Random matrix models of stochastic integral type for free infinitely divisible distributions

The Bercovici-Pata bijection maps the set of classical infinitely divisible distributions to the set of free infinitely divisible distributions. The purpose of this work is to study random matrix models for free infinitely divisible distributions under this bijection. First, we find a specific form of the polar decomposition for the Lévy measures of the random matrix models considered in Benaych-Georges [6] who introduced the models through their laws. Second, random matrix models for free infinitely divisible distributions are built consisting of infinitely divisible matrix stochastic integrals whenever their corresponding classical infinitely divisible distributions admit stochastic integral representations. These random matrix models are realizations of random matrices given by stochastic integrals with respect to matrix-valued Lévy processes. Examples of these random matrix models for several classes of free infinitely divisible distributions are given. In particular, it is shown that any free selfdecomposable infinitely divisible distribution has a random matrix model of Ornstein-Uhlenbeck type ?? ₀ ^?? e ^?1 d?? _t ^d , d ?? 1, where ?? _t ^d is a d × d matrix-valued Lévy process satisfying an I _log condition.     

A Congruence Connecting Latin Rectangles and Partial Orthomorphisms

A partial orthomorphism of ${\mathbb{Z}_{n}}$ is an injective map ${\sigma : S \rightarrow \mathbb{Z}_{n}}$ such that ${S \subseteq \mathbb{Z}_{n}}$ and ??(i)?Ci ? ??(j)? j (mod n) for distinct ${i, j \in S}$ . We say ?? has deficit d if ${|S| = n - d}$ . Let ??(n, d) be the number of partial orthomorphisms of ${\mathbb{Z}_{n}}$ of deficit d. Let ??(n, d) be the number of partial orthomorphisms ?? of ${\mathbb{Z}_n}$ of deficit d such that ??(i) ? {0, i} for all ${i \in S}$ . Then ??(n, d) =???(n, d)n ²/d ² when ${1\,\leqslant\,d < n}$ . Let R _{k, n} be the number of reduced k ×?n Latin rectangles. We show that $$R_{k, n} \equiv \chi (p, n - p)\frac{(n - p)!(n - p - 1)!^{2}}{(n - k)!}R_{k-p,\,n-p}\,\,\,\,(\rm {mod}\,p)$$ when p is a prime and ${n\,\geqslant\,k\,\geqslant\,p + 1}$ . In particular, this enables us to calculate some previously unknown congruences for R _{n, n} . We also develop techniques for computing ??(n, d) exactly. We show that for each a there exists??? _a such that, on each congruence class modulo??? _a , ??(n, n-a) is determined by a polynomial of degree 2a in n. We give these polynomials for ${1\,\leqslant\,a\,\leqslant 6}$ , and find an asymptotic formula for ??(n, n-a) as n ?? ??, for arbitrary fixed a.     

A geometric interpretation of the transition density of a symmetric Lévy process

We study for a class of symmetric Lévy processes with state space R n the transition density pt（x） in terms of two one-parameter families of metrics, （dt）t>0 and （δt）t>0. The first family of metrics describes the diagonal term pt（0）; it is induced by the characteristic exponent ψ of the Lévy process by dt（x, y） = ^1/2tψ（x-y）. The second and new family of metrics δt relates to ^1/2tψ through the formulawhere F denotes the Fourier transform. Thus we obtain the following "Gaussian" representation of the transition density: pt（x） = pt（0）e- δ2t （x,0） where pt（0） corresponds to a volume term related to tψ and where an "exponential" decay is governed by δ2t . This gives a complete and new geometric, intrinsic interpretation of pt（x）.     

Estimates for wave and Klein-Gordon equations on modulation spaces

We prove that the fundamental semi-group eit(m 2I+|Δ|)1/2(m = 0) of the Klein-Gordon equation is bounded on the modulation space M ps,q(Rn) for all 0 < p,q ∞ and s ∈ R.Similarly,we prove that the wave semi-group eit|Δ|1/2 is bounded on the Hardy type modulation spaces μsp,q(Rn) for all 0 < p,q ∞,and s ∈ R.All the bounds have an asymptotic factor tn|1/p 1/2| as t goes to the infinity.These results extend some known results for the case of p 1.Also,some applications for the Cauchy problems related to the semi-group eit(m2I+|Δ|)1/2 are obtained.Finally we discuss the optimum of the factor tn|1/p 1/2| and raise some unsolved problems.     

