On Berndtsson’s generalization of Prékopa’s theorem

We present a new approach to Berndtssons complex extension of Prékopas theorem. This approach is inspired by the recent local proof of Prékopas theorem obtained by Ball, Barthe and Naor. In the complex setting, this approach leads to a formula expressing in terms of (derivatives of) where e^–(z)= As a consequence, we obtain new conditions ensuring that is subharmonic when is plurisubharmonic.     

Empirical Likelihood Inference Under Stratified Random Sampling in the Presence of Measurement Error

Suppose that several different imperfect instruments and one perfect instrument are used independently to measure some characteristic of a population. In order to make full use of the sample information, in this paper the empirical likelihood method is put forward for making inferences on parameters of interest under stratified random sampling in the presence of measurement error, Our results show that it can lead to estimators which are asymptotically normal and utilize all the available sample information. We also obtain the asymptotic distribution of empirical likelihood testing statistics. In particular, we apply the method to obtain estimator and confidence interval of population mean.     

Random differences in Szemerédi’s theorem and related results

We extend the interior gradient estimate due to Korevaar-Simon for solutions of the mean curvature equation from the case of euclidean graphs to the general case of Killing graphs. Our main application is the proof of existence of Killing graphs with prescribed mean curvature function for continuous boundary data, thus extending a result due to Dajczer, Hinojosa, and Lira. In addition, we prove the existence and uniqueness of radial graphs in hyperbolic space with prescribed mean curvature function and asymptotic boundary data at infinity.     

A Cartan’s Second Main Theorem Approach in Nevanlinna Theory

In 2002, in the paper entitled “A subspace theorem approach to integral points on curves”, Corvaja and Zannier started the program of studying integral points on algebraic varieties by using Schmidt’s subspace theorem in Diophantine approximation. Since then, the program has led a great progress in the study of Diophantine approximation. It is known that the counterpart of Schmidt’s subspace in Nevanlinna theory is H. Cartan’s Second Main Theorem. In recent years, the method of Corvaja and Zannier has been adapted by a number of authors and a big progress has been made in extending the Second Main Theorem to holomorphic mappings from C into arbitrary projective variety intersecting general divisors by using H. Cartan’s original theorem. We call such method “a Cartan’s Second Main Theorem approach”. In this survey paper, we give a systematic study of such approach, as well as survey some recent important results in this direction including the recent work of the author with Paul Voja.     

Huygens’ Principle in Classical Electrodynamics: A Distributional Approach

We derive Huygens’ principle for electrodynamics in terms of 4-vector potentials defined as distributions supported on a surface surrounding the charge-current density. By combining the Pauli algebra with distribution theory, a compact and conceptually simple derivation of the Stratton-Chu and Kottler-Franz equations is obtained. These are extended to freely moving integration surfaces, so that the fields due to charge distributions in arbitrary motion are represented. A further generalization is obtained to multiple surfaces, which can be used to enclose clusters of transmitters, scatterers and receivers.     

On Maingé’s Approach for Hierarchical Optimization Problems

This paper aims at investigating an iterative method for solving a system of variational inequalities with fixed-point set constraints. Our scheme can be regarded as a more general variant of the algorithm proposed by Maingé. Strong convergence results are established in the setting of Hilbert spaces. We propose an alternative analysis that allows us to relax some assumption imposed in his paper for convergence of the considered method. As a complementary result, we show how to adapt these processes to the case when the constraints involve operators belonging to the class of hemi-contractive mappings; this goes beyond the scope of Maingé’s result.     

Random version of Dvoretzky’s theorem in ℓpn

We study the dependence on $\epsilon$ in the critical dimension $k(n,p,\epsilon )$ for which one can find random sections of the ${?}_p^n$-ball which are $(1+\epsilon )$-spherical. We give lower (and upper) estimates for $k(n,p,\epsilon )$ for all eligible values $p$ and $\epsilon$ as $n\to \infty$, which agree with the sharp estimates for the extreme values $p=1$ and $p=\infty$. Toward this end, we provide tight bounds for the Gaussian concentration of the ${?}_p$-norm.     

A Modified Trapezoidal Broyden’s Method for Nonlinear Equations

Computational Mathematics and Mathematical Physics - A modified Trapezoidal Broyden’s method for nonlinear equations is presented. We design and implement an alternative approximation to...     

A Dynamic Analysis of Schelling’s Binary Corruption Model: A Competitive Equilibrium Approach

Schelling (in Micromotives and Macrobehavior, Norton, New York, 1978) suggested a simple binary choice model to explain the variation of corruption levels across societies. His basic idea was that the expected profitability of engaging in corruption depends on its prevalence. The key result of the so-called Schelling diagram is the existence of multiple equilibria and a tipping point. The present paper puts Schelling’s essentially static approach into an intertemporal setting. We show how the existence of an unstable interior steady state leads to thresholds such that history alone or history in addition to expectations (or coordination) is necessary to determine the long-run outcome. In contrast to the related literature, which classifies these two cases according to whether the unstable equilibrium is a node or a focus, the actual differentiation is more subtle because even a node can lead to an overlap of solution paths such that the initial conditions alone are insufficient to uniquely determine the competitive equilibrium. Another insight is that a (transiently) cycling competitive equilibrium can dominate the direct and monotonic route to a steady state, even if the direct route is feasible.     

