Generalized skew-elliptical distributions and their quadratic forms

This paper introduces generalized skew-elliptical distributions (GSE), which include the multivariate skew-normal, skew-t, skew-Cauchy, and skew-elliptical distributions as special cases. GSE are weighted elliptical distributions but the distribution of any even function in GSE random vectors does not depend on the weight function. In particular, this holds for quadratic forms in GSE random vectors. This property is beneficial for inference from non-random samples. We illustrate the latter point on a data set of Australian athletes.     

On fine fractal properties of generalized infinite Bernoulli convolutions

The paper is devoted to the investigation of generalized infinite Bernoulli convolutions, i.e., the distributions μξ of the following random variables: where ak are terms of a given positive convergent series; ξk are independent random variables taking values 0 and 1 with probabilities p0k and p1k correspondingly.We give (without any restriction on {an}) necessary and sufficient conditions for the topological support of ξ to be a nowhere dense set. Fractal properties of the topological support of ξ and fine fractal properties of the corresponding probability measure μξ itself are studied in details for the case where ak?rk:=ak+1+ak+2+? (i.e., rk−1?2rk) for all sufficiently large k. The family of minimal dimensional (in the sense of the Hausdorff–Besicovitch dimension) supports of μξ for the above mentioned case is also studied in details. We describe a series of sets (with additional structural properties) which play the role of minimal dimensional supports of generalized Bernoulli convolutions. We also show how a generalization of M. Cooper's dimensional results on symmetric Bernoulli convolutions can easily be derived from our results.     

Bounding Ext for modules for algebraic groups, finite groups and quantum groups

Given a finite root system Φ, we show that there is an integer c=c(Φ) such that , for any reductive algebraic group G with root system Φ and any irreducible rational G-modules L, L^′. There also is such a bound in the case of finite groups of Lie type, depending only on the root system and not on the underlying field. For quantum groups, a similar result holds for Extn, for any integer n?0, using a constant depending only on n and the root system. When L is the trivial module, the same result is proved in the algebraic group case, thus giving similar bounded properties, independent of characteristic, for algebraic and generic cohomology. (A similar result holds for any choice of L=L(λ), even allowing λ to vary, provided the p-adic expansion of lambda is limited to a fixed number of terms.) In particular, because of the interpretation of generic cohomology as a limit for underlying families of finite groups, the same boundedness properties hold asymptotically for finite groups of Lie type. The results both use, and have consequences for, Kazhdan–Lusztig polynomials. Appendix A proves a stable version, needed for small prime arguments, of Donkin's tilting module conjecture.     

The homotopy limit problem for Hermitian K-theory, equivariant motivic homotopy theory and motivic Real cobordism

The homotopy limit problem for Karoubi?s Hermitian K-theory (Karoubi, 1980) [26] was posed by Thomason (1983) [44]. There is a canonical map from algebraic Hermitian K-theory to the Z/2-homotopy fixed points of algebraic K-theory. The problem asks, roughly, how close this map is to being an isomorphism, specifically after completion at 2. In this paper, we solve this problem completely for fields of characteristic 0 (Theorems 16, 20). We show that the 2-completed map is an isomorphism for fields F of characteristic 0 which satisfy cd₂(F[i])<∞, but not in general.     

Worst case risk measurement: Back to the future?

This paper studies the problem of finding best-possible upper bounds on a rich class of risk measures, expressible as integrals with respect to measures, under incomplete probabilistic information. Both univariate and multivariate risk measurement problems are considered. The extremal probability distributions, generating the worst case scenarios, are also identified.The problem of worst case risk measurement has been studied extensively by Etienne De Vijlder and his co-authors, within the framework of finite-dimensional convex analysis. This paper revisits and extends some of their results.     

Portfolio insurance under a risk-measure constraint

We study the problem of portfolio insurance from the point of view of a fund manager, who guarantees to the investor that the portfolio value at maturity will be above a fixed threshold. If, at maturity, the portfolio value is below the guaranteed level, a third party will refund the investor up to the guarantee. In exchange for this protection, the third party imposes a limit on the risk exposure of the fund manager, in the form of a convex monetary risk measure. The fund manager therefore tries to maximize the investor’s utility function subject to the risk-measure constraint. We give a full solution to this non-convex optimization problem in the complete market setting and show in particular that the choice of the risk measure is crucial for the optimal portfolio to exist. Explicit results are provided for the entropic risk measure (for which the optimal portfolio always exists) and for the class of spectral risk measures (for which the optimal portfolio may fail to exist in some cases).     

Extended Deligne–Lusztig varieties for general and special linear groups

We give a generalisation of Deligne–Lusztig varieties for general and special linear groups over finite quotients of the ring of integers in a non-archimedean local field. Previously, a generalisation was given by Lusztig by attaching certain varieties to unramified maximal tori inside Borel subgroups. In this paper we associate a family of so-called extended Deligne–Lusztig varieties to all tamely ramified maximal tori of the group.Moreover, we analyse the structure of various generalised Deligne–Lusztig varieties, and show that the “unramified” varieties, including a certain natural generalisation, do not produce all the irreducible representations in general. On the other hand, we prove results which together with some computations of Lusztig show that for SL₂(Fq???/(?²)), with odd q, the extended Deligne–Lusztig varieties do indeed afford all the irreducible representations.     

