Two-step estimation of ergodic Lévy driven SDE

We consider high frequency samples from ergodic Lévy driven stochastic differential equation with drift coefficient \(a(x,\alpha )\) and scale coefficient \(c(x,\gamma )\) involving unknown parameters \(\alpha \) and \(\gamma \). We suppose that the Lévy measure \(\nu _{0}\), has all order moments but is not fully specified. We will prove the joint asymptotic normality of some estimators of \(\alpha \), \(\gamma \) and a class of functional parameter \(\int \varphi (z)\nu _0(dz)\), which are constructed in a two-step manner: first, we use the Gaussian quasi-likelihood for estimation of \((\alpha ,\gamma )\); and then, for estimating \(\int \varphi (z)\nu _0(dz)\) we make use of the method of moments based on the Euler-type residual with the the previously obtained quasi-likelihood estimator.     

Lower order eigenvalues of a system of equations of the drifting Laplacian on the metric measure spaces

Let \(\Omega \) be a bounded domain with smooth boundary in an n-dimensional metric measure space \((\mathbb {R}^n, \langle ,\rangle , e^{-\phi }dv)\) and let \(\mathbf {u}=(u^1, \ldots , u^n)\) be a vector-valued function from \(\Omega \) to \(\mathbb {R}^n\). In this paper, we investigate the Dirichlet eigenvalue problem of a system of equations of the drifting Laplacian: \(\mathbb {L}_{\phi } \mathbf {u} + \alpha [ \nabla (\mathrm {div}\mathbf { u}) -\nabla \phi \mathrm {div} \mathbf {u}]= - \widetilde{\sigma } \mathbf {u}\), in \( \Omega \), and \(u|_{\partial \Omega }=0,\) where \(\mathbb {L}_{\phi } = \Delta - \nabla \phi \cdot \nabla \) is the drifting Laplacian and \(\alpha \) is a nonnegative constant. We establish some universal inequalities for lower order eigenvalues of this problem on the metric measure space \((\mathbb {R}^n, \langle ,\rangle , e^{-\phi }dv)\) and the Gaussian shrinking soliton \((\mathbb {R}^n, \langle ,\rangle _{\mathrm {can}}, e^{-\frac{|x|^2}{4}}dv, \frac{1}{2})\). Moreover, we give an estimate for the upper bound of the second eigenvalue of this problem in terms of its first eigenvalue on the gradient product Ricci soliton \((\Sigma \times \mathbb {R}, \langle ,\rangle , e^{-\frac{\kappa t^2}{2}}dv, \kappa )\), where \( \Sigma \) is an Einstein manifold with constant Ricci curvature \(\kappa \).     

Some Ricci-flat ($$\alpha ,\beta $$)-metrics

In this paper, we study a special class of Finsler metrics, \((\alpha ,\beta )\)-metrics, defined by \(F=\alpha \phi (\beta /\alpha )\), where \(\alpha \) is a Riemannian metric and \(\beta \) is a 1-form. We find an equation that characterizes Ricci-flat \((\alpha ,\beta )\)-metrics under the condition that the length of \(\beta \) with respect to \(\alpha \) is constant.     

Existence of self-Cheeger sets on Riemannian manifolds

Let \(({\mathcal M},g)\) be a smooth compact Riemannian manifold of dimension \(N\ge 2\). We prove the existence of a family \((\Omega _\varepsilon )_{\varepsilon \in (0,\varepsilon _0)}\) of self-Cheeger sets in \(({\mathcal M},g)\). The domains \(\Omega _\varepsilon \subset {\mathcal M}\) are perturbations of geodesic balls of radius \(\varepsilon \) centered at \(p \in {\mathcal M}\), and in particular, if \(p_0\) is a non-degenerate critical point of the scalar curvature of g, then the family \((\partial \Omega _\varepsilon )_{\varepsilon \in (0,\varepsilon _0)}\) constitutes a smooth foliation of a neighborhood of \(p_0\).     

Hanf number for Scott sentences of computable structures

The Hanf number for a set S of sentences in \(\mathcal {L}_{\omega _1,\omega }\) (or some other logic) is the least infinite cardinal \(\kappa \) such that for all \(\varphi \in S\), if \(\varphi \) has models in all infinite cardinalities less than \(\kappa \), then it has models of all infinite cardinalities. Friedman asked what is the Hanf number for Scott sentences of computable structures. We show that the value is \(\beth _{\omega _1^{CK}}\). The same argument proves that \(\beth _{\omega _1^{CK}}\) is the Hanf number for Scott sentences of hyperarithmetical structures.     

