The Hausdorff dimension of multivariate operator-self-similar Gaussian random fields

Let $\{X\left(t\right):t\in {\mathbb{R}}^d\}$ be a multivariate operator-self-similar random field with values in ${\mathbb{R}}^m$. Such fields were introduced in [22] and satisfy the scaling property $\{X\left(c^{E}t\right):t\in {\mathbb{R}}^d\}\stackrel{\mathrm{d}}{=}\{c^{D}X\left(t\right):t\in {\mathbb{R}}^d\}$ for all $c>0$, where $E$ is a $d\times d$ real matrix and $D$ is an $m\times m$ real matrix. We solve an open problem in [22] by calculating the Hausdorff dimension of the range and graph of a trajectory over the unit cube $K={[0,1]}^d$ in the Gaussian case. In particular, we enlighten the property that the Hausdorff dimension is determined by the real parts of the eigenvalues of $E$ and $D$ as well as the multiplicity of the eigenvalues of $E$ and $D$.     

An integrable connection on the configuration space of a Riemann surface of positive genus

Let X be a Riemann surface of positive genus. Denote by $X^{(n)}$ the configuration space of n distinct points on X. We use the Betti–de Rham comparison isomorphism on $H^1(X^{(n)})$ to define an integrable connection on the trivial vector bundle on $X^{(n)}$ with fiber the universal algebra of the Lie algebra associated with the descending central series of ${\pi }_1$ of $X^{(n)}$. The construction is inspired by the Knizhnik–Zamolodchikov system in genus zero and its integrability follows from Riemann period relations.     

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.     

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.     

Regularity of random attractors for fractional stochastic reaction–diffusion equations on Rn

We investigate the regularity of random attractors for the non-autonomous non-local fractional stochastic reaction–diffusion equations in $H^s({\mathbb{R}}^n)$ with $s\in (0,1)$. We prove the existence and uniqueness of the tempered random attractor that is compact in $H^s({\mathbb{R}}^n)$ and attracts all tempered random subsets of $L^2({\mathbb{R}}^n)$ with respect to the norm of $H^s({\mathbb{R}}^n)$. The main difficulty is to show the pullback asymptotic compactness of solutions in $H^s({\mathbb{R}}^n)$ due to the noncompactness of Sobolev embeddings on unbounded domains and the almost sure nondifferentiability of the sample paths of the Wiener process. We establish such compactness by the ideas of uniform tail-estimates and the spectral decomposition of solutions in bounded domains.     

Lower bounds for moments of global scores of pairwise Markov chains

Let $X_1,\dots$ and $Y_1,\dots$ be random sequences taking values in a finite set $\mathbb{A}$. We consider a similarity score $L_n?L(X_1,\dots ,X_n;Y_1,\dots ,Y_n)$ that measures the homology of words $(X_1,\dots ,X_n)$ and $(Y_1,\dots ,Y_n)$. A typical example is the length of the longest common subsequence. We study the order of moment $E{|L_n?E{L}_n|}^r$ in the case where the two-dimensional process $(X_1,Y_1),(X_2,Y_2),\dots$ is a Markov chain on $\mathbb{A}\times \mathbb{A}$. This general model involves independent Markov chains, hidden Markov models, Markov switching models and many more. Our main result establishes a condition that guarantees that $E{|L_n?E{L}_n|}^r?n^{\frac{r}{2}}$. We also perform simulations indicating the validity of the condition.     

Powerful numbers in (1ℓ + qℓ)(2ℓ + qℓ)⋯(nℓ + qℓ)

Let q be a positive integer. Recently, Niu and Liu proved that, if $n\ge \max ?\{q,1198?q\}$, then the product $(1^3+q^3)(2^3+q^3)?(n^3+q^3)$ is not a powerful number. In this note, we prove (1) that, for any odd prime power ? and $n\ge \max ?\{q,11?q\}$, the product $(1^{?}+q^{?})(2^{?}+q^{?})?(n^{?}+q^{?})$ is not a powerful number, and (2) that, for any positive odd integer ?, there exists an integer $N_{q,?}$ such that, for any positive integer $n\ge N_{q,?}$, the product $(1^{?}+q^{?})(2^{?}+q^{?})?(n^{?}+q^{?})$ is not a powerful number.     

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.     

Asymptotical properties of distributions of isotropic Lévy processes

In this paper, we establish the precise asymptotic behaviors of the tail probability and the transition density of a large class of isotropic Lévy processes when the scaling order is between 0 and 2 including 2. We also obtain the precise asymptotic behaviors of the tail probability of subordinators when the scaling order is between 0 and 1 including 1.The asymptotic expressions are given in terms of the radial part of characteristic exponent $\psi$ and its derivative. In particular, when $\psi \left(\lambda \right)?\frac{\lambda }{2}{\psi }^{\prime }\left(\lambda \right)$ varies regularly, as $\frac{t\psi {\left(r^{?1}\right)}^2}{\psi \left(r^{?1}\right)?{\left(2r\right)}^{?1}{\psi }^{\prime }\left(r^{?1}\right)}\to 0$ the tail probability $–(\left|X_t\right|\ge r)$ is asymptotically equal to a constant times $t(\psi \left(r^{?1}\right)?{\left(2r\right)}^{?1}{\psi }^{\prime }\left(r^{?1}\right)).$     

On two upper bounds for hypersurfaces involving a Thas’ invariant

Let $X^n$ be a hypersurface in ${\mathbb{P}}^{n+1}$ with $n\ge 1$ defined over a finite field ${\mathbb{F}}_q$ of $q$ elements. In this note, we classify, up to projective equivalence, hypersurfaces $X^n$ as above which reach two elementary upper bounds for the number of ${\mathbb{F}}_q$-points on $X^n$ which involve a Thas’ invariant.     

Global well-posedness and decay estimates of strong solutions to a two-phase model with magnetic field

In this paper, we consider the Cauchy problem for a two-phase model with magnetic field in three dimensions. The global existence and uniqueness of strong solution as well as the time decay estimates in $H^2({\mathbb{R}}^3)$ are obtained by introducing a new linearized system with respect to $(n^{\gamma }?{\stackrel{?}{n}}^{\gamma },n?\stackrel{?}{n},P?\stackrel{?}{P},u,H)$ for constants $\stackrel{?}{n}\ge 0$ and $\stackrel{?}{P}>0$, and doing some new a priori estimates in Sobolev Spaces to get the uniform upper bound of $(n?\stackrel{?}{n},n^{\gamma }?{\stackrel{?}{n}}^{\gamma })$ in $H^2({\mathbb{R}}^3)$ norm.