Exact asymptotic bias for estimators of the Ornstein–Uhlenbeck process

We study the bias and the bias derivative for a family \({\mathcal{F}}\) of asymptotically efficient estimators of the Ornstein–Uhlenbeck process. That family contains the maximum likelihood, the conditional maximum likelihood and the empirical estimators. We show that, if g(θ _T ) is an estimator of g(θ), where θ is the parameter and \({\theta_{T} \in \mathcal{F}}\), then, under mild conditions,

$T\,E\left[g(\theta_{T})-g(\theta)\right]\xrightarrow[T\rightarrow\infty]{}c_{\theta}g^{\prime}(\theta)+\theta{g}^{\prime\prime}(\theta),$

where c _θ is an explicit constant that only depends on the choice of θ _T . In particular, if θ _T is one of the three previous estimators, one has

$T\,E_{\theta}(\theta_{T}-\theta)\xrightarrow[T\rightarrow\infty]\,2.$

     

$${\sigma_2}$$-Energy as a polyconvex functional on a space of self-maps of annuli in the multi-dimensional calculus of variations

Let \({\mathbb{X} \subset \mathbb {R}^n}\) be a bounded Lipschitz domain and consider the energy functional

$${{\mathbb F}_{\sigma_2}}[u; \mathbb{X}] := \int_\mathbb{X} {\mathbf F}(\nabla u) \, dx,$$

over the space of admissible maps

$${{\mathcal {A}_\varphi}(\mathbb{X}) :=\{u \in W^{1,4}(\mathbb{X}, {\mathbb{R}^n}) : {\rm det}\, \nabla u > 0\, {\rm for}\, {\mathcal {L}^n}{\rm -a.e. in}\, \mathbb{X}, u|_{\partial \mathbb{X}} =\varphi \}},$$

where the integrand \({{\mathbf F}\colon \mathbb M_{n\times n}\to \mathbb{R}}\) is quasiconvex and sufficiently regular. Here our attention is paid to the prototypical case when \({{\mathbf F}(\xi):=\frac{1}{2}\sigma_2(\xi)+\Phi(\det\xi)}\). The aim of this paper is to discuss the question of multiplicity versus uniqueness for extremals and strong local minimizers of \({\mathbb F_{\sigma_2}}\) and the relation it bares to the domain topology. In contrast, for constructing explicitly and directly solutions to the system of Euler–Lagrange equations associated to \({{\mathbb F}_{\sigma_2}}\), we use a topological class of maps referred to as generalised twists and relate the problem to extremising an associated energy on the compact Lie group \({\mathbf {SO}(n)}\). The main result is a surprising discrepancy between even and odd dimensions. In even dimensions the latter system of equations admits infinitely many smooth solutions amongst such maps whereas in odd dimensions this number reduces to one.

     

Maximal Marcinkiewicz multipliers

Let \(\mathcal{M} =\{m_{j}\}_{j=1}^{\infty}\) be a family of Marcinkiewicz multipliers of sufficient uniform smoothness in \(\mathbb{R}^{n}\). We show that the L ^p norm, 1<p<∞, of the related maximal operator

$$M_Nf(x)= \sup_{1\leq j \leq N} |\mathcal{F}^{-1} ( m_j \mathcal{F} f)|(x) $$

is at most C(log(N+2)) ^n/2. We show that this bound is sharp.

     

Resolutions of Hilbert Modules and Similarity

Let \(H^{2}_{m}\) be the Drury–Arveson (DA) module which is the reproducing kernel Hilbert space with the kernel function \((z, w) \in\mathbb{B}^{m} \times\mathbb{B}^{m} \rightarrow (1 - \sum_{i=1}^{m}z_{i} \bar{w}_{i})^{-1}\). We investigate for which multipliers \(\theta: \mathbb{B}^{m} \rightarrow \mathcal{L}(\mathcal{E}, \mathcal {E}_{*})\) with ran?M _θ closed, the quotient module \(\mathcal{H}_{\theta}\), given by

