A representation of bivariate extreme value distributions via norms on \mathbb{R}^{2}

It is known that a bivariate extreme value distribution (EVD) with reverse exponential margins can be represented as , , where is a suitable norm on . We prove in this paper the converse implication, i.e., given an arbitrary norm on , , , defines an EVD with reverse exponential margins, if and only if the norm satisfies for the condition . This result is extended to bivariate EVDs with arbitrary margins as well as to extreme value copulas. By identifying an EVD , , with the unit ball corresponding to the generating norm , we obtain a characterization of the class of EVDs in terms of compact and convex subsets of .     

Extreme values of a portfolio of Gaussian processes and a trend

We consider the extreme values of a portfolio of independent continuous Gaussian processes ( ) which are asymptotically locally stationary, with expectations and variances , and a trend for some constants with . We derive the probability for , which may be interpreted as ruin probability. AMS 2000 Subject Classifications Primary—60G15, 62G32, 91B28     

The norm of products of free random variables

Let X _i denote free identically-distributed random variables. This paper investigates how the norm of products behaves as n approaches infinity. In addition, for positive X _i it studies the asymptotic behavior of the norm of where denotes the symmetric product of two positive operators: . It is proved that if EX _i = 1, then is between and c ₂ n for certain constant c ₁ and c ₂. For it is proved that the limit of exists and equals Finally, if π is a cyclic representation of the algebra generated by X _i , and if ξ is a cyclic vector, then for all n. These results are significantly different from analogous results for commuting random variables.     

Weights of twisted exponential sums

Let k be a finite field of characteristic p, l a prime number different from p, a nontrivial additive character, and a character on . Then ψ defines an Artin-Schreier sheaf on the affine line , and χ defines a Kummer sheaf on the n-dimensional torus . Let be a Laurent polynomial. It defines a k-morphism . In this paper, we calculate the weights of under some non-degeneracy conditions on f. Our results can be used to estimate sums of the form

Extremal stochastic integrals: a parallel between max-stable processes and α-stable processes

We construct extremal stochastic integrals of a deterministic function with respect to a random Fréchet () sup-measure. The measure is sup-additive rather than additive and is defined over a general measure space , where is a deterministic control measure. The extremal integral is constructed in a way similar to the usual stable integral, but with the maxima replacing the operation of summation. It is well-defined for arbitrary , and the metric metrizes the convergence in probability of the resulting integrals.This approach complements the well-known de Haan's spectral representation of max-stable processes with Fréchet marginals. De Haan's representation can be viewed as the max-stable analog of the LePage series representation of stable processes, whereas the extremal integrals correspond to the usual stable stochastic integrals. We prove that essentially any strictly stable process belongs to the domain of max-stable attraction of an Fréchet, max-stable process. Moreover, we express the corresponding Fréchet processes in terms of extremal stochastic integrals, involving the kernel function of the stable process. The close correspondence between the max-stable and stable frameworks yields new examples of max-stable processes with non-trivial dependence structures.This research was partially supported by a fellowship of the Horace H. Rackham School of Graduate Studies at the University of Michigan and the NSF Grant DMS-0505747 at Boston University.     

On the minimality of the p-harmonic ma p $$x/\|x\|$$ for weighted energy

In this paper, we study the minimality of the map for the weighted energy functional , where is a continuous function. We prove that for any integer and any non-negative, non-decreasing continuous function f, the map minimizes E _f,p among the maps in which coincide with on . The case p = 1 has been already studied in [Bourgoin J.-C. Calc. Var. (to appear)]. Then, we extend results of Hong (see Ann. Inst. Poincaré Anal. Non-linéaire 17: 35–46 (2000)). Indeed, under the same assumptions for the function f, we prove that in dimension n ≥  7 for any real with , the map minimizes E _f,p among the maps in which coincide with on .      

An extension of Takahashi theorem for the linearized operators of the higher order mean curvatures

We study hypersurfaces in Euclidean space whose position vector x satisfies the condition L _k x = Ax + b, where L _k is the linearized operator of the (k + 1)th mean curvature of the hypersurface for a fixed , is a constant matrix and is a constant vector. For every k, we prove that the only hypersurfaces satisfying that condition are hypersurfaces with zero (k + 1)th mean curvature and open pieces of round hyperspheres and generalized right spherical cylinders of the form , with . This extends a previous classification for hypersurfaces in satisfying , where is the Laplacian operator of the hypersurface, given independently by Hasanis and Vlachos [J. Austral. Math. Soc. Ser. A 53, 377–384 (1991) and Chen and Petrovic [Bull. Austral. Math. Soc. 44, 117–129 (1991)].      

