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.     

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）.     

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.     

Asymptotic uniformity of the quantization error of self-similar measures

Let??? be a self-similar measure on ${\mathbb{R}^d}$ associated with a family of contractive similitudes {S ₁, . . . , S _N } and a probability vector {p ₁, . . . , p _N }. Let ${(\alpha_n)_{n=1}^\infty}$ be a sequence of n-optimal sets for??? of order r. For each n, we denote by ${\{P_a(\alpha_n) : a \in \alpha_n\}}$ a Voronoi partition of ${\mathbb{R}^d}$ with respect to ?? _n . Under the strong separation condition for {S ₁, . . . , S _N }, we show that the nth quantization error of??? of order ${r \in [1, \infty)}$ satisfies the following asymptotic uniformity property: $$\int \limits _{P_a(\alpha_n)}{\rm d}(x, a)^rd\mu(x) \asymp \frac{1}{n}V_{n,r}(\mu),\quad {\rm for\,all}\,a \in \alpha_n.$$      

Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps

We consider the Markov chain ${\{X_n^x\}_{n=0}^\infty}$ on ${\mathbb{R}^d}$ defined by the stochastic recursion ${X_{n}^{x}= \psi_{\theta_{n}} (X_{n-1}^{x})}$ , starting at ${x\in\mathbb{R}^d}$ , where ?? ₁, ?? ₂, . . . are i.i.d. random variables taking their values in a metric space ${(\Theta, \mathfrak{r})}$ , and ${\psi_{\theta_{n}} :\mathbb{R}^d\mapsto\mathbb{R}^d}$ are Lipschitz maps. Assume that the Markov chain has a unique stationary measure ??. Under appropriate assumptions on ${\psi_{\theta_n}}$ , we will show that the measure ?? has a heavy tail with the exponent ???>?0 i.e. ${\nu(\{x\in\mathbb{R}^d: |x| > t\})\asymp t^{-\alpha}}$ . Using this result we show that properly normalized Birkhoff sums ${S_n^x=\sum_{k=1}^n X_k^x}$ , converge in law to an ??-stable law for ${\alpha\in(0, 2]}$ .     

Predual Spaces of Banach Completions of Orlicz-Hardy Spaces Associated with Operators

Let L be a linear operator in L ²(? ⁿ ) and generate an analytic semigroup {e ^?tL } _t??0 with kernels satisfying an upper bound of Poisson type, whose decay is measured by ??(L)??(0,??]. Let ?? on (0,??) be of upper type 1 and of critical lower type $\widetilde{p}_{0}(\omega)\in(n/(n+\theta(L)),1]$ and ??(t)=t ^?1/?? ^?1(t ^?1) for t??(0,??). In this paper, the authors first introduce the VMO-type space VMO _??,L (? ⁿ ) and the tent space $T^{\infty}_{\omega,\mathrm{v}}({\mathbb{R}}^{n+1}_{+})$ and characterize the space VMO _??,L (? ⁿ ) via the space $T^{\infty}_{\omega,\mathrm{v}}({{\mathbb{R}}}^{n+1}_{+})$ . Let $\widetilde{T}_{\omega}({{\mathbb{R}}}^{n+1}_{+})$ be the Banach completion of the tent space $T_{\omega}({\mathbb{R}}^{n+1}_{+})$ . The authors then prove that $\widetilde{T}_{\omega}({\mathbb{R}}^{n+1}_{+})$ is the dual space of $T^{\infty}_{\omega,\mathrm{v}}({\mathbb{R}}^{n+1}_{+})$ . As an application of this, the authors finally show that the dual space of $\mathrm{VMO}_{\rho,L^{\ast}}({\mathbb{R}}^{n})$ is the space B _??,L (? ⁿ ), where L ^* denotes the adjoint operator of L in L ²(? ⁿ ) and B _??,L (? ⁿ ) the Banach completion of the Orlicz-Hardy space H _??,L (? ⁿ ). These results generalize the known recent results by particularly taking ??(t)=t for t??(0,??).     

Some estimates of the normal approximation for ��-mixing random variables

Let ?? _n be a ??-mixing sequence of real random variables such that $ \mathbb{E}{\xi_n} = 0 $ , and let Y be a standard normal random variable. Write S _n = ?? ₁ + · · · + ?? _n and consider the normalized sums Z _n = S _n /B _n , where $ B_n^2 = \mathbb{E}S_n^2 $ . Assume that a thrice differentiable function $ h:\mathbb{R} \to \mathbb{R} $ satisfies $ {\sup_{x \in \mathbb{R}}}\left| {{h^s}(x)} \right| < \infty $ . We obtain upper bounds for $ {\Delta_n} = \left| {\mathbb{E}h\left( {{Z_n}} \right) - \mathbb{E}h(Y)} \right| $ in terms of Lyapunov fractions with explicit constants (see Theorem 1). In a particular case, the obtained upper bound of ?? _n is of order O(n ^?1/2). We note that the ??-mixing coefficients ??(r) are defined between the ??past?? and ??future.?? To prove the results, we apply the Bentkus approach.     

