Torsion cohomology classes and algebraic cycles on complex projective manifolds

Atiyah and Hirzebruch gave examples of even degree torsion classes in the singular cohomology of a smooth complex projective manifold, which are not Poincaré dual to an algebraic cycle. We notice that the order of these classes must be small compared to the dimension of the manifold. However, building upon a construction of Kollár, one can provide such examples with arbitrary high prime order, the dimension being fixed. This method also provides examples of torsion algebraic cycles, which are non trivial in the Griffiths group, and lie in a arbitrary high level of the H. Saito filtration on Chow groups.     

Decomposition of small diagonals and Chow rings of hypersurfaces and Calabi–Yau complete intersections

On the one hand, for a general Calabi–Yau complete intersection X$X$, we establish a decomposition, up to rational equivalence, of the small diagonal in X×X×X$X\times X\times X$, from which we deduce that any decomposable 0-cycle of degree 0 is in fact rationally equivalent to 0, up to torsion. On the other hand, we find a similar decomposition of the smallest diagonal in a higher power of a hypersurface, which provides us an analogous result on the multiplicative structure of its Chow ring.     

On the Lüroth semigroup of curves lying on a smooth quadric

For a smooth irreducible complete algebraic curveC the “gaps” are the integersn such that every linear series of degreen has at least a base point. The Lüroth semigroup S_C of a curveC is the subsemigroup ofN whose elements are not gaps. In this paper we deal with irreducible smooth curves of type (a, b) on a smooth quadricQ. The main result is an algorithm by which we can say if some integer λ∈N is a gap or is in S_C. In the general case there are integers λ which are undecidable. For curves such as complete intersection, arithmetically Cohen-Macaulay or Buchsbaum, we are able to describe explicitly “intervals” of gaps and “intervals” of integers which belong to S_C. For particular cases we can completely determine S_C, by giving just the type of the curve (in particular the degree and the genus). Work done with financial support of M.U.R.S.T. while the authors were members of G.N.S.A.G.A. of C.N.R.     

Non-trivial elements in the Abel–Jacobi kernels of higher-dimensional varieties

The purpose of this paper is to construct non-trivial elements in the Abel–Jacobi kernels in any codimension by specializing correspondences with non-trivial Hodge-theoretical invariants at points with different transcendence degrees over a subfield in C$\mathbb{C}$.     

Adequate equivalence relations and Pontryagin products

Let A be an abelian variety over a field k. We consider CH₀(A) as a ring under Pontryagin product and relate powers of the ideal I⊆CH₀(A) of degree zero elements to powers of the algebraic equivalence relation. We also consider a filtration F⁰⊇F¹⊇… on the Chow groups of varieties of the form T×_kA (defined using Pontryagin products on A×_kA considered as an A-scheme via projection on the first factor) and prove that F^r coincides with the r-fold product (F¹)^*r as adequate equivalence relations on the category of all such varieties.     

A tropical toolkit

We give an introduction to Tropical Geometry and prove some results in tropical intersection theory. The first part of this paper is an introduction to tropical geometry aimed at researchers in Algebraic Geometry from the point of view of degenerations of varieties using projective not-necessarily-normal toric varieties. The second part is a foundational account of tropical intersection theory with proofs of some new theorems relating it to classical intersection theory.     

A polar de Rham theorem

We prove an analogue of the de Rham theorem for polar homology; that the polar homology HP_q(X) of a smooth projective variety X is isomorphic to its H^n,n−q Dolbeault cohomology group. This analogue can be regarded as a geometric complexification where arbitrary (sub)manifolds are replaced by complex (sub)manifolds and de Rham's operator d is replaced by Dolbeault's .     

On the sectional invariants of polarized manifolds

Let (X,L) be a polarized manifold of dimension n. In this paper, for any integer i with 0≤i≤n we introduce the notion of the ith sectional invariant of (X,L). We define the ith sectional Euler number e_i(X,L), the ith sectional Betti number b_i(X,L), and the ith sectional Hodge number of type (j,i−j) of (X,L) and we will study some properties of these.     

On the Griffiths group of the cubic sevenfold

Partially supported by Science Project Geometry of Algebraic Varieties, n. 0-198-SC1, and by fundings from M.U.R.S.T. and G.N.S.A.G.A. (C.N.R.), Italy     

Tails of correlation mixtures of elliptical copulas

Correlation mixtures of elliptical copulas arise when the correlation parameter is driven itself by a latent random process. For such copulas, both penultimate and asymptotic tail dependence are much larger than for ordinary elliptical copulas with the same unconditional correlation. Furthermore, for Gaussian and Student t-copulas, tail dependence at sub-asymptotic levels is generally larger than in the limit, which can have serious consequences for estimation and evaluation of extreme risk. Finally, although correlation mixtures of Gaussian copulas inherit the property of asymptotic independence, at the same time they fall in the newly defined category of near asymptotic dependence. The consequences of these findings for modeling are assessed by means of a simulation study and a case study involving financial time series.     

