiedlicher Natur. Einige liefern Darstellungen bereits publizierter Theorien, wobei sie allerdings ein größeres Gewicht auf Motivation und die Ausführung von Beispie­ len legen, als dies in den Originalarbeiten möglich war. Andere leiten grundle­ gende Resultate auf neue "reise her oder stellen sie aus anderer Sicht dar. Schließlich werden auch noch einzelne Einblicke in aktuelle Forschungsrichtun­ gen gegeben. Wir hoffen, daß durch diesen Band zahlreiche Resultate der Theorie der algebraischen Transformationsgruppen leichter zugänglich geworden sind, und daß der Leser mit ihm eine nützliche Basis für die Lektüre aktueller Forschungsarbeiten erhält.

Higher Dimensional Algebraic Geometry presents recent advances in the classification of complex projective varieties. Recent results in the minimal model program are discussed, and an introduction to the theory of moduli spaces is presented.

They are related to representations of finite groups and group actions on spheres, and are considered as a generalisation of the spherical space form problem. The second part reviews the general setting of surgery theory and reports on the computation of the surgery abstraction groups.

One of the key concerns in modern control theory is the design of steering strategies. The implementation of such strategies is done by a regulator. This title presents an introduction to the mathematical background of this type of regulator design. It covers the topics that address the matter of interest to the control community.

One of the key concerns in modern control theory is the design of steering strategies. The implementation of such strategies is done by a regulator. Presented here is a self-contained introduction to the mathematical background of this type of regulator design. The topics selected address the matter of greatest interest to the control community, at present, namely, when the design objective is the reduction of the influence of exogeneous disturbances upon the output of the system. In a first scenario the disturbance signal is regarded as a deterministic time series with known dynamics but unknown parameters. The design objective is then the asymptotic disturbance compensation. In a second scenario, no information about the disturbance signal is available apart from some bounds. Here, in an H-approach, control strategies are worked out which will prove efficient for all such disturbances. The intention of this book is to present ideas and methods on such a level that the beginning graduate student will be able to follow current research. New results are included, especially for nonlinear control systems, and as a service to the reader, an extensive appendix presents topics from linear algebra, invariant manifolds and calculus of variations, information which is hardly to be found in standard textbooks. Contents: Introduction ¿ The problem of output regulation ¿ Introduction ¿ Problem statement ¿ Output regulation via full information ¿ Output regulation via full error feedback ¿ A particular case ¿ Well-posedness and robustness ¿ The construction of a robust regulator ¿ Disturbance attenuation via H-methods ¿ Introduction ¿ Problem statement ¿ A characterization of the L2-gain of a linear system ¿ Disturbance attenuation via full information ¿ Disturbance attenuation via measured feedback ¿ Full information regulators ¿ Problem statement ¿ Time-dependent control strategies ¿ Examples ¿ Time-independent control strategies¿ The local case ¿ Nonlinear observers ¿ Problem statement ¿ Time-dependent observers ¿ Error feedback regulators ¿ Examples ¿ Nonlinear H-techniques ¿ Introduction ¿ Construction of the saddle-point ¿ The local scenario ¿ Disturbance attenuation via linearization ¿ Matrix equations ¿ Linear matrix equations ¿ Algebraic Riccati equations ¿ Invariant manifolds ¿ Existence theorem ¿ Outflowing manifolds ¿ Asymptotic phase ¿ Convergence for T ¹ ¿ A special case ¿ Dichotomies and Lyapunov functions ¿ Hamilton-Jacobi-Bellman-Isaacs equation ¿ Introduction ¿ Method of characteristics ¿ The equation of Isaacs ¿ The Hamiltonian version of Isaacs' equation ¿ Bibliography

thus the connectedness theorem can be used to prove the inequality-part of Hartshorne's conjecture on linear normality, whereas Deligne's generalisation of the connectedness theorem leads to a refinement of Barth's results on the topology of varieties with small codimension in a projective space.

The first part of the book provides an introduction to key tools and techniques in dispersive equations: Strichartz estimates, bilinear estimates, modulation and adapted function spaces, with an application to the generalized Korteweg-de Vries equation and the Kadomtsev-Petviashvili equation.

Serre's GAGA-theorems [56J and base change for field extensions the algebraic analogue was obtained for projective manifolds over a field k of characteristic p = 0, for a long time no algebraic proof was known and no generalization to p > 0, except for certain lower dimensional manifolds.

Finite element methods and the closely related boundary element methods nowadays belong to the standard routines for the computation of solutions to boundary and initial boundary value problems of partial differential equations with many applications as e.g.

This is the first book on a newly emerging field of discrete differential geometry providing an excellent way to access this exciting area. It provides discrete equivalents of the geometric notions and methods of differential geometry, such as notions of curvature and integrability for polyhedral surfaces.