An estimate on the supremum of a nice class of stochastic integrals and U-statistics

Let a sequence of iid. random variables ξ ₁, . . . ,ξ _n be given on a space with distribution μ together with a nice class of functions f(x ₁, . . . ,x _k ) of k variables on the product space For all f ∈ we consider the random integral J _n,k (f) of the function f with respect to the k-fold product of the normalized signed measure where μ _n denotes the empirical measure defined by the random variables ξ ₁, . . . ,ξ _n and investigate the probabilities for all x>0. We show that for nice classes of functions, for instance if is a Vapnik–Červonenkis class, an almost as good bound can be given for these probabilities as in the case when only the random integral of one function is considered. A similar result holds for degenerate U-statistics, too. Supported by the OTKA foundation Nr. 037886     

The divergence of fluctuations for shape in first passage percolation

We consider the first passage percolation model on Z ^d for d ≥ 2. In this model, we assign independently to each edge the value zero with probability p and the value one with probability 1−p. We denote by T(0, ν) the passage time from the origin to ν for ν ∈ R ^d and It is well known that if p < p _c , there exists a compact shape B _d ⊂ R ^d such that for all > 0, t B _d (1 − ) ⊂ B(t) ⊂ tB _d (1 + ) and G(t)(1 − ) ⊂ B(t) ⊂ G(t)(1 + ) eventually w.p.1. We denote the fluctuations of B(t) from tB _d and G(t) by In this paper, we show that for all d ≥ 2 with a high probability, the fluctuations F(B(t), G(t)) and F(B(t), tB _d ) diverge with a rate of at least C log t for some constant C. The proof of this argument depends on the linearity between the number of pivotal edges of all minimizing paths and the paths themselves. This linearity is also independently interesting. Research supported by NSF grant DMS-0405150     

Asymptotic laws for regenerative compositions: gamma subordinators and the like

For a random closed set obtained by exponential transformation of the closed range of a subordinator, a regenerative composition of generic positive integer n is defined by recording the sizes of clusters of n uniform random points as they are separated by the points of . We focus on the number of parts K_n of the composition when is derived from a gamma subordinator. We prove logarithmic asymptotics of the moments and central limit theorems for K_n and other functionals of the composition such as the number of singletons, doubletons, etc. This study complements our previous work on asymptotics of these functionals when the tail of the Lévy measure is regularly varying at 0+. Research supported in part by N.S.F. Grant DMS-0071448     

The Rees algebra of a positive normal affine semigroup ring

Let R be a positive normal affine semigroup ring of dimension d and let be the maximal homogeneous ideal of R. We show that the integral closure of is equal to for all n ∈ℕ with n ≥ d − 2. From this we derive that the Rees algebra R[t] is normal in case that d ≤ 3. If emb dim(R) = d + 1, we can give a necessary and sufficient condition for R[t] to be normal.     

Restriction of the cotangent bundle to elliptic curves and Hilbert-Kunz functions

We describe the possible restrictions of the cotangent bundle to an elliptic curve . We apply this in positive characteristic to the computation of the Hilbert-Kunz function of a homogeneous R₊-primary ideal in the graded section ring .     

Translation invariant Gibbs states for the Ising model

We prove that all the translation invariant Gibbs states of the Ising model are a linear combination of the pure phases for any . This implies that the average magnetization is continuous for . Furthermore, combined with previous results on the slab percolation threshold [B2] this shows the validity of Pisztora's coarse graining [Pi] up to the critical temperature. We would like to thank C. Pfister and Y. Velenik for very useful comments.     

Inversion de l'espace et du temps des processus de Lévy stables

We proove a new duality relation between stable Lévy processes with index and those with index . This duality appears to be the trajectorial version of the duality of Zolotarev which concerns one dimensional stable laws. We give an application of this result to the behaviour of the paths at small and large times of the process ``conditioned to stay positive'. Mots-clefs: Lévy process Stable process Fluctuation identities Ladder process     

Classification and decomposition of Quantum Markov Semigroups

We show that a QMS on a σ-finite von Neumann algebra can be decomposed as the sum of several ``sub'-semigroups corresponding to transient and recurrent projections. We discuss two applications to physical models.     