Mass Transport and Uniform Rectifiability

In this paper we characterize the so called uniformly rectifiable sets of David and Semmes in terms of the Wasserstein distance W ₂ from optimal mass transport. To obtain this result, we first prove a localization theorem for the distance W ₂ which asserts that if??? and ?? are probability measures in ${{\mathbb{R}^n}}$ , ${{\varphi}}$ is a radial bump function smooth enough so that ${{\int \varphi d \mu \gtrsim 1}}$ , and??? has a density bounded from above and from below on supp( ${{\varphi}}$ ), then ${{W_2(\varphi \mu, a\varphi \nu) \leq cW_2(\mu, \nu)}}$ , where ${{a = \int \varphi d\mu/ \int \varphi d\nu}}$ .     

Composition Operators on Spaces of Fractional Cauchy Transforms

For ?? > 0, the Banach space ${\mathcal{F}_{\alpha}}$ is defined as the collection of functions f which can be represented as integral transforms of an appropriate kernel against a Borel measure defined on the unit circle T. Let ?? be an analytic self-map of the unit disc D. The map ?? induces a composition operator on ${\mathcal{F}_{\alpha}}$ if ${C_{\Phi}(f) = f \circ \Phi \in \mathcal{F}_{\alpha}}$ for any function ${f \in \mathcal{F}_{\alpha}}$ . Various conditions on ?? are given, sufficient to imply that C _?? is bounded on ${\mathcal{F}_{\alpha}}$ , in the case 0 < ?? < 1. Several of the conditions involve ???? and the theory of multipliers of the space ${\mathcal{F}_{\alpha}}$ . Relations are found between the behavior of C _?? and the membership of ?? in the Dirichlet spaces. Conditions given in terms of the generalized Nevanlinna counting function are shown to imply that ?? induces a bounded composition operator on ${\mathcal{F}_{\alpha}}$ , in the case 1/2 ?? ?? < 1. For such ??, examples are constructed such that ${\| \Phi \|_{\infty} = 1}$ and ${C_{\Phi}: \mathcal{F}_{\alpha} \rightarrow \mathcal{F}_{\alpha}}$ is bounded.     

On oracle inequalities related to data-driven hard thresholding

This paper focuses on computing a nearly optimal penalty in the method of empirical risk minimization. It is assumed that we have at our disposal the noisy data Y?=??? +????, where ${\theta\in \mathbb{R}^n}$ is an unknown vector and ${\xi\in \mathbb{R}^n}$ is a standard white Gaussian noise. It is also assumed that the underling vector ?? is sparse, and therefore to recover ?? we use a hard thresholding estimate ${\hat\theta_i(Y,t)=Y_i{\bf 1}\{|Y_i|\ge t\}}$ . In order to adapt to an unknown sparsity of ??, the threshold t is assumed to be data-driven. The very popular approach for computing such thresholds is based on the principle of empirical risk minimization suggesting the following data-driven threshold ${\hat t =\text{arg\,min}_t\{\|Y-\hat\theta(Y,t)\|^2+Pen(Y,t)\}}$ , where Pen(Y, t) is a penalty function. In this paper, it is proved with the help of a sharp oracle inequality that the main term in the optimal penalty is given by 2?? ²#{i : |Y _i | ?? t} log[n/#{i : |Y _i | ?? t}].     

On the infimum attained by the reflected fractional Brownian motion

Let {B _H (t):t≥0} be a fractional Brownian motion with Hurst parameter \(H\in (\frac {1}{2},1)\) . For the storage process \(Q_{B_{H}}(t)=\sup _{-\infty \le s\le t}\) \(\left (B_{H}(t)-B_{H}(s)-c(t-s)\right )\) we show that, for any T(u)>0 such that \(T(u)=o(u^{\frac {2H-1}{H}})\) , $$\mathbb P (\inf_{s\in[0,T(u)]} Q_{B_{H}}(s)>u)\sim\mathbb P(Q_{B_{H}}(0)>u),$$ as \(u\to \infty \) . This finding, known in the literature as the strong Piterbarg property, goes in line with previously observed properties of storage processes with self-similar and infinitely divisible input without Gaussian component.     