The fractal “Frog”

In [1?C3] some analytical properties were investigated of the Von Koch curve ?? _?? , ?? ?? $(0,\tfrac{\pi } {4}) $ . In particular, it was shown that ?? _?? is quasiconformal and not AC-removable. The natural question arises: Can one find a quasiconformal and not AC-removable curve essentially different from ?? _?? in the sense that it is not diffeomorphic to ?? _?? ? The present paper is an answer to the question. Namely, we construct a quasiconformal curve, calling the ??Frog,?? which is not AC-removable and not diffeomorphic to ?? _?? for any ?? ?? $(0,\tfrac{\pi } {4}) $ .     

Heat equation with a singular potential on the boundary and the Kato inequality

This paper is concerned with the heat equation in the half-space ? ₊ ^N with the singular potential function on the boundary, (P) $\left\{ \begin{gathered} \frac{\partial } {{\partial t}}u - \Delta u = 0\operatorname{in} \mathbb{R}_ + ^N \times (0,T), \hfill \\ \frac{\partial } {{\partial x_N }}u + \frac{\omega } {{|x|}}u = 0on\partial \mathbb{R}_ + ^N \times (0,T), \hfill \\ u(x,0) = u_0 (x) \geqslant ()0in\mathbb{R}_ + ^N , \hfill \\ \end{gathered} \right. $ where N ?? 3, ?? > 0, 0 < T ?? ??, and u ₀ ?? C ₀(? ₊ ^N ). We prove the existence of a threshold number ?? _N for the existence and the nonexistence of positive solutions of (P), which is characterized as the best constant of the Kato inequality in ? ₊ ^N .     

The Z \to c\bar c \to \gamma \gamma *, Z \to b\bar b \to \gamma \gamma * triangle diagrams and the Z → γψ, Z → γγ decays

We expounded an approach for studying the Z ?? ??? and Z ?? ???? decay based on the sum rules for the $Z \to c\bar c \to \gamma \gamma *$ and $Z \to b\bar b \to \gamma \gamma *$ amplitudes and their derivatives. We calculate the branching ratios of the Z ?? ??? and Z ?? ???? decays under different suppositions about the saturation of the sum rules. We find the lower bounds of ?? _?? BR(Z ?? ???) = 1.95 · 10 ^?7 and ?? _?? BR(Z ?? ????) = 7.23 · 10^?7 and discuss deviations from the lower bounds including the possibility of BR[Z ?? ??J/??(1S)] ?? BR[Z ?? ????(1S)] ?? 10 ^?6 , which is probably measurable at the LHC. Moreover, we calculate the angle distributions in the Z ?? ??? and Z ?? ???? decays.     

On the Rabinowitz Floer homology of twisted cotangent bundles

Let (M, g) be a closed connected orientable Riemannian manifold of dimension n????2. Let ??:?=??? ₀?+??? ^* ?? denote a twisted symplectic form on T ^* M, where ${\sigma\in\Omega^{2}(M)}$ is a closed 2-form and ?? ₀ is the canonical symplectic structure ${dp\wedge dq}$ on T ^* M. Suppose that ?? is weakly exact and its pullback to the universal cover ${\widetilde{M}}$ admits a bounded primitive. Let ${H:T^{*}M\rightarrow\mathbb{R}}$ be a Hamiltonian of the form ${(q,p)\mapsto\frac{1}{2}\left|p\right|^{2}+U(q)}$ for ${U\in C^{\infty}(M,\mathbb{R})}$ . Let ?? _k :?=?H ^?1(k), and suppose that k?>?c(g, ??, U), where c(g, ??, U) denotes the Ma?é critical value. In this paper we compute the Rabinowitz Floer homology of such hypersurfaces. Under the stronger condition that k?>?c ₀(g, ??, U), where c ₀(g, ??, U) denotes the strict Ma?é critical value, Abbondandolo and Schwarz (J Topol Anal 1:307?C405, 2009) recently computed the Rabinowitz Floer homology of such hypersurfaces, by means of a short exact sequence of chain complexes involving the Rabinowitz Floer chain complex and the Morse (co)chain complex associated to the free time action functional. We extend their results to the weaker case k?>?c(g, ??, U), thus covering cases where ?? is not exact. As a consequence, we deduce that the hypersurface ?? _k is never (stably) displaceable for any k?>?c(g, ??, U). This removes the hypothesis of negative curvature in Cieliebak et?al. (Geom Topol 14:1765?C1870, 2010, Theorem 1.3) and thus answers a conjecture of Cieliebak, Frauenfelder and Paternain raised in Cieliebak et?al. (2010). Moreover, following Albers and Frauenfelder (2009; J Topol Anal 2:77?C98, 2010) we prove that for k?>?c(g, ??, U), any ${\psi\in\mbox{Ham}_{c}(T^{*}M,\omega)}$ has a leaf-wise intersection point in ?? _k , and that if in addition ${\dim\, H_{*}(\Lambda M;\mathbb{Z}_{2})=\infty}$ , dim M????2, and the metric g is chosen generically, then for a generic ${\psi\in\mbox{Ham}_{c}(T^{*}M,\omega)}$ there exist infinitely many such leaf-wise intersection points.     

