LAN property for stochastic differential equations with additive fractional noise and continuous time observation

We consider a stochastic differential equation with additive fractional noise with Hurst parameter $H>1∕2$, and a non-linear drift depending on an unknown parameter. We show the Local Asymptotic Normality property (LAN) of this parametric model with rate $\sqrt{\tau }$ as $\tau \to \infty$, when the solution is observed continuously on the time interval $[0,\tau ]$. The proof uses ergodic properties of the equation and a Girsanov-type transform. We analyze the particular case of the fractional Ornstein–Uhlenbeck process and show that the Maximum Likelihood Estimator is asymptotically efficient in the sense of the Minimax Theorem.     

Self-dual codes over F5 and s-extremal unimodular lattices

New s-extremal extremal unimodular lattices in dimensions 38, 40, 42 and 44 are constructed from self-dual codes over ${\mathbb{F}}_5$ by Construction A. In the process of constructing these codes, we obtain a self-dual $[44,22,14]$ code over ${\mathbb{F}}_5$. In addition, the code implies a $[43,22,13]$ code over ${\mathbb{F}}_5$. These codes have larger minimum weights than the previously known $[44,22]$ codes and $[43,22]$ codes, respectively.     

Cutting sets of continuous functions on the unit interval

For a function $f:[0,1]\to \mathbb{R}$, we consider the set $E\left(f\right)$ of points at which $f$ cuts the real axis. Given $f:[0,1]\to \mathbb{R}$ and a Cantor set $D?[0,1]$ with $\{0,1\}?D$, we obtain conditions equivalent to the conjunction $f\in C[0,1]$ (or $f\in C^{\infty }[0,1]$) and $D?E\left(f\right)$. This generalizes some ideas of Zabeti. We observe that, if $f$ is continuous, then $E\left(f\right)$ is a closed nowhere dense subset of $f^{?1}\left[\left\{0\right\}\right]$. Additionally, if $Int{f}^{?1}\left[\left\{0\right\}\right]=0?$, each $x\in \{0,1\}\cap E\left(f\right)$ is an accumulation point of $E\left(f\right)$. Our main result states that, for a closed nowhere dense set $F?[0,1]$ with each $x\in \{0,1\}\cap F$ being an accumulation point of $F$, there exists $f\in C^{\infty }[0,1]$ such that $F=E\left(f\right)=f^{?1}\left[\left\{0\right\}\right]$.     

The sharp conditions of the uniqueness for inverse nodal problems

In this paper we provide the sharp conditions of the uniqueness for inverse nodal Sturm–Liouville problems defined on interval $[0,1]$ with separated boundary conditions. We prove that the potential and boundary parameters can be uniquely determined by a dense nodal subset contained on $[a_1,a_2](?[0,1])$ with $1/2\in (a_1,a_2)$ through two cases of $a_1=0$ and $a_1>0$, where in the latter case the nodal subset also need to be paired. Note that, the dense nodal subset was required to be twin for both cases in the previous works.     

Characterizations of graphs G having all [1,k]-factors in kG

Let $k\ge 1$ be an integer and $G$ be a graph. Let $kG$ denote the graph obtained from $G$ by replacing each edge of $G$ with $k$ parallel edges. We say that $G$ has all $[1,k]$-factors or all fractional $[1,k]$-factors if $G$ has an $h$-factor or a fractional $h$-factor for every function $h:V\left(G\right)\to \{1,2,\dots ,k\}$ with $h\left(V\left(G\right)\right)$ even. In this note, we come up with simple characterizations of a graph $G$ such that $kG$ has all $[1,k]$-factors or all fractional $[1,k]$-factors. These characterizations are extensions of Tutte’s 1-Factor Theorem and Tutte’s Fractional 1-Factor Theorem.     

Arithmetic invariants from Sato–Tate moments

We give some arithmetic-geometric interpretations of the moments ${\mathrm{M}}_2[a_1]$, ${\mathrm{M}}_1[a_2]$, and ${\mathrm{M}}_1[s_2]$ of the Sato–Tate group of an abelian variety A defined over a number field by relating them to the ranks of the endomorphism ring and Néron–Severi group of A.     

