Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling

We study joint efficient estimation of two parameters dominating either the inverse-Gaussian or gamma subordinator, based on discrete observations sampled at satisfying as . Under the condition that as we have two kinds of optimal rates, and . Moreover, as in estimation of diffusion coefficient of a Wiener process the -consistent component of the estimator is effectively workable even when T _n does not tend to infinity. Simulation experiments are given under several h _n ’s behaviors.     

Exact Distribution of the Local Score for Markovian Sequences

Let be a sequence of letters taken in a finite alphabet Θ. Let be a scoring function and the corresponding score sequence where X _i = s(A _i ). The local score is defined as follows: . We provide the exact distribution of the local score in random sequences in several models. We will first consider a Markov model on the score sequence , and then on the letter sequence . The exact P-value of the local score obtained with both models are compared thanks to several datasets. They are also compared with previous results using the independent model.     

A note on Green’s relations in the semigroups <Emphasis Type="Italic">T</Emphasis>(<Emphasis Type="Italic">X</Emphasis>,<Emphasis Type="Italic">ρ</Emphasis>)

Let X be a set and the full transformation semigroup on X. Let ρ be an equivalence relation on X and

Homotopy Categories for Simply Connected Torsion Spaces

For each n > 1 and each multiplicative closed set of integers S, we study closed model category structures on the pointed category of topological spaces, where the classes of weak equivalences are classes of maps inducing isomorphism on homotopy groups with coefficients in determined torsion abelian groups, in degrees higher than or equal to n. We take coefficients either on all the cyclic groups with s ∈ S, or in the abelian group where is the group of fractions of the form with s ∈ S. In the first case, for n > 1 the localized category is equivalent to the ordinary homotopy category of (n − 1)-connected CW-complexes whose homotopy groups are S-torsion. In the second case, for n > 1 we obtain that the localized category is equivalent to the ordinary homotopy category of (n − 1)-connected CW-complexes whose homotopy groups are S-torsion and the nth homotopy group is divisible. These equivalences of categories are given by colocalizations , obtained by cofibrant approximations on the model structures. These colocalization maps have nice universal properties. For instance, the map is final (in the homotopy category) among all the maps of the form Y → X with Y an (n − 1)-connected CW-complex whose homotopy groups are S-torsion and its nth homotopy group is divisible. The spaces , are constructed using the cones of Moore spaces of the form M(T, k), where T is a coefficient group of the corresponding structure of models, and homotopy colimits indexed by a suitable ordinal. If S is generated by a set P of primes and S ^p is generated by a prime p ∈ P one has that for n > 1 the category is equivalent to the product category . If the multiplicative system S is generated by a finite set of primes, then localized category is equivalent to the homotopy category of n-connected Ext-S-complete CW-complexes and a similar result is obtained for .     

Reduced Minimum Modulus Preserving in Banach Space

Let be the algebra of all bounded linear operators on a complex Banach space X and γ(T) be the reduced minimum modulus of operator . In this work, we prove that if , is a surjective linear map such that is an invertible operator, then , for every , if and only if, either there exist two bijective isometries and such that for every , or there exist two bijective isometries and such that for every . This generalizes for a Banach space the Mbekhta’s theorem [12].      

The Product Formula in Unitary Deformation K-theory

For finitely generated groups G and H, we prove that there is a weak equivalence G H (G × H) of ku-algebra spectra, where denotes the “unitary deformation K-theory” functor. Additionally, we give spectral sequences for computing the homotopy groups of G and HG in terms of connective K-theory and homology of spaces of G-representations.     

Another construction for large sets of Kirkman triple systems

A large set of Kirkman triple systems of order v, denoted by LKTS(v), is a collection , where every is a KTS(v) and all form a partition of all triples on X. In this article, we give a new construction for LKTS(6v + 3) via OLKTS(2v + 1) with a special property and obtain new results for LKTS, that is there exists an LKTS(3v) for , where p, q ≥ 0, r _i , s _j ≥ 1, q _i is a prime power and mod 12.      

Analytic properties in the spectrum of certain Banach algebras

We show a sufficient condition for a domain in to be a H ^∞-domain of holomorphy. Furthermore if a domain has the Gleason property at a point and the projection of the n − 1th order generalized Shilov boundary does not coincide with Ω then is schlicht. We also give two examples of pseudoconvex domains in which the spectrum is non-schlicht and satisfy several other interesting properties.      

