A decomposition for a stochastic matrix with an application to MANOVA

The aim of this paper is to propose a simple method in order to evaluate the (approximate) distribution of matrix quadratic forms when Wishartness conditions do not hold. The method is based upon a factorization of a general Gaussian stochastic matrix as a special linear combination of nonstochastic matrices with the standard Gaussian matrix. An application of previous result is proposed for matrix quadratic forms arising in MANOVA for a multivariate split-plot design with circular dependence structure.     

On Humbert-Minkowski's constant for a number field

We use Humbert's reduction theory to introduce an obstruction for the unimodularity of minimal vectors of positive definite quadratic forms over totally real number fields. Using this obstruction we obtain an inequality relating the values of a generalized Hermite constant for such fields, which over the field of rational numbers leads to a well-known result of Mordell.

     

Relating three nonlinearity parameters of vectorial functions and building APN functions from bent functions

We survey the properties of two parameters introduced by C. Ding and the author for quantifying the balancedness of vectorial functions and of their derivatives. We give new results on the distribution of the values of the first parameter when applied to F + L, where F is a fixed function and L ranges over the set of linear functions: we show an upper bound on the nonlinearity of F by means of these values, we determine then the mean of these values and we show that their maximum is a nonlinearity parameter as well, we prove that the variance of these values is directly related to the second parameter. We briefly recall the known constructions of bent vectorial functions and introduce two new classes obtained with Gregor Leander. We show that bent functions can be used to build APN functions by concatenating the outputs of a bent (n, n/2)-function and of some other (n, n/2)-function. We obtain this way a general infinite class of quadratic APN functions. We show that this class contains the APN trinomials and hexanomials introduced in 2008 by L. Budaghyan and the author, and a class of APN functions introduced, in 2008 also, by Bracken et al.; this gives an explanation of the APNness of these functions and allows generalizing them. We also obtain this way the recently found Edel?CPott cubic function. We exhibit a large number of other sub-classes of APN functions. We eventually design with this same method classes of quadratic and non-quadratic differentially 4-uniform functions.     

On the distribution of multiples of real numbers

We introduce new series (of the variable ??) that enable to measure the irregularity of distribution of the sequence of fractional parts {n??}. A detailed analysis of the convergence and divergence of these series is done, depending mainly on the convergents of ??. As a by product, we obtain new Fourier series of square integrable functions that converge almost everywhere but at no rational number.     

Local constancy of dimensions of Hecke eigenspaces of automorphic forms

We use a method of Buzzard to study p-adic families of Hilbert modular forms and modular forms over imaginary quadratic fields. In the case of Hilbert modular forms, we get local constancy of dimensions of spaces of fixed slope and varying weight. For imaginary quadratic fields we obtain bounds independent of the weight on the dimensions of such spaces.     

The Probability Content of Cones in Isotropic Random Fields

This paper provides computable representations for the evaluation of the probability content of cones in isotropic random fields. A decomposition of quadratic forms in spherically symmetric random vectors is obtained and a representation of their moments is derived in terms of finite sums. These results are combined to obtain the distribution function of quadratic forms in spherically symmetric or central elliptically contoured random vectors. Some numerical examples involving the sample serial covariance are provided. Ratios of quadratic forms are also discussed.     

Classification of quintic eutactic forms

From the classical Voronoi algorithm, we derive an algorithm to classify quadratic positive definite forms by their minimal vectors; we define some new invariants for a class, for which several conjectures are proposed. Applying the algorithm to dimension 5 we obtain the table of the 136 classes in this dimension, we enumerate the 118 eutactic quintic forms, and we verify the Ash formula.

     

Amalgamated products of groups: measures of random normal forms

Let $ G = A\mathop { * }\limits_C B $ be an amalgamated product of finite rank free groups A, B, and C. We introduce atomic measures and corresponding asymptotic densities on a set of normal forms of elements in G. We also define two strata of normal forms: the first one consists of regular (or stable) normal forms, and the second stratum is formed by singular (or unstable) normal forms. In a series of previous works about classical algorithmic problems, it was shown that standard algorithms work fast on elements of the first stratum and nothing is known about their work on the second stratum. In this paper, we give probabilistic and asymptotic estimates of these strata.     

Linear relations of theta series of genera of quadratic forms

In this paper we study linear relations among theta series of genera of positive definite n-ary quadratic forms with given level D,2D,4D and 8D for square free D. We obtain a basis for the space generated by genus theta series. This forms a basis of Eisenstein space.     

Functional Non-Central and Central Limit Theorems for Bivariate Appell Polynomials

We consider quadratic forms in bivariate Appell polynomials involving strongly dependent time series. Both the spectral density of these time series and the Fourier transform of the kernel of the quadratic forms are regularly varying at the origin and hence may diverge, for example, like a power function. We obtain functional limit theorems for these quadratic forms by extending the recent results on the convergence of their finite-dimensional distributions. Some of these are functional central limit theorems where the limiting process is Brownian motion. Others are functional non-central limit theorems where the limiting processes are typically not Gaussian or, if they are Gaussian, then they are not Brownian motion.     

From moments of sum to moments of product

We provide an identity that relates the moment of a product of random variables to the moments of different linear combinations of the random variables. Applying this identity, we obtain new formulae for the expectation of the product of normally distributed random variables and the product of quadratic forms in normally distributed random variables. In addition, we generalize the formulae to the case of multivariate elliptically distributed random variables. Unlike existing formulae in the literature, our new formulae are extremely efficient for computational purposes.     

