Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient

We consider a multidimensional diffusion X$X$ with drift coefficient b(α,_Xt)$b(\alpha ,X_t)$ and diffusion coefficient ?σ(β,_Xt)$?\sigma (\beta ,X_t)$. The diffusion sample path is discretely observed at times _tk=kΔ$t_k=k\Delta$ for k=1…n$k=1\dots n$ on a fixed interval [0,T]$[0,T]$. We study minimum contrast estimators derived from the Gaussian process approximating X$X$ for small ?$?$. We obtain consistent and asymptotically normal estimators of α$\alpha$ for fixed Δ$\Delta$ and ?→0$?\to 0$ and of (α,β)$(\alpha ,\beta )$ for Δ→0$\Delta \to 0$ and ?→0$?\to 0$ without any condition linking ?$?$ and Δ$\Delta$. We compare the estimators obtained with various methods and for various magnitudes of Δ$\Delta$ and ?$?$ based on simulation studies. Finally, we investigate the interest of using such methods in an epidemiological framework.     

Mosco convergence of the sets of fixed points for one-parameter nonexpansive semigroups

We consider the Mosco convergence of the sets of fixed points for one-parameter strongly continuous semigroups of nonexpansive mappings. One of our main results is the following: Let C$C$ be a closed convex subset of a Hilbert space E$E$. Let {T(t):t≥0}$\{T\left(t\right):t\ge 0\}$ be a strongly continuous semigroup of nonexpansive mappings on C$C$. The set of all fixed points of T(t)$T\left(t\right)$ is denoted by F(T(t))$F\left(T\left(t\right)\right)$ for each t≥0$t\ge 0$. Let τ$\tau$ be a nonnegative real number and let {_tn}$\left\{t_n\right\}$ be a sequence in R$\mathbb{R}$ satisfying τ+_tn≥0$\tau +t_n\ge 0$ and _tn≠0$t_n\ne 0$ for n∈N$n\in \mathbb{N}$, and _limntn=0${lim}_n{t}_n=0$. Then {F(T(τ+_tn))}$\left\{F\left(T(\tau +t_n)\right)\right\}$ converges to _?t≥0F(T(t))${?}_{t\ge 0}F\left(T\left(t\right)\right)$ in the sense of Mosco.     

Which finite simple groups are unit groups?

We prove that if G$G$ is a finite simple group which is the unit group of a ring, then G$G$ is isomorphic to: (a) a cyclic group of order 2; or (b) a cyclic group of prime order 2^k−1$2^k-1$ for some k$k$; or (c) a projective special linear group _PSLn(_F2)${PSL}_n\left({\mathbb{F}}_2\right)$ for some n≥3$n\ge 3$. Moreover, these groups do all occur as unit groups. We deduce this classification from a more general result, which holds for groups G$G$ with no non-trivial normal 2-subgroup.     

Holomorphic mappings preserving Minkowski functionals

We show that the equality _m1(f(x))=_m2(g(x))$m_1\left(f\left(x\right)\right)=m_2\left(g\left(x\right)\right)$ for x$x$ in a neighborhood of a point a$a$ remains valid for all x$x$ provided that f$f$ and g$g$ are open holomorphic maps, f(a)=g(a)=0$f\left(a\right)=g\left(a\right)=0$ and _m1,_m2$m_1,m_2$ are Minkowski functionals of bounded balanced domains. Moreover, a polynomial relation between f$f$ and g$g$ is obtained.     

Convergence of the modified Mann’s iteration method for asymptotically strict pseudo-contractions

Let C$C$ be a closed convex subset of a real Hilbert space H$H$ and assume that T$T$ is an asymptotically κ$\kappa$-strict pseudo-contraction on C$C$ with a fixed point, for some 0≤κ<1$0\le \kappa <1$. Given an initial guess _x0∈C$x_0\in C$ and given also a real sequence {_αn}$\left\{{\alpha }_n\right\}$ in (0, 1), the modified Mann’s algorithm generates a sequence {_xn}$\left\{x_n\right\}$ via the formula: _xn+1=_αnxn+(1−_αn)Tⁿ_xn$x_{n+1}={\alpha }_n{x}_n+(1-{\alpha }_n)T^n{x}_n$, n≥0$n\ge 0$. It is proved that if the control sequence {_αn}$\left\{{\alpha }_n\right\}$ is chosen so that κ+δ<_αn<1−δ$\kappa +\delta <{\alpha }_n<1-\delta$ for some δ∈(0,1)$\delta \in (0,1)$, then {_xn}$\left\{x_n\right\}$ converges weakly to a fixed point of T$T$. We also modify this iteration method by applying projections onto suitably constructed closed convex sets to get an algorithm which generates a strongly convergent sequence.     

