Stable Ulrich bundles on Fano threefolds with Picard number 2

In this paper, we consider the existence problem of rank one and two stable Ulrich bundles on imprimitive Fano 3-folds obtained by blowing-up one of ${\mathbb{P}}^3$, Q (smooth quadric in ${\mathbb{P}}^4$), $V_3$ (smooth cubic in ${\mathbb{P}}^4$) or $V_4$ (complete intersection of two quadrics in ${\mathbb{P}}^5$) along a smooth irreducible curve. We prove that the only class which admits Ulrich line bundles is the one obtained by blowing up a genus 3, degree 6 curve in ${\mathbb{P}}^3$. Also, we prove that there exist stable rank two Ulrich bundles with $c_1=3H$ on a generic member of this deformation class.     

Some bivariate stochastic models arising from group representation theory

The aim of this paper is to study some continuous-time bivariate Markov processes arising from group representation theory. The first component (level) can be either discrete (quasi-birth-and-death processes) or continuous (switching diffusion processes), while the second component (phase) will always be discrete and finite. The infinitesimal operators of these processes will be now matrix-valued (either a block tridiagonal matrix or a matrix-valued second-order differential operator). The matrix-valued spherical functions associated to the compact symmetric pair $(\mathrm{SU}\left(2\right)\times \mathrm{SU}\left(2\right),\mathrm{diag}\mathrm{SU}\left(2\right))$ will be eigenfunctions of these infinitesimal operators, so we can perform spectral analysis and study directly some probabilistic aspects of these processes. Among the models we study there will be rational extensions of the one-server queue and Wright–Fisher models involving only mutation effects.     

A second order asymptotic expansion in the local limit theorem for a simple branching random walk in Zd

Consider a branching random walk, where the underlying branching mechanism is governed by a Galton–Watson process and the migration of particles by a simple random walk in ${\mathbb{Z}}^d$. Denote by $Z_n\left(z\right)$ the number of particles of generation $n$ located at site $z\in {\mathbb{Z}}^d$. We give the second order asymptotic expansion for $Z_n\left(z\right)$. The higher order expansion can be derived by using our method here. As a by-product, we give the second order expansion for a simple random walk on ${\mathbb{Z}}^d$, which is used in the proof of the main theorem and is of independent interest.     

Large deviations for generalized Polya urns with arbitrary urn function

We consider a generalized two-color Polya urn (black and white balls) first introduced by Hill et al. (1980), where the urn composition evolves as follows: let $\pi :\left[0,1\right]\to \left[0,1\right]$, and denote by $x_n$ the fraction of black balls after step $n$, then at step $n+1$ a black ball is added with probability $\pi \left(x_n\right)$ and a white ball is added with probability $1?\pi \left(x_n\right)$. Originally introduced to mimic attachment under imperfect information, this model has found applications in many fields, ranging from Market Share modeling to polymer physics and biology.In this work we discuss large deviations for a wide class of continuous urn functions $\pi$. In particular, we prove that this process satisfies a Sample-Path Large Deviations principle, also providing a variational representation for the rate function. Then, we derive a variational representation for the limit

$?\left(s\right)=\underset{n\to \infty }{lim}\frac{1}{n}log\mathbb{P}\left(n{x}_n=?sn?\right),s\in \left[0,1\right],$

where $n{x}_n$ is the number of black balls at time $n$, and use it to give some insight on the shape of $?\left(s\right)$. Under suitable assumptions on $\pi$ we are able to identify the optimal trajectory. We also find a non-linear Cauchy problem for the Cumulant Generating Function and provide an explicit analysis for some selected examples. In particular we discuss the linear case, which embeds the Bagchi–Pal Model [6], giving the exact implicit expression for $?$ in terms of the Cumulant Generating Function.     

Global fluctuations for 1D log-gas dynamics

We study in this article the hydrodynamic limit in themacroscopic regime of the coupled system of stochastic differential equations,

(0.1)$d{\lambda }_t^i=\frac{1}{\sqrt{N}}d{W}_t^i?V^{\prime }\left({\lambda }_t^i\right)dt+\frac{\beta }{2N}\sum _{j\ne i}\frac{dt}{{\lambda }_t^i?{\lambda }_t^j},i=1,\dots ,N,$

with $\beta >1$, sometimes called generalized Dyson’s Brownian motion, describing the dissipative dynamics of a log-gas of $N$ equal charges with equilibrium measure corresponding to a $\beta$-ensemble, with sufficiently regular convex potential $V$. The limit $N\to \infty$ is known to satisfy a mean-field Mc-Kean–Vlasov equation. We prove that, for suitable initial conditions, fluctuations around the limit are Gaussian and satisfy an explicit PDE.The proof is very much indebted to the harmonic potential case treated in Israelsson (2001). Our key argument consists in showing that the time-evolution generator may be written in the form of a transport operator on the upper half-plane, plus a bounded non-local operator interpreted in terms of a signed jump process.     

