Smooth Quasiregular Maps with Branching in R n

According to a theorem of Martio, Rickman and Väisälä, all nonconstant C^n/(n-2)-smooth quasiregular maps in Rⁿ, n≥3, are local homeomorphisms. Bonk and Heinonen proved that the order of smoothness is sharp in R³. We prove that the order of smoothness is sharp in R⁴. For each n≥5 we construct a C^1+ε(n)-smooth quasiregular map in Rⁿ with nonempty branch set.     

Merging percolation on Zd and classical random graphs: Phase transition

We study a random graph model which is a superposition of bond percolation on Z^d with parameter p, and a classical random graph G(n,c/n). We show that this model, being a homogeneous random graph, has a natural relation to the so‐called “rank 1 case” of inhomogeneous random graphs. This allows us to use the newly developed theory of inhomogeneous random graphs to describe the phase diagram on the set of parameters c ≥ 0 and 0 ≤ p < p_c, where p_c = p_c(d) is the critical probability for the bond percolation on Z^d. The phase transition is of second order as in the classical random graph. We find the scaled size of the largest connected component in the supercritical regime. We also provide a sharp upper bound for the largest connected component in the subcritical regime. The latter is a new result for inhomogeneous random graphs with unbounded kernels. © 2009 Wiley Periodicals, Inc. Random Struct. Alg., 2010     

An asymptotic minimax risk bound for estimation of a linear functional relationship

We consider estimation of the parameter B in a multivariate linear functional relationship X_i=ξ_i+ξ_1i, Y_i=Bξ_i+ξ_2i, i=1,…,n, where the errors (ζ_1i^′, ζ_2i^′) are independent standard normal and (ξ_i, i ) is a sequence of unknown nonrandom vectors (incidental parameters). If there are no substantial a priori restrictions on the infinite sequence of incidental parameters then asymptotically the model is nonparametric but does not fit into common settings presupposing a parameter from a metric function space. A special result of the local asymptotic minimax type for the m.1.e. of B is proved. The accuracy of the normal approximation for the m.l.e. of order n^−1/2 is also established.     

A proof of independent Bartlett correctability of nested likelihood ratio tests

It is well known that likelihood ratio statistic is Bartlett correctable. We consider decomposition of a likelihood ratio statistic into 1 degree of freedom components based on sequence of nested hypotheses. We give a proof of the fact that the component likelihood ratio statistics are distributed mutually independently up to the order O(1/n) and each component is independently Bartlett correctable. This was implicit in Lawley (1956, Biometrika, 43, 295–303) and proved in Bickel and Ghosh (1990, Ann. Statist., 18, 1070–1090) using a Bayes method. We present a more direct frequentist proof.     

On Spin Models, Modular Invariance, and Duality

A spin model is a triple (X, W ⁺, W ^–), where W ⁺ and W ^– are complex matrices with rows and columns indexed by X which satisfy certain equations (these equations allow the construction of a link invariant from(X, W ⁺, W ^–) ). We show that these equations imply the existence of a certain isomorphism between two algebras and associated with (X, W ⁺, W ^–) . When is the Bose-Mesner algebra of some association scheme, and is a duality of . These results had already been obtained in [15] when W ⁺, W ^– are symmetric, and in [5] in the general case, but the present proof is simpler and directly leads to a clear reformulation of the modular invariance property for self-dual association schemes. This reformulation establishes a correspondence between the modular invariance property and the existence of spin models at the algebraic level. Moreover, for Abelian group schemes, spin models at the algebraic level and actual spin models coincide. We solve explicitly the modular invariance equations in this case, obtaining generalizations of the spin models of Bannai and Bannai [3]. We show that these spin models can be identified with those constructed by Kac and Wakimoto [20] using even rational lattices. Finally we give some examples of spin models at the algebraic level which are not actual spin models.     