The relaxed Newton method derivative: Its dynamics and non-linear properties

The dynamic behaviour of the one-dimensional family of maps f(x)=_c2[(a−1)x+_c1]^{−λ/(α−1)}$f\left(x\right)=c_2{[(a-1)x+c_1]}^{-\lambda /(\alpha -1)}$ is examined, for representative values of the control parameters a,_c1$a,c_1$, _c2$c_2$ and λ$\lambda$. The maps under consideration are of special interest, since they are solutions of the relaxed Newton method derivative being equal to a constant a$a$. The maps f(x)$f\left(x\right)$ are also proved to be solutions of a non-linear differential equation with outstanding applications in the field of power electronics. The recurrent form of these maps, after excessive iterations, shows, in an _xn$x_n$ versus λ$\lambda$ plot, an initial exponential decay followed by a bifurcation. The value of λ$\lambda$ at which this bifurcation takes place depends on the values of the parameters a,_c1$a,c_1$ and _c2$c_2$. This corresponds to a switch to an oscillatory behaviour with amplitudes of f(x)$f\left(x\right)$ undergoing a period doubling. For values of a$a$ higher than 1 and at higher values of λ$\lambda$ a reverse bifurcation occurs. The corresponding branches converge and a bleb is formed for values of the parameter _c1$c_1$ between 1 and 1.20. This behaviour is confirmed by calculating the corresponding Lyapunov exponents.     

Estimation for stochastic differential equations with a small diffusion coefficient

We consider a multidimensional diffusion X$X$ with drift coefficient b(_Xt,α)$b(X_t,\alpha )$ and diffusion coefficient εa(_Xt,β)$\epsilon a(X_t,\beta )$ where α$\alpha$ and β$\beta$ are two unknown parameters, while ε$\epsilon$ is known. For a high frequency sample of observations of the diffusion at the time points k/n$k/n$, k=1,…,n$k=1,\dots ,n$, we propose a class of contrast functions and thus obtain estimators of (α,β)$(\alpha ,\beta )$. The estimators are shown to be consistent and asymptotically normal when n→∞$n\to \infty$ and ε→0$\epsilon \to 0$ in such a way that ε⁻¹n^−ρ${\epsilon }^{-1}{n}^{-\rho }$ remains bounded for some ρ>0$\rho >0$. The main focus is on the construction of explicit contrast functions, but it is noted that the theory covers quadratic martingale estimating functions as a special case. In a simulation study we consider the finite sample behaviour and the applicability to a financial model of an estimator obtained from a simple explicit contrast function.     

Reflection principle and Ocone martingales

Let M=_(Mt)t≥0$M={\left(M_t\right)}_{t\ge 0}$ be any continuous real-valued stochastic process. We prove that if there exists a sequence _(an)n≥1${\left(a_n\right)}_{n\ge 1}$ of real numbers which converges to 0 and such that M$M$ satisfies the reflection property at all levels _an$a_n$ and 2_an$2a_n$ with n≥1$n\ge 1$, then M$M$ is an Ocone local martingale with respect to its natural filtration. We state the subsequent open question: is this result still true when the property only holds at levels _an$a_n$? We prove that this question is equivalent to the fact that for Brownian motion, the σ$\sigma$-field of the invariant events by all reflections at levels _an$a_n$, n≥1$n\ge 1$ is trivial. We establish similar results for skip free Z$\mathbb{Z}$-valued processes and use them for the proof in continuous time, via a discretization in space.     

Frobenius groups and retract rationality

Let k$k$ be any field, G$G$ be a finite group acting on the rational function field k(_xg:g∈G)$k(x_g:g\in G)$ by h⋅_xg=_xhg$h\cdot x_g=x_{hg}$ for any h,g∈G$h,g\in G$. Define k(G)=k(_xg:g∈G)^G$k\left(G\right)=k{(x_g:g\in G)}^G$. Noether’s problem asks whether k(G)$k\left(G\right)$ is rational (= purely transcendental) over k$k$. A weaker notion, retract rationality introduced by Saltman, is also very useful for the study of Noether’s problem. We prove that, if G$G$ is a Frobenius group with abelian Frobenius kernel, then k(G)$k\left(G\right)$ is retract k$k$-rational for any field k$k$ satisfying some mild conditions. As an application, we show that, for any algebraic number field k$k$, for any Frobenius group G$G$ with Frobenius complement isomorphic to S_L2(_F5)$S{L}_2\left({\mathbb{F}}_5\right)$, there is a Galois extension field K$K$ over k$k$ whose Galois group is isomorphic to G$G$, i.e. the inverse Galois problem is valid for the pair (G,k)$(G,k)$. The same result is true for any non-solvable Frobenius group if k(_ζ8)$k\left({\zeta }_8\right)$ is a cyclic extension of k$k$.     

Stable categories of higher preprojective algebras

We introduce (n+1)$(n+1)$-preprojective algebras of algebras of global dimension n$n$. We show that if an algebra is n$n$-representation-finite then its (n+1)$(n+1)$-preprojective algebra is self-injective. In this situation, we show that the stable module category of the (n+1)$(n+1)$-preprojective algebra is (n+1)$(n+1)$-Calabi–Yau, and, more precisely, it is the (n+1)$(n+1)$-Amiot cluster category of the stable n$n$-Auslander algebra of the original algebra. In particular this stable category contains an (n+1)$(n+1)$-cluster tilting object. We show that even if the (n+1)$(n+1)$-preprojective algebra is not self-injective, under certain assumptions (which are always satisfied for n∈{1,2}$n\in \{1,2\}$) the results above still hold for the stable category of Cohen–Macaulay modules.     