Existence and convexity of local solutions to degenerate Hessian equations

In this work, we prove the existence of convex solutions to the following k-Hessian equation

$S_k[u]=K(y)g(y,u,Du)$

in the neighborhood of a point $(y_0,u_0,p_0)\in {\mathbb{R}}^n\times \mathbb{R}\times {\mathbb{R}}^n$, where $g\in C^{\infty },g(y_0,u_0,p_0)>0$, $K\in C^{\infty }$ is nonnegative near $y_0$, $K(y_0)=0$ and $\text{Rank}(D_y^{2}K)(y_0)\ge n?k+1$.     

Stochastic Komatu–Loewner evolutions and BMD domain constant

For Komatu–Loewner equation on a standard slit domain, we randomize the Jordan arc in a manner similar to that of Schramm (2000) to find the SDEs satisfied by the induced motion $\xi \left(t\right)$ on $?\mathbb{H}$ and the slit motion $\mathbf{s}\left(t\right)$. The diffusion coefficient $\alpha$ and drift coefficient $b$ of such SDEs are homogeneous functions.Next with solutions of such SDEs, we study the corresponding stochastic Komatu–Loewner evolution, denoted as ${\mathrm{SKLE}}_{\alpha ,b}$. We introduce a function $b_{\mathrm{BMD}}$ measuring the discrepancy of a standard slit domain from $\mathbb{H}$ relative to BMD. We show that ${\mathrm{SKLE}}_{\sqrt{6},?b_{\mathrm{BMD}}}$ enjoys a locality property.     

Path transformations for local times of one-dimensional diffusions

Let $X$ be a regular one-dimensional transient diffusion and $L^y$ be its local time at $y$. The stochastic differential equation (SDE) whose solution corresponds to the process $X$ conditioned on $[L_{\infty }^y=a]$ for a given $a\ge 0$ is constructed and a new path decomposition result for transient diffusions is given. In the course of the construction Bessel-type motions as well as their SDE representations are studied. Moreover, the Engelbert–Schmidt theory for the weak solutions of one dimensional SDEs is extended to the case when the initial condition is an entrance boundary for the diffusion. This extension was necessary for the construction of the Bessel-type motion which played an essential part in the SDE representation of $X$ conditioned on $[L_{\infty }^y=a]$.     

On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators

This paper considers the martingale problem for a class of weakly coupled Lévy type operators. It is shown that under some mild conditions, the martingale problem is well-posed and uniquely determines a strong Markov process $(X,\Lambda )$. The process $(X,\Lambda )$, called a regime-switching jump diffusion with Lévy type jumps, is further shown to possess Feller and strong Feller properties under non-Lipschitz conditions via the coupling method.     

Regularity results for the minimum time function with Hörmander vector fields

In a bounded domain of ${\mathbb{R}}^n$ with boundary given by a smooth $(n?1)$-dimensional manifold, we consider the homogeneous Dirichlet problem for the eikonal equation associated with a family of smooth vector fields $\{X_1,\dots ,X_N\}$ subject to Hörmander's bracket generating condition. We investigate the regularity of the viscosity solution T of such problem. Due to the presence of characteristic boundary points, singular trajectories may occur. First, we characterize these trajectories as the closed set of all points at which the solution loses point-wise Lipschitz continuity. Then, we prove that the local Lipschitz continuity of T, the local semiconcavity of T, and the absence of singular trajectories are equivalent properties. Finally, we show that the last condition is satisfied whenever the characteristic set of $\{X_1,\dots ,X_N\}$ is a symplectic manifold. We apply our results to several examples.     

Rank two aCM bundles on the del Pezzo fourfold of degree 6 and its general hyperplane section

In the present paper we completely classify locally free sheaves of rank 2 with vanishing intermediate cohomology modules on the image of the Segre embedding ${\mathbb{P}}^2\times {\mathbb{P}}^2?{\mathbb{P}}^8$ and its general hyperplane sections.Such a classification extends similar already known results regarding del Pezzo varieties with Picard numbers 1 and 3 and dimension at least 3.     