Power law Pólya’s urn and fractional Brownian motion

We introduce a natural family of random walks $S_n$ on $\mathbb{Z }$ that scale to fractional Brownian motion. The increments $X_n := S_n - S_{n-1} \in \{\pm 1\}$ have the property that given $\{ X_k : k < n \}$ , the conditional law of $X_n$ is that of $X_{n - k_n}$ , where $k_n$ is sampled independently from a fixed law $\mu $ on the positive integers. When $\mu $ has a roughly power law decay (precisely, when $\mu $ lies in the domain of attraction of an $\alpha $ -stable subordinator, for $0<\alpha <1/2$ ) the walks scale to fractional Brownian motion with Hurst parameter $\alpha + 1/2$ . The walks are easy to simulate and their increments satisfy an FKG inequality. In a sense we describe, they are the natural “fractional” analogues of simple random walk on $\mathbb{Z }$ .     

Eta Cocycles, Relative Pairings and the Godbillon–Vey Index Theorem

We prove a Godbillon?CVey index formula for longitudinal Dirac operators on a foliated bundle with boundary ${(X,\mathcal{F})}$ ; in particular, we define a Godbillon?CVey eta invariant on ${(\partial X,\mathcal{F}_{\partial}),}$ that is, a secondary invariant for longitudinal Dirac operators on type III foliations. Moreover, employing the Godbillon?CVey index as a pivotal example, we explain a new approach to higher index theory on geometric structures with boundary. This is heavily based on the interplay between the absolute and relative pairings of K-theory and cyclic cohomology for an exact sequence of Banach algebras, which in the present context takes the form ${0 \to \mathbf{\mathfrak{J}} \to \mathbf{\mathfrak{A}} \to \mathbf{\mathfrak{B}} \to 0}$ with ${ \mathbf{\mathfrak{J}}}$ dense and holomorphically closed in ${C^* (X,\mathcal{F})}$ and ${ \mathbf{\mathfrak{B}}}$ depending only on boundary data. Of particular importance is the definition of a relative cyclic cocycle ${(\tau_{GV}^r,\sigma_{GV})}$ for the pair ${\mathbf{\mathfrak{A}} \to \mathbf{\mathfrak{B}}}$ ; ${\tau_{GV}^r}$ is a cyclic cochain on ${\mathbf{\mathfrak{A}}}$ defined through a regularization à la Melrose of the usual Godbillon?CVey cyclic cocycle ?? _GV ; ?? _GV is a cyclic cocycle on ${\mathbf{\mathfrak{B}}}$ , obtained through a suspension procedure involving ?? _GV and a specific 1-cyclic cocycle (Roe??s 1-cocycle). We call ?? _GV the eta cocycle associated to ?? _GV . The Atiyah?CPatodi?CSinger formula is obtained by defining a relative index class ${{\rm Ind} (D,D^\partial) \in K_* (\mathbf{\mathfrak{A}}, \mathbf{\mathfrak{B}})}$ and establishing the equality ${\langle {\rm Ind} (D), [\tau_{GV}] \rangle\,=\,\langle {\rm Ind} (D,D^\partial), [(\tau^r_{GV}, \sigma_{GV})] \rangle}$ . The Godbillon?CVey eta invariant ?? _GV is obtained through the eta cocycle ?? _GV .     

Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals

Let {X(t),t ≥ 0} be a centered Gaussian process and let γ be a non-negative constant. In this paper we study the asymptotics of \(\mathbb {P} \left \{\underset {t\in [0,\mathcal {T}/u^{\gamma }]}\sup X(t)>u\right \}\) as \(u\rightarrow \infty \) , with \(\mathcal {T}\) an independent of X non-negative random variable. As an application, we derive the asymptotics of finite-time ruin probability of time-changed fractional Brownian motion risk processes.     

Global solutions in higher dimensions to a fourth-order parabolic equation modeling epitaxial thin-film growth