Stochastic quantization and ergodic theorem for density of diffusions

For a given probability density function ρ(x) on Rd,we construct a(non-stationary) diffusion process xt,starting at any point x in Rd,such that 1/T∫T0 δ(xt-x)dt converges to ρ(x) almost surely.The rate of this convergence is also investigated.To find this rate,we mainly use the Clark-Ocone formula from Malliavin calculus and the Girsanov transformation technique.     

A moment theorem for completely hyperexpansive operators

Given a family $ \{ A_m^x \} _{\mathop {m \in \mathbb{Z}_ + ^d }\limits_{x \in X} } $ (X is a non-empty set) of bounded linear operators between the complex inner product space $ \mathcal{D} $ and the complex Hilbert space ? we characterize the existence of completely hyperexpansive d-tuples T = (T ₁, … , T _d ) on ? such that A _m ^x = T ^m A ₀ ^x for all m ? ? ₊ ^d and x ? X.     

Singular integrals along Lipschitz curves with holomorphic kernels

If γ(x)=x+iA(x),tan ^?1‖A′‖_∞<ω<π/2,S _ω ⁰ ={z∈C}| |argz|<ω, or, |arg(-z)|<ω} We have proved that if φ is a holomorphic function in S _ω ⁰ and \(\left| {\varphi (z)} \right| \leqslant \frac{C}{{\left| z \right|}}\) , denotingT f (z)= ∫?(z-ζ)f(ζ)dζ, ?f∈C ₀(γ), ?z∈suppf, where C_c(γ) denotes the class of continuous functions with compact supports, then the following two conditions are equivalent:

1. T can be extended to be a bounded operator on L²(γ);
2. there exists a function ?₁ ∈H ^∞(S _ω ⁰ ) such that ?′₁(z)=?(z)+?(-z), ?z∈S _ω ⁰ ?z∈S _w ⁰ .

     

Embeddings of weighted sobolev spaces and generalized Caffarelli-Kohn-Nirenberg inequalities

We characterize all the real numbers a, b, c and 1 ?? p, q, r < ?? such that the weighted Sobolev space $$W_{\{ a,b\} }^{\{ q,q\} }({R^N}\backslash \{ 0\} ): = \{ u \in L_{loc}^1({R^N}\backslash \{ 0\} ):{\left| x \right|^{a/q}} \in {L^q}({R^{N),}}{\left| x \right|^{b/p}}\nabla u \in {({L^p}({R^N}))^N}\} $$ is continuously embedded into $${L^r}({R^N};{\left| x \right|^c}dx): = \{ u \in L_{loc}^1({R^N}\backslash \{ 0\} ):{\left| x \right|^{c/r}}u \in {L^r}({R^N})\} $$ with norm ??·?? _c,r . It turns out that, except when N ?? 2 and a = c = b ? p = ?N, such an embedding is equivalent to the multiplicative inequality $${\left\| u \right\|_{c,r}} \le C\left\| {\nabla u} \right\|_{b,p}^\theta \left\| u \right\|_{a,q}^{1 - \theta }$$ for some suitable ?? ?? [0, 1], which is often but not always unique. If a, b, c > ?N, then C ₀ ^?? (? ^N ) ? W _{a,b} ^(q,p) (? ^N {0}) ?? L ^r (? ^N ; |x| ^c dx) and such inequalities for u ?? C ₀ ^?? (? ^N ) are the well-known Caffarelli-Kohn-Nirenberg inequalities; but their generalization to W _{a,b} ^(q,p) (? ^N {0}) cannot be proved by a denseness argument. Without the assumption a, b, c > ?N, the inequalities are essentially new, even when u ?? C ₀ ^?? (? ^N {0}), although a few special cases are known, most notably the Hardy-type inequalities when p = q. In a different direction, the embedding theorem easily yields a generalization when the weights |x| ^a , |x| ^b and |x| ^c are replaced with more general weights w _a ,w _b and w _c , respectively, having multiple power-like singularities at finite distance and at infinity.     