Gauge symmetries and percolation in ±J Ising spin glasses

We consider the ±J spin glass on a finite graph G=(V,E), with i.i.d. couplings. Our approach considers the Z ₂ local gauge invariance of the system. We see the gauge group as a graph theoretic linear code ? over GF(2). The gauge is fixed by choosing a convenient linear supplement of ?. Assuming some relation between the disorder parameter p and the inverse temperature of the thermal bath β _pb , we study percolation in the random interaction random cluster model, and extend the results to dilute spin glasses. Received: 5 May 1997 / Revised version: 9 April 1998     

Rank estimates in a class of semiparametric two-sample models

We consider a two-sample semiparametric model involving a real parameter and a nuisance parameter F which is a distribution function. This model includes the proportional hazard, proportional odds, linear transformation and Harrington-Fleming models (1982, Biometrika, 69, 533–546). We propose two types of estimates based on ranks. The first is a rank approximation to Huber's M-estimates (1981, Robust Statistics, Wiley) and the second is a Hodges-Lehmann type rank inversion estimate (1963, Ann. Math. Statist., 34, 598–611). We obtain asymptotic normality and efficiency results. The estimates are consistent and asymptotically normal generally but fully efficient only for special cases.Research partially supported by National Science Foundation Grant DMS-86-02083 and National Institute of General Medical Sciences Grant SSS-Y1RO1GM35416-01     

Thermodynamic Equilibrium in the System of Chaotic Quantized Vortices in a Weakly Imperfect Bose Gas

In the example of a weakly imperfect Bose gas, we discuss the mechanism of establishing thermodynamic equilibrium for a chaotic set of quantum vortex filaments. We assume that the dynamics of the Bose condensate is described by the Gross–Pitaevsky equation with an additional noise satisfying the fluctuation–dissipation theorem. In considering a vortex filament as the intersection line of surfaces on which the real and imaginary parts of the order parameter (x,t) vanish, we obtain an equation of the Langevin type for elements of the vortex filament with an appropriately transformed random force. The Fokker–Planck equation for the probability density has a solution given by the Gibbs distribution at the temperature of the Bose condensate. In other words, when the Bose condensate is in thermal equilibrium and no other random actions exist, the system of vortices is also in thermal equilibrium.     

Simultaneous inhomogeneous diophantine approximation on manifolds

In 1998, Kleinbock and Margulis proved Sprindzuk’s conjecture pertaining to metrical Diophantine approximation (and indeed the stronger Baker–Sprindzuk conjecture). In essence, the conjecture stated that the simultaneous homogeneous Diophantine exponent w ₀(x) = 1/n for almost every point x on a nondegenerate submanifold M \mathcal{M} of \mathbbRⁿ {\mathbb{R}^n} . In this paper, the simultaneous inhomogeneous analogue of Sprindzuk’s conjecture is established. More precisely, for any “inhomogeneous” vector θ ∈ \mathbbRⁿ {\mathbb{R}^n} we prove that the simultaneous inhomogeneous Diophantine exponent w ₀(x , θ) is 1/n for almost every point x on M \mathcal{M} . The key result is an inhomogeneous transference principle which enables us to deduce that the homogeneous exponent w ₀(x) is 1/n for almost all x ∈ M \mathcal{M} if and only if, for any θ ∈ \mathbbRⁿ {\mathbb{R}^n} , the inhomogeneous exponent w ₀(x , θ) = 1/n for almost all x ∈ M \mathcal{M} . The inhomogeneous transference principle introduced in this paper is an extremely simplified version of that recently discovered by us. Nevertheless, it should be emphasised that the simplified version has the great advantage of bringing to the forefront the main ideas while omitting the abstract and technical notions that come with describing the inhomogeneous transference principle in all its glory.     

General Form of Non-Symmetric Spin Models

A spin model (for link invariants) is a square matrix W with non-zero complex entries which satisfies certain axioms. Recently (Jaeger and Nomura, J. Alg. Combin. 10 (1999), 241–278) it was shown that ^t WW ^–1 is a permutation matrix (the order of this permutation matrix is called the index of W), and a general form was given for spin models of index 2. In the present paper, we generalize this general form to an arbitrary index m. In particular, we give a simple form of W when m is a prime number.     

