The multiplication map for global sections of line bundles and rank 1 torsion free sheaves on curves

LetX be an integral projective curve andL ∃ Pic^a(X),M ∃ Pic^b (X) with h¹(X, L)= h¹(X, M) = 0 andL, M general. Here we study the rank of the multiplication map μ _L,M :H ⁰(X,L)⊗H ⁰(X,M)→H ⁰(X,L⊗M). We also study the same problem whenL andM are rank 1 torsion free sheaves onX. Most of our results are forX with only nodes as singularities.     

A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling

Let (X(t)) be a risk process with reserve-dependent premium rate, delayed claims and initial capital u. Consider a class of risk processes {(X ^ε (t)): ε > 0} derived from (X(t)) via scaling in a slow Markov walk sense, and let Ψ_ε(u) be the corresponding ruin probability. In this paper we prove sample path large deviations for (X ε (t)) as ε → 0. As a consequence, we give exact asymptotics for log Ψ_ε(u) and we determine a most likely path leading to ruin. Finally, using importance sampling, we find an asymptotically efficient law for the simulation of Ψ_ε(u). AMS Subject Classifications 60F10, 91B30 This work has been partially supported by Murst Project “Metodi Stocastici in Finanza Matematica”     

A Functional LIL for <Emphasis Type="Italic">d</Emphasis>-Dimensional Stable Processes; Invariance for Lévy- and Other Weakly Convergent Processes

We establish a functional LIL for the maximal process M(t) :=sup _0≤s≤t ‖X(s)‖ of an ℝ ^d -valued α-stable Lévy process X, provided X(1) has density bounded away from zero over some neighborhood of the origin. We also provide a broad invariance result governing a class independent-increment processes related to the domain of attraction of X(1). This breadth is particularly notable for two types of processes captured: First, it not only describes any partial sum process built from iid summands in the domain of normal attraction of X(1), but also addresses those with arbitrary iid summands in the full domain of attraction (here we give a technical condition necessary and sufficient for the partial sum process to share the exact LIL we prove for X). Second, it reveals that any Lévy process L such that L(1) satisfies the technical condition just mentioned will also share the LIL of X. Supported in part by NSF Grant DMS 02-05034.     

On the geometry of tangent hyperquadric bundles: CR and pseudoharmonic vector fields

We study the natural almost CR structure on the total space of a subbundle of hyperquadrics of the tangent bundle T(M) over a semi-Riemannian manifold (M, g) and show that if the Reeb vector ξ of an almost contact Riemannian manifold is a CR map then the natural almost CR structure on M is strictly pseudoconvex and a posteriori ξ is pseudohermitian. If in addition ξ is geodesic then it is a harmonic vector field. As an other application, we study pseudoharmonic vector fields on a compact strictly pseudoconvex CR manifold M, i.e. unit (with respect to the Webster metric associated with a fixed contact form on M) vector fields X ε H(M) whose horizontal lift X↑ to the canonical circle bundle S¹ → C(M) → M is a critical point of the Dirichlet energy functional associated to the Fefferman metric (a Lorentz metric on C(M)). We show that the Euler–Lagrange equations satisfied by X^↑ project on a nonlinear system of subelliptic PDEs on M. Mathematics Subject Classifications (2000): 53C50, 53C25, 32V20     

Lip Automorphism Germ and Lip Automorphism

Let X be a metric space, ε^n(X) be the standard trivial Lip n-bundle over X, and Φ be a Lip automorphism germ of ε^n(X). This paper proves that there is a Lip automorphism Φ‘ of ε^n(X) such that the germ of Φ‘ is Φ.     

Realizability of the <Emphasis Type="Italic">H</Emphasis><Subscript><Emphasis Type="Italic">k</Emphasis></Subscript>-distance functions by homology classes of path spaces

In previous papers, we have constructed and studied mappings d _k : M × M → ℝ called the H _k -distance functions. The main result of this paper is a theorem on realizability of the generalized distances d _k (υ, w), υ, w ∈ M, by critical values of the length functional L: Ω(M, υ, w) → ℝ generated by nontrivial homology classes of the space Ω(M, υ, w) of paths joining the points υ and w.     

On convergences of measurable functions in Archimedean vector lattices

For Archimedean vector lattices X, Y and the positive cone \mathbbL{\mathbb{L}} of all regular linear operators L : X → Y, a theory of sequential convergences of functions connected with an \mathbbL{\mathbb{L}} -valued measure is introduced and investigated.     

