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Convex Analysisの二,三の進展について

The author's preface gives an outline: "This book is about weakconvergence methods in metric spaces, with applications sufficient to show their power and utility. The Introduction motivates the definitions and indicates how the theory will yield solutions to problems arising outside it. Chapter 1 sets out the basic general theorems, which are then specialized in Chapter 2 to the space C[0, l ] of continuous functions on the unit interval and in Chapter 3 to the space D [0, 1 ] of functions with discontinuities of the first kind. The results of the first three chapters are used in Chapter 4 to derive a variety of limit theorems for dependent sequences of random variables. " The book develops and expands on Donsker's 1951 and 1952 papers on the invariance principle and empirical distributions. The basic random variables remain real-valued although, of course, measures on C[0, l ] and D[0, l ] are vitally used. Within this framework, there are various possibilities for a different and apparently better treatment of the material. More of the general theory of weak convergence of probabilities on separable metric spaces would be useful. Metrizability of the convergence is not brought up until late in the Appendix. The close relation of the Prokhorov metric and a metric for convergence in probability is (hence) not mentioned (see V. Strassen, Ann. Math. Statist. 36 (1965), 423-439; the reviewer, ibid. 39 (1968), 1563-1572). This relation would illuminate and organize such results as Theorems 4.1, 4.2 and 4.4 which give isolated, ad hoc connections between weak convergence of measures and nearness in probability. In the middle of p. 16, it should be noted that C*(S) consists of signed measures which need only be finitely additive if 5 is not compact. On p. 239, where the author twice speaks of separable subsets having nonmeasurable cardinal, he means "discrete" rather than "separable." Theorem 1.4 is Ulam's theorem that a Borel probability on a complete separable metric space is tight. Theorem 1 of Appendix 3 weakens completeness to topological completeness. After mentioning that probabilities on the rationals are tight, the author says it is an

Convergence of probability measures

National Science Education Standards

Praise for the Third Edition: "This is one of the best books available. Its excellent organizational structure allows quick reference to specific models and its clear presentation . . . solidifies the understanding of the concepts being presented."IIE Transactions on Operations EngineeringThoroughly revised and expanded to reflect the latest developments in the field, Fundamentals of Queueing Theory, Fourth Edition continues to present the basic statistical principles that are necessary to analyze the probabilistic nature of queues. Rather than presenting a narrow focus on the subject, this update illustrates the wide-reaching, fundamental concepts in queueing theory and its applications to diverse areas such as computer science, engineering, business, and operations research.This update takes a numerical approach to understanding and making probable estimations relating to queues, with a comprehensive outline of simple and more advanced queueing models. Newly featured topics of the Fourth Edition include:Retrial queuesApproximations for queueing networksNumerical inversion of transformsDetermining the appropriate number of servers to balance quality and cost of serviceEach chapter provides a self-contained presentation of key concepts and formulae, allowing readers to work with each section independently, while a summary table at the end of the book outlines the types of queues that have been discussed and their results. In addition, two new appendices have been added, discussing transforms and generating functions as well as the fundamentals of differential and difference equations. New examples are now included along with problems that incorporate QtsPlus software, which is freely available via the book's related Web site.With its accessible style and wealth of real-world examples, Fundamentals of Queueing Theory, Fourth Edition is an ideal book for courses on queueing theory at the upper-undergraduate and graduate levels. It is also a valuable resource for researchers and practitioners who analyze congestion in the fields of telecommunications, transportation, aviation, and management science.

