Positional graphs and conditional structure of weakly null sequences

We prove that, unless assuming additional set theoretical axioms, there are no reflexive spaces without unconditional sequences of the density continuum. We show that for every integer n$n$ there are normalized weakly-null sequences of length _ωn${\omega }_n$ without unconditional subsequences. This together with a result of Dodos et al. (2011) [7] shows that _ωω${\omega }_{\omega }$ is the minimal cardinal κ$\kappa$ that could possibly have the property that every weakly null κ$\kappa$-sequence has an infinite unconditional basic subsequence. We also prove that for every cardinal number κ$\kappa$ which is smaller than the first ω$\omega$-Erd?s cardinal there is a normalized weakly-null sequence without subsymmetric subsequences. Finally, we prove that mixed Tsirelson spaces of uncountable densities must always contain isomorphic copies of either _c0$c_0$ or _?p${?}_p$, with p≥1$p\ge 1$.     

Reverse mathematics and initial intervals

In this paper we study the reverse mathematics of two theorems by Bonnet about partial orders. These results concern the structure and cardinality of the collection of initial intervals. The first theorem states that a partial order has no infinite antichains if and only if its initial intervals are finite unions of ideals. The second one asserts that a countable partial order is scattered and does not contain infinite antichains if and only if it has countably many initial intervals. We show that the left to right directions of these theorems are equivalent to _ACA0${\mathsf{ACA}}_0$ and _ATR0${\mathsf{ATR}}_0$, respectively. On the other hand, the opposite directions are both provable in _WKL0${\mathsf{WKL}}_0$, but not in _RCA0${\mathsf{RCA}}_0$. We also prove the equivalence with _ACA0${\mathsf{ACA}}_0$ of the following result of Erdös and Tarski: a partial order with no infinite strong antichains has no arbitrarily large finite strong antichains.     

An approximation method for strictly pseudocontractive mappings

Let K$K$ be a closed convex subset of a q$q$-uniformly smooth separable Banach space, T:K→K$T:K\to K$ a strictly pseudocontractive mapping, and f:K→K$f:K\to K$ an L$L$-Lispschitzian strongly pseudocontractive mapping. For any t∈(0,1)$t\in (0,1)$, let _xt$x_t$ be the unique fixed point of tf+(1-t)T$\mathit{tf}+(1-t)T$. We prove that if T$T$ has a fixed point, then {_xt}$\{x_t\}$ converges to a fixed point of T$T$ as t$t$ approaches to 0.     

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.     

On functional limits of short- and long-memory linear processes with GARCH(1,1) noises

This paper considers the short- and long-memory linear processes with GARCH (1,1) noises. The functional limit distributions of the partial sum and the sample autocovariances are derived when the tail index α$\alpha$ is in (0,2)$(0,2)$, equal to 2, and in (2,∞)$(2,\infty )$, respectively. The partial sum weakly converges to a functional of α$\alpha$-stable process when α<2$\alpha <2$ and converges to a functional of Brownian motion when α≥2$\alpha \ge 2$. When the process is of short-memory and α<4$\alpha <4$, the autocovariances converge to functionals of α/2$\alpha /2$-stable processes; and if α≥4$\alpha \ge 4$, they converge to functionals of Brownian motions. In contrast, when the process is of long-memory, depending on α$\alpha$ and β$\beta$ (the parameter that characterizes the long-memory), the autocovariances converge to either (i) functionals of α/2$\alpha /2$-stable processes; (ii) Rosenblatt processes (indexed by β$\beta$, 1/2<β<3/4$1/2<\beta <3/4$); or (iii) functionals of Brownian motions. The rates of convergence in these limits depend on both the tail index α$\alpha$ and whether or not the linear process is short- or long-memory. Our weak convergence is established on the space of càdlàg functions on [0,1]$[0,1]$ with either (i) the _J1$J_1$ or the _M1$M_1$ topology (Skorokhod, 1956); or (ii) the weaker form S$S$ topology (Jakubowski, 1997). Some statistical applications are also discussed.     

New general convergence theory for iterative processes and its applications to Newton–Kantorovich type theorems

Let T:D⊂X→X$T:D\subset X\to X$ be an iteration function in a complete metric space X$X$. In this paper we present some new general complete convergence theorems for the Picard iteration _xn+1=T_xn$x_{n+1}=T{x}_n$ with order of convergence at least r≥1$r\ge 1$. Each of these theorems contains a priori and a posteriori error estimates as well as some other estimates. A central role in the new theory is played by the notions of a function of initial conditions   of T$T$ and a convergence function   of T$T$. We study the convergence of the Picard iteration associated to T$T$ with respect to a function of initial conditions E:D→X$E:D\to X$. The initial conditions in our convergence results utilize only information at the starting point _x0$x_0$. More precisely, the initial conditions are given in the form E(_x0)∈J$E\left(x_0\right)\in J$, where J$J$ is an interval on _R+${\mathbb{R}}_{+}$ containing 0. The new convergence theory is applied to the Newton iteration in Banach spaces. We establish three complete ω$\omega$-versions of the famous semilocal Newton–Kantorovich theorem as well as a complete version of the famous semilocal α$\alpha$-theorem of Smale for analytic functions.     

