Approximation, Probability, and Related Fields Approximation, Probability, and Related Fields Edited by George Anastassiou Memphis State University Memphis, Tennessee and Svetlozar T. Rachev University of California Santa Barbara, California Springer Science+Business Media, LLC Librar y o f Congress Cataloging-in-Publicatio n Data Approximation, probability , and relate d field s / edite d b y George Anastassiou and Svetloza r T. Rachev. p. cm . "Proceedings o f a Conference o n Approximation , Probability , an d Related Fields , hel d May 20-22 , 1993, i n Santa Barbara , California" - -T.p. verso . Includes bibliographica l reference s and index . ISBN 978-1-4613-6063-6 ISBN 978-1-4615-2494-6 (eBook) DOI 10.1007/978-1-4615-2494-6 1. Approximatio n theory—Congresses . 2 . Probabilities - -Congresses. 3 . Stochasti c processes—Congresses . I . Anastassiou, George A. , 1952 - . II . Rachev, S. T. (Svetloza r Todorov) III . Conference o n Approximation , Probability , and Relate d Field s (1993 : Santa Barbara , Calif. ) QA221.A634 199 4 511.4—dc20 94-2769 3 CIP Proceedings of a conference on Approximation, Probability, and Related Fields, held May 20-22, 1993, in Santa Barbara, California ISBN 978-1-4613-6063-6 © 1994 Springer Springer Science+Business Media New York Originally published by Plenum Press, New York in 1994 Softcover reprint of the hardcover 1st edition 1994 All rights reserved No part of this book may be reproduced, stored in a retrieval system, or transmitted in any form or by any means, electronic, mechanical, photocopying, microfilming, recording, or otherwise, without written permission from the Publisher DEDICATED TO LEOPOLDO NACHBIN 1922-1993 v DEDICATION Leopoldo Nachbin was born on January 7, 1922 in the city of Recife, Brazil, and died on April 3, 1993. It is not easy to summarize in a few paragraphs Nachbin's manifold contributions to mathematics. Fortunately, the interested reader can consult the analysis that Professor John Horvath made for the volume honoring Nachbin on the occasion of his sixtieth birthday, published by North-Holland under the title Aspects of Mathematics and its Applications (Editor: J.A. Barroso). This volume appeared in 1986 and Professor Horvath's paper is entitled "The Life and Works of Leopoldo Nachbin," and occupies pages 1 to 75. Nachbin moved from Recife to Rio de Janeiro in 1938 and received an engineering degree in 1943. But already in 1941, while still an undergraduate student, he had published his first paper in mathematics, in Volume 13 of the Proceedings of the Brazilian Academy of Sciences, and in 1942 he published two more papers, one in Italy and the other in Argentina. All three papers were reviewed in Mathematical Reviews. In 1946, his eighth paper appeared in the Comptes Rendus de I'Academie des Sciences Paris. In that same year, two other papers were published, one in the Transactions of the American Mathematical Society and the other in Summa Brasiliensis Mathematicae. In 1948 he published his fIrst book. The subject was topological vector spaces. Horvath remarks that this was the fIrst text ever written on the theory of general topological vector spaces. But the mathematical activity of Nachbin covered a wide range of subjects and in each of them he left his imprint: Boolean algebras, general topology, ordered topological spaces, topological vector spaces, an extension of the Hahn-Banach theorem for linear transfonnations, ordered topological vector spaces, approximation theory, hannonic analysis, infInite-dimensional holomorphy. Nachbin's work on approximation theory started with a 1949 paper establishing the conditions for density of subalgebras of r-times continuously differentiable functions on open subsets of n-dimensional Euclidean space, or more generally on n-dimensional differentiable manifolds, for the topology of unifonn convergence of order r on compact subsets, extending to this case the so-called Stone-Weierstrass theorem. In 1948 H. Whitney had described the closure in this topology of an ideal, and Nachbin solved the problem of density of subalgebras, but the problem of describing the closure of a subalgebra remains open. The Stone-Weierstrass theorem for