On purely discontinuous additive functionals of subordinate Brownian motions

Let $A_t={\sum }_{s\le t}F(X_{s?},X_s)$ be a purely discontinuous additive functional of a subordinate Brownian motion $X=(X_t,{\mathbb{P}}_x)$. We give a sufficient condition on the non-negative function $F$ that guarantees that finiteness of $A_{\infty }$ implies finiteness of its expectation. This result is then applied to study the relative entropy of ${\mathbb{P}}_x$ and the probability measure induced by a purely discontinuous Girsanov transform of the process $X$. We prove these results under the weak global scaling condition on the Laplace exponent of the underlying subordinator.     

Large data well-posedness in the energy space of the Chern–Simons–Schrödinger system

We consider the initial-value problem for the Chern–Simons–Schrödinger system, which is a gauge-covariant Schrödinger system in ${\mathbb{R}}_t\times {\mathbb{R}}_x^2$ with a long-range electromagnetic field. We show that, in the Coulomb gauge, it is locally well-posed in $H^s$ for $s?1$, and the solution map satisfies a local-in-time weak Lipschitz bound. By energy conservation, we also obtain a global regularity result. The key is to retain the non-perturbative part of the derivative nonlinearity in the principal operator, and exploit the dispersive properties of the resulting paradifferential-type principal operator using adapted $U^p$ and $V^p$ spaces.     

On the Komlós,Major and Tusnády strong approximation for some classes of random iterates

The famous results of Komlós, Major and Tusnády (see Komlós et al., 1976 [15] and Major, 1976 [17]) state that it is possible to approximate almost surely the partial sums of size $n$ of i.i.d. centered random variables in ${\mathbb{L}}^p$ ($p>2$) by a Wiener process with an error term of order $o\left(n^{1∕p}\right)$. Very recently, Berkes et al. (2014) extended this famous result to partial sums associated with functions of an i.i.d. sequence, provided a condition on a functional dependence measure in ${\mathbb{L}}_p$ is satisfied. In this paper, we adapt the method of Berkes, Liu and Wu to partial sums of functions of random iterates. Taking advantage of the Markovian setting, we shall give new dependent conditions, expressed in terms of a natural coupling (in ${\mathbb{L}}^{\infty }$ or in ${\mathbb{L}}^1$), under which the strong approximation result holds with rate $o\left(n^{1∕p}\right)$. As we shall see our conditions are well adapted to a large variety of models, including left random walks on $G{L}_d\left(\mathbb{R}\right)$, contracting iterated random functions, autoregressive Lipschitz processes, and some ergodic Markov chains. We also provide some examples showing that our ${\mathbb{L}}^1$-coupling condition is in some sense optimal.     

Systems of stochastic Poisson equations: Hitting probabilities

We consider a $d$-dimensional random field $u=(u\left(x\right),x\in D)$ that solves a system of elliptic stochastic equations on a bounded domain $D?{\mathbb{R}}^k$, with additive white noise and spatial dimension $k=1,2,3$. Properties of $u$ and its probability law are proved. For Gaussian solutions, using results from Dalang and Sanz-Solé (2009), we establish upper and lower bounds on hitting probabilities in terms of the Hausdorff measure and Bessel–Riesz capacity, respectively. This relies on precise estimates of the canonical distance of the process or, equivalently, on $L^2$ estimates of increments of the Green function of the Laplace equation.     

Weak solutions of semilinear elliptic equation involving Dirac mass

In this paper, we study the elliptic problem with Dirac mass

(1)$\{\begin{array}{c}?\mathrm{\Delta }u=V{u}^p+k{\delta }_0\text{in}{\mathbb{R}}^N,\hfill \\ \underset{|x|\to +\infty }{\lim }?u(x)=0,\hfill \end{array}$

where $N>2$, $p>0$, $k>0$, ${\delta }_0$ is the Dirac mass at the origin and the potential V is locally Lipchitz continuous in ${\mathbb{R}}^N?\{0\}$, with non-empty support and satisfying

$0\le V(x)\le \frac{{\sigma }_1}{|x{|}^{a_0}(1+|x{|}^{a_{\infty }?a_0})},$

with $a_0<N$, $a_0<a_{\infty }$ and ${\sigma }_1>0$. We obtain two positive solutions of (1) with additional conditions for parameters on $a_{\infty },a_0$, p and k. The first solution is a minimal positive solution and the second solution is constructed via Mountain Pass Theorem.