On the max-domain of attractions of bivariate elliptical arrays

Let be a triangular array of independent bivariate elliptical random vectors with the same distribution function as where is a bivariate spherical random vector. Under assumptions on the speed of convergence of we show in this paper that the maxima of this triangular array is in the max-domain of attraction of a new max-id. distribution function , provided that has distribution function in the max-domain of attraction of the Weibull distribution function . AMS 2000 Subject Classification Primary—60G70, 60F05     

Rigidity and holomorphic Segre transversality for holomorphic Segre maps

Let and denote the complexifications of Heisenberg hypersurfaces in and , respectively. We show that non-degenerate holomorphic Segre mappings from into with possess a partial rigidity property. As an application, we prove that the holomorphic Segre non-transversality for a holomorphic Segre map from into with propagates along Segre varieties. We also give an example showing that this propagation property of holomorphic Segre transversality fails when N > 2n − 2.     

Asymptotic properties of type I elliptical random vectors

Let be an elliptical random vector with a non-singular square matrix and a spherical random vector in , and let be a sequence of vectors in such that . We assume in this paper that the associated random radius R _k =(S ₁ + S ₂ +...+S _k )^1/2 is almost surely positive, and it has distribution function in the Gumbel max-domain of attraction. Relying on extreme value theory we obtain an exact asymptotic expansion of the tail probability for converging as to a boundary point. Further we discuss density convergence under a suitable transformation. We apply our results to obtain an asymptotic approximation of the distribution of partial excess above a high threshold, and to derive a conditional limiting result. Further, we investigate the asymptotic behaviour of concomitants of order statistics, and the tail asymptotics of associated random radius for subvectors of .      

Distances in random graphs with infinite mean degrees

We study random graphs with an i.i.d. degree sequence of which the tail of the distribution function is regularly varying with exponent . In particular, the degrees have infinite mean. Such random graphs can serve as models for complex networks where degree power laws are observed. The minimal number of edges between two arbitrary nodes, also called the graph distance or the hopcount, is investigated when the size of the graph tends to infinity. The paper is part of a sequel of three papers. The other two papers study the case where , and , respectively. The main result of this paper is that the graph distance for converges in distribution to a random variable with probability mass exclusively on the points and . We also consider the case where we condition the degrees to be at most for some , where is the size of the graph. For fixed and such that , the hopcount converges to in probability, while for , the hopcount converges to the same limit as for the unconditioned degrees. The proofs use extreme value theory. AMS 2000 Subject Classifications Primary—60G70; Secondary—05C80     

Laguerre geometry of hypersurfaces in $$\mathbb{R}^{n}$$

Laguerre geometry of surfaces in is given in the book of Blaschke [Vorlesungen über Differentialgeometrie, Springer, Berlin Heidelberg New York (1929)], and has been studied by Musso and Nicolodi [Trans. Am. Math. soc. 348, 4321–4337 (1996); Abh. Math. Sem. Univ. Hamburg 69, 123–138 (1999); Int. J. Math. 11(7), 911–924 (2000)], Palmer [Remarks on a variation problem in Laguerre geometry. Rendiconti di Mathematica, Serie VII, Roma, vol. 19, pp. 281–293 (1999)] and other authors. In this paper we study Laguerre differential geometry of hypersurfaces in . For any umbilical free hypersurface with non-zero principal curvatures we define a Laguerre invariant metric g on M and a Laguerre invariant self-adjoint operator : TM → TM, and show that is a complete Laguerre invariant system for hypersurfaces in with n≥ 4. We calculate the Euler–Lagrange equation for the Laguerre volume functional of Laguerre metric by using Laguerre invariants. Using the Euclidean space , the semi-Euclidean space and the degenerate space we define three Laguerre space forms , and and define the Laguerre embeddings and , analogously to what happens in the Moebius geometry where we have Moebius space forms S ⁿ , and (spaces of constant curvature) and conformal embeddings and [cf. Liu et al. in Tohoku Math. J. 53, 553–569 (2001) and Wang in Manuscr. Math. 96, 517–534 (1998)]. Using these Laguerre embeddings we can unify the Laguerre geometry of hypersurfaces in , and . As an example we show that minimal surfaces in or are Laguerre minimal in .C. Wang Partially supported by RFDP and Chuang-Xin-Qun-Ti of NSFC.     

