Lower order eigenvalues of a system of equations of the drifting Laplacian on the metric measure spaces

Let \(\Omega \) be a bounded domain with smooth boundary in an n-dimensional metric measure space \((\mathbb {R}^n, \langle ,\rangle , e^{-\phi }dv)\) and let \(\mathbf {u}=(u^1, \ldots , u^n)\) be a vector-valued function from \(\Omega \) to \(\mathbb {R}^n\). In this paper, we investigate the Dirichlet eigenvalue problem of a system of equations of the drifting Laplacian: \(\mathbb {L}_{\phi } \mathbf {u} + \alpha [ \nabla (\mathrm {div}\mathbf { u}) -\nabla \phi \mathrm {div} \mathbf {u}]= - \widetilde{\sigma } \mathbf {u}\), in \( \Omega \), and \(u|_{\partial \Omega }=0,\) where \(\mathbb {L}_{\phi } = \Delta - \nabla \phi \cdot \nabla \) is the drifting Laplacian and \(\alpha \) is a nonnegative constant. We establish some universal inequalities for lower order eigenvalues of this problem on the metric measure space \((\mathbb {R}^n, \langle ,\rangle , e^{-\phi }dv)\) and the Gaussian shrinking soliton \((\mathbb {R}^n, \langle ,\rangle _{\mathrm {can}}, e^{-\frac{|x|^2}{4}}dv, \frac{1}{2})\). Moreover, we give an estimate for the upper bound of the second eigenvalue of this problem in terms of its first eigenvalue on the gradient product Ricci soliton \((\Sigma \times \mathbb {R}, \langle ,\rangle , e^{-\frac{\kappa t^2}{2}}dv, \kappa )\), where \( \Sigma \) is an Einstein manifold with constant Ricci curvature \(\kappa \).     

Absolute continuity and singularity of Palm measures of the Ginibre point process

We prove a dichotomy between absolute continuity and singularity of the Ginibre point process \(\mathsf {G}\) and its reduced Palm measures \(\{\mathsf {G}_{\mathbf {x}}, \mathbf {x} \in \mathbb {C}^{\ell }, \ell = 0,1,2\ldots \}\), namely, reduced Palm measures \(\mathsf {G}_{\mathbf {x}}\) and \(\mathsf {G}_{\mathbf {y}}\) for \(\mathbf {x} \in \mathbb {C}^{\ell }\) and \(\mathbf {y} \in \mathbb {C}^{n}\) are mutually absolutely continuous if and only if \(\ell = n\); they are singular each other if and only if \(\ell \not = n\). Furthermore, we give an explicit expression of the Radon–Nikodym density \(d\mathsf {G}_{\mathbf {x}}/d \mathsf {G}_{\mathbf {y}}\) for \(\mathbf {x}, \mathbf {y} \in \mathbb {C}^{\ell }\).     

Weak type (1, 1) of some operators for the Laplacian with drift

Let \(v = (v_1, \ldots , v_n)\) be a vector in \(\mathbb {R}^n {\setminus } \{ 0 \}\). Consider the Laplacian on \(\mathbb {R}^n\) with drift \(\Delta _{v} = \sum _{i = 1}^n \Big ( \frac{\partial ^2}{\partial x_i^2} + 2 v_i \frac{\partial }{\partial x_i} \Big )\) and the measure \(d\mu (x) = e^{2 \langle v, x \rangle } dx\), with respect to which \(\Delta _{v}\) is self-adjoint. Let d and \(\nabla \) denote the Euclidean distance and the gradient operator on \(\mathbb {R}^n\). Consider the space \((\mathbb {R}^n, d, d\mu )\), which has the property of exponential volume growth. We obtain weak type (1, 1) for the Riesz transform \(\nabla (- \Delta _{v} )^{-\frac{1}{2}}\) and for the heat maximal operator, with respect to \(d\mu \). Further, we prove that the uncentered Hardy–Littlewood maximal operator is bounded on \(L^p\) for \(1 < p \le +\infty \) but not of weak type (1, 1) if \(n \ge 2\).     

