The aim of this paper is to relate some recent results on Levy processes (see Schoutens and Teugels, 1998) to a recent study of the author (1996) on multidimensional natural exponential families. In this way, we consider a natural construction of Sheffer polynomials associated to a d-dimensional...

The Jordan Form of the VAR's Companion matrix is used for proving the equivalence between the statement that there are no jordan blocks of order two or higher in the Jordan matrix and the conditions of Granger's Representation Theorem for an I(1) series. Furthermore, a Diagonal polynomial matrix...

New results in the asymptotic theory of Markov processes are applied to analysis of the long-run behaviour exhibited by optimal growth models with unbounded productivity shock. The techniques developed here are geometrically intuitive, and are shown to imply global stability for a popular model...

The traditional textbook approach to avoiding the dummy trap problem is to delete a category from each qualitative variable. We illustrate an alternative constraint introduced by Sweeney and Ulveling (1972) which can be used to transform conventional dummy variable coefficients. This constraint...

In this paper a Superiority and Inferiority Ranking (SIR) method is proposed. This new method uses two types of information, the superiority and the inferiority information, to derive two types of flows, the superiority flow and the inferiority flow, by which the set of alternatives are ranked...

Let the distribution of X wander throught a simple quadratic natural exponential family on R^d. We show that any functions g: R^d - R such that E(g^2(X)) exists, is characterized by its first moments (Eg(X)). This characterization yields a construction of g when E(G(X)) is konwn. A few examples...

Within the framework of the general theory of multidimensional polynomials, we wish to investigate the orthogonal polynomials associated to the Gamma-Gaussian and negative multinomial-gamma measures. We obtain a mixing of Laguerre, Hermite and Charlier polynomials. We relate this study to the...

We consider the local empirical measure indexed by a function class. Under some reglarity assumptions, we give a large deviations principle for this process. A non standard functional law of the iterated logarithm is infered from our large deviations principle.

More than one hundred years, Appell introduced a polynomials class characterized by the exponentials form of its generatrice function. This class is well known on R and the aim of the paper is to offer a multidimensional analysis in two directions: we indicate a classical characterization of the...

The cut polyhedron cut(G) of an undirected graph G = (V,E) is the dominant of the convex hull of all of its nonempty edge cutsets. After examining various compact extended formulations for cut(G), we study some of its polyhedral properties. In particular, we characterize all of the facets...