$\cdots\longrightarrow H^2_m \otimes\mathcal{E} \stackrel{M_{\theta }}{\longrightarrow}H^2_m \otimes\mathcal{E}_* \stackrel{\pi_{\theta}}{\longrightarrow}\mathcal{H}_{\theta}\longrightarrow0,$

is similar to \(H^{2}_{m} \otimes \mathcal {F}\) for some Hilbert space \(\mathcal{F}\). Here M _θ is the corresponding multiplication operator in \(\mathcal{L}(H^{2}_{m} \otimes\mathcal{E}, H^{2}_{m} \otimes\mathcal{E}_{*})\) for Hilbert spaces \(\mathcal{E}\) and \(\mathcal{E}_{*}\) and \(\mathcal {H}_{\theta}\) is the quotient module \((H^{2}_{m} \otimes\mathcal{E}_{*})/ M_{\theta}(H^{2}_{m} \otimes\mathcal{E})\), and π _θ is the quotient map. We show that a necessary condition is the existence of a multiplier ψ in \(\mathcal{M}(\mathcal{E}_{*}, \mathcal{E})\) such that

$\theta\psi\theta= \theta.$

Moreover, we show that the converse is equivalent to a structure theorem for complemented submodules of \(H^{2}_{m} \otimes\mathcal{E}\) for a Hilbert space \(\mathcal {E}\), which is valid for the case of m=1. The latter result generalizes a known theorem on similarity to the unilateral shift, but the above statement is new. Further, we show that a finite resolution of DA-modules of arbitrary multiplicity using partially isometric module maps must be trivial. Finally, we discuss the analogous questions when the underlying operator m-tuple (or algebra) is not necessarily commuting (or commutative). In this case the converse to the similarity result is always valid.

     

On the equiconvergence rate with the Fourier integral of the spectral expansion associated with the self-adjoint extension of the Sturm-Liouville operator with uniformly locally integrable potential

In the space L ₂(?), we consider the self-adjoint extension \(\mathcal{L}\) of the Sturm-Liouville operator ly = ?y″ + q(x)y whose potential q is uniformly locally integrable on ?, i.e., satisfies the condition

$\omega _q (h) = \mathop {\sup }\limits_{x \in \mathbb{R}} \int\limits_x^{x + h} {\left| {q(t)} \right|dt < + \infty ,h > 0.} $

. We study the problem on the equiconvergence rate of the spectral expansion associated with \(\mathcal{L}\) of a function f ∈ L ₁(?) with the Fourier integral on the entire real line. We obtain uniform estimates of the equiconvergence rate under some additional conditions on f or q.

     

Some Berezin Number Inequalities for Operator Matrices

The Berezin symbol à of an operator A acting on the reproducing kernel Hilbert space H = H(Ω) over some (nonempty) set is defined by \(\tilde A(\lambda ) = \left\langle {A\hat k_\lambda ,\hat k_\lambda } \right\rangle \), λ ∈ Ω, where \(\hat k_\lambda = k_\lambda /\left\| {k_\lambda } \right\|\) is the normalized reproducing kernel of H. The Berezin number of the operator A is defined by \(ber(A) = \mathop {\sup }\limits_{\lambda \in \Omega } \left| {\tilde A(\lambda )} \right| = \mathop {\sup }\limits_{\lambda \in \Omega } \left| {\left\langle {A\hat k_\lambda ,\hat k_\lambda } \right\rangle } \right|\). Moreover, ber(A) ? w(A) (numerical radius). We present some Berezin number inequalities. Among other inequalities, it is shown that if \(T = \left[ {\begin{array}{*{20}c} A & B \\ C & D \\ \end{array} } \right] \in \mathbb{B}(\mathcal{H}(\Omega _1 ) \oplus \mathcal{H}(\Omega _2 ))\), then

$$ber(T) \leqslant \frac{1}{2}(ber(A) + ber(D)) + \frac{1}{2}\sqrt {(ber(A) - ber(D))^2 + \left( {\left\| B \right\| + \left\| C \right\|} \right)^2 } .$$

     