Factorization properties of paratopological groups

In this article we continue the study of R$\mathbb{R}$-factorizability in paratopological groups. It is shown that: (1) all concepts of R$\mathbb{R}$-factorizability in paratopological groups coincide; (2) a Tychonoff paratopological group G   is R$\mathbb{R}$-factorizable if and only if it is totally ω  -narrow and has property ω-QU$\omega \text{-}\mathit{QU}$; (3) every subgroup of a _T1$T_1$ paratopological group G   is R$\mathbb{R}$-factorizable provided that the topological group G^?$G^{?}$ associated to G is a Lindelöf Σ-space, i.e., G is a totally Lindelöf Σ-space  ; (4) if Π=_∏i∈IGi$\Pi ={\prod }_{i\in I}{G}_i$ is a product of _T1$T_1$ paratopological groups which are totally Lindelöf Σ-spaces, then each dense subgroup of Π   is R$\mathbb{R}$-factorizable. These results answer in the affirmative several questions posed earlier by M. Sanchis and M. Tkachenko and by S. Lin and L.-H. Xie.     

The scaling limit of Poisson-driven order statistics with applications in geometric probability

Let _ηt${\eta }_t$ be a Poisson point process of intensity t≥1$t\ge 1$ on some state space Y$\mathbb{Y}$ and let f$f$ be a non-negative symmetric function on Y^k${\mathbb{Y}}^k$ for some k≥1$k\ge 1$. Applying f$f$ to all k$k$-tuples of distinct points of _ηt${\eta }_t$ generates a point process _ξt${\xi }_t$ on the positive real half-axis. The scaling limit of _ξt${\xi }_t$ as t$t$ tends to infinity is shown to be a Poisson point process with explicitly known intensity measure. From this, a limit theorem for the m$m$-th smallest point of _ξt${\xi }_t$ is concluded. This is strengthened by providing a rate of convergence. The technical background includes Wiener–Itô chaos decompositions and the Malliavin calculus of variations on the Poisson space as well as the Chen–Stein method for Poisson approximation. The general result is accompanied by a number of examples from geometric probability and stochastic geometry, such as k$k$-flats, random polytopes, random geometric graphs and random simplices. They are obtained by combining the general limit theorem with tools from convex and integral geometry.     

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.     

Higher order weakly over-penalized symmetric interior penalty methods

In this paper we study higher order weakly over-penalized symmetric interior penalty methods for second-order elliptic boundary value problems in two dimensions. We derive h$h$–p$p$ error estimates in both the energy norm and the _L2$L_2$ norm and present numerical results that corroborate the theoretical results.     

The Helmholtz equation in a non-smooth inclusion

In this paper, we study the Helmholtz equation in a non-smooth inclusion, i.e., in a doubly connected bounded domain B$B$ in R²$R^2$ with boundary ∂B$\partial B$ that consists of two disjoint closed curves Γ$\Gamma$ and _Γ0${\Gamma }_0$. The existence and uniqueness of a solution to the Helmholtz equation for mixed boundary conditions on Γ$\Gamma$ are obtained by using Riesz–Fredholm theory.     

Finite order spreading models

Extending the classical notion of spreading model, the k$k$-spreading models of a Banach space are introduced, for every k∈N$k\in \mathbb{N}$. The definition, which is based on the k$k$-sequences and plegma families, reveals a new class of spreading sequences associated to a Banach space. Most of the results of the classical theory are stated and proved in the higher order setting. Moreover, new phenomena like the universality of the class of the 2-spreading models of _c0$c_0$ and the composition property are established. As consequence, a problem concerning the structure of the k$k$-iterated spreading models is solved.     

The common Hardy space and BMO space for singular integral operators associated with isotropic and anisotropic homogeneity

If _T1$T_1$ and _T2$T_2$ are two singular integral operators associated with isotropic and anisotropic homogeneity, respectively, then _T1$T_1$, _T2$T_2$ and _T1°_T2$T_1°T_2$ are bounded on different Hardy spaces and BMO spaces (see ,  and ). In our paper, we show that these operators are actually bounded on a common Hardy space and a common BMO space.     

Randomly weighted self-normalized Lévy processes

Let (_Ut,_Vt)$(U_t,V_t)$ be a bivariate Lévy process, where _Vt$V_t$ is a subordinator and _Ut$U_t$ is a Lévy process formed by randomly weighting each jump of _Vt$V_t$ by an independent random variable _Xt$X_t$ having cdf F$F$. We investigate the asymptotic distribution of the self-normalized Lévy process _Ut/_Vt$U_t/V_t$ at 0 and at ∞$\infty$. We show that all subsequential limits of this ratio at 0 (∞$\infty$) are continuous for any nondegenerate F$F$ with finite expectation if and only if _Vt$V_t$ belongs to the centered Feller class at 0 (∞$\infty$). We also characterize when _Ut/_Vt$U_t/V_t$ has a non-degenerate limit distribution at 0 and ∞$\infty$.     

The Zassenhaus filtration,Massey products,and representations of profinite groups

We consider the p  -Zassenhaus filtration (_Gn)$(G_n)$ of a profinite group G  . Suppose that G=S/N$G=S/N$ for a free profinite group S and a normal subgroup N of S   contained in _Sn$S_n$. Under a cohomological assumption on the n-fold Massey products (which holds, e.g., if G has p  -cohomological dimension ≤ 1), we prove that _Gn+1$G_{n+1}$ is the intersection of all kernels of upper-triangular unipotent (n+1)$(n+1)$-dimensional representations of G   over _Fp${\mathbb{F}}_p$. This extends earlier results by Miná?, Spira, and the author on the structure of absolute Galois groups of fields.     

Exceptional collections of line bundles on projective homogeneous varieties

We construct new examples of exceptional collections of line bundles on the variety of Borel subgroups of a split semisimple linear algebraic group G$G$ of rank 2 over a field. We exhibit exceptional collections of the expected length for types _A2$A_2$ and _B2=_C2$B_2=C_2$ and prove that no such collection exists for type _G2$G_2$. This settles the question of the existence of full exceptional collections of line bundles on projective homogeneous G$G$-varieties for split linear algebraic groups G$G$ of rank at most 2.