Cluster-concealed algebras

The cluster-tilted algebras have been introduced by Buan, Marsh and Reiten, they are the endomorphism rings of cluster-tilting objects T in cluster categories; we call such an algebra cluster-concealed in case T is obtained from a preprojective tilting module. For example, all representation-finite cluster-tilted algebras are cluster-concealed. If C is a representation-finite cluster-tilted algebra, then the indecomposable C-modules are shown to be determined by their dimension vectors. For a general cluster-tilted algebra C, we are going to describe the dimension vectors of the indecomposable C-modules in terms of the root system of a quadratic form. The roots may have both positive and negative coordinates and we have to take absolute values.     

Compactness of Schrödinger semigroups with unbounded below potentials

By using the super Poincaré inequality of a Markov generator L₀ on L²(μ) over a σ-finite measure space (E,F,μ), the Schrödinger semigroup generated by L₀−V for a class of (unbounded below) potentials V is proved to be L²(μ)-compact provided μ(V?N)<∞ for all N>0. This condition is sharp at least in the context of countable Markov chains, and considerably improves known ones on, e.g., Rd under the condition that V(x)→∞ as |x|→∞. Concrete examples are provided to illustrate the main result.     

Topological flatness of local models for ramified unitary groups. I. The odd dimensional case

Local models are certain schemes, defined in terms of linear-algebraic moduli problems, which give étale-local neighborhoods of integral models of certain p-adic PEL Shimura varieties defined by Rapoport and Zink. When the group defining the Shimura variety ramifies at p, the local models (and hence the Shimura models) as originally defined can fail to be flat, and it becomes desirable to modify their definition so as to obtain a flat scheme. In the case of unitary similitude groups whose localizations at Qp are ramified, quasi-split GUn, Pappas and Rapoport have added new conditions, the so-called wedge and spin conditions, to the moduli problem defining the original local models and conjectured that their new local models are flat. We prove a preliminary form of their conjecture, namely that their new models are topologically flat, in the case n is odd.     

The Baum–Connes conjecture for free orthogonal quantum groups

We prove an analogue of the Baum–Connes conjecture for free orthogonal quantum groups. More precisely, we show that these quantum groups have a γ-element and that γ=1. It follows that free orthogonal quantum groups are K-amenable. We compute explicitly their K-theory and deduce in the unimodular case that the corresponding reduced C^?-algebras do not contain nontrivial idempotents.Our approach is based on the reformulation of the Baum–Connes conjecture by Meyer and Nest using the language of triangulated categories. An important ingredient is the theory of monoidal equivalence of compact quantum groups developed by Bichon, De Rijdt and Vaes. This allows us to study the problem in terms of the quantum group SUq(2). The crucial part of the argument is a detailed analysis of the equivariant Kasparov theory of the standard Podle? sphere.     

Deviations of discrete distributions and a question of Móri

In this note, we consider a question of Móri regarding estimating the deviation of the kth terms of two discrete probability distributions in terms of the supremum distance between their generating functions over the interval [0,1]. An optimal bound for distributions on finite support is obtained. Properties of Chebyshev polynomials are employed.     

On minimal disjoint degenerations of modules over tame path algebras

For representations of tame quivers the degenerations are controlled by the dimensions of various homomorphism spaces. Furthermore, there is no proper degeneration to an indecomposable. Therefore, up to common direct summands, any minimal degeneration from M to N is induced by a short exact sequence 0→U→M→V→0 with indecomposable ends that add up to N. We study these ‘building blocs’ of degenerations and we prove that the codimensions are bounded by two. Therefore, a quiver is Dynkin resp. Euclidean resp. wild iff the codimension of the building blocs is one resp. bounded by two resp. unbounded. We explain also that for tame quivers the complete classification of all the building blocs is a finite problem that can be solved with the help of a computer.     

Motivic zeta functions of abelian varieties, and the monodromy conjecture

We prove for abelian varieties a global form of Denef and Loeser?s motivic monodromy conjecture, in arbitrary characteristic. More precisely, we prove that for every tamely ramified abelian variety A over a complete discretely valued field with algebraically closed residue field, its motivic zeta function has a unique pole at Chai?s base change conductor c(A) of A, and that the order of this pole equals one plus the potential toric rank of A. Moreover, we show that for every embedding of Q? in C, the value exp(2πic(A)) is an ?-adic tame monodromy eigenvalue of A. The main tool in the paper is Edixhoven?s filtration on the special fiber of the Néron model of A, which measures the behavior of the Néron model under tame base change.     

Invariant generators for generalized distributions

The existence of invariant generators for distributions satisfying a compatibility condition with the symmetry algebra is proved.     

Local polynomial regression for circular predictors

We consider local smoothing of datasets where the design space is the d-dimensional (d≥1) torus and the response variable is real-valued. Our purpose is to extend least squares local polynomial fitting to this situation. We give both theoretical and empirical results.     

Failure of the Hasse principle for Enriques surfaces

We construct an Enriques surface X over Q with empty étale-Brauer set (and hence no rational points) for which there is no algebraic Brauer–Manin obstruction to the Hasse principle. In addition, if there is a transcendental obstruction on X, then we obtain a K3 surface that has a transcendental obstruction to the Hasse principle.     

Sharp maximal inequality for nonnegative martingales

Let X be a nonnegative martingale, let H be a predictable process taking values in [−1,1] and let Y be an Itô integral of H with respect to X. We establish the bound and show that the constant 3 is the best possible.     

Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions

We consider here the distributions of order statistics and linear combinations of order statistics from an elliptical distribution. We show that these distributions can be expressed as mixtures of unified skew-elliptical distributions, and then use these mixture representations to derive their moment generating functions and moments, when they exist.