Risk concentration and diversification: Second-order properties

The quantification of diversification benefits due to risk aggregation plays a prominent role in the (regulatory) capital management of large firms within the financial industry. However, the complexity of today’s risk landscape makes a quantifiable reduction of risk concentration a challenging task. In the present paper we discuss some of the issues that may arise. The theory of second-order regular variation and second-order subexponentiality provides the ideal methodological framework to derive second-order approximations for the risk concentration and the diversification benefit.     

On the dimension of global sections of adjoint bundles for polarized 3-folds and 4-folds

Let (X,L) be a polarized manifold of dimension n defined over the field of complex numbers. In this paper, we treat the case where n=3 and 4. First we study the case of n=3 and we give an explicit lower bound for h⁰(K_X+L) if κ(X)≥0. Moreover, we show the following: if κ(K_X+L)≥0, then h⁰(K_X+L)>0 unless κ(X)=−∞ and h¹(O_X)=0. This gives us a partial answer of Effective Non-vanishing Conjecture for polarized 3-folds. Next for n=4 we investigate the dimension of H⁰(K_X+mL) for m≥2. If n=4 and κ(X)≥0, then a lower bound for h⁰(K_X+mL) is obtained. We also consider a conjecture of Beltrametti-Sommese for 4-folds and we can prove that this conjecture is true unless κ(X)=−∞ and h¹(O_X)=0. Furthermore we prove the following: if (X,L) is a polarized 4-fold with κ(X)≥0 and h¹(O_X)>0, then h⁰(K_X+L)>0.     

On the finite generation of the effective monoid of rational surfaces

We give a numerical criterion for ensuring the finite generation of the effective monoid of the surfaces obtained by a blowing-up of the projective plane at the supports of zero dimensional subschemes assuming that these are contained in a degenerate cubic. Furthermore, this criterion also ensures the regularity of any numerically effective divisor on these surfaces. Thus the dimension of any complete linear system is computed. On the other hand, in particular and among these surfaces, we obtain ringed rational surfaces with very large Picard numbers and with only finitely many integral curves of strictly negative self-intersection. These negative integral curves except two (−1)-curves are all contained in the support of an anticanonical divisor. Thus almost all the geometry of such surfaces is concentrated in the anticanonical class.     

Adjoint divisors on algebraic curves

Let C be a numerically connected curve lying on a smooth algebraic surface. We show that if is an ample invertible sheaf satisfying some technical numerical hypotheses then is normally generated. As a corollary we show that the sheaf ω_C^⊗2 on a numerically connected curve C of arithmetic genus p_a?3 is normally generated if ω_C is ample and does not exist a subcurve B⊂C such that p_a(B)=1=B(C−B).     

Edgeworth expansion for an estimator of the adjustment coefficient

We establish an Edgeworth expansion for an estimator of the adjustment coefficient R, directly related to the geometric-type estimator for general exponential tail coefficients, proposed in [Brito, M., Freitas, A.C.M., 2003. Limiting behaviour of a geometric-type estimator for tail indices. Insurance Math. Econom. 33, 211-226].Using the first term of the expansion, we construct improved confidence bounds for R. The accuracy of the approximation is illustrated using an example from insurance (cf. [Schultze, J., Steinebach, J., 1996. On least squares estimates of an exponential tail coefficient. Statist. Dec. 14, 353-372]).     

On the link between credibility and frequency premium

This paper questions the equidistribution assumption for the random effects in a frequency risk model. Two models are presented, which use parametric and nonparametric links between the variance of the random effect and frequency risk. They are estimated on a Spanish automobile insurance portfolio, for which a decreasing link is obtained. Conclusions are drawn for credibility and bonus-malus coefficients.     

Specialization of the torsion subgroup of the Chow group

An example is given in which specialization is not injective. Partial support by the NSF (DMS-0200012) gratefully acknowledged.     

Direct limits of Cohen–Macaulay rings

Let A be a direct limit of a direct system of Cohen–Macaulay rings. In this paper, we describe the Cohen–Macaulay property of A. Our results indicate that A is not necessarily Cohen–Macaulay. We show A is Cohen–Macaulay under various assumptions. As an application, we study Cohen–Macaulayness of non-affine normal semigroup rings.