The modal logic of continuous functions on cantor space

Let be a propositional language with standard Boolean connectives plus two modalities: an S4-ish topological modality and a temporal modality , understood as ‘next’. We extend the topological semantic for S4 to a semantics for the language by interpreting in dynamic topological systems, i.e. ordered pairs , where X is a topological space and f is a continuous function on X. Artemov, Davoren and Nerode have axiomatized a logic S4C, and have shown that S4C is sound and complete for this semantics. Zhang and Mints have shown that S4C is complete relative to a particular topological space, Cantor space. The current paper produces an alternate proof of the Zhang-Mints result.     

Multilevel frames for sparse tensor product spaces

For Au = f with an elliptic differential operator and stochastic data f, the m-point correlation function of the random solution u satisfies a deterministic equation with the m-fold tensor product operator A ^(m) of A. Sparse tensor products of hierarchic FE-spaces in are known to allow for approximations to which converge at essentially the rate as in the case m = 1, i.e. for the deterministic problem. They can be realized by wavelet-type FE bases (von Petersdorff and Schwab in Appl Math 51(2):145–180, 2006; Schwab and Todor in Computing 71:43–63, 2003). If wavelet bases are not available, we show here how to achieve the fast computation of sparse approximations of for Galerkin discretizations of A by multilevel frames such as BPX or other multilevel preconditioners of any standard FEM approximation for A. Numerical examples illustrate feasibility and scope of the method.     

Reconstruction of Function Fields

For k an algebraic closure of the finite field , ℓ prime distinct from p and X a surface over k, we prove that the field of rational functions k(X) can be recovered from the maximal pro-ℓ-quotient of its absolute Galois group – in fact already from the second central descending series quotient of . Submitted: July 2004, Revision: October 2005, Final revision: February 2008, Accepted: February 2008     

The Kostant–García quantization of the bundle of connections

We shall call quantum states of a principal bundle π : P → M with structure group a semi-simple Lie group G, the elements of certain space of sections of the adjoint bundle , associated to the G-bundle of connections . An inner product of sections of is defined for which is a Hilbert space such that the Gauge group gau(P) of the given bundle represents in a family of self-adjoint operators. This work crystallizes some heuristic considerations, on the unitary representations of Gauge algebras, of Garcia in the already a classical article (J. Differ. Geom. 12, 209–227, 1977).     

KK-theoretic duality for proper twisted actions

Let be a smooth continuous trace algebra, with a Riemannian manifold spectrum X, equipped with a smooth action by a discrete group G such that G acts on X properly and isometrically. Then is KK-theoretically Poincaré dual to , where is the inverse of in the Brauer group of Morita equivalence classes of continuous trace algebras equipped with a group action. We deduce this from a strengthening of Kasparov’s duality theorem. As applications we obtain a version of the above Poincaré duality with X replaced by a compact G-manifold M and Poincaré dualities for twisted group algebras if the group satisfies some additional properties related to the Dirac dual-Dirac method for the Baum- Connes conjecture. This research was supported by the EU-Network Quantum Spaces and Noncommutative Geometry (Contract HPRN-CT-2002-00280) and the Deutsche Forschungsgemeinschaft (SFB 478) and by the National Science and Engineering Research Council of Canada Discovery Grant program.     

Nearly Invariant Subspaces Related to Multiplication Operators in Hilbert Spaces of Analytic Functions

We consider Hilbert spaces of analytic functions defined on an open subset of , stable under the operator M_u of multiplication by some function u. Given a subspace of which is nearly invariant under division by u, we provide a factorization linking each element of to elements of on the inverse image under u of a certain complex disc, for which we give a relatively simple formula. By applying these results to and u(z) = z, we obtain interesting results involving a H²-norm control. In particular, we deduce a factorization for the kernel of Toeplitz operators on Dirichlet spaces. Finally, we give a localization for the problem of extraneous zeros.Submitted: January 18, 2003 Revised: December 20, 2003     

Projective curves of degree=codimension+2

In this article we study nondegenerate projective curves of degree d which are not arithmetically Cohen-Macaulay. Note that for a rational normal curve and a point . Our main result is about the relation between the geometric properties of X and the position of P with respect to . We show that the graded Betti numbers of X are uniquely determined by the rank of P with respect to . In particular, X satisfies property N _2,p if and only if . Therefore property N _2,p of X is controlled by and conversely can be read off from the minimal free resolution of X. This result provides a non-linearly normal example for which the converse to Theorem 1.1 in (Eisenbud et al., Compositio Math 141:1460–1478, 2005) holds. Also our result implies that for nondegenerate projective curves of degree d which are not arithmetically Cohen–Macaulay, there are exactly distinct Betti tables.     