A remark on the values of binary linear forms at prime arguments

Let λ₁, λ₂ be positive real numbers such that \({\frac{{\lambda_1}}{{\lambda_2}}}\) is irrational and algebraic. For any (C, c) well-spaced sequence \({\mathcal {V} = \{{v_i}\}_{i = 1}^\infty}\) and δ > 0 let \({E( {\mathcal {V},X,\delta})}\) denote the number of elements \({v \in \mathcal {V}, v \le X}\) for which the inequality

$| {\lambda_1 p_1 + \lambda_2 p_2 - v} | < X^{- \delta}$

is not solvable in primes p ₁, p ₂. In this paper it is proved that

$E( {\mathcal {V},X,\delta}) \ll X^{\frac{4}{5} + \delta + \varepsilon}$

for any \({\varepsilon > 0}\). This result constitutes an improvement upon that of Brüdern, Cook, and Perelli for the range \({\frac{2}{{15}} < \delta < \frac{1}{5}}\).

     

Interior regularity results for zeroth order operators approaching the fractional Laplacian

In this article we are interested in interior regularity results for the solution \({\mu _ \in } \in C(\bar \Omega )\) of the Dirichlet problem

$$\{ _{\mu = 0in{\Omega ^c},}^{{I_ \in }(\mu ) = {f_ \in }in\Omega }$$

where Ω is a bounded, open set and \({f_ \in } \in C(\bar \Omega )\) for all ? ∈ (0, 1). For some σ ∈ (0, 2) fixed, the operator \(\mathcal{I}_{\in}\) is explicitly given by

$${I_ \in }(\mu ,x) = \int_{{R^N}} {\frac{{[\mu (x + z) - \mu (x)]dz}}{{{ \in ^{N + \sigma }} + |z{|^{N + \sigma }}}}} ,$$

which is an approximation of the well-known fractional Laplacian of order σ, as ? tends to zero. The purpose of this article is to understand how the interior regularity of u? evolves as ? approaches zero. We establish that u_? has a modulus of continuity which depends on the modulus of f_?, which becomes the expected Hölder profile for fractional problems, as ? → 0. This analysis includes the case when f? deteriorates its modulus of continuity as ? → 0.

     

Compactly Supported,Piecewise Polyharmonic Radial Functions with Prescribed Regularity

A compactly supported radially symmetric function \(\varPhi :\Bbb{R}^{d}\to \Bbb{R}\) is said to have Sobolev regularity k if there exist constants B≥A>0 such that the Fourier transform of Φ satisfies

$A\bigl(1+\Vert\omega\Vert ^2\bigr)^{-k} \leq\widehat{\varPhi }(\omega )\leq B\bigl (1+\Vert\omega\Vert ^2\bigr)^{-k},\quad\omega\in \Bbb{R}^d.$

Such functions are useful in radial basis function methods because the resulting native space will correspond to the Sobolev space \(W_{2}^{k}(\Bbb{R}^{d})\). For even dimensions d and integers k≥d/4, we construct piecewise polyharmonic radial functions with Sobolev regularity k. Two families are actually constructed. In the first, the functions have k nontrivial pieces, while in the second, exactly one nontrivial piece. We also explain, in terms of regularity, the effect of restricting Φ to a lower dimensional space \(\Bbb{R}^{d-2\ell}\) of the same parity.

     

Coverings of random ellipsoids,and invertibility of matrices with i.i.d. heavy-tailed entries

Let A = (a_ij) be an n × n random matrix with i.i.d. entries such that Ea₁₁ = 0 and Ea ₁₁ ² = 1. We prove that for any δ > 0 there is L > 0 depending only on δ, and a subset N of B ₂ ⁿ of cardinality at most exp(δn) such that with probability very close to one we have

$$A\left( {B_2^n} \right)\subset\mathop \cup \limits_{y \in A\left( \mathcal{N} \right)} \left( {y + L\sqrt n B_2^n} \right)$$

. In fact, a stronger statement holds true. As an application, we show that for some L' > 0 and u ∈ [0, 1) depending only on the distribution law of a11, the smallest singular value sn of the matrix A satisfies

$$\mathbb{P}\left\{ {{s_n}\left( A \right) \leq \varepsilon {n^{ - 1/2}}} \right\} \leq L'\varepsilon + {u^n}$$

for all ε > 0. The latter result generalizes a theorem of Rudelson and Vershynin which was proved for random matrices with subgaussian entries.

