Asymptotic properties of type I elliptical random vectors

Let be an elliptical random vector with a non-singular square matrix and a spherical random vector in , and let be a sequence of vectors in such that . We assume in this paper that the associated random radius R _k =(S ₁ + S ₂ +...+S _k )^1/2 is almost surely positive, and it has distribution function in the Gumbel max-domain of attraction. Relying on extreme value theory we obtain an exact asymptotic expansion of the tail probability for converging as to a boundary point. Further we discuss density convergence under a suitable transformation. We apply our results to obtain an asymptotic approximation of the distribution of partial excess above a high threshold, and to derive a conditional limiting result. Further, we investigate the asymptotic behaviour of concomitants of order statistics, and the tail asymptotics of associated random radius for subvectors of .      

Exotic smooth structures on small 4-manifolds

Let M be either or . We construct the first example of a simply-connected irreducible symplectic 4-manifold that is homeomorphic but not diffeomorphic to M. Dedicated to Ronald J. Stern on the occasion of his sixtieth birthday Mathematics Subject Classification (2000)  Primary 57R55; Secondary 57R17, 57M05     

Formality Theorem with Coefficients in a Module

In this paper, X will denote a manifold. In a very famous paper, Kontsevich [Ko] showed that the differential graded Lie algebra (DGLA) of polydifferential operators on X is formal. Calaque [C1] extended this theorem to any Lie algebroid. More precisely, given any Lie algebroid E over X, he defined the DGLA of E-polydifferential operators, and showed that it is formal. Denote by the DGLA of E-polyvector fields. Considering M, a module over E, we define the-module of E-polyvector fields with values in M. Similarly, we define the-module of E-polydifferential operators with values in M,. We show that there is a quasi-isomorphism of L _∞-modules over from to . Our result extends Calaque’s (and Kontsevich’s) result.     

On the Number of Topological Types Occurring in a Parameterized Family of Arrangements

Let be an o-minimal structure over ℝ, a closed definable set, and

Non-free isometric immersions of Riemannian manifolds

Let (V, g) be a Riemannian manifold and let be the isometric immersion operator which, to a map , associates the induced metric on V, where denotes the Euclidean scalar product in . By Nash–Gromov implicit function theorem is infinitesimally invertible over the space of free maps. In this paper we study non-free isometric immersions . We show that the operator (where denotes the space of C ^∞- smooth quadratic forms on ) is infinitesimally invertible over a non-empty open subset of and therefore is an open map in the respective fine topologies.      

A new method in the study of Euler sums

A new method in the study of Euler sums is developed. A host of Euler sums, typically of the form , are expressed in closed form. Also obtained as a by-product, are some striking recursive identities involving several Dirichlet series including the well-known Riemann Zeta-function.      

Conditional limit results for type I polar distributions

Let (S ₁,S ₂) = (R cos(Θ), R sin(Θ)) be a bivariate random vector with associated random radius R which has distribution function F being further independent of the random angle Θ. In this paper we investigate the asymptotic behaviour of the conditional survivor probability when u approaches the upper endpoint of F. On the density function of Θ we impose a certain local asymptotic behaviour at 0, whereas for F we require that it belongs to the Gumbel max-domain of attraction. The main result of this contribution is an asymptotic expansion of , which is then utilised to construct two estimators for the conditional distribution function . Furthermore, we allow Θ to depend on u.      

A two-step estimator of the extreme value index

In this paper, we build a two-step estimator , which satisfies , where is the well-known maximum likelihood estimator of the extreme value index. Since the two-step estimator can be calculated easily as a function of the observations, it is much simpler to use in practice. By properly choosing the first step estimator, such as the Pickands estimator, we can even get a shift and scale invariant estimator with the above property. The author thanks Laurens de Haan for motivating this work and giving helpful comments. The author also thanks two anonymous referees for their useful comments.     

Primitive Ideals and Automorphisms of Quantum Matrices

Let be a field and q be a nonzero element of that is not a root of unity. We give a criterion for 〈0〉 to be a primitive ideal of the algebra of quantum matrices. Next, we describe all height one primes of ; these two problems are actually interlinked since it turns out that 〈0〉 is a primitive ideal of whenever has only finitely many height one primes. Finally, we compute the automorphism group of in the case where m ≠ n. In order to do this, we first study the action of this group on the prime spectrum of . Then, by using the preferred basis of and PBW bases, we prove that the automorphism group of is isomorphic to the torus when m ≠ n and (m,n) ≠ (1, 3),(3, 1). This research was supported by a Marie Curie Intra-European Fellowship within the 6th European Community Framework Programme and by Leverhulme Research Interchange Grant F/00158/X.     

The subexponentiality of products revisited

Following the work of Cline and Samorodnitsky (Stoch. Process. Their Appl. 49(1):75–98, 1994), we reexamine the subexponentiality of the product of two random variables, X and Y, which are independent and have distributions F and G, respectively. The main result is the following: If F belongs to the class [that is to say, F is subexponential and holds for some v>1] and G, with G(0–)=0 and G(0)<0, satisfies for each u>0, then the distribution of XY also belongs to the class .      