Deep Matrix Algebras of Finite Type

Deep matrix algebras based on a set over a ring are introduced and studied by McCrimmon when has infinite cardinality. Here, we construct a new -module that is faithful for of any cardinality. For a field of arbitrary characteristic and , is studied in depth. The algebra is shown to possess a unique proper non-zero ideal, isomorphic to . This leads to a new and interesting simple algebra, , the quotient of by its unique ideal. Both and the quotient algebra are shown to have centers isomorphic to . Via the new faithful representation, all automorphisms of are shown to be inner in the sense of Definition 18.Presented by D. Passman.     

A note on simultaneous Diophantine approximation on planar curves

Let denote the set of simultaneously - approximable points in and denote the set of multiplicatively ψ-approximable points in . Let be a manifold in . The aim is to develop a metric theory for the sets and analogous to the classical theory in which is simply . In this note, we mainly restrict our attention to the case that is a planar curve . A complete Hausdorff dimension theory is established for the sets and . A divergent Khintchine type result is obtained for ; i.e. if a certain sum diverges then the one-dimensional Lebesgue measure on of is full. Furthermore, in the case that is a rational quadric the convergent Khintchine type result is obtained for both types of approximation. Our results for naturally generalize the dimension and Lebesgue measure statements of Beresnevich et al. (Mem AMS, 179 (846), 1–91 (2006)). Moreover, within the multiplicative framework, our results for constitute the first of their type. The research of Victor V. Beresnevich was supported by an EPSRC Grant R90727/01. Sanju L. Velani is a Royal Society University Research Fellow. For Iona and Ayesha on No. 3.     

A Note on Extremes of Concomitants of Order Statistics

Let be a sequence of identically distributed variables. We study the asymptotic distribution of , where Y _[r:n] denotes the concomitant of the rth order statistic X _r:n , corresponding to , and is held fixed while . Conditions are given for the and to have the same asymptotic behavior as that we would apply if were i.i.d. The result is illustrated with a simple linear regression model , where is a stationary sequence with extremal index .     

Dy namic of Abelia n Subgroups of GL( n, $$\mathbb{C}$$): A Structure Theorem

In this paper, we characterize the dynamic of every Abelian subgroups of , or . We show that there exists a -invariant, dense open set U in saturated by minimal orbits with a union of at most n -invariant vector subspaces of of dimension n−1 or n−2 over . As a consequence, has height at most n and in particular it admits a minimal set in . This work is supported by the research unit: systèmes dynamiques et combinatoire: 99UR15-15     

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.     

Multi-bump Bound States of Schrödinger Equations with a Critical Frequency

We consider existence and qualitative properties of standing wave solutions $\Psi(x,t) = e^{-iEt/h}u(x)We consider existence and qualitative properties of standing wave solutions to the nonlinear Schr?dinger equation with E being a critical frequency in the sense that inf . We verify that if the zero set of W − E has several isolated points x _i () near which W − E is almost exponentially flat with approximately the same behavior, then for h > 0 small enough, there exists, for any integer k, , a standing wave solution which concentrates simultaneously on , where is any given subset of . This generalizes the result of Byeon and Wang in 3 (Arch Rat Mech Anal 165: 295–316, 2002).Supported by the Alexander von Humboldt foundation and NSFC(No:10571069).     

On a Zero-Sum Generalization of a Variation of Schur’s Equation

Let be a positive integer, and let denote the cyclic group of residues modulo m. Furthermore, let denote the minimum integer N such that for every function there exist m integers satisfying and (and ). It is shown that for every odd prime m. Daniel Schaal: Partially supported by a South Dakota Governor’s 2010 Individual Research Seed Grant.     

Quantization for a fourth order equation with critical exponential growth

For concentrating solutions weakly in H ²(Ω) to the equation on a domain with Navier boundary conditions the concentration energy is shown to be strictly quantized in multiples of the number .