On Lipschitz continuity of solutions of hyperbolic Poisson’s equation

In this paper, we investigate solutions of the hyperbolic Poisson equation \(\Delta _{h}u(x)=\psi (x)\), where \(\psi \in L^{\infty }(\mathbb {B}^{n}, {\mathbb R}^n)\) and

$$\begin{aligned} \Delta _{h}u(x)= (1-|x|^2)^2\Delta u(x)+2(n-2)\left( 1-|x|^2\right) \sum _{i=1}^{n} x_{i} \frac{\partial u}{\partial x_{i}}(x) \end{aligned}$$

is the hyperbolic Laplace operator in the n-dimensional space \(\mathbb {R}^n\) for \(n\ge 2\). We show that if \(n\ge 3\) and \(u\in C^{2}(\mathbb {B}^{n},{\mathbb R}^n) \cap C(\overline{\mathbb {B}^{n}},{\mathbb R}^n )\) is a solution to the hyperbolic Poisson equation, then it has the representation \(u=P_{h}[\phi ]-G_{ h}[\psi ]\) provided that \(u\mid _{\mathbb {S}^{n-1}}=\phi \) and \(\int _{\mathbb {B}^{n}}(1-|x|^{2})^{n-1} |\psi (x)|\,d\tau (x)<\infty \). Here \(P_{h}\) and \(G_{h}\) denote Poisson and Green integrals with respect to \(\Delta _{h}\), respectively. Furthermore, we prove that functions of the form \(u=P_{h}[\phi ]-G_{h}[\psi ]\) are Lipschitz continuous.

     

Sharp MSE Bounds for Proximal Denoising

Denoising has to do with estimating a signal \(\mathbf {x}_0\) from its noisy observations \(\mathbf {y}=\mathbf {x}_0+\mathbf {z}\). In this paper, we focus on the “structured denoising problem,” where the signal \(\mathbf {x}_0\) possesses a certain structure and \(\mathbf {z}\) has independent normally distributed entries with mean zero and variance \(\sigma ^2\). We employ a structure-inducing convex function \(f(\cdot )\) and solve \(\min _\mathbf {x}\{\frac{1}{2}\Vert \mathbf {y}-\mathbf {x}\Vert _2^2+\sigma {\lambda }f(\mathbf {x})\}\) to estimate \(\mathbf {x}_0\), for some \(\lambda >0\). Common choices for \(f(\cdot )\) include the \(\ell _1\) norm for sparse vectors, the \(\ell _1-\ell _2\) norm for block-sparse signals and the nuclear norm for low-rank matrices. The metric we use to evaluate the performance of an estimate \(\mathbf {x}^*\) is the normalized mean-squared error \(\text {NMSE}(\sigma )=\frac{{\mathbb {E}}\Vert \mathbf {x}^*-\mathbf {x}_0\Vert _2^2}{\sigma ^2}\). We show that NMSE is maximized as \(\sigma \rightarrow 0\) and we find the exact worst-case NMSE, which has a simple geometric interpretation: the mean-squared distance of a standard normal vector to the \({\lambda }\)-scaled subdifferential \({\lambda }\partial f(\mathbf {x}_0)\). When \({\lambda }\) is optimally tuned to minimize the worst-case NMSE, our results can be related to the constrained denoising problem \(\min _{f(\mathbf {x})\le f(\mathbf {x}_0)}\{\Vert \mathbf {y}-\mathbf {x}\Vert _2\}\). The paper also connects these results to the generalized LASSO problem, in which one solves \(\min _{f(\mathbf {x})\le f(\mathbf {x}_0)}\{\Vert \mathbf {y}-{\mathbf {A}}\mathbf {x}\Vert _2\}\) to estimate \(\mathbf {x}_0\) from noisy linear observations \(\mathbf {y}={\mathbf {A}}\mathbf {x}_0+\mathbf {z}\). We show that certain properties of the LASSO problem are closely related to the denoising problem. In particular, we characterize the normalized LASSO cost and show that it exhibits a “phase transition” as a function of number of observations. We also provide an order-optimal bound for the LASSO error in terms of the mean-squared distance. Our results are significant in two ways. First, we find a simple formula for the performance of a general convex estimator. Secondly, we establish a connection between the denoising and linear inverse problems.     