     

Layered solutions for a fractional inhomogeneous Allen–Cahn equation

We consider the problem

$$\varepsilon^{2s} (-\partial_{xx})^s \tilde{u}(\tilde{x}) -V(\tilde{x})\tilde{u}(\tilde{x})(1-\tilde{u}^2(\tilde{x}))=0 \quad{\rm in} \mathbb{R},$$

where \({(-\partial_{xx})^s}\) denotes the usual fractional Laplace operator, \({\varepsilon > 0}\) is a small parameter and the smooth bounded function V satisfies \({{\rm inf}_{\tilde{x} \in \mathbb{R}}V(\tilde{x}) > 0}\). For \({s\in(\frac{1}{2},1)}\), we prove the existence of separate multi-layered solutions for any small \({\varepsilon}\), where the layers are located near any non-degenerate local maximal points and non-degenerate local minimal points of function V. We also prove the existence of clustering-layered solutions, and these clustering layers appear within a very small neighborhood of a local maximum point of V.

     

Optimal adaptive sampling recovery

We propose an approach to study optimal methods of adaptive sampling recovery of functions by sets of a finite capacity which is measured by their cardinality or pseudo-dimension. Let W???L _q , 0?q?≤?∞?, be a class of functions on \({{\mathbb I}}^d:= [0,1]^d\). For B a subset in L _q , we define a sampling recovery method with the free choice of sample points and recovering functions from B as follows. For each f?∈?W we choose n sample points. This choice defines n sampled values. Based on these sampled values, we choose a function from B for recovering f. The choice of n sample points and a recovering function from B for each f?∈?W defines a sampling recovery method \(S_n^B\) by functions in B. An efficient sampling recovery method should be adaptive to f. Given a family \({\mathcal B}\) of subsets in L _q , we consider optimal methods of adaptive sampling recovery of functions in W by B from \({\mathcal B}\) in terms of the quantity

$ R_n(W, {\mathcal B})_q := \ \inf_{B \in {\mathcal B}}\, \sup_{f \in W} \, \inf_{S_n^B} \, \|f - S_n^B(f{\kern1pt})\|_q. $

Denote \(R_n(W, {\mathcal B})_q\) by e _n (W) _q if \({\mathcal B}\) is the family of all subsets B of L _q such that the cardinality of B does not exceed 2 ⁿ , and by r _n (W) _q if \({\mathcal B}\) is the family of all subsets B in L _q of pseudo-dimension at most n. Let 0?p,q , θ?≤?∞ and α satisfy one of the following conditions: (i) α?>?d/p; (ii) α?=?d/p, θ?≤?min (1,q), p,q?d-variable Besov class \(U^\alpha_{p,\theta}\) (defined as the unit ball of the Besov space \(B^\alpha_{p,\theta}\)), there is the following asymptotic order

$ e_n\big(U^\alpha_{p,\theta}\big)_q \ \asymp \ r_n\big(U^\alpha_{p,\theta}\big)_q \ \asymp \ n^{- \alpha / d} . $

To construct asymptotically optimal adaptive sampling recovery methods for \(e_n(U^\alpha_{p,\theta})_q\) and \(r_n(U^\alpha_{p,\theta})_q\) we use a quasi-interpolant wavelet representation of functions in Besov spaces associated with some equivalent discrete quasi-norm.

     

Packing spanning graphs from separable families

Let \(\mathcal{G}\) be a separable family of graphs. Then for all positive constants ? and Δ and for every sufficiently large integer n, every sequence G ₁,..., G _t ∈ \(\mathcal{G}\) of graphs of order n and maximum degree at most Δ such that

$$\left( {{G_1}} \right) + \cdots + e\left( {{G_t}} \right) \leqslant \left( {1 - \epsilon } \right)\left( {\begin{array}{*{20}{c}}n \\ 2 \end{array}} \right)$$

packs into K _n . This improves results of Böttcher, Hladký, Piguet and Taraz when \(\mathcal{G}\) is the class of trees and of Messuti, Rödl, and Schacht in the case of a general separable family. The result also implies approximate versions of the Oberwolfach problem and of the Tree Packing Conjecture of Gyárfás and Lehel (1976) for the case that all trees have maximum degree at most Δ.