Convergence theorems for solutions and energy functionals of boundary value problems in thick multilevel junctions of a new type with perturbed neumann conditions on the boundary of thin rectangles

Boundary value problems for the Poisson equation are considered in a multilevel thick junction consisting of a junction body and a lot of alternating thin rectangles of two levels depending on their lengths. Rectangles of the first level have a finite length, whereas rectangles of the second level have a length ε ^α , 0 < α < 1, where ε is the alternation period. On the boundary of thin rectangles, an inhomogeneous Neumann boundary condition involving additional perturbation parameters is imposed. We prove convergence theorems for solutions and energy integrals. Regarding the convergence of solutions of the original problem to solutions of the homogenized problem, we establish some (auxiliary) estimates necessary for obtaining the convergence rate. Bibliography: 48 titles. Illustrations: 3 figures. Dedicated to Nina Nikolaevna Uraltseva Translated from Problemy Matematicheskogo Analiza, 40, May 2009, pp. 113–132.     

Quantified propositional calculus and a second-order theory for NC1

Let H be a proof system for quantified propositional calculus (QPC). We define the Σ^q_j-witnessing problem for H to be: given a prenex Σ^q_j-formula A, an H-proof of A, and a truth assignment to the free variables in A, find a witness for the outermost existential quantifiers in A. We point out that the Σ^q₁-witnessing problems for the systems G^*₁and G₁ are complete for polynomial time and PLS (polynomial local search), respectively. We introduce and study the systems G^*₀ and G₀, in which cuts are restricted to quantifier-free formulas, and prove that the Σ^q_j-witnessing problem for each is complete for NC¹. Our proof involves proving a polynomial time version of Gentzen’s midsequent theorem for G^*₀ and proving that G₀-proofs are TC⁰-recognizable. We also introduce QPC systems for TC⁰ and prove witnessing theorems for them. We introduce a finitely axiomatizable second-order system VNC¹ of bounded arithmetic which we prove isomorphic to Arai’s first order theory AID + Σ^b ₀-CA for uniform NC¹. We describe simple translations of VNC¹ proofs of all bounded theorems to polynomial size families of G^*₀ proofs. From this and the above theorem we get alternative proofs of the NC¹ witnessing theorems for VNC¹ and AID.This research was carried while this author was a student at the University of Toronto.     

Cohomologically trivial internal categories in categories of groups with operations

We describe cohomologically trivial internal categories in the categoryC of groups with operations satisfying certain conditions ([15], [16]). As particular cases we obtain: ifC=Gr, H⁰(C, –)=0 iff C is a connected internal category; ifC=Ab,H ¹(C, –)=0 iff C is equivalent to the discrete internal category (Cokerd, Cokerd, 1, 1, 1, 1). We also discuss related questions concerning extensions, internal categories, their cohomology and equivalence in the categoryC.     

Pseudo-character expansions forU(N)-invariant spin models onCP N−1

We define a set of orthogonal functions on the complex projective spaceCP ^N–1, and compute their Clebsch-Gordan coefficients as well as a large class of 6-j symbols. We also provide all the needed formulae for the generation of high-temperature expansions forU(N)-invariant spin models defined onCP ^N–1.     

A measure of rotatability for second order response surface designs

The concept of rotatability introduced by Box and Hunter (1957,Ann. Math. Statist.,28, 195–241) is an important design criterion for response surface design. Recently, a few measures of rotatability that enable us to assess the degree of rotatability for a given response surface design have been introduced. In this paper, a new measure of rotatability for second order response surface designs is suggested, and illustrated for 3 ^k factorial design and central composite design. Also a short comparison is made between the proposed measure with the previously suggested measures.     

On First Range Times of Linear Diffusions

In this paper we consider first range times (with randomised range level) of a linear diffusion on R. Inspired by the observation that the exponentially randomised range time has the same law as a similarly randomised first exit time from an interval, we study a large family of non-negative 2-dimensional random variables (X,X′) with this property. The defining feature of the family is F^c(x,y)=F^c(x+y,0), ∀ x ≥ 0, y ≥ 0, where F^c(x,y):=P (X > x, X′ > y) We also explain the Markovian structure of the Brownian local time process when stopped at an exponentially randomised first range time. It is seen that squared Bessel processes with drift are serving hereby as a Markovian element.     