Concentration and multiplicity of solutions for a fourth-order equation with critical nonlinearity

In this paper, we consider the problem (_Pε)$(P_{\epsilon })$ : Δ²u=u^n+4/n-4+εu,u>0${\mathrm{\Delta }}^{2}u=u^{n+4/n-4}+\epsilon u,u>0$ in Ω,u=Δu=0$\Omega ,u=\mathrm{\Delta }u=0$ on ∂Ω$\mathrm{\partial }\Omega$, where Ω$\Omega$ is a bounded and smooth domain in Rⁿ,n>8${\mathbb{R}}^n,n>8$ and ε>0$\epsilon >0$. We analyze the asymptotic behavior of solutions of (_Pε)$(P_{\epsilon })$ which are minimizing for the Sobolev inequality as ε→0$\epsilon \to 0$ and we prove existence of solutions to (_Pε)$(P_{\epsilon })$ which blow up and concentrate around a critical point of the Robin's function. Finally, we show that for ε$\epsilon$ small, (_Pε)$(P_{\epsilon })$ has at least as many solutions as the Ljusternik–Schnirelman category of Ω$\Omega$.     

Blow-up and propagation of disturbances for fast diffusion equations

This paper is concerned with the Cauchy problem for the fast diffusion equation _ut−Δu^m=αu^_p1$u_t-\Delta u^m=\alpha u^{p_1}$ in R^N${\mathbb{R}}^N$ (N≥1$N\ge 1$), where m∈(0,1)$m\in (0,1)$, _p1>1$p_1>1$ and α>0$\alpha >0$. The initial condition _u0$u_0$ is assumed to be continuous, nonnegative and bounded. Using a technique of subsolutions, we set up sufficient conditions on the initial value _u0$u_0$ so that u(t,x)$u(t,x)$ blows up in finite time, and we show how to get estimates on the profile of u(t,x)$u(t,x)$ for small enough values of t>0$t>0$.     

On the removal lemma for linear systems over Abelian groups

In this paper we present an extension of the removal lemma to integer linear systems over abelian groups. We prove that, if the k$k$-determinantal of an integer (k×m)$(k\times m)$ matrix A$A$ is coprime with the order n$n$ of a group G$G$ and the number of solutions of the system Ax=b$Ax=b$ with _x1∈_X1,…,_xm∈_Xm$x_1\in X_1,\dots ,x_m\in X_m$ is o(n^m−k)$o\left(n^{m-k}\right)$, then we can eliminate o(n)$o\left(n\right)$ elements in each set to remove all these solutions.     

Characterizations of hypersurfaces of a Danielewski type

Let k$k$ be a field of characteristic zero and R$R$ a factorial affine k$k$-domain. Let B$B$ be an affineR$R$-domain. In terms of locally nilpotent derivations, we give criteria for B$B$ to be R$R$-isomorphic to the residue ring of a polynomial ring R[_X1,_X2,Y]$R[X_1,X_2,Y]$ over R$R$ by the ideal (_X1X2−φ(Y))$(X_1{X}_2-\phi \left(Y\right))$ for φ(Y)∈R[Y]?R$\phi \left(Y\right)\in R\left[Y\right]?R$.     

Coalescence in the recent past in rapidly growing populations

In a rapidly growing population one expects that two individuals chosen at random from the n$n$th generation are unlikely to be closely related if n$n$ is large. In this paper it is shown that for a broad class of rapidly growing populations this is not the case. For a Galton–Watson branching process with an offspring distribution {_pj}$\left\{p_j\right\}$ such that _p0=0$p_0=0$ and ψ(x)=_{∑jpjI{j≥x}}$\psi \left(x\right)={\sum }_j{p}_j{I}_{\{j\ge x\}}$ is asymptotic to x^−αL(x)$x^{-\alpha }L\left(x\right)$ as x→∞$x\to \infty$ where L(⋅)$L(\cdot )$ is slowly varying at ∞$\infty$ and 0<α<1$0<\alpha <1$ (and hence the mean m=∑j_pj=∞$m=\sum j{p}_j=\infty$) it is shown that if _Xn$X_n$ is the generation number of the coalescence of the lines of descent backwards in time of two randomly chosen individuals from the n$n$th generation then n−_Xn$n-X_n$ converges in distribution to a proper distribution supported by N={1,2,3,…}$\mathbb{N}=\{1,2,3,\dots \}$. That is, in such a rapidly growing population coalescence occurs in the recent past rather than the remote past. We do show that if the offspring mean m$m$ satisfies 1<m≡∑j_pj<∞$1<m\equiv \sum j{p}_j<\infty$ and _p0=0$p_0=0$ then coalescence time _Xn$X_n$ does converge to a proper distribution as n→∞$n\to \infty$, i.e., coalescence does take place in the remote past.