Invariant subspaces for operators in a general II<Subscript>1</Subscript>-factor

Let ℳ be a von Neumann factor of type II₁ with a normalized trace τ. In 1983 L. G. Brown showed that to every operator T∈ℳ one can in a natural way associate a spectral distribution measure μ _T (now called the Brown measure of T), which is a probability measure in ℂ with support in the spectrum σ(T) of T. In this paper it is shown that for every T∈ℳ and every Borel set B in ℂ, there is a unique closed T-invariant subspace affiliated with ℳ, such that the Brown measure of is concentrated on B and the Brown measure of is concentrated on ℂ∖B. Moreover, is T-hyperinvariant and the trace of is equal to μ _T(B). In particular, if T∈ℳ has a Brown measure which is not concentrated on a singleton, then there exists a non-trivial, closed, T-hyperinvariant subspace. Furthermore, it is shown that for every T∈ℳ the limit exists in the strong operator topology, and the projection onto is equal to 1_[0,r](A), for every r>0. Supported by The Danish National Research Foundation.     

Extremes of Shepp statistics for Gaussian random walk

Let (ξ _i , i ≥ 1) be a sequence of independent standard normal random variables and let be the corresponding random walk. We study the renormalized Shepp statistic and determine asymptotic expressions for when u,N and T→ ∞ in a synchronized way. There are three types of relations between u and N that give different asymptotic behavior. For these three cases we establish the limiting Gumbel distribution of when T,N→ ∞ and present corresponding normalization sequences.      

Distances Between <Emphasis Type="Italic">σ</Emphasis>-Fields on a Probability Space

For a probability space (Ω,ℱ,P) and two sub-σ-fields we consider two natural distances: and . We investigate basic properties of these distances. In particular we show that if a distance (ρ or ) from ℬ to is small then there exists Z∈ℱ with small P(Z), such that for every B∈ℬ there exists such that B∖Z and A∖Z differ by a set of probability zero. This improves results of Neveu (Ann. Math. Stat. 43(4):1369–1371, [1972]), Jajte and Paszkiewicz (Probab. Math. Stat. 19(1):181–201, [1999]).      

Boundedness of Marcinkiewicz integral related to multilinear commutators with variable kernels on Hardy spaces

Let→b=(b1,b2,…,bm),bi∈∧βi(Rn),1≤I≤m,βi＞0,m∑I=1βi=β,0＜β＜1,μΩ→b(f)(x)=(∫∞0|F→b,t(f)(x)|2dt/t3)1/2,F→b,t(f)(x)=∫|x-y|≤t Ω(x,x-y)/|x-y|n-1 mΠi=1[bi(x)-bi(y)dy.We consider the boundedness of μΩ,→b on Hardy type space Hp→b(Rn).     

Typical <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">q</Emphasis></Superscript>-Dimensions of Measures

For a probability measure μ on a subset of , the lower and upper L^q-dimensions of order are defined by We study the typical behaviour (in the sense of Baire’s category) of the L^q-dimensions and . We prove that a typical measure μ is as irregular as possible: for all q ≥ 1, the lower L^q-dimension attains the smallest possible value and the upper L^q-dimension attains the largest possible value.     

Bass Numbers of Local Cohomology Modules with Respect to an Ideal

Let be a commutative Noetherian local ring and let be an ideal of R. We give some inequalities between the Bass numbers of an R–module and those of its local cohomology modules with respect to . As an application of these inequalities, we recover results of Delfino-Marley and Kawasaki by showing that for a minimax R-module M and for any non-negative integer i, the Bass numbers of the ith local cohomology module are finite if one of the following holds:

A Relation Between Closure Operators on a Small Category and Its Category of Presheaves

In this paper we show that each factorization structure on a small category , satisfying certain conditions, yields a presheaf on and a morphism of presheaves . We then give connections, and set up one to one correspondences, between subclasses of the following classes: (a) closure operators on (b) subobjects of (c) morphisms from to (d) weak Lawvere–Tierney topologies (e) weak Grothendieck topologies (f) closure operators on .     

The cylinder over the Koras–Russell cubic threefold has a trivial Makar-Limanov invariant

In 1996 Makar-Limanov established that the Koras–Russell cubic threefold

<Emphasis Type="Italic">F</Emphasis>-isocristaux surconvergents et surcohérence différentielle

Résumé Soient un anneau de valuation discrète complet d’inégales caractéristiques, de corps résiduel parfait k, un -schéma formel propre et lisse, T un diviseur de la fibre spéciale P de , U l’ouvert de P complémentaire de T, Y un sous-k-schéma fermé lisse de U. Nous prouvons que la catégorie des F-isocristaux surconvergents sur Y est équivalente à celle des F-isocristaux surcohérents sur Y (voir [Car, 6.2.1 et 6.4.3.a)]). Plus généralement, nous établissons par recollement une telle équivalence pour tout k-schéma séparé lisse Y. Nous vérifions de plus que les F-complexes de -modules à cohomologie bornée et -surcohérente se dévissent en F-isocristaux surconvergents.