A lower bound in Nehari’s theorem on the polydisc

By theorems of Ferguson and Lacey (d = 2) and Lacey and Terwilleger (d > 2), Nehari??s theorem (i.e., if H _?? is a bounded Hankel form on H ²(D ^d ) with analytic symbol ??, then there is a function ?? in L ^??(T ^d ) such that ?? is the Riesz projection of g4) is known to hold on the polydisc D ^d for d > 1. A method proposed in Helson??s last paper is used to show that the constant C _d in the estimate ??????_?? ?? C _d ??H _?? ?? grows at least exponentially with d; it follows that there is no analogue of Nehari??s theorem on the infinite-dimensional polydisc.     

Asymptotics of the variance of the number of real roots of random trigonometric polynomials

Let an,n 1 be a sequence of independent standard normal random variables.Consider the random trigonometric polynomial Tn(θ)=∑nj=1 aj cos(jθ),0≤θ≤2π and let Nn be the number of real roots of Tn(θ) in(0,2π).In this paper it is proved that limn →∞ Var(Nn)/n=c0,where 0相似文献   

Ballisticity conditions for random walk in random environment

Consider a random walk in a uniformly elliptic i.i.d. random environment in dimensions d ?? 2. In 2002, Sznitman introduced for each ${\gamma\in (0, 1)}$ the ballisticity conditions (T) _?? and (T??), the latter being defined as the fulfillment of (T) _?? for all ${\gamma\in (0, 1)}$ . He proved that (T??) implies ballisticity and that for each ${\gamma\in (0.5, 1)}$ , (T) _?? is equivalent to (T??). It is conjectured that this equivalence holds for all ${\gamma\in (0, 1)}$ . Here we prove that for ${\gamma\in (\gamma_d, 1)}$ , where ?? _d is a dimension dependent constant taking values in the interval (0.366, 0.388), (T) _?? is equivalent to (T??). This is achieved by a detour along the effective criterion, the fulfillment of which we establish by a combination of techniques developed by Sznitman giving a control on the occurrence of atypical quenched exit distributions through boxes.     

Strengthening Kazhdan’s property (T) by Bochner methods

In this paper, we propose a property which is a natural generalization of Kazhdan??s property (T) and prove that many, but not all, groups with property (T) also have this property. Let ?? be a finitely generated group. One definition of ?? having property (T) is that ${H^{1}(\Gamma, \pi, {\mathcal{H}}) = 0}$ where the coefficient module ${{\mathcal{H}}}$ is a Hilbert space and ?? is a unitary representation of ?? on ${{\mathcal{H}}}$ . Here we allow more general coefficients and say that ?? has property ${F \otimes {H}}$ if ${H^{1}(\Gamma, \pi_{1}{\otimes}\pi_{2}, F{\otimes} {\mathcal{H}}) = 0}$ if (F, ?? ₁) is any representation with dim(F) <??? and ${({\mathcal{H}}, \pi_{2})}$ is a unitary representation. The main result of this paper is that a uniform lattice in a semisimple Lie group has property ${F \otimes {H}}$ if and only if it has property (T). The proof hinges on an extension of a Bochner-type formula due to Matsushima?CMurakami and Raghunathan. We give a new and more transparent derivation of this formula as the difference of two classical Weitzenb?ck formula??s for two different structures on the same bundle. Our Bochner-type formula is also used in our work on harmonic maps into continuum products (Fisher and Hitchman in preparation; Fisher and Hitchman in Int Math Res Not 72405:1?C19, 2006). Some further applications of property ${F\otimes {H}}$ in the context of group actions will be given in Fisher and Hitchman (in preparation).     