Additive summable processes and their stochastic integral

We define and study a class of summable processes, called additive summable processes, that is larger than the class used by Dinculeanu and Brooks [D-B]. We relax the definition of a summable processesX:Ω×ℝ₊→E⊂L(F, G) by asking for the associated measureI _X to have just an additive extension to the predictableσ-algebra ℘, such that each of the measures (I _X) _z , forz∈(L _G ^p )*, beingσ-additive, rather than having aσ-additive extension. We define a stochastic integral with respect to such a process and we prove several properties of the integral. After that we show that this class of summable processes contains all processesX:Ω×ℝ₊→E⊂L(F, G) with integrable semivariation ifc ₀ ∋G.     

On moduli of vector bundles on surfaces with negative Kodaira dimension

Summary Here we prove the following result. Fix integersq, τ,a’, b’, a’ _i, 1≤i≤τ,a’, b’, a’ _i, 1≤i≤τ; then there is an integerew such that for every integert≥w, for every algebraically closed fieldK for every smooth complete surfaceX with negative Kodaira dimension, irregularityq andK _X ² =8(1−q)−τ, the following condition holds; ifX→S is a sequence fo τ blowing-downs which gives a relatively minimal model with ruling ρ:S→C, take as basis of the Neron Severi groupNS(X) a smooth rational curve which is the total transform of a fiber ofC, the total transform of a minimal section of ρ and the total transformD _i, 1≤i≤τ, of the exceptional curver; then for everyH andL∈Pic (X) withH ample,H (resp.L) represented by the integersa’, b’, a’ _i, (resp.a’, b’, a’ _i), 1≤i≤τ, in the chosen basis ofNS(X) the moduli spaceM(ZX, 2,H, L, t) of rank 2H-stable vector bundles onX with determinantL andc ₂=t is generically smooth and the number, dimension and ?birational structure? of the irreducible components ofM(X, 2,H, L, t)_red do not depend on the choice ofK andX. Furthermore the birational structure of these irreducible components can be loosely described in terms of the birational structure of the components of suitableM(S, 2,H’, L’, t’)_red withS a relatively minimal model ofX.

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Sunto SiaX una superficie algebrica liscia completa con dimensione di Kodaira negativa e definita su un campo algebricamente chiusoK; fissiamoH eL∈Pic (X),t∈Z; siaq l’irregolarità diX e τ≔8(1−q)−K _X ^Emphasis>2 ; siaM(X, 2,H, L, t) to schema dei moduli dei fibrati vettorialiH-stabili di rango 2 suX con determinateL ec ₂=t. Si dimostra che esiste una costantew che dipende solo daq, da τ e dalla classe numerica diH e diL (ma non da char (K) o dalla classe di isomorphismo diX) tale che per ognit≥w il numero, la dimensione e ?la struttura birazionale? delle componenti irriducibili diM(X, 2,H, L, t)_red non dipende dalla scelta di char (K),K eX ma solo daq, τ e dalle classi diH eL inNS(X). Inoltre la ?struttura birazionale? di queste componenti irriducibili può essere grossolanamente descritta in termini delle componenti di opportuni spazi di moduliM(S, 2,H’, L’, t’) (doveS è un modello minimale diX).

     

Differentiable and analytic families of continuous martingales in manifolds with connection

Summary.  We prove that the derivative of a differentiable family X _t (a) of continuous martingales in a manifold M is a martingale in the tangent space for the complete lift of the connection in M, provided that the derivative is bicontinuous in t and a. We consider a filtered probability space (Ω,(ℱ _t )_{0≤ t ≤1}, ℙ) such that all the real martingales have a continuous version, and a manifold M endowed with an analytic connection and such that the complexification of M has strong convex geometry. We prove that, given an analytic family a↦L(a) of random variable with values in M and such that L(0)≡x ₀∈M, there exists an analytic family a↦X(a) of continuous martingales such that X ₁(a)=L(a). For this, we investigate the convexity of the tangent spaces T ^{( n )} M, and we prove that any continuous martingale in any manifold can be uniformly approximated by a discrete martingale up to a stopping time T such that ℙ(T<1) is arbitrarily small. We use this construction of families of martingales in complex analytic manifolds to prove that every ℱ₁-measurable random variable with values in a compact convex set V with convex geometry in a manifold with a C ¹ connection is reachable by a V-valued martingale. Received: 14 March 1996/In revised form: 12 November 1996     