Construction of sign-changing solutions for a harmonic equation with subcritical exponent

In this paper, we study the harmonic equation involving subcritical exponent \((P_{\varepsilon })\): \( \Delta u = 0 \), in \(\mathbb {B}^n\) and \(\displaystyle \frac{\partial u}{\partial \nu } + \displaystyle \frac{n-2}{2}u = \displaystyle \frac{n-2}{2} K u^{\frac{n}{n-2}-\varepsilon }\) on \( \mathbb {S}^{n-1}\) where \(\mathbb {B}^n \) is the unit ball in \(\mathbb {R}^n\), \(n\ge 5\) with Euclidean metric \(g_0\), \(\partial \mathbb {B}^n = \mathbb {S}^{n-1}\) is its boundary, K is a function on \(\mathbb {S}^{n-1}\) and \(\varepsilon \) is a small positive parameter. We construct solutions of the subcritical equation \((P_{\varepsilon })\) which blow up at two different critical points of K. Furthermore, we construct solutions of \((P_{\varepsilon })\) which have two bubbles and blow up at the same critical point of K.     

Stability properties and gap theorem for complete f-minimal hypersurfaces

In this paper, we study complete oriented f -minimal hypersurfaces properly immersed in a cylinder shrinking soliton \((\mathbb{S}^n \times \mathbb{R},\bar g,f)\).We prove that such hypersurface with L _f -index one must be either \(\mathbb{S}^n \times \{ 0\}\) or \(\mathbb{S}^{n - 1} \times \mathbb{R}\), where \({S}^{n - 1}\) denotes the sphere in \(\mathbb{S}^n\) of the same radius. Also we prove a pinching theorem for them.     

Regularity for Inhomogeneous Dirichlet Problems of Some Schrödinger Equations on Domains

Let \(n\ge 3, \Omega \) be a bounded, simply connected and semiconvex domain in \({\mathbb {R}}^n\) and \(L_{\Omega }:=-\Delta +V\) a Schrödinger operator on \(L^2 (\Omega )\) with the Dirichlet boundary condition, where \(\Delta \) denotes the Laplace operator and the potential \(0\le V\) belongs to the reverse Hölder class \(RH_{q_0}({\mathbb {R}}^n)\) for some \(q_0\in (\max \{n/2,2\},\infty ]\). Assume that the growth function \(\varphi :\,{\mathbb {R}}^n\times [0,\infty ) \rightarrow [0,\infty )\) satisfies that \(\varphi (x,\cdot )\) is an Orlicz function and \(\varphi (\cdot ,t)\in {\mathbb {A}}_{\infty }({\mathbb {R}}^n)\) (the class of uniformly Muckenhoupt weights). Let \(H_{\varphi ,\,L_{{\mathbb {R}}^n},\,r}(\Omega )\) be the Musielak–Orlicz–Hardy space whose elements are restrictions of elements of the Musielak–Orlicz–Hardy space, associated with \(L_{{\mathbb {R}}^n}:=-\Delta +V\) on \({\mathbb {R}}^n\), to \(\Omega \). In this article, the authors show that the operators \(VL^{-1}_\Omega \) and \(\nabla ^2L^{-1}_\Omega \) are bounded from \(L^1(\Omega )\) to weak-\(L^1(\Omega )\), from \(L^p(\Omega )\) to itself, with \(p\in (1,2]\), and also from \(H_{\varphi ,\,L_{{\mathbb {R}}^n},\,r}(\Omega )\) to the Musielak–Orlicz space \(L^\varphi (\Omega )\) or to \(H_{\varphi ,\,L_{{\mathbb {R}}^n},\,r}(\Omega )\) itself. As applications, the boundedness of \(\nabla ^2{\mathbb {G}}_D\) on \(L^p(\Omega )\), with \(p\in (1,2]\), and from \(H_{\varphi ,\,L_{{\mathbb {R}}^n},\,r}(\Omega )\) to \(L^\varphi (\Omega )\) or to \(H_{\varphi ,\,L_{{\mathbb {R}}^n},\,r}(\Omega )\) itself is obtained, where \({\mathbb {G}}_D\) denotes the Dirichlet Green operator associated with \(L_\Omega \). All these results are new even for the Hardy space \(H^1_{L_{{\mathbb {R}}^n},\,r}(\Omega )\), which is just \(H_{\varphi ,\,L_{{\mathbb {R}}^n},\,r}(\Omega )\) with \(\varphi (x,t):=t\) for all \(x\in {\mathbb {R}}^n\) and \(t\in [0,\infty )\).     