modules and the theorem of Whitney on the closure of an ideal led Nachbin to his work on algebras of fInite differentiable order and the operational calculus, which appeared in the Annals of Mathematics of 1959. His next interest was the study of the Bernstein weighted approximation problem. His fIrst paper in this area appeared in 1961. At this time, more exactly during the two academic years vii 1961/62 and 1962/63, Nachbin was a visiting professor at the University of Paris. He was an invited lecturer at the 1962 International Congress of Mathematicians held in Stockholm, and his lecture dealt with algebraic problems in approximation theory. What he did with the Bernstein weighted approximation problem is similar to what Stone had done with the Wierstrass approximation problem. His work in this area can be found in his book Elements of Approximation Theory, published by Van Nostrand in 1967, and reprinted by Krieger in 1976. Since the academic year 1963/64, Nachbin worked in Rochester, NY, and since 1967 he had the title of George Eastman Professor at the University of Rochester. Previously, he had spent the years 1948/49 and 1949/50 at the University of Chicago, and 1956/58 again in Chicago and at the Institute for Advanced Study in Princeton. Already in 1967 his first paper in infinite-dimensional holomorphy introduced a new topology for the space of all holomorphic functions on a given open subset. From then on, most of his efforts were in infinite-dimensional holomorphy, with occasional looks at approximation theory. See, for example, his contribution to the volume Approximation Theory and Functional Analysis, Proceedings of an International Symposium on Approximation Theory, held in Campinas in 1977, North-Holland Math. Studies 35. Nachbin developed during his entire life and intensive work as teacher and advisor of many students from several countries. His editorial work is impressive. The well-known Notas de Matematica are the best testimonial for his dedication to mathetimatics, and will for a long time recall his name to those perusing those volumes. For a long period Nachbin dedicated most of his time to make IMPA at Rio de Janeiro one of the most active and prestigious mathematical centers of Latin America. Leopoldo married Maria de Gra~a Mousinho in 1956. They had three children: Andre, Lea, and Luis. Gra~a died in 1982 after a long chronic illness. Joao B. Prolla viii PREFACE These proceedings contain selected papers presented at the Conference on Approximation, Probability and Related Fields held in Santa Barbara, California, on May 20-22, 1993. The main topics of the conference were: 1) approximation of functions by polynomials, splines, and operators, and applications to stochastics 2) numerical methods for approximation of deterministic and stochastic integrals 3) orthogonal polynomials and stochastic processes 4) positive linear operators and related deterministic and stochastic inequalities 5) multivariate approximation and interpolation 6) rate of convergence in probability theory 7) approximations and martingales 8) deterministic and stochastic inequalities 9) stability of deterministic and stochastic models 10) signal analysis 11) prediction theory 12) wavelets and approximations based on wavelets The Conference was very successful and received many compliments. We quote some of the letters sent by the participants: - "Many thanks for the wonderful conference and the exemplary organization!" - "Many thanks for your good and effective work" We would like to thank the international organizing committee consisting of Paul Butzer, Stamatis Cambanis and Zuhair Nashed as well as the local organizing committee consisting of Bessy Athanasopoulos, Raisa Feldman, and Gleb Haynatzki for their superb work and for their contribution to the success of the Conference. A The chairmer ~ C·p,.~lflIl", George Anastassiou Svetlozar Rachev ix CONTENTS 1. Preservation of Moduli of Continuity for Bernstein-type Operators ....... . Jose A. Adell and Jesus de la Cal 2. Lp-Korovkin Type Inequalities for Positive Linear Operators ............ 19 G.A. Anastassiou 3. On Some Shift-Invariant Integral Operators, Multivariate Case .......... 