A short proof of the Doob–Meyer theorem

Every submartingale S$S$ of class D$D$ has a unique Doob–Meyer decomposition S=M+A$S=M+A$, where M$M$ is a martingale and A$A$ is a predictable increasing process starting at 0.     

On prime ideals and radicals of polynomial rings and graded rings

We extend some known results on radicals and prime ideals from polynomial rings and Laurent polynomial rings to Z$\mathbb{Z}$-graded rings, i.e, rings graded by the additive group of integers. The main of them concerns the Brown–McCoy radical G$G$ and the radical S$S$, which for a given ring A$A$ is defined as the intersection of prime ideals I$I$ of A$A$ such that A/I$A/I$ is a ring with a large center. The studies are related to some open problems on the radicals G$G$ and S$S$ of polynomial rings and situated in the context of Koethe’s problem.     

Products of conjugacy classes in finite and algebraic simple groups

We prove the Arad–Herzog conjecture for various families of finite simple groups — if A$A$ and B$B$ are nontrivial conjugacy classes, then AB$AB$ is not a conjugacy class. We also prove that if G$G$ is a finite simple group of Lie type and A$A$ and B$B$ are nontrivial conjugacy classes, either both semisimple or both unipotent, then AB$AB$ is not a conjugacy class. We also prove a strong version of the Arad–Herzog conjecture for simple algebraic groups and in particular show that almost always the product of two conjugacy classes in a simple algebraic group consists of infinitely many conjugacy classes. As a consequence we obtain a complete classification of pairs of centralizers in a simple algebraic group which have dense product. A special case of this has been used by Prasad to prove a uniqueness result for Tits systems in quasi-reductive groups. Our final result is a generalization of the Baer–Suzuki theorem for p$p$-elements with p≥5$p\ge 5$.     

Oscillation of harmonic functions for subordinate Brownian motion and its applications

In this paper, we establish an oscillation estimate of nonnegative harmonic functions for a pure-jump subordinate Brownian motion. The infinitesimal generator of such subordinate Brownian motion is an integro-differential operator. As an application, we give a probabilistic proof of the following form of relative Fatou theorem for such subordinate Brownian motion X$X$ in a bounded κ$\kappa$-fat open set; if u$u$ is a positive harmonic function with respect to X$X$ in a bounded κ$\kappa$-fat open set D$D$ and h$h$ is a positive harmonic function in D$D$ vanishing on D^c$D^c$, then the non-tangential limit of u/h$u/h$ exists almost everywhere with respect to the Martin-representing measure of h$h$.     

Weak convergence of censored and reflected stable processes

It is shown that if a sequence of open n$n$-sets _Dk$D_k$ increases to an open n$n$-set D$D$ then reflected stable processes in _Dk$D_k$ converge weakly to the reflected stable process in D$D$ for every starting point x$x$ in D$D$. The same result holds for censored α$\alpha$-stable processes for every x$x$ in D$D$ if D$D$ and _Dk$D_k$ satisfy the uniform Hardy inequality. Using the method in the proof of the above results, we also prove the weak convergence of reflected Brownian motions in unbounded domains.     

Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation

We develop a notion of nonlinear expectation–G$G$-expectation–generated by a nonlinear heat equation with infinitesimal generator G$G$. We first study multi-dimensional G$G$-normal distributions. With this nonlinear distribution we can introduce our G$G$-expectation under which the canonical process is a multi-dimensional G$G$-Brownian motion. We then establish the related stochastic calculus, especially stochastic integrals of Itô’s type with respect to our G$G$-Brownian motion, and derive the related Itô’s formula. We have also obtained the existence and uniqueness of stochastic differential equations under our G$G$-expectation.     

Some results on general quadratic reflected BSDEs driven by a continuous martingale

We study the well-posedness of general reflected BSDEs driven by a continuous martingale, when the coefficient f$f$ of the driver has at most quadratic growth in the control variable Z$Z$, with a bounded terminal condition and a lower obstacle which is bounded above. We obtain the basic results in this setting: comparison and uniqueness, existence, stability. For the comparison theorem and the special comparison theorem for reflected BSDEs (which allows one to compare the increasing processes of two solutions), we give intrinsic proofs which do not rely on the comparison theorem for standard BSDEs. This allows to obtain the special comparison theorem under minimal assumptions. We obtain existence by using the fixed point theorem and then a series of perturbations, first in the case where f$f$ is Lipschitz in the primary variable Y$Y$, and then in the case where f$f$ can have slightly-superlinear growth and the case where f$f$ is monotonous in Y$Y$ with arbitrary growth. We also obtain a local Lipschitz estimate in BMO$BMO$ for the martingale part of the solution.     

