Quasi sure analysis of local times of anticipating smooth semimartingales

Let be the anticipating smooth semimartingale and be its generalized local time. In this paper, we give some estimates about the quasi sure property of Xt and its quadratic variation process t〈X〉. We also study the fractional smoothness of and prove that the quadratic variation process of can be constructed as the quasi sure limit of the form , where is a sequence of subdivisions of [a,b], , i=0,1,…,n².     

On estimating the memory for finitarily Markovian processes

Finitarily Markovian processes are those processes for which there is a finite K () such that the conditional distribution of X₁ given the entire past is equal to the conditional distribution of X₁ given only . The least such value of K is called the memory length. We give a rather complete analysis of the problems of universally estimating the least such value of K, both in the backward sense that we have just described and in the forward sense, where one observes successive values of {Xn} for n?0 and asks for the least value K such that the conditional distribution of Xn+1 given is the same as the conditional distribution of Xn+1 given . We allow for finite or countably infinite alphabet size.     

On the log-Sobolev constant for the simple random walk on the n-cycle: the even cases

Consider the simple random walk on the n-cycle . For this example, Diaconis and Saloff-Coste (Ann. Appl. Probab. 6 (1996) 695) have shown that the log-Sobolev constant α is of the same order as the spectral gap λ. However the exact value of α is not known for n>4. (For n=2, it is a well known result of Gross (Amer. J. Math. 97 (1975) 1061) that α is . For n=3, Diaconis and Saloff-Coste (Ann. Appl. Probab. 6 (1996) 695) showed that . For n=4, the fact that follows from n=2 by tensorization.) Based on an idea that goes back to Rothaus (J. Funct. Anal. 39 (1980) 42; 42 (1981) 110), we prove that if n?4 is even, then the log-Sobolev constant and the spectral gap satisfy . This implies that when n is even and n?4.     

The Frobenius map, rank 2 vector bundles and Kummer's quartic surface in characteristic 2 and 3

Let X be a smooth projective curve of genus g?2 defined over an algebraically closed field k of characteristic p>0. Let M_X(r) be the moduli space of semi-stable vector bundles with fixed trivial determinant. The relative Frobenius map induces by pull-back a rational map . We determine the equations of V in the following two cases (1) (g,r,p)=(2,2,2) and X nonordinary with Hasse-Witt invariant equal to 1 (see math.AG/0005044 for the case X ordinary), and (2) (g,r,p)=(2,2,3). We also show the existence of base points of V, i.e., semi-stable bundles E such that F∗E is not semi-stable, for any triple (g,r,p).     

On a combination method of VDR and patchwork for generating uniform random points on a unit sphere

In this paper, we use a combination of VDR theory and patchwork method to derive an efficient algorithm for generating uniform random points on a unit d-sphere. We first propose an algorithm to generate random vector with uniform distribution on a unit 2-sphere on the plane. Then we use VDR theory to reduce random vector X_d with uniform distribution on a unit d-sphere into , such that the random vector (X_d-1,X_d) is uniformly distributed on a unit 2-sphere and X_d-2 has conditional uniform distribution on a (d-2)-sphere of radius , given V=v with V having the p.d.f. . Finally, we arrive by induction at an algorithm for generating uniform random points on a unit d-sphere.     

A bounded property for gradients of diffusion semigroups on Euclidean spaces

We consider uniformly elliptic diffusion processes X(t,x) on Euclidean spaces , with some conditions in terms of the drift term (see assumptions A2 and A3). By using interpolation theory, we show a bounded property which gives an estimate of involving |x| and but not ||∇f||_∞, and a power of smaller than 1.     

Geodesic currents and Teichmüller space

Consider a hyperbolic surface X of infinite area. The Liouville map assigns to any quasiconformal deformation of X a measure on the space of geodesics of the universal covering X? of X. We show that the Liouville map is a homeomorphism from the Teichmüller space onto its image, and that the image is closed and unbounded. The set of asymptotic rays to consists of all bounded measured laminations on X. Hence, the set of projective bounded measured laminations is a natural boundary for . The action of the quasiconformal mapping class group on continuously extends to this boundary for .