Moments, moderate and large deviations for a branching process in a random environment

Let (Z_n) be a supercritical branching process in a random environment ξ, and W be the limit of the normalized population size Z_n/E[Z_n|ξ]. We show large and moderate deviation principles for the sequence logZ_n (with appropriate normalization). For the proof, we calculate the critical value for the existence of harmonic moments of W, and show an equivalence for all the moments of Z_n. Central limit theorems on W−W_n and logZ_n are also established.     

Limit theorems for a supercritical branching process with immigration in a random environment

Let (Z_n) be a supercritical branching process with immigration in a random environment. Firstly, we prove that under a simple log moment condition on the offspring and immigration distributions, the naturally normalized population size W_n converges almost surely to a finite random variable W. Secondly, we show criterions for the non-degeneracy and for the existence of moments of the limit random variable W. Finally, we establish a central limit theorem, a large deviation principle and a moderate deviation principle about log Z_n.     

A uniform asymptotic expansion for weighted sums of exponentials

We consider the random variable Z_n,α=Y₁+2^αY₂+?+n^αY_n, with α∈R and Y₁,Y₂,… independent and exponentially distributed random variables with mean one. The distribution function of Z_n,α is in terms of a series with alternating signs, causing great numerical difficulties. Using an extended version of the saddle point method, we derive a uniform asymptotic expansion for P(Z_n,α<x) that remains valid inside (α≥−1/2) and outside (α<−1/2) the domain of attraction of the central limit theorem. We discuss several special cases, including α=1, for which we sharpen some of the results in Kingman and Volkov (2003).     

Invariance principles for stochastic area and related stochastic integrals

Given an antisymmetric kernel K (K(z, z′) = ?K(z′, z)) and i.i.d. random variates Z_n, n?1, such that EK²(Z₁, Z₂)<∞, set A_n = ∑₁?i?j?nK(Z_i,Z_j), n?1. If the Z_n's are two-dimensional and K is the determinant function, A_n is a discrete analogue of Paul Lévy's so-called stochastic area. Using a general functional central limit theorem for stochastic integrals, we obtain limit theorems for the A_n's which mirror the corresponding results for the symmetric kernels that figure in theory of U-statistics.     

A central limit theorem for stationary random fields

This paper establishes a central limit theorem and an invariance principle for a wide class of stationary random fields under natural and easily verifiable conditions. More precisely, we deal with random fields of the form _Xk=g(_εk−s,s∈Z^d)$X_k=g({\epsilon }_{k-s},s\in {\mathbb{Z}}^d)$, k∈Z^d$k\in {\mathbb{Z}}^d$, where _(εi)i∈Zd${\left({\epsilon }_i\right)}_{i\in {\mathbb{Z}}^d}$ are iid random variables and g$g$ is a measurable function. Such kind of spatial processes provides a general framework for stationary ergodic random fields. Under a short-range dependence condition, we show that the central limit theorem holds without any assumption on the underlying domain on which the process is observed. A limit theorem for the sample auto-covariance function is also established.     

On the asymptotic behaviour of the empirical random field of the brownian motion

Let ξ_t, t ? 0, be a d-dimensional Brownian motion. The asymptotic behaviour of the random field ??∫^t₀?(ξ_s) ds is investigated, where ? belongs to a Sobolev space of periodic functions. Particularly a central limit theorem and a law of iterated logarithm are proved leading to a so-called universal law of iterated logarithm.     