An inexact primal–dual path following algorithm for convex quadratic SDP

We propose primal–dual path-following Mehrotra-type predictor–corrector methods for solving convex quadratic semidefinite programming (QSDP) problems of the form: , where is a self-adjoint positive semidefinite linear operator on , b∈R ^m , and is a linear map from to R ^m . At each interior-point iteration, the search direction is computed from a dense symmetric indefinite linear system (called the augmented equation) of dimension m + n(n + 1)/2. Such linear systems are typically very large and can only be solved by iterative methods. We propose three classes of preconditioners for the augmented equation, and show that the corresponding preconditioned matrices have favorable asymptotic eigenvalue distributions for fast convergence under suitable nondegeneracy assumptions. Numerical experiments on a variety of QSDPs with n up to 1600 are performed and the computational results show that our methods are efficient and robust. Research supported in part by Academic Research Grant R146-000-076-112.     

The Automorphism Group of Plane Algebraic Curves with Singer Automorphisms

The main result in Cossidente and Siciliano (J. Number Theory, Vol. 99 (2003) pp. 373–382) states that if a Singer subgroup of PGL(3,q) is an automorphism group of a projective, geometric irreducible, non-singular plane algebraic curve then either or . In the former case is projectively equivalent to the curve with equation X^q+1Y+Y^q+1+X=0 studied by Pellikaan. Furthermore, the curve has a very nice property from Finite Geometry point of view: apart from the three distinguished points fixed by the Singer subgroup, the set of its -rational points can be partitioned into finite projective planes . In this paper, the full automorphism group of such curves is determined. It turns out that is the normalizer of a Singer group in .     

<Emphasis Type="Italic">K</Emphasis><Subscript>0</Subscript>-group and approximate similarity invariants of strongly irreducible operators

Let H olenote a complex separable Hilbert space and L(H) denote the collection of bounded linear operators on H. An operator T ∈ L(H) is said to be strongly irreducible if T does not commute with any nontrivial idempotent. Herrero and Jiang showed that the norm-closure of the class of all strongly irreducible operators is the class of all operators with connected spectrum. This result can be considered as an approximate inverse of the Riesz decomposition theorem. In the paper, we give a more precise charact...     

Second-order Linearity of Wilcoxon Statistics

The rank statistic , with R _i (t) being the rank of and e ₁ , . . . , e _n being the random sample from a distribution with a cdf F, is considered as a random process with t in the role of parameter. Under some assumptions on c _i , x _i and on the underlying distribution, it is proved that the process converges weakly to the Gaussian process. This generalizes the existing results where the one-dimensional case was considered. We believe our method of the proof can be easily modified for the signed-rank statistics of Wilcoxon type. Finally, we use our results to find the second order asymptotic distribution of the R-estimator based on the Wilcoxon scores and also to investigate the length of the confidence interval for a single parameter β _l .     

Another hybrid conjugate gradient algorithm for unconstrained optimization

Another hybrid conjugate gradient algorithm is subject to analysis. The parameter β _k is computed as a convex combination of (Hestenes-Stiefel) and (Dai-Yuan) algorithms, i.e. . The parameter θ _k in the convex combination is computed in such a way so that the direction corresponding to the conjugate gradient algorithm to be the Newton direction and the pair (s _k , y _k ) to satisfy the quasi-Newton equation , where and . The algorithm uses the standard Wolfe line search conditions. Numerical comparisons with conjugate gradient algorithms show that this hybrid computational scheme outperforms the Hestenes-Stiefel and the Dai-Yuan conjugate gradient algorithms as well as the hybrid conjugate gradient algorithms of Dai and Yuan. A set of 750 unconstrained optimization problems are used, some of them from the CUTE library.