On the optimal robust solution of IVPs with noisy information

We investigate the optimal solution of systems of initial-value problems with smooth right-hand side functions f from a Hölder class \(F^{r,\varrho }_{\text {reg}}\), where r ≥ 0 is the number of continuous derivatives of f, and ? ∈ (0, 1] is the Hölder exponent of rth partial derivatives. We consider algorithms that use n evaluations of f, the ith evaluation being corrupted by a noise δ_i of deterministic or random nature. For δ ≥ 0, in the deterministic case the noise δ_i is a bounded vector, ∥δ_i∥≤δ. In the random case, it is a vector-valued random variable bounded in average, (E(∥δ_i∥^q))^1/q ≤ δ, q ∈ [1, + ∞). We point out an algorithm whose L_p error (p ∈ [0, + ∞]) is O(n ^{? (r + ?)} + δ), independently of the noise distribution. We observe that the level n ^{? (r + ?)} + δ cannot be improved in a class of information evaluations and algorithms. For ε > 0, and a certain model of δ-dependent cost, we establish optimal values of n(ε) and δ(ε) that should be used in order to get the error at most ε with minimal cost.     

On the summability of spectral expansions of piecewise smooth functions

For piecewise smooth functions of n variables, we prove the uniform Riesz summability of order s > (n ? 3)/2 of their spectral expansions associated with an arbitrary elliptic operator with constant coefficients. For s = (n ? 3)/2, the corresponding Riesz means are bounded.     

On the Malle conjecture and the self-twisted cover

For a large class of finite groups G, the number of Galois extensions E/Q of group G and discriminant |d _E | ≤ y is shown to grow at least like a power of y, for some specified positive exponent. The groups G are the regular Galois groups over Q and the counted extensions E/Q are obtained by specializing a given regular Galois extension F/Q(T). The extensions E/Q can further be prescribed any unramified local behavior at each suitably large prime p ≤ log(y)/δ for some δ ≥ 1. This result is a step toward the Malle conjecture on the number of Galois extensions of given group and bounded discriminant. The local conditions further make it a notable constraint on regular Galois groups over Q. The method uses a new version of Hilbert’s irreducibility theorem that counts the specialized extensions and not just the specialization points. A main tool for it is the self-twisted cover that we introduce.     

An optimal Berry-Esseen type inequality for expectations of smooth functions

We provide an optimal Berry-Esseen type inequality for Zolotarev’s ideal ζ₃-metric measuring the difference between expectations of sufficiently smooth functions, like |·|³, of a sum of independent random variables X ₁,..., X _n with finite third-order moments and a sum of independent symmetric two-point random variables, isoscedastic to the X _i . In the homoscedastic case of equal variances, and in particular, in case of identically distributed X ₁,..., X _n the approximating law is a standardized symmetric binomial one. As a corollary, we improve an already optimal estimate of the accuracy of the normal approximation due to Tyurin (2009).     

Indestructibility and destructible measurable cardinals

Say that \({\kappa}\)’s measurability is destructible if there exists a < \({\kappa}\)-closed forcing adding a new subset of \({\kappa}\) which destroys \({\kappa}\)’s measurability. For any δ, let λ_δ =_df The least beth fixed point above δ. Suppose that \({\kappa}\) is indestructibly supercompact and there is a measurable cardinal λ > \({\kappa}\). It then follows that \({A_{1} = \{\delta < \kappa \mid \delta}\) is measurable, δ is not a limit of measurable cardinals, δ is not δ⁺ strongly compact, and δ’s measurability is destructible when forcing with partial orderings having rank below λ_δ} is unbounded in \({\kappa}\). On the other hand, under the same hypotheses, \({A_{2} = \{\delta < \kappa \mid \delta}\) is measurable, δ is not a limit of measurable cardinals, δ is not δ⁺ strongly compact, and δ′s measurability is indestructible when forcing with either Add(δ, 1) or Add(δ, δ⁺)} is unbounded in \({\kappa}\) as well. The large cardinal hypothesis on λ is necessary, as we further demonstrate by constructing via forcing two distinct models in which either \({A_{1} = \emptyset}\) or \({A_{2} = \emptyset}\). In each of these models, both of which have restricted large cardinal structures above \({\kappa}\), every measurable cardinal δ which is not a limit of measurable cardinals is δ⁺ strongly compact, and there is an indestructibly supercompact cardinal \({\kappa}\). In the model in which \({A_{1} = \emptyset}\), every measurable cardinal δ which is not a limit of measurable cardinals is <λ_δ strongly compact and has its <λ_δ strong compactness (and hence also its measurability) indestructible when forcing with δ-directed closed partial orderings having rank below λ_δ. The choice of the least beth fixed point above δ is arbitrary, and other values of λ_δ are also possible.     