Adaptive choice of trimming proportions

We consider Jaeckel's (1971,Ann. Math. Statist.,42, 1540–1552) proposal for choosing the trimming proportion of the trimmed mean in the more general context of choosing a trimming proportion for a trimmedL-estimator of location. We obtain higher order expansions which enable us to evaluate the effect of the estimated trimming proportion on the adaptive estimator. We find thatL-estimators with smooth weight functions are to be preferred to those with discontinuous weight functions (such as the trimmed mean) because the effect of the estimated trimming proportion on the estimator is of ordern ^–1 rather thann ^–3/4. In particular, we find that valid inferences can be based on a particular smooth trimmed mean with its asymptotic standard error and the Studentt distribution with degrees of freedom given by the Tukey and McLaughlin (1963,Sankhy Ser. A,25, 331–352) proposal.     

Magnetic bubble refraction and quasibreathers in inhomogeneous antiferromagnets

We study the dynamics of magnetic bubble solitons in a two-dimensional isotropic antiferromagnetic spin lattice in the case where the exchange integral J(x, y) is position dependent. In the near-continuum regime, this system is described by the relativistic O(3) sigma model on a space-time with a spatially inhomogeneous metric determined by J. We use the geodesic approximation to describe the low-energy soliton dynamics in this system: the n-soliton motion is approximated by geodesic motion in the moduli space M _n of static n-solitons equipped with the L ² metric γ. We obtain explicit formulas for γ for various natural choices of J(x, y). Based on these, we show that single soliton trajectories are refracted with J⁻¹ being analogous to the refractive index and that this refraction effect allows constructing simple bubble lenses and bubble guides. We consider the case where J has a disk inhomogeneity (with the value J ₊ outside a disk and J ₋ < J ₊ inside) in detail. We argue that for sufficiently large J ₊/J ₋, this type of antiferromagnet supports approximate quasibreathers: two or more coincident bubbles confined within the disk spin internally while their shape oscillates with a generically incommensurate period. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 152, No. 1, pp. 191–208, July, 2007.     

Cohomology vanishing¶and a problem in approximation theory

For a simplicial subdivison Δ of a region in k ⁿ (k algebraically closed) and r∈N, there is a reflexive sheaf ? on P ⁿ , such that H ⁰(?(d)) is essentially the space of piecewise polynomial functions on Δ, of degree at most d, which meet with order of smoothness r along common faces. In [9], Elencwajg and Forster give bounds for the vanishing of the higher cohomology of a bundle ℰ on P ⁿ in terms of the top two Chern classes and the generic splitting type of ℰ. We use a spectral sequence argument similar to that of [16] to characterize those Δ for which ? is actually a bundle (which is always the case for n= 2). In this situation we can obtain a formula for H ⁰(?(d)) which involves only local data; the results of [9] cited earlier allow us to give a bound on the d where the formula applies. We also show that a major open problem in approximation theory may be formulated in terms of a cohomology vanishing on P ² and we discuss a possible connection between semi-stability and the conjectured answer to this open problem. Received: 9 April 2001     

On the Coordinate of a Singular Point of the Time Correlation Function for a Spin System on a Simple Hypercubic Lattice at High Temperatures

Using the d ^–1 expansion method (d is the space dimension), we estimate the coordinate of the time-dependent autocorrelation function singular point on the imaginary time axis for the spin 1/2 Heisenberg model on a simple hypercubic lattice at high temperatures. We represent the coefficients of the time expansion (the spectral moments) for the autocorrelation function as the sums of the weighted lattice figures in which the trees constructed from the double bonds give the leading contributions with respect to d ^–1 and the same trees with the built-in squares from six bonds or diagrams with the fourfold bonds give the contribution of the next-to-leading order. We find the corrections to the coordinate of the autocorrelation function singular point that are due to the latter contributions.