Fixed points of automorphisms preserving the length of words in free solvable groups

Let ?? be an automorphism of prime order p of the free group F _n . Suppose ?? has no fixed points and preserves the length of words. By ?? :=??? ^(m) we denote the automorphism of the free solvable group ${F_{n}/F_n^{(m)} }$ induced by ??. We show that every fixed point of ?? has the form ${cc^{\sigma} \ldots c^{\sigma^{p-1}}}$ , where ${c\in F_n^{(m-1)}/F_n^{(m)}}$ . This is a generalization of some known results, including the Macedo??ska?CSolitar Theorem [10].     

On definability in some lattices of semigroup varieties

An identity of the form x ₁?x _n ??x _1?? x _2?? ?x _n?? where ?? is a non-trivial permutation on the set {1,??,n} is called a permutation identity. If u??v is a permutation identity, then ?(u??v) [respectively r(u??v)] is the maximal length of the common prefix [suffix] of the words u and v. A variety that satisfies a permutation identity is called permutative. If $\mathcal{V}$ is a permutative variety, then $\ell=\ell(\mathcal{V})$ [respectively $r=r(\mathcal{V})$ ] is the least ? [respectively r] such that $\mathcal{V}$ satisfies a permutation identity ?? with ?(??)=? [respectively r(??)=r]. A?variety that consists of nil-semigroups is called a nil-variety. If ?? is a set of identities, then $\operatorname {var}\varSigma$ denotes the variety of semigroups defined by ??. If $\mathcal{V}$ is a variety, then $L (\mathcal{V})$ denotes the lattice of all subvarieties of $\mathcal{V}$ . For ?,r??0 and n>1 let $\mathfrak{B}_{\ell,r,n}$ denote the set that consists of n! identities of the form $$t_1\cdots t_\ell x_1x_2 \cdots x_n z_{1}\cdots z_{r}\approx t_1\cdots t_\ell x_{1\pi}x_{2\pi} \cdots x_{n\pi}z_{1}\cdots z_{r}, $$ where ?? is a permutation on the set {1,??,n}. We prove that for each permutative nil-variety $\mathcal{V}$ and each $\ell\ge\ell(\mathcal{V})$ and $r\ge r(\mathcal{V})$ there exists n>1 such that $\mathcal{V}$ is definable by a first-order formula in $L(\operatorname{var}{\mathfrak{B}}_{l,r,n})$ if ???r or $\mathcal{V}$ is definable up to duality in $L(\operatorname{var}{\mathfrak{B}}_{\ell,r,n})$ if ?=r.     

Extension of functions from Sobolev spaces

By definition, the domain Ω ??ⁿ belongs to the class EW _p ^l if there exists a continuous linear extension operator . An example is given of a domain Ω ??² with compact closure and Jordan boundary, having the following properties: (1) The curve ?Ω is not a quasicircle, has finite length and is Lipschitz in a neighborhood of any of its points except one. (2) Ω ε EW _p ¹ for p<2. and Ω ? EW _p ¹ for p?2. (3) for p>2 and for p?2.     

Self-intersection local times of random walks: exponential moments in subcritical dimensions

Fix p?>?1, not necessarily integer, with p(d ? 2)?< d. We study the p-fold self-intersection local time of a simple random walk on the lattice ${\mathbb Z^d}$ up to time t. This is the p-norm of the vector of the walker??s local times, ? _t . We derive precise logarithmic asymptotics of the expectation of exp{?? _t ||? _t || _p } for scales ?? _t >?0 that are bounded from above, possibly tending to zero. The speed is identified in terms of mixed powers of t and ?? _t , and the precise rate is characterized in terms of a variational formula, which is in close connection to the Gagliardo?CNirenberg inequality. As a corollary, we obtain a large-deviation principle for ||? _t || _p /(tr _t ) for deviation functions r _t satisfying ${t r_t\gg \mathbb E[||\ell_t||_p]}$ . Informally, it turns out that the random walk homogeneously squeezes in a t-dependent box with diameter of order ? t ^1/d to produce the required amount of self-intersections. Our main tool is an upper bound for the joint density of the local times of the walk.