Laguerre deconvolution with unknown matrix operator

In this paper we consider the convolutionmodel Z = X + Y withX of unknown density f, independent of Y, when both random variables are nonnegative. Our goal is to estimate the unknown density f of X from n independent identically distributed observations of Z, when the law of the additive process Y is unknown. When the density of Y is known, a solution to the problem has been proposed in [17]. To make the problem identifiable for unknown density of Y, we assume that we have access to a preliminary sample of the nuisance process Y. The question is to propose a solution to an inverse problem with unknown operator. To that aim, we build a family of projection estimators of f on the Laguerre basis, well-suited for nonnegative random variables. The dimension of the projection space is chosen thanks to a model selection procedure by penalization. At last we prove that the final estimator satisfies an oracle inequality. It can be noted that the study of the mean integrated square risk is based on Bernstein’s type concentration inequalities developed for random matrices in [23].     

Asymptotic expansions for solutions of parabolic systems associated with multi-scale switching diffusions

This work develops asymptotic expansions of systems of partial differential equations associated with multi-scale switching diffusions. The switching process is modeled by using an inhomogeneous continuous-time Markov chain. In the model, there are two small parameters ε and δ. The first one highlights the fast switching, whereas the other delineates the slow diffusion. Assuming that ε and δ are related in that ε = δ ^γ , our results reveal that different values of γ lead to different behaviors of the underlying systems, resulting in different asymptotic expansions. Although our motivation comes from stochastic problems, the approach is mainly analytic and is constructive. The asymptotic series are rigorously justified with error bounds provided. An example is provided to demonstrate the results.     

Khinchin’s inequality,Dunford-Pettis and compact operators on the space <Emphasis Type="Italic">C</Emphasis>([0, 1], <Emphasis Type="Italic">X</Emphasis>)

We prove that if X, Y are Banach spaces, Ω a compact Hausdorff space and U:C(Ω, X) → Y is a bounded linear operator, and if U is a Dunford-Pettis operator the range of the representing measure G(Σ) ? DP(X, Y) is an uniformly Dunford-Pettis family of operators and ∥G∥ is continuous at Ø. As applications of this result we give necessary and/or sufficient conditions that some bounded linear operators on the space C([0, 1], X) with values in c ₀ or l _p, (1 ≤ p < ∞) be Dunford-Pettis and/or compact operators, in which, Khinchin’s inequality plays an important role.     

A Link Between the Log-Sobolev Inequality and Lyapunov Condition

We give an alternative look at the log-Sobolev inequality (LSI in short) for log-concave measures by semigroup tools. The similar idea yields a heat flow proof of LSI under some quadratic Lyapunov condition for symmetric diffusions on Riemannian manifolds provided the Bakry-Emery’s curvature is bounded from below. Let’s mention that, the general ?-Lyapunov conditions were introduced by Cattiaux et al. (J. Funct. Anal. 256(6), 1821–1841 2009) to study functional inequalities, and the above result on LSI was first proved subject to ?(?) = d²(?,x₀) by Cattiaux et al. (Proba. Theory Relat. Fields 148(1–2), 285–304 2010) through a combination of detective L² transportation-information inequality W₂I and the HWI inequality of Otto-Villani. Next, we assert a converse implication that the Lyapunov condition can be derived from LSI, which means their equivalence in the above setting.     

Expected Number of Real Roots for Random Linear Combinations of Orthogonal Polynomials Associated with Radial Weights

In this note, we obtain asymptotic expected number of real zeros for random polynomials of the form

$$f_{n}(z)=\sum\limits_{j=0}^{n}{a^{n}_{j}}{c^{n}_{j}}z^{j}$$

where \({a^{n}_{j}}\) are independent and identically distributed real random variables with bounded (2 + δ)th absolute moment and the deterministic numbers \({c^{n}_{j}}\) are normalizing constants for the monomials z ^j within a weighted L ²-space induced by a radial weight function satisfying suitable smoothness and growth conditions.

     

On local spectral properties of Hamilton type operators

In this paper, we introduce the class of Hamilton type operators and study various properties of this class. We show that every Hamilton type operator with property (β) or (δ) is decomposable. In addition, we prove that a Hamilton type operator T satisfies property (β), Dunford’s property (C) and Weyl’s theorem if and only if its adjoint does.     

Asymptotic curves and asymptotic values for mappings with weighted bounded (p,q)-distortion

We prove that a mapping with weighted bounded (p, q)-distortion can be extended by continuity to a set whose family of asymptotic curves has modulus zero. We also establish a counterpart to Iversen’s theorem for a mapping with weighted bounded (n, n)-distortion.     