Valeurs aux entiers négatifs des séries de Dirichlet associées a un polynôme,I

In this paper, we are studying Dirichlet series Z(P,ξ,s) = Σ_n?$\text{N}$^1rP(n)^?s ξⁿ, where P ∈ $\text{R}$₊ [X₁,…,X_r] and ξⁿ = ξ₁ⁿ¹ … ξ_r^nr, with ξ_i ∈ $\text{C}$, such that |ξ_i| = 1 and ξ_i ≠ 1, 1 ≦ i ≦ r. We show that Z(P, ξ,·) can be continued holomorphically to the whole complex plane, and that the values Z(P, ξ, ?k) for all non negative integers, belong to the field generated over $\text{Q}$ by the ξ_i and the coefficients of P. If, there exists a number field K, containing the ξ_i, 1 ≦ i ≦ r, and the coefficients of P, then we study the denominators of Z(P, ξ, ?k) and we define a $\text{B}$-adic function Z$\text{B}$(P, ξ,·) which is equal, on class of negative integers, to Z(P, ξ, ?k).     

Deformations of the generalised Picard bundle

Let X be a nonsingular algebraic curve of genus g?3, and let M_ξ denote the moduli space of stable vector bundles of rank n?2 and degree d with fixed determinant ξ over X such that n and d are coprime. We assume that if g=3 then n?4 and if g=4 then n?3, and suppose further that n₀, d₀ are integers such that n₀?1 and nd₀+n₀d>nn₀(2g-2). Let E be a semistable vector bundle over X of rank n₀ and degree d₀. The generalised Picard bundle W_ξ(E) is by definition the vector bundle over M_ξ defined by the direct image where U_ξ is a universal vector bundle over X×M_ξ. We obtain an inversion formula allowing us to recover E from W_ξ(E) and show that the space of infinitesimal deformations of W_ξ(E) is isomorphic to H¹(X,End(E)). This construction gives a locally complete family of vector bundles over M_ξ parametrised by the moduli space M(n₀,d₀) of stable bundles of rank n₀ and degree d₀ over X. If (n₀,d₀)=1 and W_ξ(E) is stable for all E∈M(n₀,d₀), the construction determines an isomorphism from M(n₀,d₀) to a connected component M⁰ of a moduli space of stable sheaves over M_ξ. This applies in particular when n₀=1, in which case M⁰ is isomorphic to the Jacobian J of X as a polarised variety. The paper as a whole is a generalisation of results of Kempf and Mukai on Picard bundles over J, and is also related to a paper of Tyurin on the geometry of moduli of vector bundles.     

On shortest crucial words avoiding abelian powers

Let k≥2 be an integer. An abeliankth power is a word of the form X₁X₂?X_k where X_i is a permutation of X₁ for 2≤i≤k. A word W is said to be crucial with respect to abelian kth powers if W avoids abelian kth powers, but Wx ends with an abelian kth power for any letter x occurring in W.Evdokimov and Kitaev (2004) [2] have shown that the shortest length of a crucial word on n letters avoiding abelian squares is 4n−7 for n≥3. Furthermore, Glen et al. (2009) [3] proved that this length for abelian cubes is 9n−13 for n≥5. They have also conjectured that for any k≥4 and sufficiently large n, the shortest length of a crucial word on n letters avoiding abelian kth powers, denoted by ?_k(n), is k²n−(k²+k+1). This is currently the best known upper bound for ?_k(n), and the best known lower bound, provided in Glen et al., is 3kn−(4k+1) for n≥5 and k≥4. In this note, we improve this lower bound by proving that for n≥2k−1, ?_k(n)≥k²n−(2k³−3k²+k+1); thus showing that the aforementioned conjecture is true asymptotically (up to a constant term) for growing n.     

Annealed deviations of random walk in random scenery

Let (Zn)_n∈N be a d-dimensional random walk in random scenery, i.e., with (Sk)_k∈N0 a random walk in Zd and (Y(z))_z∈Zd an i.i.d. scenery, independent of the walk. The walker's steps have mean zero and some finite exponential moments. We identify the speed and the rate of the logarithmic decay of for various choices of sequences n(bn) in [1,∞). Depending on n(bn) and the upper tails of the scenery, we identify different regimes for the speed of decay and different variational formulas for the rate functions. In contrast to recent work [A. Asselah, F. Castell, Large deviations for Brownian motion in a random scenery, Probab. Theory Related Fields 126 (2003) 497-527] by A. Asselah and F. Castell, we consider sceneries unbounded to infinity. It turns out that there are interesting connections to large deviation properties of self-intersections of the walk, which have been studied recently by X. Chen [X. Chen, Exponential asymptotics and law of the iterated logarithm for intersection local times of random walks, Ann. Probab. 32 (4) 2004].     