The Fischer–Marsden conjecture and contact geometry

In this paper, we consider the Fischer–Marsden conjecture within the frame-work of K-contact manifolds and \((\kappa ,\mu )\)-contact manifolds. First, we prove that a complete K-contact metric satisfying \(\mathcal {L}^{*}_g(\lambda )=0\) is Einstein and is isometric to a unit sphere \(S^{2n+1}\). Next, we prove that if a non-Sasakian \((\kappa ,\mu )\)-contact metric satisfies \(\mathcal {L}^{*}_g(\lambda )=0\), then \( M^{3} \) is flat, and for \(n > 1\), \(M^{2n+1}\) is locally isometric to the product of a Euclidean space \(E^{n+1}\) and a sphere \(S^n(4)\) of constant curvature \(+\,4\).     

Functionals of a Lévy Process on Canonical and Generic Probability Spaces

We develop an approach to Malliavin calculus for Lévy processes from the perspective of expressing a random variable \(Y\) by a functional \(F\) mapping from the Skorohod space of càdlàg functions to \(\mathbb {R}\), such that \(Y=F(X)\) where \(X\) denotes the Lévy process. We also present a chain-rule-type application for random variables of the form \(f(\omega ,Y(\omega ))\). An important tool for these results is a technique which allows us to transfer identities proved on the canonical probability space (in the sense of Solé et al.) associated to a Lévy process with triplet \((\gamma ,\sigma ,\nu )\) to an arbitrary probability space \((\varOmega ,\mathcal {F},\mathbb {P})\) which carries a Lévy process with the same triplet.     

Groups with a ternary equivalence relation

We consider in a group \((G,\cdot )\) the ternary relation

$$\begin{aligned} \kappa := \{(\alpha , \beta , \gamma ) \in G^3 \ | \ \alpha \cdot \beta ^{-1} \cdot \gamma = \gamma \cdot \beta ^{-1} \cdot \alpha \} \end{aligned}$$

and show that \(\kappa \) is a ternary equivalence relation if and only if the set \( \mathfrak Z \) of centralizers of the group G forms a fibration of G (cf. Theorems 2, 3). Therefore G can be provided with an incidence structure

$$\begin{aligned} \mathfrak G:= \{\gamma \cdot Z \ | \ \gamma \in G , Z \in \mathfrak Z(G) \}. \end{aligned}$$

We study the automorphism group of \((G,\kappa )\), i.e. all permutations \(\varphi \) of the set G such that \( (\alpha , \beta , \gamma ) \in \kappa \) implies \((\varphi (\alpha ),\varphi (\beta ),\varphi (\gamma ))\in \kappa \). We show \(\mathrm{Aut}(G,\kappa )=\mathrm{Aut}(G,\mathfrak G)\), \(\mathrm{Aut} (G,\cdot ) \subseteq \mathrm{Aut}(G,\kappa )\) and if \( \varphi \in \mathrm{Aut}(G,\kappa )\) with \(\varphi (1)=1\) and \(\varphi (\xi ^{-1})= (\varphi (\xi ))^{-1}\) for all \(\xi \in G\) then \(\varphi \) is an automorphism of \((G,\cdot )\). This allows us to prove a representation theorem of \(\mathrm{Aut}(G,\kappa )\) (cf. Theorem 6) and that for \(\alpha \in G \) the maps

$$\begin{aligned} \tilde{\alpha }\ : \ G \rightarrow G;~ \xi \mapsto \alpha \cdot \xi ^{-1} \cdot \alpha \end{aligned}$$

of the corresponding reflection structure \((G, \widetilde{G})\) (with \( \tilde{G} := \{\tilde{\gamma }\ | \ \gamma \in G \}\)) are point reflections. If \((G ,\cdot )\) is uniquely 2-divisible and if for \(\alpha \in G\), \(\alpha ^{1\over 2}\) denotes the unique solution of \(\xi ^2=\alpha \) then with \(\alpha \odot \beta := \alpha ^{1\over 2} \cdot \beta \cdot \alpha ^{1\over 2}\), the pair \((G,\odot )\) is a K-loop (cf. Theorem 5).