Absence of Non-Constant Harmonic Functions with ℓp-gradient in some Semi-Direct Products

We study potential operators associated with Laguerre function expansions of convolution and Hermite types, and with Dunkl-Laguerre expansions. We prove qualitatively sharp estimates of the corresponding potential kernels. Then we characterize those 1 ≤ p,q ≤ 8, for which the potential operators are L ^p - L ^q bounded. These results are sharp analogues of the classical Hardy-Littlewood-Sobolev fractional integration theorem in the Laguerre and Dunkl-Laguerre settings.     

Invariance principles for the law of the iterated logarithm under <Emphasis Type="Italic">G</Emphasis>-framework

We obtain a general invariance principle of G-Brownian motion for the law of the iterated logarithm (LIL for short). For continuous bounded independent and identically distributed random variables in G-expectation space, we also give an invariance principle for LIL. In some sense, this result is an extension of the classical Strassen’s invariance principle to the case where probability measure is no longer additive. Furthermore, we give some examples as applications.     

Equiconsistencies at subcompact cardinals

We present equiconsistency results at the level of subcompact cardinals. Assuming SBH_δ, a special case of the Strategic Branches Hypothesis, we prove that if δ is a Woodin cardinal and both □(δ) and □_δ fail, then δ is subcompact in a class inner model. If in addition □(δ⁺) fails, we prove that δ is \({\Pi_1^2}\) subcompact in a class inner model. These results are optimal, and lead to equiconsistencies. As a corollary we also see that assuming the existence of a Woodin cardinal δ so that SBH_δ holds, the Proper Forcing Axiom implies the existence of a class inner model with a \({\Pi_1^2}\) subcompact cardinal. Our methods generalize to higher levels of the large cardinal hierarchy, that involve long extenders, and large cardinal axioms up to δ is δ⁺⁽ⁿ⁾ supercompact for all n < ω. We state some results at this level, and indicate how they are proved.     

On the strong convergence properties for weighted sums of negatively orthant dependent random variables

In the paper, the strong convergence properties for two different weighted sums of negatively orthant dependent(NOD) random variables are investigated. Let {X_n, n ≥ 1}be a sequence of NOD random variables. The results obtained in the paper generalize the corresponding ones for i.i.d. random variables and identically distributed NA random variables to the case of NOD random variables, which are stochastically dominated by a random variable X. As a byproduct, the Marcinkiewicz-Zygmund type strong law of large numbers for NOD random variables is also obtained.     

Homogenization of elliptic boundary value problems in Lipschitz domains

In this paper we study the L ^p boundary value problems for \({\mathcal{L}(u)=0}\) in \({\mathbb{R}^{d+1}_+}\) , where \({\mathcal{L}=-{\rm div} (A\nabla )}\) is a second order elliptic operator with real and symmetric coefficients. Assume that A is periodic in x _d+1 and satisfies some minimal smoothness condition in the x _d+1 variable, we show that the L ^p Neumann and regularity problems are uniquely solvable for 1 < p < 2 + δ. We also present a new proof of Dahlberg’s theorem on the L ^p Dirichlet problem for 2 ? δ < p < ∞ (Dahlberg’s original unpublished proof is given in the Appendix). As the periodic and smoothness conditions are imposed only on the x _d+1 variable, these results extend directly from \({\mathbb{R}^{d+1}_+}\) to regions above Lipschitz graphs. Consequently, by localization techniques, we obtain uniform L ^p estimates for the Dirichlet, Neumann and regularity problems on bounded Lipschitz domains for a family of second order elliptic operators arising in the theory of homogenization. The results on the Neumann and regularity problems are new even for smooth domains.     

On the rate of convergence in the global central limit theorem for random sums of independent random variables

We present upper bounds of the integral \( {\int}_{-\infty}^{\infty }{\left|x\right|}^l\left|\mathbf{P}\left\{{Z}_N<x\right\}-\varPhi (x)\right|\mathrm{d}x \) for 0 ≤ l ≤ 1 + δ, where 0 < δ ≤ 1, Φ(x) is a standard normal distribution function, and Z _N = \( {S}_N/\sqrt{\mathbf{V}{S}_N} \) is the normalized random sum with variance V S _N > 0 (S _N = X ₁ + · · · + X _N ) of centered independent random variables X ₁ ,X ₂ , . . . . The number of summands N is a nonnegative integer-valued random variable independent of X ₁ ,X ₂ , . . . .     

Convergence in <Emphasis Type="Italic">L</Emphasis><Subscript><Emphasis Type="Italic">p</Emphasis></Subscript>([0, <Emphasis Type="Italic">T</Emphasis>]) of Wavelet Expansions of <Emphasis Type="Italic">φ</Emphasis>-Sub-Gaussian Random Processes

The article presents new results on convergence in L _p ([0,T]) of wavelet expansions of φ-sub-Gaussian random processes. The convergence rate of the expansions is obtained. Specifications of the obtained results are discussed.