Cone-separation and star-shaped separability with applications

Let X$X$ be a (real) Banach space, A$A$ be a subset of X$X$ and x∉A$x\notin A$. We present cone-separation in terms of separation by a collection of linear functionals defined on X$X$ and obtain necessary and sufficient conditions for cone-separability A$A$ and x$x$. Also, we give characterizations for star-shaped separability. Finally, as an application of separability, we characterize best approximation problem by elements of star-shaped sets.     

Asymptotic average shadowing property on compact metric spaces

We prove that if for a continuous map f$f$ on a compact metric space X$X$, the chain recurrent set, R(f)$R\left(f\right)$ has more than one chain component, then f$f$ does not satisfy the asymptotic average shadowing property. We also show that if a continuous map f$f$ on a compact metric space X$X$ has the asymptotic average shadowing property and if A$A$ is an attractor for f$f$, then A$A$ is the single attractor for f$f$ and we have A=R(f)$A=R\left(f\right)$. We also study diffeomorphisms with asymptotic average shadowing property and prove that if M$M$ is a compact manifold which is not finite with dimM=2$dimM=2$, then the C¹$C^1$ interior of the set of all C¹$C^1$ diffeomorphisms with the asymptotic average shadowing property is characterized by the set of Ω$\Omega$-stable diffeomorphisms.     

The Quicksort process

Quicksort on the fly returns the input of n$n$ reals in increasing natural order during the sorting process. Correctly normalized the running time up to returning the l$l$-th smallest out of n$n$ seen as a process in l$l$ converges weakly to a limiting process with path in the space of cadlag functions.     

Some combinatorial arrays generated by context-free grammars

A context-free grammar G$G$ over an alphabet A$A$ is defined as a set of substitution rules that replace a letter in A$A$ by a formal function over A$A$. The purpose of this paper is to show that some combinatorial arrays, such as the Catalan’s triangle, can be generated by context-free grammars in three variables.     

Second order backward stochastic differential equations under a monotonicity condition

In a recent paper, Soner, Touzi and Zhang (2012) [19] have introduced a notion of second order backward stochastic differential equations (2BSDEs), which are naturally linked to a class of fully non-linear PDEs. They proved existence and uniqueness for a generator which is uniformly Lipschitz in the variables y$y$ and z$z$. The aim of this paper is to extend these results to the case of a generator satisfying a monotonicity condition in y$y$. More precisely, we prove existence and uniqueness for 2BSDEs with a generator which is Lipschitz in z$z$ and uniformly continuous with linear growth in y$y$. Moreover, we emphasize throughout the paper the major difficulties and differences due to the 2BSDE framework.     

Strongly quasi-Hamiltonian-connected semicomplete multipartite digraphs

A semicomplete multipartite or semicomplete c$c$-partite digraph D$D$ is a biorientation of a c$c$-partite graph. A semicomplete multipartite digraph D$D$ is called strongly quasi-Hamiltonian-connected, if for any two distinct vertices x$x$ and y$y$ of D$D$, there is a path P$P$ from x$x$ to y$y$ such that P$P$ contains at least one vertex from each partite set of D$D$.     

Hopf subalgebras and tensor powers of generalized permutation modules

By means of a certain module V$V$ and its tensor powers in a finite tensor category, we study a question of whether the depth of a Hopf subalgebra R$R$ of a finite-dimensional Hopf algebra H$H$ is finite. The module V$V$ is the counit representation induced from R$R$ to H$H$, which is then a generalized permutation module, as well as a module coalgebra. We show that if in the subalgebra pair either Hopf algebra has finite representation type, or V$V$ is either semisimple with R^∗$R^{\ast }$ pointed, projective, or its tensor powers satisfy a Burnside ring formula over a finite set of Hopf subalgebras including R$R$, then the depth of R$R$ in H$H$ is finite. One assigns a nonnegative integer depth to V$V$, or any other H$H$-module, by comparing the truncated tensor algebras of V$V$ in a finite tensor category and so obtains upper and lower bounds for depth of a Hopf subalgebra. For example, a relative Hopf restricted module has depth 1, and a permutation module of a corefree subgroup has depth less than the number of values of its character.     

Exponential bounds for convergence of entropy rate approximations in hidden Markov models satisfying a path-mergeability condition

A hidden Markov model (HMM) is said to have path-mergeable states   if for any two states i,j$i,j$ there exist a word w$w$ and state k$k$ such that it is possible to transition from both i$i$ and j$j$ to k$k$ while emitting w$w$. We show that for a finite HMM with path-mergeable states the block estimates of the entropy rate converge exponentially fast. We also show that the path-mergeability property is asymptotically typical in the space of HMM topologies and easily testable.