The proof uses the local resilience of random graphs and a special multi-stage packing procedure.     

Weighted Bounds for Multilinear Square Functions

Let \(\vec {P}=(p_{1},\dotsc ,p_{m})\) with 1 < p ₁, …, p _m < ∞, 1/p ₁+?+1/p _m =1/p and \(\vec {w}=(w_{1},\dotsc ,w_{m})\in A_{\vec {P}}\). In this paper, we investigate the weighted bounds with dependence on aperture α for multilinear square functions \(S_{\alpha ,\psi }(\vec {f})\). We show that

$$\|S_{\alpha,\psi}(\vec{f})\|_{L^{p}(\nu_{\vec{w}})} \leq C_{n,m,\psi,\vec{P}} \alpha^{mn}[\vec{w}]_{A_{\vec{P}}}^{\max(\frac{1}{2},\tfrac{p_{1}^{\prime}}{p},\dotsc,\tfrac{p_{m}^{\prime}}{p})} \prod\limits_{i=1}^{m} \|f_{i}\|_{L^{p_{i}}(w_{i})}. $$

This result extends the result in the linear case which was obtained by Lerner in 2014. Our proof is based on the local mean oscillation technique presented firstly to find the weighted bounds for Calderón–Zygmund operators. This method helps us avoiding intrinsic square functions in the proof of our main result.     

Existence theorems for nonlinear differential equations having trichotomy in banach spaces

We give existence theorems for weak and strong solutions with trichotomy of the nonlinear differential equation

$$\dot x\left( t \right) = \mathcal{L}\left( t \right)x\left( t \right) + f\left( {t,x\left( t \right)} \right),t \in \mathbb{R}$$

(P)

where {?(t): t ∈ R} is a family of linear operators from a Banach space E into itself and f: R × E → E. By L(E) we denote the space of linear operators from E into itself. Furthermore, for a < b and d > 0, we let C([?d, 0],E) be the Banach space of continuous functions from [?d, 0] into E and f ^d : [a, b] × C([?d, 0],E) → E. Let \(\hat {\mathcal{L}}:[a,b] \to L(E)\) be a strongly measurable and Bochner integrable operator on [a, b] and for t ∈ [a, b] define τ _t x(s) = x(t + s) for each s ∈ [?d, 0]. We prove that, under certain conditions, the differential equation with delay

$$\dot x\left( t \right) = \hat {\mathcal{L}}\left( t \right)x\left( t \right) + {f^d}\left( {t,{\tau _t}x} \right),ift \in \left[ {a,b} \right],$$

(Q)

has at least one weak solution and, under suitable assumptions, the differential equation (Q) has a solution. Next, under a generalization of the compactness assumptions, we show that the problem (Q) has a solution too.

     

Subdivision schemes with polynomially decaying masks

In this paper we investigate the L ₂-solutions of vector refinement equations with polynomially decaying masks and a general dilation matrix, which plays a vital role for characterizations of wavelets and biorthogonal wavelets with infinite support. A vector refinement equation with polynomially decaying masks and a general dilation matrix is the form:

$ \phi(x)=\sum_{\alpha\in\Bbb Z^s}a(\alpha)\medspace\phi(Mx-\alpha),\quad x\in\Bbb R^s, $

where the vector of functions \(\phi=(\phi_{1},\cdots,\phi_{r})^{T}\) is in \((L_{2}(\Bbb R^s))^{r},\) \(a:=(a(\alpha))_{\alpha\in\Bbb Z^s}\) is a polynomially decaying sequence of r×r matrices called refinement mask and M is an s×s integer matrix such that \(\lim_{n\to\infty}M^{-n}=0.\) The corresponding cascade operator on \((L_2(\Bbb R^s))^r\) is given by:

$ Q_{a}f(x):=\sum_{\alpha\in\Bbb Z^s}a(\alpha)f(Mx-\alpha),\quad x\in\Bbb R^s, \quad f=(f_1,...,f_r)^T\in (L_2(\Bbb R^s))^r. $

The iterative scheme \((Q_a^nf)_{n=1,2,\cdots,}\) is called vector cascade algorithm. In this paper we give a complete characterization of convergence of the sequence \((Q_a^nf)_{n=1,2\cdots}\) in L ₂-norm. Some properties of the transition operator restricted to a certain linear space are discussed. As an application of convergence, we also obtain a characterization of smoothness of solutions of refinement equation mentioned above for the case r?=?1.