The space of complete embedded maximal surfaces with isolated singularities in the 3-dimensional Lorentz-Minkowski space

We prove that a complete embedded maximal surface in = (³, dx₁² + dx₂²-dx₃²) with a finite number of singularities is an entire maximal graph with conelike singularities over any spacelike plane, and so, it is asymptotic to a spacelike plane or a half catenoid. We show that the moduli space of entire maximal graphs over {x₃=0} in with n+12 singular points and vertical limit normal vector at infinity is a 3n+4-dimensional differentiable manifold. The convergence in means the one of conformal structures and Weierstrass data, and it is equivalent to the uniform convergence of graphs on compact subsets of {x₃=0}. Moreover, the position of the singular points in ³ and the logarithmic growth at infinity can be used as global analytical coordinates with the same underlying topology. We also introduce the moduli space of marked graphs with n+1 singular points (a mark in a graph is an ordering of its singularities), which is a (n+1)-sheeted covering of . We prove that identifying marked graphs differing by translations, rotations about a vertical axis, homotheties or symmetries about a horizontal plane, the corresponding quotient space is an analytic manifold of dimension 3n–1. This manifold can be identified with a spinorial bundle associated to the moduli space of Weierstrass data of graphs in .Mathematics Subject Classification (2000): 53C50, 58D10, 53C42First and second authors research partially supported by MEC-FEDER grant number MTM2004-00160Second and third authors research partially supported by Consejería de Educación y Ciencia de la Junta de Andalucía and the European Union.     

Conjugacy classes of affine automorphisms of and linear automorphisms of ℙ n in the Cremona groups

We describe the conjugacy classes of affine automorphisms in the group Aut(n,) (respectively Bir()) of automorphisms (respectively of birational maps) of . From this we deduce also the classification of conjugacy classes of automorphisms of ℙⁿ in the Cremona group Bir().     

Partial regularity for stationary harmonic maps at a free boundary

Let and be smooth Riemannian manifolds, of the dimension n≥2 with nonempty boundary, and compact without boundary. We consider stationary harmonic maps u ∈ H¹(, ) with a free boundary condition of the type u(∂) ⊂ Γ, given a submanifold Γ⊂. We prove partial boundary regularity, namely (sing(u))=0, a result that was until now only known in the interior of the domain (see [B]). The key of the proof is a new lemma that allows an extension of u by a reflection construction. Once the partial regularity theorem is known, it is possible to reduce the dimension of the singular set further under additional assumptions on the target manifold and the submanifold Γ.     

Prediction for discrete time series

Let {X_n} be a stationary and ergodic time series taking values from a finite or countably infinite set Assume that the distribution of the process is otherwise unknown. We propose a sequence of stopping times _n along which we will be able to estimate the conditional probability P(=x|X₀,...,) from data segment (X₀,...,) in a pointwise consistent way for a restricted class of stationary and ergodic finite or countably infinite alphabet time series which includes among others all stationary and ergodic finitarily Markovian processes. If the stationary and ergodic process turns out to be finitarily Markovian (among others, all stationary and ergodic Markov chains are included in this class) then almost surely. If the stationary and ergodic process turns out to possess finite entropy rate then _n is upperbounded by a polynomial, eventually almost surely.Mathematics Subject Classification (2000): 62G05, 60G25, 60G10     

Estimates for stable hypersurfaces of prescribed F-mean curvature

We consider immersed hypersurfaces :Mⁿ→ℝⁿ⁺¹ with prescribed anisotropic mean curvature . Such hypersurfaces can be characterized as critical points of parametric functionals of the type with an elliptic Lagrangian F depending on normal directions and a smooth vectorfield Q satisfying . We establish curvature estimates for stable hypersurfaces of dimension n≤5, provided F is C³-close to the area integrand.     

