Strong law of large numbers for Markov chains indexed by an infinite tree with uniformly bounded degree

In this paper,we study the strong law of large numbers and Shannon-McMillan (S-M) theorem for Markov chains indexed by an infinite tree with uniformly bounded degree.The results generalize the analogous results on a homogeneous tree.     

Spacelike Willmore surfaces in 4-dimensional Lorentzian space forms

Spacelike Willmore surfaces in 4-dimensional Lorentzian space forms, a topic in Lorentzian conformal geometry which parallels the theory of Willmore surfaces in S4, are studied in this paper. We define two kinds of transforms for such a surface, which produce the so-called left/right polar surfaces and the adjoint surfaces. These new surfaces are again conformal Willmore surfaces. For them the interesting duality theorem holds. As an application spacelike Willmore 2-spheres are classified. Finally we construct a family of homogeneous spacelike Willmore tori.     

A method of summation of divergent series to any accuracy

We propose a new method of summation to any accuracy for a wide class of divergent series, using only a finite number of terms of the series. Translated fromMatematicheskie Zametki, Vol. 68, No. 1, pp. 24–35, July, 2000.     

Large deviations for sums of i.i.d. random compact sets

We prove a large deviation principle for Minkowski sums of i.i.d. random compact sets in a Banach space, that is, the analog of Cramér theorem for random compact sets.

     

Structural properties of graphs of diameter 2 with maximal repeats

It was shown using eigenvalue analysis by Erdös et al. that with the exception of C₄, there are no graphs of diameter 2, of maximum degree d and of order d², that is, one less than the Moore bound. These graphs belong to a class of regular graphs of diameter 2, and having certain interesting structural properties, which will be proved in this paper.     

Global fluctuations in general Dyson’s Brownian motion

We consider a system of diffusing particles on the real line in a quadratic external potential and with a logarithmic interaction potential. The empirical measure process is known to converge weakly to a deterministic measure-valued process as the number of particles tends to infinity. Provided the initial fluctuations are small, the rescaled linear statistics of the empirical measure process converge in distribution to a Gaussian limit for sufficiently smooth test functions. For a large class of analytic test functions, we derive explicit general formulae for the mean and covariance in this central limit theorem by analyzing a partial differential equation characterizing the limiting fluctuations.     

Barbilian’s metrization procedure in the plane yields either Riemannian or Lagrange generalized metrics

In the present paper we answer two questions raised by Barbilian in 1960. First, we study how far can the hypothesis of Barbilian’s metrization procedure can be relaxed. Then, we prove that Barbilian’s metrization procedure in the plane generates either Riemannian metrics or Lagrance generalized metrics not reducible to Finslerian or Langrangian metrics.     

Periodic Solutions and Approximate Symmetries

Assuming that a dynamical system (DS) has a periodic solutionwith period T in the neighborhood of an equilibrium, a newDS can be obtained which governs approximately the motion oftrajectories in the neighborhood of the periodic orbit. Approximatesymmetries and first integrals have been discussed for this DS. Theresults have been demonstrated on the Helmholtz oscillator.     

Conditional VaR estimation using Pearson’s type IV distribution

This paper presents a new value at risk (VaR) estimation model for equity returns time series and tests it extensively on Stock Indices of 14 countries. Two most important stylized facts of such series are volatility clustering, and non-normality as a result of fat tails of the return distribution. While volatility clustering has been extensively studied using the GARCH model and its various extensions, the phenomenon of non-normality has not been comprehensively explored, at least in the context of VaR estimation. A combination of extreme value theory (EVT) and GARCH has been explored to analyze financial data showing non-normal behavior. This paper proposes a combination of the Pearson’s Type IV distribution and the GARCH (1, 1) approach to furnish a new method with superior predictive abilities. The approach is back tested for the entire sample as well as for a holdout sample using rolling windows.     

Central limit theorem and almost sure central limit theorem for the product of some partial sums

In this paper, we give the central limit theorem and almost sure central limit theorem for products of some partial sums of independent identically distributed random variables.