     

Fractional Differentiability for Solutions of Nonlinear Elliptic Equations

We study nonlinear elliptic equations in divergence form

$$\text {div }{\mathcal A}(x,Du)=\text {div } G.$$

When \({\mathcal A}\) has linear growth in D u, and assuming that \(x\mapsto {\mathcal A}(x,\xi )\) enjoys \(B^{\alpha }_{\frac {n}\alpha , q}\) smoothness, local well-posedness is found in \(B^{\alpha }_{p,q}\) for certain values of \(p\in [2,\frac {n}{\alpha })\) and \(q\in [1,\infty ]\). In the particular case \({\mathcal A}(x,\xi )=A(x)\xi \), G = 0 and \(A\in B^{\alpha }_{\frac {n}\alpha ,q}\), \(1\leq q\leq \infty \), we obtain \(Du\in B^{\alpha }_{p,q}\) for each \(p<\frac {n}\alpha \). Our main tool in the proof is a more general result, that holds also if \({\mathcal A}\) has growth s?1 in D u, 2 ≤ s ≤ n, and asserts local well-posedness in L ^q for each q > s, provided that \(x\mapsto {\mathcal A}(x,\xi )\) satisfies a locally uniform VMO condition.

     

Unit-Regularity of Regular Nilpotent Elements

Let a be a regular element of a ring R. If either K:=r _R (a) has the exchange property or every power of a is regular, then we prove that for every positive integer n there exist decompositions

$$R_{R} = K \oplus X_{n} \oplus Y_{n} = E_{n} \oplus X_{n} \oplus aY_{n}, $$

where \(Y_{n} \subseteq a^{n}R\) and E _n ?R/a R. As applications we get easier proofs of the results that a strongly π-regular ring has stable range one and also that a strongly π-regular element whose every power is regular is unit-regular.

     

On <Emphasis Type="Italic">ω</Emphasis>-strongly quasiconvex and <Emphasis Type="Italic">ω</Emphasis>-strongly quasiconcave sequences

Let ω ≥ 0 be a given number and let I be a subinterval of \({{\mathbb Z}}\). We say that a sequence \({(f_k)_{k \in I}}\) is ω -strongly quasiconvex, ω-strongly quasiconcave, ω-strongly quasiaffine if

$\begin{array}{lll}f_k \leq \max(f_{k-1},f_{k+1})-\omega\quad\quad{\rm for}\,\,\,k:k-1, k, k+1 \in I;\\ f_k \geq \max(f_{k-1},f_{k+1})-\omega\quad\quad{\rm for}\,\,\,k:k-1, k, k+1 \in I;\\ f_k = \max(f_{k-1},f_{k+1})-\omega\quad\quad{\rm for}\,\,\,k:k-1, k, k+1 \in I.\end{array}$

We characterize ω-strongly quasiconvex, ω-strongly quasiconcave and ω-strongly quasiaffine sequences. We also show that these notions lead naturally to analogous notions for functions defined on subintervals of \({{\mathbb R}}\).

     

Isometries and Hermitian operators on complex symmetric sequence spaces

We consider a complex symmetric sequence space E that possesses the Fatou property and is different from l₂. We prove that, for every surjective linear isometry V on E, there exist λ _n ∈ ? with |λ _n | = 1 and a bijective mapping π on the set ? of natural numbers such that

$$V\left( {\left\{ {\xi _n } \right\}_{n \in \mathbb{N}} } \right) = \left\{ {\lambda _n \xi _{\pi (n)} } \right\}_{n \in \mathbb{N}}$$

for every {ξ _n {_n∈? ∈ E.