Slope instability of projective spaces blown up along a line

Let \(\text {Bl}_{\mathbb {P}^1} \mathbb {P}^n\) be a Kähler manifold obtained by blowing up a complex projective space \(\mathbb {P}^n\) along a line \(\mathbb {P}^1\). We prove that \(\text {Bl}_{\mathbb {P}^1} \mathbb {P}^n\) is slope unstable with respect to any polarisation, and hence, it does not admit constant scalar curvature Kähler metrics in any rational Kähler class.     

On Reachable Families of the Loewner Differential Equation in Several Complex Variables

Graham, Hamada, Kohr and Kohr studied the normalized time \(T\) reachable families \(\widetilde{\mathcal {R}}_T(id_{{\mathbb {B}}^n},\Omega )\) of the Loewner differential equation, which are generated by the Carathéodory mappings with values in a subfamily \(\Omega \) of the Carathéodory family \({\mathcal {N}}_A\) for the Euclidean unit ball \({\mathbb {B}}^n\), where \(A\) is a linear operator with \(k_+(A)<2m(A)\) (\(k_+(A)\) is the Lyapunov index of \(A\) and \(m(A)=\min \{\mathfrak {R}\left\langle Az,z\right\rangle \big |z\in {\mathbb {C}}^n,\Vert z\Vert =1\}\)). They obtained some compactness and density results, as generalizations of related results due to Roth, and conjectured that if \(\Omega \) is compact and convex, then \(\widetilde{\mathcal {R}}_T(id_{{\mathbb {B}}^n},\Omega )\) is compact and \(\widetilde{\mathcal {R}}_T(id_{{\mathbb {B}}^n},ex\,\Omega )\) is dense in \(\widetilde{\mathcal {R}}_T(id_{{\mathbb {B}}^n},\Omega )\), where \(ex\,\Omega \) denotes the corresponding set of extreme points and \(T\in [0,\infty ]\). We confirm this, by embedding the Carathéodory mappings in a suitable Bochner space.     

Tangents to Subsolutions Existence and Uniqueness,II

This second part of the paper (see Ann Math de Toulouse, arXiv:1408.5797 for part I) is concerned with questions of existence and uniqueness of tangents in the special case of \(\varvec{\mathbb {G}}\)-plurisubharmonic functions, where \(\varvec{\mathbb {G}}\subset G(p,\mathbf{R}^n)\) is a compact subset of the Grassmannian of p-planes in \(\mathbf{R}^n\). An u.s.c. function u on an open set \(\Omega \subset \mathbf{R}^n\) is \(\varvec{\mathbb {G}}\)-plurisubharmonic if its restriction to \(\Omega \cap W\) is subharmonic for every affine \(\varvec{\mathbb {G}}\)-plane W. Here \(\varvec{\mathbb {G}}\) is assumed to be invariant under a subgroup \(K\subset \mathrm{O}(n)\) which acts transitively on \(S^{n-1}\). Tangents to u at a point \(x\) are the cluster points of u under a natural flow (or blow-up) at \(x\). They always exist and are \(\varvec{\mathbb {G}}\)-harmonic at all points of continuity. A homogeneity property is established for all tangents in these geometric cases. This leads to principal results concerning the Strong Uniqueness of Tangents, which means that all tangents are unique and of the form \(\Theta K_p\) where \(K_p\) is the Riesz kernel and \(\Theta \) is the density of u at the point. Strong uniqueness is a form of regularity which implies that the sets \(\{\Theta (u,x)\ge c\}\) for \(c>0\) are discrete. When the invariance group \(K= \mathrm{O}(n), \mathrm{U}(n)\) or Sp(n) strong uniqueness holds for all but a small handful of cases. It also holds for essentially all interesting \(\varvec{\mathbb {G}}\) which arise in calibrated geometry. When strong uniqueness fails, homogeneity implies that tangents are characterized by a subequation on the sphere, which is worked out in detail. In the cases corresponding to the real, complex, and quaternionic Monge–Ampère equations (convex functions, and complex and quaternionic plurisubharmonic functions), tangents, which are far from unique, are then systematically studied and classified.     