41 G.A. Anastassiou and Heinz H. Gonska 4. Multivariate Probabilistic Wavelet Approximation ...................... 65 G.A. Anastassiou, S.T. Rachev, and X.M. Yu 5. Probabilistic Approach to the Rounding Problem with Applications to Fair Representation ............................... 75 Bessy Athanasopoulos 6. Limit Theorems for Random Multinomial Forms. . . . . . . . . . . . .. . . . . . .. .. 101 Alfredas Basalykas 7. Multivariate Boolean Trapezoidal Rules ................................ 109 Gunter Baszenski and Franz-Jurgen Delvos 8. Convergence Results for an Extension of the Fourier Transform ......... 119 Carlo Belingeri and Paolo Emilio Ricci 9. Euler Functions Eo(z) with Complex a and Applications ............... 127 Paul L. Butzer, Stefan Flocke, and Michael Hauss 10. On the Role of loo in Approximation Theory ........................... 151 B.L. Chalmers and B. Shekhtman 11. The Action Constants. . . . .. .. . .. . . ... . . . . ... .. .... .. . . . . .. . . . .. . .. . . .. 161 B.L. Chalmers and B. Shekhtman 12. Bivariate Probability Distributions Similar to Exponential ............. 167 B. Dimitrov, S. Chukova, and Z. Khalil 13. Probability Waiting-Time Results for Pattern and Frequency Quotas in the Same Inverse Sampling Problem Via the Dirichlet .......... 179 M. Ebneshahrashoob and Milton Sobel xi 14. Asymptotic Normality of the Collision Resolution Interval for a Multiple Access Protocol ................................... 187 Phillip M. Feldman 15. An Example of Non-Gaussian Density Process ......................... 201 Raisa Epstein Feldman 16. Limit Theorems for Functionals of Markov Processes and Renormalizable Stable Fields ............. . . . . . . . . . . . . . . . . . . . . . . .. 207 Raisa E. Fieldman and Nagamani Krishnakumar 17. Stable Models in Testable Asset Pricing ............................... 223 Bertrand Gamrowski and Svetlozar T. Rachev 18. A Note on the Death Process with a Random Parameter ............... 237 J.M. Gani and G.R. Haynatzki 19. Stochastic Approximation under Dependent Noises, Detecting Signals and Adaptive Control .......................... 247 Oleg N. Granichin 20. Uniform Norm of Polynomials Constrained with Many Zeros in Two Disjoint Intervals ........................................ 273 Matthew He 21. Admissible Location of Sample Points of Interpolation by Bivariate Cl Quadratic Splines ............................... 283 Tian-Xiao He 22. On a Bernstein-Type Operator of Bleimann, Butzer and Hahn III ...... 297 C. Jayasri and Y. Sitaraman 23. A Problem of Analytic Monotone Extension in Three Dimensions ...... 303 Shelby Kilmer, Xingping Sun, and Xiang Ming Yu 24. On the Joint Estimation of Stable Law Parameters .................... , 315 L.B. Klebanov, J.A. Melamed, and S.T. Rachev 25. Representations and Properties of Geometric Stable Laws .............. 321 Thomasz J. Kozubowski 26. Rearrangements of Conditionally Integrable Functions ................. 339 Thomas Kunkle 27. Wavelet Transforms and Wavelet Approximations ...................... 357 E.B. Lin 28. Approximations and Derivatives of Probability Functions .............. 367 K. Marti xii 29. Rate of Convergence in the Central Limit Theorem for Generalized Convolutions ........................................ 379 Anna K. Panorska. 30. Order Completeness of L1 with Applications to Stochastics ............. 395 D. Plachky 31. On Reliability Analysis of Consecutive-k-Out-Of-n-F Systems and their Generalizations - A Survey ............................ 401 Wolfgang W. Preuss and Thomas K. Boehme 32. The Uniform Closure of Convex Semi-Lattices 413 Joao B. Prolla 33. Another Pairwise Independent, Stationary Chain ...................... 423 James B. Robertson 34. The Lebesgue Integral as an Improper Riemann Integral ............... 435 Oved Shisha 35. Tests of Existence of Generalized Riemann Integrals ................... 439 Oved Shisha 36. Remark on a Theorem About Polynomials ............................. 443 P. Yertesi Participants .............................................................. 447 Index ............................................... :..................... 453 xiii
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