Extremal stochastic integrals: a parallel between max-stable processes and α-stable processes

We construct extremal stochastic integrals of a deterministic function with respect to a random Fréchet () sup-measure. The measure is sup-additive rather than additive and is defined over a general measure space , where is a deterministic control measure. The extremal integral is constructed in a way similar to the usual stable integral, but with the maxima replacing the operation of summation. It is well-defined for arbitrary , and the metric metrizes the convergence in probability of the resulting integrals.This approach complements the well-known de Haan's spectral representation of max-stable processes with Fréchet marginals. De Haan's representation can be viewed as the max-stable analog of the LePage series representation of stable processes, whereas the extremal integrals correspond to the usual stable stochastic integrals. We prove that essentially any strictly stable process belongs to the domain of max-stable attraction of an Fréchet, max-stable process. Moreover, we express the corresponding Fréchet processes in terms of extremal stochastic integrals, involving the kernel function of the stable process. The close correspondence between the max-stable and stable frameworks yields new examples of max-stable processes with non-trivial dependence structures.This research was partially supported by a fellowship of the Horace H. Rackham School of Graduate Studies at the University of Michigan and the NSF Grant DMS-0505747 at Boston University.     

Coherence for Product Monoids and their Actions

Let and be two monoids (algebras) in a monoidal category . Further let be a distributive law in the sense of [J. Beck, Lect. Notes Math., 80:119–140, 1969]; naturally yields a monoid . Consider a word in the symbols , , and . The first coherence theorem proved in this paper asserts that all morphisms coincide in , provided they arise as composites of morphisms which are -products of ’s ‘canonical’ structure morphisms, and of , , , , , , , and . Assume now that an object is endowed with both an -object structure , and an -object structure . Further assume that these two structures are compatible, in the sense that they naturally yield an -object . Let be a word in , , , and , which contains a single instance of , in the rightmost position. The second coherence theorem states that all morphisms coincide in , provided they arise as composites of morphisms which are -products of ’s ‘canonical’ structure morphisms, and of , , , , , , , , , and .     

Two-parameter p, q-variation Paths and Integrations of Local Times

In this paper, we prove two main results. The first one is to give a new condition for the existence of two-parameter -variation path integrals. Our condition of locally bounded -variation is more natural and easy to verify than those of Young. This result can be easily generalized to multi-parameter case. The second result is to define the integral of local time pathwise and then give generalized It’s formula when is only of bounded -variation in . In the case that is of locally bounded variation in , the integral is the Lebesgue–Stieltjes integral and was used by Elworthy, Truman and Zhao. When is of only locally -variation, where , , and , the integral is a two-parameter Young integral of -variation rather than a Lebesgue–Stieltjes integral. In the special case that is independent of , we give a new condition for Meyer's formula and is defined pathwise as a Young integral. For this we prove the local time is of -variation in for each , for each almost surely (-variation in the sense of Lyons and Young, i.e. ).     

The \bar \partial -Neumann operator and commutators of the Bergman projection and multiplication operators

We prove that compactness of the canonical solution operator to restricted to (0, 1)-forms with holomorphic coefficients is equivalent to compactness of the commutator defined on the whole L _(0,1)²(Ω), where is the multiplication by and is the orthogonal projection of L _(0,1)²(Ω) to the subspace of (0, 1) forms with holomorphic coefficients. Further we derive a formula for the -Neumann operator restricted to (0, 1) forms with holomorphic coefficients expressed by commutators of the Bergman projection and the multiplications operators by z and . Partially supported by the FWF grant P19147-N13.     

Brake orbits type solutions to some class of semilinear elliptic equations

We consider a class of semilinear elliptic equations of the form

The Gold Partition Conjecture

We present the Gold Partition Conjecture which immediately implies the – Conjecture and tight upper bound for sorting. We prove the Gold Partition Conjecture for posets of width two, semiorders and posets containing at most elements. We prove that the fraction of partial orders on an -element set satisfying our conjecture converges to when approaches infinity. We discuss properties of a hypothetical counterexample.     

A note on simultaneous Diophantine approximation on planar curves

Let denote the set of simultaneously - approximable points in and denote the set of multiplicatively ψ-approximable points in . Let be a manifold in . The aim is to develop a metric theory for the sets and analogous to the classical theory in which is simply . In this note, we mainly restrict our attention to the case that is a planar curve . A complete Hausdorff dimension theory is established for the sets and . A divergent Khintchine type result is obtained for ; i.e. if a certain sum diverges then the one-dimensional Lebesgue measure on of is full. Furthermore, in the case that is a rational quadric the convergent Khintchine type result is obtained for both types of approximation. Our results for naturally generalize the dimension and Lebesgue measure statements of Beresnevich et al. (Mem AMS, 179 (846), 1–91 (2006)). Moreover, within the multiplicative framework, our results for constitute the first of their type. The research of Victor V. Beresnevich was supported by an EPSRC Grant R90727/01. Sanju L. Velani is a Royal Society University Research Fellow. For Iona and Ayesha on No. 3.     

On $$ \mathcal{C} $$*-sets and decompositions of continuous and ηζ-continuous functions

The main purpose of this paper is to introduce the concepts of *-sets, *-continuous functions and to obtain new decompositions of continuous and ηζ-continuous functions. Moreover, properties of *-sets and some properties of -sets are discussed.      

Quasi-regular Dirichlet Forms and L^p-resolvents on Measurable Spaces

We prove that for any semi-Dirichlet form on a measurable Lusin space E there exists a Lusin topology with the given -algebra as the Borel -algebra so that becomes quasi-regular. However one has to enlarge E by a zero set. More generally a corresponding result for arbitrary -resolvents is proven.