Vanishing theorem for irreducible symmetric spaces of noncompact type

We prove the following vanishing theorem. Let M be an irreducible symmetric space of noncompact type whose dimension exceeds 2 and M ≠SO0（2, 2）/SO（2） × SO（2）. Let π ： E →＊ M be any vector bundle. Then any E-valued L2 harmonic 1-form over M vanishes. In particular we get the vanishing theorem for harmonic maps from irreducible symmetric spaces of noncompact type.     

Fibrewise construction applied to Lusternik-Schnirelmann category

In this paper a variant of Lusternik-Schnirelmann category is presented which is denoted byQcat(X). It is obtained by applying a base-point free version ofQ=Ω^∞∑^∞ fibrewise to the Ganea fibrations. We provecat(X)≥Qcat(X)≥σcat(X) whereσcat(X) denotes Y. Rudyak’s strict category weight. However,Qcat(X) approximatescat(X) better, because, e.g., in the case of a rational spaceQcat(X)=cat(X) andσcat(X) equals the Toomer invariant. We show thatQcat(X×Y)≤Qcat(X)+Qcat(Y). The invariantQcat is designed to measure the failure of the formulacat(X×S ^r )=cat(X)+1. In fact for 2-cell complexesQcat(X)<cat(X)⇔cat(X×S ^r )=cat(X) for somer≥1. We note that the paper is written in the more general context of a functor λ from the category of spaces to itself satisfying certain conditions; λ=Q, Ω ⁿ Σ ⁿ ,Sp ^∞ orL _f are just particular cases.     

Almost automorphic solutions to integral equations on the line

Given a∈L ¹(ℝ) and A the generator of an L ¹-integrable family of bounded and linear operators defined on a Banach space X, we prove the existence of almost automorphic solution to the semilinear integral equation u(t)=∫ _−∞ ^t a(t−s)[Au(s)+f(s,u(s))]ds for each f:ℝ×X→X almost automorphic in t, uniformly in x∈X, and satisfying diverse Lipschitz type conditions. In the scalar case, we prove that a∈L ¹(ℝ) positive, nonincreasing and log-convex is already sufficient.     

Asymptotic Behavior of the Maximum of Sums of I.I.D. Random Variables along Monotone Blocks

Let {X_i, Y_i}_i=1,2,... be an i.i.d. sequence of bivariate random vectors with P(Y₁ = y) = 0 for all y. Put M_n(j) = max_0≤k≤n-j (X_k+1 + ... X_k+j)I_k,j, where I_k,k+j = I{Y_k+1 < ⋯ < Y_k+j} denotes the indicator function for the event in brackets, 1 ≤ j ≤ n. Let L_n be the largest index l ≤ n for which I_k,k+l = 1 for some k = 0, 1, ..., n - l. The strong law of large numbers for “the maximal gain over the longest increasing runs,” i.e., for M_n(L_n) has been recently derived for the case where X₁ has a finite moment of order 3 + ε, ε > 0. Assuming that X₁ has a finite mean, we prove for any a = 0, 1, ..., that the s.l.l.n. for M(L_n - a) is equivalent to EX ₁ ^3+a I{X₁ > 0} < ∞. We derive also some new results for the a.s. asymptotics of L_n. Bibliography: 5 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 311, 2004, pp. 179–189.     

Non-Zero Degree Maps Between <Emphasis Type="Italic">2n</Emphasis>-Manifolds

Abstract Thom–Pontrjagin constructions are used to give a computable necessary and sufficient condition for a homomorphism ϕ : H ⁿ (L;Z) → H ⁿ (M;Z) to be realized by a map f : M → L of degree k for closed (n − 1)-connected 2n-manifolds M and L, n > 1. A corollary is that each (n − 1)-connected 2n-manifold admits selfmaps of degree larger than 1, n > 1. In the most interesting case of dimension 4, with the additional surgery arguments we give a necessary and sufficient condition for the existence of a degree k map from a closed orientable 4-manifold M to a closed simply connected 4-manifold L in terms of their intersection forms; in particular, there is a map f : M → L of degree 1 if and only if the intersection form of L is isomorphic to a direct summand of that of M. Both authors are supported by MSTC, NSFC. The comments of F. Ding, J. Z. Pan, Y. Su and the referee enhance the quality of the paper     