Sparse Recovery from Inaccurate Saturated Measurements

This article studies a variation of the standard compressive sensing problem, in which sparse vectors \(\mathbf{x}\in\mathbb{R}^{N}\) are acquired through inaccurate saturated measurements \(\mathbf{y}= \mathcal{S}(\mathbf {A}\mathbf{x}+ \mathbf{e}) \in\mathbb{R}^{m}\), \(m \ll N\). The saturation function \(\mathcal{S}\) acts componentwise by sending entries that are large in absolute value to plus-or-minus a threshold while keeping the other entries unchanged. The present study focuses on the effect of the presaturation error \(\mathbf{e}\in\mathbb{R}^{m}\). The existing theory for accurate saturated measurements, i.e., the case \(\mathbf{e}= \mathbf{0}\), which exhibits two regimes depending on the magnitude of \(\mathbf{x}\in\mathbb {R}^{N}\), is extended here. A recovery procedure based on convex optimization is proposed and shown to be robust to presaturation error in both regimes. Another procedure ignoring the presaturation error is also analyzed and shown to be robust in the small magnitude regime.     

Extremal Problems for Mappings with Generalized Parametric Representation in $${{\mathbb {C}}}^{n}$$

In this paper we are concerned with the family \(\widetilde{S}^t_A(\mathbb {B}^n)\) (\(t\ge 0\)) of normalized biholomorphic mappings on the Euclidean unit ball \(\mathbb {B}^n\) in \({\mathbb {C}}^n\) that can be embedded in normal Loewner chains whose normalizations are given by time-dependent operators \(A\in \widetilde{\mathcal {A}}\), where \(\widetilde{\mathcal {A}}\) is a family of measurable mappings from \([0,\infty )\) into \(L({\mathbb {C}}^n)\) which satisfy certain natural assumptions. In particular, we consider extreme points and support points associated with the compact family \(\widetilde{S}^t_A(\mathbb {B}^n)\), where \(A\in \widetilde{\mathcal {A}}\). We prove that if \(f(z,t)=V(t)^{-1}z+\cdots \) is a normal Loewner chain such that \(V(s)f(\cdot ,s)\in \mathrm{ex}\,\widetilde{S}^s_A(\mathbb {B}^n)\) (resp. \(V(s)f(\cdot ,s)\in \mathrm{supp}\,\widetilde{S}^s_A(\mathbb {B}^n)\)), then \(V(t)f(\cdot ,t)\in \mathrm{ex}\, \widetilde{S}^t_A(\mathbb {B}^n)\), for all \(t\ge s\) (resp. \(V(t)f(\cdot ,t)\in \mathrm{supp}\,\widetilde{S}^t_A(\mathbb {B}^n)\), for all \(t\ge s\)), where V(t) is the unique solution on \([0,\infty )\) of the initial value problem: \(\frac{d V}{d t}(t)=-A(t)V(t)\), a.e. \(t\ge 0\), \(V(0)=I_n\). Also, we obtain an example of a bounded support point for the family \(\widetilde{S}_A^t(\mathbb {B}^2)\), where \(A\in \widetilde{\mathcal {A}}\) is a certain time-dependent operator. We also consider the notion of a reachable family with respect to time-dependent linear operators \(A\in \widetilde{\mathcal {A}}\), and obtain characterizations of extreme/support points associated with these families of bounded biholomorphic mappings on \(\mathbb {B}^n\). Useful examples and applications yield that the study of the family \(\widetilde{S}^t_A(\mathbb {B}^n)\) for time-dependent operators \(A\in \widetilde{\mathcal {A}}\) is basically different from that in the case of constant time-dependent linear operators.     

Intrinsic Structures of Certain Musielak–Orlicz Hardy Spaces

For any \(p\in (0,\,1]\), let \(H^{\Phi _p}(\mathbb {R}^n)\) be the Musielak–Orlicz Hardy space associated with the Musielak–Orlicz growth function \(\Phi _p\), defined by setting, for any \(x\in \mathbb {R}^n\) and \(t\in [0,\,\infty )\),

$$\begin{aligned}&\Phi _{p}(x,\,t)\\&\quad := {\left\{ \begin{array}{ll} \displaystyle \frac{t}{\log {(e+t)}+[t(1+|x|)^n]^{1-p}}&{} \quad \text {when}\ n(1/p-1)\notin \mathbb N \cup \{0\},\\ \displaystyle \frac{t}{\log (e+t)+[t(1+|x|)^n]^{1-p}[\log (e+|x|)]^p}&{} \quad \text {when}\ n(1/p-1)\in \mathbb N\cup \{0\}, \end{array}\right. } \end{aligned}$$