Fundamentals of Queueing Theory

미국의 “전국 수학 교사 협의회”(National Council of Teachers of Mathematics, NCTM)는 1989년부터 〈학교 수학의 교육과정과 평가 규준〉(1989), 〈수학 가르침(교수)의 전문성 규준〉(1991), 〈학교 수학의 평가(시험) 규준〉(NCTM, 1995), 〈학교 수학의 원리와 규준〉(2000)을 출판하여 미국의 수학 교육 의 전망(목표, 나아갈 길)과 규준(실행 지침)을 제시하였다. 수학 교사들로 구성된 미국의 NCTM은 학생, 학부모, 학교 행정가 등 많은 사람들과 힘을 합하여 모든 학생들에게 수준 높은 수학 교육을 받을 수 있는 여건(환경, 기회)을 조성하는 데 구심점의 역할을 하였다. 한편 많은 관련 단체들은 여러 배경과 능력을 가진 학생들이 전문성을 지닌 교사(특수 교사를 일컫는 밀이 아니다. 수학 교과를 이해하고 수학의 전문성과 특수성을 가르칠 수 있는 일반 교사를 일컫는 말이다.)로부터 미래를 대비해 평등하고, 진취적이며, 지원이 잘 이루어지고, 공학 도구(IT)가 잘 갖춰진 환경에서 중요한 수학적 아이디어를 이해하면서 학습할 수 있는 수학 교실(미국에서는 우리나라처럼 수학 교사가 수학 시간에 학생의 방(교실: Homeroom)에 찾아가지 않고 학생들이 선생의 방(수학 교실: Classroom)을 찾아온다. 전형적인 수학 교실의 사진은 2쪽에 나와 있다.)을 만들기 위해 함께 힘썼다. NCTM에서 출간한 여러 규준들은 우리나라의 제6차와 제7차 교육과정에도 큰 영향을 미쳤다. 이 글에서는 NCTM(2000)에서 제시한 학습 원리를 간단히 살펴본 다음 이를 중심으로 현재 미국 수학 교육의 교수ㆍ학습 이론의 동향을 살펴본다.

미국 NCTM의 Principles and Standards for School Mathematics에 나타난 수학과 교수,학습의 이론

We study nonparametric estimation of convexregression and density functions by methods of least squares (in the regression and density cases) and maximum likelihood (in the density estimation case).We provide characterizations of these estimators, prove that they are consistent and establish their asymptotic distributions at a fixed point of positive curvature of the functions estimated. The asymptotic distribution theory relies on the existence of an “invelope function” for integrated two-sided Brownian motion $+t^4$ which is established in a companion paper by Groeneboom, Jongbloed and Wellner.

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Estimation of a convex function: characterizations and asymptotic theory.

We model a call centre as a queueing model with Poisson arrivals having an unknown varying arrival rate. We show how to compute prediction intervals for the arrival rate, and use the Erlang formula for the waiting time to compute the consequences for the occupancy level of the call centre. We compare it to the current practice of using a point estimate of the arrival rate (assumed constant) as forecast. Copyright © 2001 John Wiley & Sons, Ltd.

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Managing uncertainty in call centres using Poisson mixtures

The problem of minimizing a smooth convex function over a specific cone in IRn is frequently encountered in nonparametric statistics. For that type of problem we suggest an algorithm and show that this algorithm converges to the solution of the minimization problem. Moreover, a simulation study is presented, showing the superiority of our algorithm compared to the EM algorithm in the interval censoring case 2 setting.

https://www.jstor.org/stable/info/1390706

The Iterative Convex Minorant Algorithm for Nonparametric Estimation

This book treats the latest developments in the theory of order-restricted inference, with special attention to nonparametric methods and algorithmic aspects Among the topics treated are current status and interval censoring models, competing risk models, and deconvolution Methods of order restricted inference are used in computing maximum likelihood estimators and developing distribution theory for inverse problems of this type The authors have been active in developing these tools and present the state of the art and the open problems in the field The earlier chapters provide an introduction to the subject, while the later chapters are written with graduate students and researchers in mathematical statistics in mind Each chapter ends with a set of exercises of varying difficulty The theory is illustrated with the analysis of real-life data, which are mostly medical in nature

Nonparametric Estimation under Shape Constraints

We consider nonparametric estimation of the Levy measure of a hidden Levy process driving a stationary Omstein-Uhlenbeck process which is observed at discrete time points. This Levy measure can be expressed in terms of the canonical function of the stationary distribution of the Omstein-Uhlenbeck process, which is known to be self-decomposable. We propose an estimator for this canonical function based on a preliminary estimator of the characteristic function of the stationary distribution. We provide a suppport-reduction algorithm for the numerical computation of the estimator, and show that the estimator is asymptotically consistent under various sampling schemes. We also define a simple consistent estimator of the intensity parameter of the process. Along the way, a nonparametric procedure for estimating a self-decomposable density function is constructed, and it is shown that the Oenstein-Uhlenbeck process is β-mixing. Some general results on uniform convergence of random characteristic functions are included. © 2005 ISI/BS.

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Geurt Jongbloed

Papers

Estimation of a convex function: characterizations and asymptotic theory.

Managing uncertainty in call centres using Poisson mixtures

The Iterative Convex Minorant Algorithm for Nonparametric Estimation

Nonparametric Estimation under Shape Constraints

Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes