scholarly journals COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES

2019 ◽  
Vol 36 (5) ◽  
pp. 803-839 ◽  
Author(s):  
Massimo Franchi ◽  
Paolo Paruolo
Keyword(s):  
Finite Type ◽  
Unit Root ◽  
Separable Hilbert Space ◽  
Characterization Theorem ◽  
Infinite Dimensional ◽  
Finite Dimensional ◽  
Stochastic Trends ◽  
The One ◽  
Finite Integer ◽  
Ar Process

This article defines the class of ${\cal H}$-valued autoregressive (AR) processes with a unit root of finite type, where ${\cal H}$ is a possibly infinite-dimensional separable Hilbert space, and derives a generalization of the Granger–Johansen Representation Theorem valid for any integration order $d = 1,2, \ldots$. An existence theorem shows that the solution of an AR process with a unit root of finite type is necessarily integrated of some finite integer order d, displays a common trends representation with a finite number of common stochastic trends, and it possesses an infinite-dimensional cointegrating space when ${\rm{dim}}{\cal H} = \infty$. A characterization theorem clarifies the connections between the structure of the AR operators and (i) the order of integration, (ii) the structure of the attractor space and the cointegrating space, (iii) the expression of the cointegrating relations, and (iv) the triangular representation of the process. Except for the fact that the dimension of the cointegrating space is infinite when ${\rm{dim}}{\cal H} = \infty$, the representation of AR processes with a unit root of finite type coincides with the one of finite-dimensional VARs, which can be obtained setting ${\cal H} = ^p $ in the present results.

Systems that are Purely Simple and Pure Injegtive

1977 ◽  
Vol 29 (4) ◽  
pp. 696-700 ◽  
Author(s):  
Frank Okoh
Keyword(s):  
Finite Type ◽  
Infinite Dimensional ◽  
Direct Sum ◽  
Finite Dimensional

There has been a lot of progress made on the finite-dimensional representations of species. In [3] and [11] the finite-dimensional representations of tame species are classified and in [13] it is shown that if S is a species of finite type, then every representation of 5 is a direct sum of finite-dimensional ones. However, comparatively little is known about infinite-dimensional representations.

scholarly journals Real parts of quasi-nilpotent operators

1979 ◽  
Vol 22 (3) ◽  
pp. 263-269 ◽  
Author(s):  
P. A. Fillmore ◽  
C. K. Fong ◽  
A. R. Sourour
Keyword(s):  
Separable Hilbert Space ◽  
Adjoint Operator ◽  
Dimensional Case ◽  
Nilpotent Operator ◽  
The Real ◽  
Infinite Dimensional ◽  
Finite Dimensional ◽  
Nilpotent Operators ◽  
Finite Dimensional Case ◽  
Adjoint Operators

The purpose of this paper is to answer the question: which self-adjoint operators on a separable Hilbert space are the real parts of quasi-nilpotent operators? In the finite-dimensional case the answer is: self-adjoint operators with trace zero. In the infinite dimensional case, we show that a self-adjoint operator is the real part of a quasi-nilpotent operator if and only if the convex hull of its essential spectrum contains zero. We begin by considering the finite dimensional case.

AN ABSTRACT DIFFERENTIAL EQUATION ARISING FROM CELL POPULATION DYNAMICS

1995 ◽  
Vol 03 (02) ◽  
pp. 469-481
Author(s):  
OVIDE ARINO ◽  
EVA SÁNCHEZ
Keyword(s):  
Differential Equation ◽  
Population Dynamics ◽  
Cell Population ◽  
Abstract Differential Equation ◽  
Cell Population Dynamics ◽  
Infinite Dimensional ◽  
Finite Dimensional ◽  
The Stability ◽  
The One ◽  
Delay Differential

We provide an analysis of the stability and bifurcation properties of the solutions of an abstract differential nonlinear equation arising from cell population dynamics. The work surveyed here stems from a remark we made with respect to these equations: that it is possible to associate to any of them a delay differential equation on an infinite dimensional vector space. Perturbation theory for nonlinear equations similar to the one known for delay differential equations on finite dimensional spaces could possibly yield the same results as for those equations.

Best approximation in von Neumann algebras

1977 ◽  
Vol 81 (2) ◽  
pp. 233-236 ◽  
Author(s):  
A. Guyan Robertson
Keyword(s):  
Best Approximation ◽  
Von Neumann Algebra ◽  
Von Neumann Algebras ◽  
Identity Operator ◽  
Chebyshev Subspace ◽  
Von Neumann ◽  
Infinite Dimensional ◽  
Finite Dimensional ◽  
Continuous Complex ◽  
The One

We investigate here the question of uniqueness of best approximation to operators in von Neumann algebras by elements of certain linear subspaces. Recall that a linear subspace V of a Banach space X is called a Chebyshev subspace if each vector in X has a unique best approximation by vectors in V. Our first main result characterizes the one-dimensional Chebyshev subspaces of a von Neumann algebra. This may be regarded as a generalization of a result of Stampfli [(4), theorem 2, corollary] which states that the scalar multiples of the identity operator form a Chebyshev subspace. Alternatively it may be regarded as a generalization of the commutative situation in which a continuous complex-valued function f on a compact Hausdorff space X spans a Chebyshev subspace of C(X) if and only if f does not vanish on X [(3), p. 215]. Our second main result is that a finite dimensional * subalgebra, of dimension > 1, of an infinite dimensional von Neumann algebra cannot be a Chebyshev subspace. This imposes limits to further generalization of Stampfli's result.