Quenching for nonlinear degenerate parabolic problems

For the problem given by u_τ=(ξ^ru^mu_ξ)_ξ/ξ^r+f(u) for 0<ξ<a, 0<τ<Λ≤∞, u(ξ,0)=u₀(ξ) for 0≤ξ≤a, and u(0,τ)=0=u(a,τ) for 0<τ<Λ, where a and m are positive constants, r is a constant less than 1, f(u) is a positive function such that lim_u→c⁻f(u)=∞ for some positive constant c, and u₀(ξ) is a given function satisfying u₀(0)=0=u₀(a), this paper studies quenching of the solution u.     

Propriétés asymptotiques des processus de branchement en environnement aléatoire

Let (Z_n) be a branching process in a random environment. If the process in sub-critical or critical, we study the convergence rate of the survival probability P(Z_n>0) as n→∞; if the process is supercritical, we give a necessary and sufficient condition for the convergence in L^p of the natural martingale, where p>1 is given.     

Singular integral operators and norm ideals satisfying a quantitative variant of Kuroda's condition

A norm ideal C is said to satisfy condition (QK) if there exist constants 0<t<1 and 0<B<∞, such that ∥X^[k]∥_C?Bk^t∥X∥_C for every finite-rank operator X and every k∈N, where X^[k] denotes the direct sum of k copies of X. Let μ be a regular Borel measure whose support is contained in a unit cube Q in Rⁿ and let K_j be the singular integral operator on L²(Rⁿ,μ) with the kernel function (x_j-y_j)/|x-y|², 1?j?n. Let {Q_w:w∈W} be the usual dyadic decomposition of Q, i.e., {Q_w:|w|=?} is the dyadic partition of Q by cubes of the size 2^-?×?×2^-?. We show that if C satisfies (QK) and if ∥∑_w∈W2^|w|μ(Q_w)ξ_w⊗ξ_w∥_C^′<∞, where C^′ is the dual of C⁽⁰⁾ and {ξ_w:w∈W} is any orthonormal set, then K₁,…,K_n∈C^′. This is a very general obstruction result for the problem of simultaneous diagonalization of commuting tuples of self-adjoint operators modulo C.     

On arrangements of roots for a real hyperbolic polynomial and its derivatives

In this paper we count the number ?_n^(0,k), k?n−1, of connected components in the space Δ_n^(0,k) of all real degree n polynomials which a) have all their roots real and simple; and b) have no common root with their kth derivatives. In this case, we show that the only restriction on the arrangement of the roots of such a polynomial together with the roots of its kth derivative comes from the standard Rolle's theorem. On the other hand, we pose the general question of counting all possible root arrangements for a polynomial p(x) together with all its nonvanishing derivatives under the assumption that the roots of p(x) are real. Already the first nontrivial case n=4 shows that the obvious restrictions coming from the standard Rolle's theorem are insufficient. We prove a generalized Rolle's theorem which gives an additional restriction on root arrangements for polynomials.     