Second moments of twisted Koecher-Maass series

Imai considered the twisted Koecher-Maass series for Siegel cusp forms of degree?2, twisted by Maass cusp forms and Eisenstein series, and used them to prove the converse theorem for Siegel modular forms. They do not have Euler products, and it is not even known whether they converge absolutely for Re(s)>1. Hence the standard convexity arguments do not apply to give bounds. In this paper, we obtain the average version of the second moments of the twisted Koecher-Maass series, using Titchmarsh??s method of Mellin inversion. When the Siegel modular form is a Saito Kurokawa lift of some half integral weight modular form, a theorem of Duke and Imamoglu says that the twisted Koecher Maass series is the Rankin-Selberg L-function of the half-integral weight form and Maass form of weight?1/2. Hence as a corollary, we obtain the average version of the second moment result for the Rankin-Selberg L-functions attached to half integral weight forms.     

Second order backward stochastic differential equations with quadratic growth

We extend the well posedness results for second order backward stochastic differential equations introduced by Soner, Touzi and Zhang (2012)  [31] to the case of a bounded terminal condition and a generator with quadratic growth in the z$z$ variable. More precisely, we obtain uniqueness through a representation of the solution inspired by stochastic control theory, and we obtain two existence results using two different methods. In particular, we obtain the existence of the simplest purely quadratic 2BSDEs through the classical exponential change, which allows us to introduce a quasi-sure version of the entropic risk measure. As an application, we also study robust risk-sensitive control problems. Finally, we prove a Feynman–Kac formula and a probabilistic representation for fully non-linear PDEs in this setting.     

A martingale decomposition for quadratic forms of Markov chains (with applications)

We develop a martingale-based decomposition for a general class of quadratic forms of Markov chains, which resembles the well-known Hoeffding decomposition of U$U$-statistics of i.i.d. data up to a reminder term. To illustrate the applicability of our results, we discuss how this decomposition may be used to studying the large-sample properties of certain statistics in two problems: (i) we examine the asymptotic behavior of lag-window estimators in time series, and (ii) we derive an asymptotic linear representation and limiting distribution of U$U$-statistics with varying kernels in time series. We also discuss simplified examples of interest in statistics and econometrics.     

Phase portraits of separable quadratic systems and a bibliographical survey on quadratic systems

Although planar quadratic differential systems and their applications have been studied in more than one thousand papers, we still have no complete understanding of these systems. In this paper we have two objectives.First we provide a brief bibliographical survey on the main results about quadratic systems. Here we do not consider the applications of these systems to many areas as in Physics, Chemist, Economics, Biology, …Second we characterize the new class of planar separable quadratic polynomial differential systems. For such class of systems we provide the normal forms which contain one parameter, and using the Poincaré compactification and the blow up technique, we prove that there exist 10 non-equivalent topological phase portraits in the Poincaré disc for the separable quadratic polynomial differential systems.     

Two new properties of ideals of polynomials and applications

In this paper we introduce two properties for ideals of polynomials between Banach spaces and showhow useful they are to deal with several a priori different problems. By investigating these properties we obtain, among other results, new polynomial characterizations of L_∞ spaces and characterizations of Banach spaces whose duals are isomorphic to f 1 (Λ).     

Basic representations for Eisenstein series from their differential equations

In this paper we provide a new approach for the derivation of parameterizations for the Eisenstein series. We demonstrate that a variety of classical formulas may be derived in an elementary way, without knowledge of the inversion formulae for the corresponding Schwarzian triangle functions. In particular, we provide a new derivation for the parametric representations of the Eisenstein series in terms of the complete elliptic integral of the first kind. The proof given here is distinguished from existing elementary proofs in that we do not employ the Jacobi-Ramanujan inversion formula relating theta functions and hypergeometric series. Our alternative approach is based on a Lie symmetry group for the differential equations satisfied by certain Eisenstein series. We employ similar arguments to obtain parameterizations from Ramanujan's alternative signatures and those associated with the inversion formula for the modular J-function. Moreover, we show that these parameterizations represent the only possible signatures under a certain assumed form for the Lie group parameters.     

Expansions of one density via polynomials orthogonal with respect to the other

We expand the Chebyshev polynomials and some of its linear combination in linear combinations of the q-Hermite, the Rogers (q-utraspherical) and the Al-Salam-Chihara polynomials and vice versa. We use these expansions to obtain expansions of some densities, including q-Normal and some related to it, in infinite series constructed of the products of the other density times polynomials orthogonal to it, allowing deeper analysis and discovering new properties. On the way we find an easy proof of expansion of the Poisson-Mehler kernel as well as its reciprocal. We also formulate simple rule relating one set of orthogonal polynomials to the other given the properties of the ratio of the respective densities of measures orthogonalizing these polynomials sets.     

Comparisons of series and parallel systems with components sharing the same copula

The paper is devoted to study stochastic comparisons of series and parallel systems with vectors of component lifetimes sharing the same copula. We show that, under some conditions on the common copula, the series system with heterogeneous components is worse than the series system with homogeneous components having a common reliability function, which is equal to the average of the reliability functions of the heterogeneous components. However, we show that this property is not necessarily true for arbitrary copulas. We obtain similar properties for parallel systems and for general coherent systems. For these purposes, we introduce in our analysis the notion of the mean function of a copula. Copyright © 2009 John Wiley & Sons, Ltd.