which is the sharp target space of the bilinear decomposition of the product of the Hardy space \(H^p(\mathbb {R}^n)\) and its dual. Moreover, \(H^{\Phi _1}(\mathbb {R}^n)\) is the prototype appearing in the real-variable theory of general Musielak–Orlicz Hardy spaces. In this article, the authors find a new structure of the space \(H^{\Phi _p}(\mathbb {R}^n)\) by showing that, for any \(p\in (0,\,1]\), \(H^{\Phi _p}(\mathbb {R}^n)=H^{\phi _0}(\mathbb {R}^n) +H_{W_p}^p({{{\mathbb {R}}}^n})\) and, for any \(p\in (0,\,1)\), \(H^{\Phi _p}(\mathbb {R}^n)=H^{1}(\mathbb {R}^n) +H_{W_p}^p({{{\mathbb {R}}}^n})\), where \(H^1(\mathbb {R}^n)\) denotes the classical real Hardy space, \(H^{\phi _0}({{{\mathbb {R}}}^n})\) the Orlicz–Hardy space associated with the Orlicz function \(\phi _0(t):=t/\log (e+t)\) for any \(t\in [0,\infty )\), and \(H_{W_p}^p(\mathbb {R}^n)\) the weighted Hardy space associated with certain weight function \(W_p(x)\) that is comparable to \(\Phi _p(x,1)\) for any \(x\in \mathbb {R}^n\). As an application, the authors further establish an interpolation theorem of quasilinear operators based on this new structure.

     

Central Limit Theorem for Linear Eigenvalue Statistics for a Tensor Product Version of Sample Covariance Matrices

For \(k,m,n\in {\mathbb {N}}\), we consider \(n^k\times n^k\) random matrices of the form

$$\begin{aligned} {\mathcal {M}}_{n,m,k}({\mathbf {y}})=\sum _{\alpha =1}^m\tau _\alpha {Y_\alpha }Y_\alpha ^T,\quad {Y}_\alpha ={\mathbf {y}}_\alpha ^{(1)}\otimes \cdots \otimes {\mathbf {y}}_\alpha ^{(k)}, \end{aligned}$$

where \(\tau _{\alpha }\), \(\alpha \in [m]\), are real numbers and \({\mathbf {y}}_\alpha ^{(j)}\), \(\alpha \in [m]\), \(j\in [k]\), are i.i.d. copies of a normalized isotropic random vector \({\mathbf {y}}\in {\mathbb {R}}^n\). For every fixed \(k\ge 1\), if the Normalized Counting Measures of \(\{\tau _{\alpha }\}_{\alpha }\) converge weakly as \(m,n\rightarrow \infty \), \(m/n^k\rightarrow c\in [0,\infty )\) and \({\mathbf {y}}\) is a good vector in the sense of Definition 1.1, then the Normalized Counting Measures of eigenvalues of \({\mathcal {M}}_{n,m,k}({\mathbf {y}})\) converge weakly in probability to a nonrandom limit found in Marchenko and Pastur (Math USSR Sb 1:457–483, 1967). For \(k=2\), we define a subclass of good vectors \({\mathbf {y}}\) for which the centered linear eigenvalue statistics \(n^{-1/2}{{\mathrm{Tr}}}\varphi ({\mathcal {M}}_{n,m,2}({\mathbf {y}}))^\circ \) converge in distribution to a Gaussian random variable, i.e., the Central Limit Theorem is valid.

     

Nonlinear Evolution Equations with Infinitely Many Derivatives

We study the nonlinear evolutionary euclidean bosonic string equation

$$\begin{aligned} u_t = \Delta e^{-c \Delta }\,u + U(t,u) , \quad c > 0 \; \end{aligned}$$

on the Euclidean space \({\mathbb {R}}^n\). We interpret the nonlocal operator \(\Delta e^{-c\,\Delta }\) using entire vectors of \(\Delta \) in \(L^2({\mathbb {R}}^n)\). We prove that it generates a bounded holomorphic \(C_0\)-semigroup on \(L^2({\mathbb {R}}^n)\) (so that it also satisfies maximal \(L^p\) regularity) and we show the well-posedness of the corresponding nonlinear Cauchy problem.