The empirical process of a short-range dependent stationary sequence under Gaussian subordination

Summary Consider the stationary sequenceX ₁=G(Z ₁),X ₂=G(Z ₂),..., whereG(·) is an arbitrary Borel function andZ ₁,Z ₂,... is a mean-zero stationary Gaussian sequence with covariance functionr(k)=E(Z ₁ Z _k+1) satisfyingr(0)=1 and _k=1 |r(k)| ^m < , where, withI{·} denoting the indicator function andF(·) the continuous marginal distribution function of the sequence {X _n }, the integerm is the Hermite rank of the family {I{G(·) x} –F(x):xR}. LetF _n (·) be the empirical distribution function ofX ₁,...,X _n . We prove that, asn, the empirical processn ^1/2{F _n (·)-F(·)} converges in distribution to a Gaussian process in the spaceD[–,].Partially supported by NSF Grant DMS-9208067     

Laplace approximations for sums of independent random vectors

Let X _i , i∈N, be i.i.d. B-valued random variables, where B is a real separable Banach space. Let Φ be a mapping B→R. Under a central limit theorem assumption, an asymptotic evaluation of Z _n = E (exp (n Φ (∑ _{i =1} ⁿ X _i /n))), up to a factor (1 + o(1)), has been gotten in Bolthausen [1]. In this paper, we show that the same asymptotic evaluation can be gotten without the central limit theorem assumption. Received: 19 September 1997 / Revised version:22 April 1999     

Functional calculus under the Tadmor-Ritt condition, and free interpolation by polynomials of a given degree

For Banach space operators T satisfying the Tadmor-Ritt condition ||(zI−T)⁻¹||?C|z−1|⁻¹, |z|>1, we prove that the best-possible constant C_T(n) bounding the polynomial calculus for T, ||p(T)||?C_T(n)||p||_∞, deg(p)?n, behaves (in the worst case) as as n→∞. This result is based on a new free (Carleson type) interpolation theorem for polynomials of a given degree.     

Fluctuations of the empirical quantiles of independent Brownian motions

We consider iid Brownian motions, B_j(t), where B_j(0) has a rapidly decreasing, smooth density function f. The empirical quantiles, or pointwise order statistics, are denoted by B_j:n(t), and we consider a sequence Q_n(t)=B_j(n):n(t), where j(n)/n→α∈(0,1). This sequence converges in probability to q(t), the α-quantile of the law of B_j(t). We first show convergence in law in C[0,∞) of F_n=n^1/2(Q_n−q). We then investigate properties of the limit process F, including its local covariance structure, and Hölder-continuity and variations of its sample paths. In particular, we find that F has the same local properties as fBm with Hurst parameter H=1/4.     

Qregularity and an extension of the Evans-Griffiths criterion to vector bundles on quadrics

Here we define the concept of Qregularity for coherent sheaves on a smooth quadric hypersurface Q_n⊂Pⁿ⁺¹. In this setting we prove analogs of some classical properties. We compare the Qregularity of coherent sheaves on Q_n with the Castelnuovo-Mumford regularity of their extension by zero in Pⁿ⁺¹. We also classify the coherent sheaves with Qregularity −∞. We use our notion of Qregularity in order to prove an extension of the Evans-Griffiths criterion to vector bundles on quadrics. In particular, we get a new and simple proof of Knörrer’s characterization of ACM bundles.     

On the central limit theorem for f (n k x)

By a classical observation in analysis, lacunary subsequences of the trigonometric system behave like independent random variables: they satisfy the central limit theorem, the law of the iterated logarithm and several related probability limit theorems. For subsequences of the system ( f (nx)) _n≥1 with 2π-periodic ${f\in L^2}$ this phenomenon is generally not valid and the asymptotic behavior of ( f (n _k x)) _k≥1 is determined by a complicated interplay between the analytic properties of f (e.g., the behavior of its Fourier coefficients) and the number theoretic properties of n _k . By the classical theory, the central limit theorem holds for f (n _k x) if n _k  = 2 ^k , or if n _k+1/n _k → α with a transcendental α, but it fails e.g., for n _k  = 2 ^k  ? 1. The purpose of our paper is to give a necessary and sufficient condition for f (n _k x) to satisfy the central limit theorem. We will also study the critical CLT behavior of f (n _k x), i.e., the question what happens when the arithmetic condition of the central limit theorem is weakened “infinitesimally”.