The initial-value problem for $$u_t=-\Delta^2 u - \mu\Delta u - \lambda \Delta |\nabla u|^2 + f(x)\qquad \qquad (\star)$$ is studied under the conditions ${{\frac{\partial}{\partial\nu}} u={\frac{\partial}{\partial\nu}} \Delta u=0}$ on the boundary of a bounded convex domain ${\Omega \subset {\mathbb{R}}^n}$ with smooth boundary. This problem arises in the modeling of the evolution of a thin surface when exposed to molecular beam epitaxy. Correspondingly the physically most relevant spatial setting is obtained when n?=?2, but previous mathematical results appear to concentrate on the case n?=?1. In this work, it is proved that when n??? 3,??? ?? 0, ???>?0 and ${f \in L^\infty(\Omega)}$ satisfies ${{\int_\Omega} f \ge 0}$ , for each prescribed initial distribution ${u_0 \in L^\infty(\Omega)}$ fulfilling ${{\int_\Omega} u_0 \ge 0}$ , there exists at least one global weak solution ${u \in L^2_{loc}([0,\infty); W^{1,2}(\Omega))}$ satisfying ${{\int_\Omega} u(\cdot,t) \ge 0}$ for a.e. t?>?0, and moreover, it is shown that this solution can be obtained through a Rothe-type approximation scheme. Furthermore, under an additional smallness condition on??? and ${\|f\|_{L^\infty(\Omega)}}$ , it is shown that there exists a bounded set ${S\subset L^1(\Omega)}$ which is absorbing for ${(\star)}$ in the sense that for any such solution, we can pick T?>?0 such that ${e^{2\lambda u(\cdot,t)}\in S}$ for all t?>?T, provided that ?? is a ball and u ₀ and f are radially symmetric with respect to x?=?0. This partially extends similar absorption results known in the spatially one-dimensional case. The techniques applied to derive appropriate compactness properties via a priori estimates include straightforward testing procedures which lead to integral inequalities involving, for instance, the functional ${{\int_\Omega} e^{2\lambda u}dx}$ , but also the use of a maximum principle for second-order elliptic equations.     

Insider trading equilibrium in a market with memory

We consider the Kyle-Back model for insider trading, with the difference that the classical Brownian motion noise of the noise traders is replaced by the noise of a fractional Brownian motion B ^H with Hurst parameter ${H>\frac{1}{2}}$ (when ${H=\frac{1}{2}, B^H}$ coincides with the classical Brownian motion). Heuristically, for ${H>\frac{1}{2}}$ this means that the noise traders has some ??memory??, in the sense that any increment from time t on has a positive correlation with its value at t. (In other words, the noise trading is a persistent stochastic process). It also means that the paths of the noise trading process are more egular than in the classical Brownian motion case. We obtain an equation for the optimal (relative) trading intensity for the insider in this setting, and we show that when ${H\rightarrow\frac{1}{2}}$ the solution converges to the solution in the classical case. Finally, we discuss how the size of the Hurst coefficient H influences the optimal performance and portfolio of the insider.     

On the asymptotic behavior of solutions of Emden–Fowler equations on time scales

Consider the Emden-Fowler dynamic equation $$ x^{\Delta\Delta}(t)+p(t)x^\alpha(t)=0,\:\:\alpha >0 , \qquad \qquad \qquad \qquad (0.1) $$ where ${p\in C_{rd}([t_0,\infty)_{\mathbb{T}},\mathbb{R}), \alpha}$ is the quotient of odd positive integers, and ${\mathbb{T}}$ denotes a time scale which is unbounded above and satisfies an additional condition (C) given below. We prove that if ${\int^\infty_{t_0}t^\alpha |p(t)|\Delta t<\infty}$ (and when ???=?1 we also assume lim _t???? tp(t)??(t)?=?0), then (0.1) has a solution x(t) with the property that $$ \lim_{t\rightarrow\infty} \frac{x(t)}{t}=A\neq 0.$$      

Stratonovich’s signatures of Brownian motion determine Brownian sample paths

The signature of Brownian motion in $\mathbb R ^{d}$ over a running time interval $[0,T]$ is the collection of all iterated Stratonovich path integrals along the Brownian motion. We show that, in dimension $d\ge 2$ , almost all Brownian motion sample paths (running up to time $T$ ) are determined by their signature over $[0,T]$ .     

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].     

The best polynomial approximations of entire transcendental functions with generalized growth order in Banach spaces \mathcal{E}_p^{\prime}(G) and {\mathcal{E}_p}(G) , p ? 1

A theorem of the Hadamard type for entire transcendental functions f, which have a generalized ??-order of growth ?? _?? (f), has been obtained. This theorem connects the values $ \widetilde{M}\left( {f,r} \right)\;\left( {r > 1} \right) $ and the coefficients a _n (f) $ \left( {n \in {\mathbb{Z}_{+} }} \right) $ of the expansion of f in Faber series in a finite domain D whose boundary ?? belongs to the Al??per class. This result is the extension of a result obtained by M. N. Sheremeta onto a simply connected domain. The necessary and sufficient conditions for an analytic function $ f \in \mathcal{E}_p^{\prime}(G) $ or $ f \in {\mathcal{E}_p}(G)\;\left( {1 \leqslant p \leqslant \infty } \right) $ to be entire transcendental with a generalized ??-order of growth ?? _?? (f) are obtained. These conditions include the best polynomial approximations of the function f and determine the rate of their convergence to zero, as the degree of polynomials increases.