A closer look at the stable completion

2017 ◽  
Author(s):  
Ehud Hrushovski ◽  
François Loeser
Keyword(s):  
Inverse Limit ◽  
Unit Vector ◽  
Vector Spaces ◽  
Dimensional Vector ◽  
Compact Sets ◽  
Linear Topology ◽  
Topological Embedding ◽  
Definable Set ◽  
Finite Dimensional ◽  
The One

This chapter introduces the concept of stable completion and provides a concrete representation of unit vector Mathematical Double-Struck Capital A superscript n in terms of spaces of semi-lattices, with particular emphasis on the frontier between the definable and the topological categories. It begins by constructing a topological embedding of unit vector Mathematical Double-Struck Capital A superscript n into the inverse limit of a system of spaces of semi-lattices L(Hsubscript d) endowed with the linear topology, where Hsubscript d are finite-dimensional vector spaces. The description is extended to the projective setting. The linear topology is then related to the one induced by the finite level morphism L(Hsubscript d). The chapter also considers the condition that if a definable set in L(Hsubscript d) is an intersection of relatively compact sets, then it is itself relatively compact.

scholarly journals An FDA-Based Approach for Clustering Elicited Expert Knowledge

Stats ◽  
2021 ◽  
Vol 4 (1) ◽  
pp. 184-204
Author(s):  
Carlos Barrera-Causil ◽  
Juan Carlos Correa ◽  
Andrew Zamecnik ◽  
Francisco Torres-Avilés ◽  
Fernando Marmolejo-Ramos
Keyword(s):  
Functional Data ◽  
Expert Knowledge ◽  
Probability Distributions ◽  
Knowledge Elicitation ◽  
Parallel Analysis ◽  
Data Sets ◽  
Dimensional Problem ◽  
Prior Distributions ◽  
Infinite Dimensional ◽  
Finite Dimensional

Expert knowledge elicitation (EKE) aims at obtaining individual representations of experts’ beliefs and render them in the form of probability distributions or functions. In many cases the elicited distributions differ and the challenge in Bayesian inference is then to find ways to reconcile discrepant elicited prior distributions. This paper proposes the parallel analysis of clusters of prior distributions through a hierarchical method for clustering distributions and that can be readily extended to functional data. The proposed method consists of (i) transforming the infinite-dimensional problem into a finite-dimensional one, (ii) using the Hellinger distance to compute the distances between curves and thus (iii) obtaining a hierarchical clustering structure. In a simulation study the proposed method was compared to k-means and agglomerative nesting algorithms and the results showed that the proposed method outperformed those algorithms. Finally, the proposed method is illustrated through an EKE experiment and other functional data sets.

scholarly journals The Farkas lemma of Shimizu, Aiyoshi and Katayama

1985 ◽  
Vol 31 (3) ◽  
pp. 445-450 ◽  
Author(s):  
Charles Swartz
Keyword(s):  
Convex Programming ◽  
Infinite Dimensional ◽  
Farkas Lemma ◽  
Finite Dimensional

Shimizu, Aiyoshi and Katayama have recently given a finite dimensional generalization of the classical Farkas Lemma. In this note we show that a result of Pshenichnyi on convex programming can be used to give a generalization of the result of Shimizu, Aiyoshi and Katayama to infinite dimensional spaces. A generalized Farkas Lemma of Glover is also obtained.

DUAL FORMULATION OF OPTIMAL PROBLEM FOR CONTINUOUS-TIME SYSTEMS

2005 ◽  
Vol 02 (03) ◽  
pp. 251-258
Author(s):  
HANLIN HE ◽  
QIAN WANG ◽  
XIAOXIN LIAO
Keyword(s):  
Objective Function ◽  
Continuous Time ◽  
Dimensional Space ◽  
Finite Dimensional Space ◽  
Error Response ◽  
Infinite Dimensional ◽  
Dual Formulation ◽  
Finite Dimensional ◽  
Continuous Time Systems ◽  
Time Systems

The dual formulation of the maximal-minimal problem for an objective function of the error response to a fixed input in the continuous-time systems is given by a result of Fenchel dual. This formulation probably changes the original problem in the infinite dimensional space into the maximal problem with some restrained conditions in the finite dimensional space, which can be researched by finite dimensional space theory. When the objective function is given by the norm of the error response, the maximum of the error response or minimum of the error response, the dual formulation for the problems of L1-optimal control, the minimum of maximal error response, and the minimal overshoot etc. can be obtained, which gives a method for studying these problems.

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