A Bilevel Stochastic Programming Problem with Random Parameters in the Follower’s Objective Function

Under study is a bilevel stochastic linear programming problem with quantile criterion. Bilevel programming problems can be considered as formalization of the process of interaction between two parties. The first party is a Leader making a decision first; the second is a Follower making a decision knowing the Leader’s strategy and the realization of the random parameters. It is assumed that the Follower’s problem is linear if the realization of the random parameters and the Leader’s strategy are given. The aim of the Leader is the minimization of the quantile function of a loss function that depends on his own strategy and the optimal Follower’s strategy. It is shown that the Follower’s problem has a unique solution with probability 1 if the distribution of the random parameters is absolutely continuous. The lower-semicontinuity of the loss function is proved and some conditions are obtained of the solvability of the problem under consideration. Some example shows that the continuity of the quantile function cannot be provided. The sample average approximation of the problem is formulated. The conditions are given to provide that, as the sample size increases, the sample average approximation converges to the original problem with respect to the strategy and the objective value. It is shown that the convergence conditions hold for almost all values of the reliability level. A model example is given of determining the tax rate, and the numerical experiments are executed for this example.     

Erratum to: A Variational Approach to Givental’s Nonlinear Maslov Index

In this article we consider a variant of Rabinowitz Floer homology in order to define a homological count of discriminant points for paths of contactomorphisms. The growth rate of this count can be seen as an analogue of Givental’s nonlinear Maslov index. As an application we prove a Bott–Samelson type obstruction theorem for positive loops of contactomorphisms.     

Rényi’s residual entropy: A quantile approach

In the present paper, we introduce a quantile based Rényi’s entropy function and its residual version. We study certain properties and applications of the measure. Unlike the residual Rényi’s entropy function, the quantile version uniquely determines the distribution.     

A Variational Approach to Givental’s Nonlinear Maslov Index

In this article we consider a variant of Rabinowitz Floer homology in order to define a homological count of discriminant points for paths of contactomorphisms. The growth rate of this count can be seen as an analogue of Givental’s nonlinear Maslov index. As an application we prove a Bott–Samelson type obstruction theorem for positive loops of contactomorphisms.     

Predator–Prey Dynamics on Infinite Trees: A Branching Random Walk Approach

We are interested in predator–prey dynamics on infinite trees, which can informally be seen as particular two-type branching processes where individuals may die (or be infected) only after their parent dies (or is infected). We study two types of such dynamics: the chase–escape process, introduced by Kordzakhia with a variant by Bordenave who sees it as a rumor propagation model, and the birth-and-assassination process, introduced by Aldous and Krebs. We exhibit a coupling between these processes and branching random walks killed at the origin. This sheds new light on the chase–escape and birth-and-assassination processes, which allows us to recover by probabilistic means previously known results and also to obtain new results. For instance, we find the asymptotic behavior of the tail of the number of infected individuals in both the subcritical and critical regimes for the chase–escape process and show that the birth-and-assassination process ends almost surely at criticality.     

Gibbs Sampling with Diffuse Proper Priors: A Valid Approach to Data-Driven Inference?

Abstract

This article demonstrates by example that the use of the Gibbs sampler with diffuse proper priors can lead to inaccurate posterior estimates. Our results show that such inaccuracies are not merely limited to small sample settings.     

A weighted algebra analogues of Wiener’s and Lévy’s theorems

We obtain weighted algebra analogues of the classical theorems of Weiner and Lévy on absolutely convergent Fourier series.     

Malliavin Calculus Approach to Statistical Inference for Lévy Driven SDE’s

By means of the Malliavin calculus, integral representations for the likelihood function and for the derivative of the log-likelihood function are given for a model based on discrete time observations of the solution to equation dX _t = a _θ (X _t )dt + dZ _t with a Lévy process Z. Using these representations, regularity of the statistical experiment and the Cramer-Rao inequality are proved.     

Negatively Correlated Random Variables and Mason’s Conjecture for Independent Sets in Matroids

Mason’s Conjecture asserts that for an m-element rank r matroid the sequence is logarithmically concave, in which I _k is the number of independent k-sets of . A related conjecture in probability theory implies these inequalities provided that the set of independent sets of satisfies a strong negative correlation property we call the Rayleigh condition. This condition is known to hold for the set of bases of a regular matroid. We show that if ω is a weight function on a set system that satisfies the Rayleigh condition then is a convex delta-matroid and ω is logarithmically submodular. Thus, the hypothesis of the probabilistic conjecture leads inevitably to matroid theory. We also show that two-sums of matroids preserve the Rayleigh condition in four distinct senses, and hence that the Potts model of an iterated two-sums of uniform matroids satisfies the Rayleigh condition. Numerous conjectures and auxiliary results are included. Research supported by the Natural Sciences and Engineering Research Council of Canada under operating grant OGP0105392.