Markov processes conditioned on their location at large exponential times

Suppose that ${\left(X_t\right)}_{t\ge 0}$ is a one-dimensional Brownian motion with negative drift $?\mu$. It is possible to make sense of conditioning this process to be in the state 0 at an independent exponential random time and if we kill the conditioned process at the exponential time the resulting process is Markov. If we let the rate parameter of the random time go to 0, then the limit of the killed Markov process evolves like $X$ conditioned to hit 0, after which time it behaves as $X$ killed at the last time $X$ visits 0. Equivalently, the limit process has the dynamics of the killed “bang–bang” Brownian motion that evolves like Brownian motion with positive drift $+\mu$ when it is negative, like Brownian motion with negative drift $?\mu$ when it is positive, and is killed according to the local time spent at 0.An extension of this result holds in great generality for a Borel right process conditioned to be in some state $a$ at an exponential random time, at which time it is killed. Our proofs involve understanding the Campbell measures associated with local times, the use of excursion theory, and the development of a suitable analogue of the “bang–bang” construction for a general Markov process.As examples, we consider the special case when the transient Borel right process is a one-dimensional diffusion. Characterizing the limiting conditioned and killed process via its infinitesimal generator leads to an investigation of the $h$-transforms of transient one-dimensional diffusion processes that goes beyond what is known and is of independent interest.     

Complete stickiness of nonlocal minimal surfaces for small values of the fractional parameter

In this paper, we consider the asymptotic behavior of the fractional mean curvature when $s\to 0^{+}$. Moreover, we deal with the behavior of s-minimal surfaces when the fractional parameter $s\in (0,1)$ is small, in a bounded and connected open set with $C^2$ boundary $\mathrm{\Omega }?{\mathbb{R}}^n$. We classify the behavior of s-minimal surfaces with respect to the fixed exterior data (i.e. the s-minimal set fixed outside of Ω). So, for s small and depending on the data at infinity, the s-minimal set can be either empty in Ω, fill all Ω, or possibly develop a wildly oscillating boundary.Also, we prove the continuity of the fractional mean curvature in all variables, for $s\in [0,1]$. Using this, we see that as the parameter s varies, the fractional mean curvature may change sign.     

Distribution of maximum loss of fractional Brownian motion with drift

In this paper, we find bounds on the distribution of the maximum loss of fractional Brownian motion with $H\ge 1/2$ and derive estimates on its tail probability. Asymptotically, the tail of the distribution of maximum loss over $[0,t]$ behaves like the tail of the marginal distribution at time $t$.     

Behavior of the Hermite sheet with respect to theHurst index

We consider a $d$-parameter Hermite process with Hurst index $\mathbf{H}=(H_1,..,H_d)\in {\left(\frac{1}{2},1\right)}^d$ and we study its limit behavior in distribution when the Hurst parameters $H_i,i=1,..,d$ (or a part of them) converge to $\frac{1}{2}$ and/or 1. The limit obtained is Gaussian (when at least one parameter tends to $\frac{1}{2}$) and non-Gaussian (when at least one-parameter tends to 1 and none converges to $\frac{1}{2}$).     

Mixing time of an unaligned Gibbs sampler on the square

The paper concerns a particular example of the Gibbs sampler and its mixing efficiency. Coordinates of a point are rerandomized in the unit square ${[0,1]}^2$ to approach a stationary distribution with density proportional to $exp(?A^2{(u?v)}^2)$ for $(u,v)\in {[0,1]}^2$ with some large parameter $A$.Diaconis conjectured the mixing time of this process to be $O\left(A^2\right)$ which we confirm in this paper. This improves on the currently known $O(exp\left(A^2\right))$ estimate.     

Multiplicative preprojective algebras of Dynkin quivers

For a commutative ring R and an ADE Dynkin quiver Q, we prove that the multiplicative preprojective algebra of Crawley-Boevey and Shaw, with parameter $q=1$, is isomorphic to the (additive) preprojective algebra as R-algebras if and only if the bad primes for Q – 2 in type D, 2 and 3 for $Q=E_6$, $E_7$ and 2, 3 and 5 for $Q=E_8$ – are invertible in R. We construct an explicit isomorphism over $\mathbb{Z}[1/2]$ in type D, over $\mathbb{Z}[1/2,1/3]$ for $Q=E_6$, $E_7$ and over $\mathbb{Z}[1/2,1/3,1/5]$ for $Q=E_8$. Conversely, if some bad prime is not invertible in R, we show that the additive and multiplicative preprojective algebras differ in zeroth Hochschild homology, and hence are not isomorphic. In fact, one only needs the vanishing of certain classes in zeroth Hochschild homology of the multiplicative preprojective algebra, utilizing a rigidification argument for isomorphisms that may be of independent interest.In the setting of Ginzburg dg-algebras, our obstructions are new in type E and give a more elementary proof of the negative result of Etgü–Lekili [5, Theorem 13] in type D. Moreover, the zeroth Hochschild homology of the multiplicative preprojective algebra, computed in Section 4, can be interpreted as the space of unobstructed deformations of the multiplicative Ginzburg dg-algebra by Van den Bergh duality. Finally, we observe that the multiplicative preprojective algebra is not symmetric Frobenius if $Q\ne A_1$, a departure from the additive preprojective algebra in characteristic 2 for $Q=D_{2n}$, $n\ge 2$ and $Q=E_7$, $E_8$.