     

Cohomogeneity one actions on Minkowski spaces

We study isometric cohomogeneity one actions on the \((n+1)\)-dimensional Minkowski space \(\mathbb {L}^{n+1}\) up to orbit-equivalence. We give examples of isometric cohomogeneity one actions on \(\mathbb {L}^{n+1}\) whose orbit spaces are non-Hausdorff. We show that there exist isometric cohomogeneity one actions on \(\mathbb {L}^{n+1}\), \(n \ge 3\), which are orbit-equivalent on the complement of an n-dimensional degenerate subspace \(\mathbb {W}^n\) of \(\mathbb {L}^{n+1}\) and not orbit-equivalent on \(\mathbb {W}^n\). We classify isometric cohomogeneity one actions on \(\mathbb {L}^2\) and \(\mathbb {L}^3\) up to orbit-equivalence.     

On the global convergence rate of the gradient descent method for functions with Hölder continuous gradients

The gradient descent method minimizes an unconstrained nonlinear optimization problem with \({\mathcal {O}}(1/\sqrt{K})\), where K is the number of iterations performed by the gradient method. Traditionally, this analysis is obtained for smooth objective functions having Lipschitz continuous gradients. This paper aims to consider a more general class of nonlinear programming problems in which functions have Hölder continuous gradients. More precisely, for any function f in this class, denoted by \({{\mathcal {C}}}^{1,\nu }_L\), there is a \(\nu \in (0,1]\) and \(L>0\) such that for all \(\mathbf{x,y}\in {{\mathbb {R}}}^n\) the relation \(\Vert \nabla f(\mathbf{x})-\nabla f(\mathbf{y})\Vert \le L \Vert \mathbf{x}-\mathbf{y}\Vert ^{\nu }\) holds. We prove that the gradient descent method converges globally to a stationary point and exhibits a convergence rate of \({\mathcal {O}}(1/K^{\frac{\nu }{\nu +1}})\) when the step-size is chosen properly, i.e., less than \([\frac{\nu +1}{L}]^{\frac{1}{\nu }}\Vert \nabla f(\mathbf{x}_k)\Vert ^{\frac{1}{\nu }-1}\). Moreover, the algorithm employs \({\mathcal {O}}(1/\epsilon ^{\frac{1}{\nu }+1})\) number of calls to an oracle to find \({\bar{\mathbf{x}}}\) such that \(\Vert \nabla f({{\bar{\mathbf{x}}}})\Vert <\epsilon \).     

On the cardinality of positively linearly independent sets

Positive bases, which play a key role in understanding derivative free optimization methods that use a direct search framework, are positive spanning sets that are positively linearly independent. The cardinality of a positive basis in \(\mathbb {R}^n\) has been established to be between \(n+1\) and 2n (with both extremes existing). The lower bound is immediate from being a positive spanning set, while the upper bound uses both positive spanning and positively linearly independent. In this note, we provide details proving that a positively linearly independent set in \(\mathbb {R}^n\) for \(n \in \{1, 2\}\) has at most 2n elements, but a positively linearly independent set in \(\mathbb {R}^n\) for \(n\ge 3\) can have an arbitrary number of elements.     

Large Deviations for Sums of Random Vectors Attracted to Operator Semi-Stable Laws

Let \(\{X_i, i\ge 1\}\) be i.i.d. \(\mathbb {R}^d\)-valued random vectors attracted to operator semi-stable laws and write \(S_n=\sum _{i=1}^{n}X_i\). This paper investigates precise large deviations for both the partial sums \(S_n\) and the random sums \(S_{N(t)}\), where N(t) is a counting process independent of the sequence \(\{X_i, i\ge 1\}\). In particular, we show for all unit vectors \(\theta \) the asymptotics

$$\begin{aligned} {\mathbb P}(|\langle S_n,\theta \rangle |>x)\sim n{\mathbb P}(|\langle X,\theta \rangle |>x) \end{aligned}$$

which holds uniformly for x-region \([\gamma _n, \infty )\), where \(\langle \cdot , \cdot \rangle \) is the standard inner product on \(\mathbb {R}^d\) and \(\{\gamma _n\}\) is some monotone sequence of positive numbers. As applications, the precise large deviations for random sums of real-valued random variables with regularly varying tails and \(\mathbb {R}^d\)-valued random vectors with weakly negatively associated occurrences are proposed. The obtained results improve some related classical ones.