On semi-fredholm properties of a boundary value problem inR + n

The paper considers a boundary value problem with the help of the smallest closed extensionL ^∼ :H _k →H _{k 0}×B _{h 1}×...×B _{h N} of a linear operatorL :C ₍₀₎ ^∞ (R ₊ ⁿ ) →L(R ₊ ⁿ )×L(R ⁿ⁻¹)×...×L(R ⁿ⁻¹). Here the spacesH _k (the spaces ℬ _h ) are appropriate subspaces ofD′(R ₊ ⁿ ) (ofD′(R ⁿ⁻¹), resp.),L(R ₊ ⁿ ) andC ₍₀₎ ^∞ (R ₊ ⁿ )) denotes the linear space of smooth functionsR ⁿ →C, which are restrictions onR ₊ ⁿ of a function from the Schwartz classL (fromC ₀ ^∞ , resp.),L(R ⁿ⁻¹) is the Schwartz class of functionsR ⁿ⁻¹ →C andL is constructed by pseudo-differential operators. Criteria for the closedness of the rangeR(L ^∼) and for the uniqueness of solutionsL ^∼ U=F are expressed. In addition, ana priori estimate for the corresponding boundary value problem is established.     

Chow group of 1-cycles on the moduli space of vector bundles of rank 2 over a curve

Let X be a non-singular complex projective curve of genus ≥3. Choose a point x ∈ X. Let M_x be the moduli space of stable bundles of rank 2 with determinant We prove that the Chow group CH^Q₁(M_x) of 1-cycles on M_x with rational coefficients is isomorphic to CH^Q₀(X). By studying the rational curves on M_x, it is not difficult to see that there exits a natural homomorphism CH₀(J)→CH₁(M_x) where J denotes the Jacobian of X. The crucial point is to show that this homomorphism induces a homomorphism CH₀(X)→CH₁(M_x), namely, to go from the infinite dimensional object CH₀(J) to the finite dimensional object CH₀(X). This is proved by relating the degeneration of Hecke curves on M_x to the second term I^*2 of Bloch's filtration on CH₀(J). Insong Choe was supported by KOSEF (R01-2003-000-11634-0).     

Representability of Hom implies flatness

LetX be a projective scheme over a noetherian base schemeS, and letF be a coherent sheaf onX. For any coherent sheaf ε onX, consider the set-valued contravariant functor Hom(ε,F)S-schemes, defined by Hom(ε,F) (T)= Hom(ε _T ,F _T) where ε _T andF _T are the pull-backs of ε andF toX _T =X x _S T. A basic result of Grothendieck ([EGA], III 7.7.8, 7.7.9) says that ifF is flat over S then Kom_ε,F) is representable for all ε. We prove the converse of the above, in fact, we show that ifL is a relatively ample line bundle onX over S such that the functor Hom(L ^-n ,F) is representable for infinitely many positive integersn, thenF is flat overS. As a corollary, takingX =S, it follows that ifF is a coherent sheaf on S then the functorT ↦H°(T, F _t) on the category ofS-schemes is representable if and only ifF is locally free onS. This answers a question posed by Angelo Vistoli. The techniques we use involve the proof of flattening stratification, together with the methods used in proving the author’s earlier result (see [N1]) that the automorphism group functor of a coherent sheaf onS is representable if and only if the sheaf is locally free.     

On countable stable structures which are homogeneous for a finite relational language

LetL be a finite relational language andH(L) denote the class of all countable structures which are stable and homogeneous forL in the sense of Fraissé. By convention countable includes finite and any finite structure is stable. A rank functionr :H(L) →ω is introduced and also a notion of dimension for structures inH(L). A canonical way of shrinking structures is defined which reduces their dimensions. The main result of the paper is that anyM ∈H(L) can be shrunk toM′ ∈H(L),M′ ⊆M, such that |M′| is bounded in terms ofr(M), and the isomorphism type ofM overM′ is uniquely determined by the dimensions ofM. Forr<ω we deduce thatH(L, r), the class of allM ∈H(L) withr(M)≦r, is the union of a finite number of classes within each of which the isomorphism type of a structure is completely determined by its dimensions. Dedicated to the memory of Abraham Robinson on the tenth anniversary of his death