A branch-and-cut algorithm for the stochastic uncapacitated lot-sizing problem

This paper addresses a multi-stage stochastic integer programming formulation of the uncapacitated lot-sizing problem under uncertainty. We show that the classical (ℓ,S) inequalities for the deterministic lot-sizing polytope are also valid for the stochastic lot-sizing polytope. We then extend the (ℓ,S) inequalities to a general class of valid inequalities, called the inequalities, and we establish necessary and sufficient conditions which guarantee that the inequalities are facet-defining. A separation heuristic for inequalities is developed and incorporated into a branch-and-cut algorithm. A computational study verifies the usefulness of the inequalities as cuts. This research has been supported in part by the National Science Foundation under Award number DMII-0121495.     

The theory of energy for sub-Laplacians with an application to quasi-continuity

In this paper, we provide a suitable theory for the energy where μ is a Radon measure and Γ is the fundamental solution of a sub-Laplacian on a stratified group As a significant application, we prove the quasi-continuity of superharmonic functions related to . The proofs are elementary and mostly rely on the use of appropriate mean-value formulas and mean-integral operators relevant to the Potential Theory for .     

Bootstrap percolation on the hypercube

In the bootstrap percolation on the n-dimensional hypercube, in the initial position each of the 2ⁿ sites is occupied with probability p and empty with probability 1−p, independently of the state of the other sites. Every occupied site remains occupied for ever, while an empty site becomes occupied if at least two of its neighbours are occupied. If at the end of the process every site is occupied, we say that the (initial) position spans the hypercube. We shall show that there are constants c₁,c₂>0 such that for the probability of spanning tends to 1 as n→∞, while for the probability tends to 0. Furthermore, we shall show that for each n the transition has a sharp threshold function. J. Balogh: work was done while at The University of Memphis, USA Research supported in part by NSF grant DMS0302804 Research supported in part by NSF grant ITR 0225610 and DARPA grant F33615-01-C-1900     

2-universal -lattices over real quadratic fields

Let be a real quadratic field with m a square-free positive rational integer, and be the ring of integers in F. An -lattice L on a totally positive definite quadratic space V over F is called r-universal if L represents all totally positive definite -lattices l with rank r over . We prove that there exists no 2-universal -lattice over F with rank less than 6, and there exists a 2-universal -lattice over F with rank 6 if and only if m=2, 5. Moreover there exists only one 2-universal -lattice with rank 6, up to isometry, over .     

Tannaka duality on quotient stacks

Let = [X/G] be the quotient stack of a scheme X by an affine group scheme G over a field k. Assume that there is a line bundle on whose underlying line bundle on X is very ample. Let VB() be the category of vector bundles on .We show that is canonically isomorphic to the stack of fiber functors on VB(). This is an analogue of the Tannaka duality for affine groups. Partially supported by CNCSIS contract no. 33079/2004     

Selector processes on classes of sets

Consider the random subset X of ℕ obtained by selecting independently each integer with a probability δ. Consider a finite class of finite sets. We describe a combinatorial quantity that is of the same order as We then give a related result allowing to compute the supremum of the empirical process on a class of sets. Work partially supported by an NSF grant.     

On two fragments with negation and without implication of the logic of residuated lattices

The logic of (commutative integral bounded) residuated lattices is known under different names in the literature: monoidal logic [26], intuitionistic logic without contraction [1], H_BCK [36] (nowadays called by Ono), etc. In this paper we study the -fragment and the -fragment of the logical systems associated with residuated lattices, both from the perspective of Gentzen systems and from that of deductive systems. We stress that our notion of fragment considers the full consequence relation admitting hypotheses. It results that this notion of fragment is axiomatized by the rules of the sequent calculus for the connectives involved. We also prove that these deductive systems are non-protoalgebraic, while the Gentzen systems are algebraizable with equivalent algebraic semantics the varieties of pseudocomplemented (commutative integral bounded) semilatticed and latticed monoids, respectively. All the logical systems considered are decidable.