     

Pairs of Semisimple Lie Algebras and their Maximal Reductive Subalgebras

Let \(\mathfrak g\) be a semisimple Lie algebra over a field \(\mathbb K\), \(\text{char}\left( \mathbb{K} \right)=0\), and \(\mathfrak g_1\) a subalgebra reductive in \(\mathfrak g\). Suppose that the restriction of the Killing form B of \(\mathfrak g\) to \(\mathfrak g_1 \times \mathfrak g_1\) is nondegenerate. Consider the following statements: ( 1) For any Cartan subalgebra \(\mathfrak h_1\) of \(\mathfrak g_1\) there is a unique Cartan subalgebra \(\mathfrak h\) of \(\mathfrak g\) containing \(\mathfrak h_1\); ( 2) \(\mathfrak g_1\) is self-normalizing in \(\mathfrak g\); ( 3) The B-orthogonal \(\mathfrak p\) of \(\mathfrak g_1\) in \(\mathfrak g\) is simple as a \(\mathfrak g_1\)-module for the adjoint representation. We give some answers to this natural question: For which pairs \((\mathfrak g,\mathfrak g_1)\) do ( 1), ( 2) or ( 3) hold? We also study how \(\mathfrak p\) in general decomposes as a \(\mathfrak g_1\)-module, and when \(\mathfrak g_1\) is a maximal subalgebra of \(\mathfrak g\). In particular suppose \((\mathfrak g,\sigma )\) is a pair with \(\mathfrak g\) as above and σ its automorphism of order m. Assume that \(\mathbb K\) contains a primitive m-th root of unity. Define \(\mathfrak g_1:=\mathfrak g^{\sigma}\), the fixed point algebra for σ. We prove the following generalization of a well known result for symmetric Lie algebras, i.e., for m=2: (a) \((\mathfrak g,\mathfrak g_1)\) satisfies ( 1); (b) For m prime, \((\mathfrak g,\mathfrak g_1)\) satisfies ( 2).     

Complete Continuity of Eigen-Pairs of Weighted Dirichlet Eigenvalue Problem

In this paper, we will study the dependence of eigen-pairs \((\lambda _k(\rho ), \varphi _k(x,\rho ))\) of weighted Dirichlet eigenvalue problem on weights \(\rho \). It will be shown that \(\lambda _k(\rho )\) and \(\varphi _k(x,\rho )\) are completely continuous (CC) in \(\rho \). Precisely, when \(\rho _n\) is weakly convergent to \(\rho \) in some Lebesgue space, \(\lambda _k(\rho _n)\) is convergent to \(\lambda _k(\rho )\). As for the convergence of eigenfunctions, since eigenvalues may have multiple eigenfunctions, it will be shown that the distance from \(\varphi _k(x,\rho _n)\) to the eigen space \(V_k(\rho )\) of \(\lambda _k(\rho )\) is tending to zero. As applications, the CC dependence of solutions of linear inhomogeneous equations and the CC dependence of the heat kernels on coefficients will be given.     

Edge Flips in Surface Meshes

Little theoretical work has been done on edge flips in surface meshes despite their popular usage in graphics and solid modeling to improve mesh equality. We propose the class of \((\varepsilon ,\alpha )\)-meshes of a surface that satisfy several properties: the vertex set is an \(\varepsilon \)-sample of the surface, the triangle angles are no smaller than a constant \(\alpha \), some triangle has a good normal, and the mesh is homeomorphic to the surface. We believe that many surface meshes encountered in practice are \((\varepsilon ,\alpha )\)-meshes or close to being one. We prove that flipping the appropriate edges can smooth a dense \((\varepsilon ,\alpha )\)-mesh by making the triangle normals better approximations of the surface normals and the dihedral angles closer to \(\pi \). Moreover, the edge flips can be performed in time linear in the number of vertices. This helps to explain the effectiveness of edge flips as observed in practice and in our experiments. A corollary of our techniques is that, in \(\mathbb {R}^2\), every triangulation with a constant lower bound on the angles can be flipped in linear time to the Delaunay triangulation.     

Closure properties of parametric subcompleteness

For an ordinal \(\varepsilon \), I introduce a variant of the notion of subcompleteness of a forcing poset, which I call \(\varepsilon \)-subcompleteness, and show that this class of forcings enjoys some closure properties that the original class of subcomplete forcings does not seem to have: factors of \(\varepsilon \)-subcomplete forcings are \(\varepsilon \)-subcomplete, and if \(\mathbb {P}\) and \(\mathbb {Q}\) are forcing-equivalent notions, then \(\mathbb {P}\) is \(\varepsilon \)-subcomplete iff \(\mathbb {Q}\) is. I formulate a Two Step Theorem for \(\varepsilon \)-subcompleteness and prove an RCS iteration theorem for \(\varepsilon \)-subcompleteness which is slightly less restrictive than the original one, in that its formulation is more careful about the amount of collapsing necessary. Finally, I show that an adequate degree of \(\varepsilon \)-subcompleteness follows from the \(\kappa \)-distributivity of a forcing, for \(\kappa >\omega _1\).     

Asymptotic diophantine approximation: the multiplicative case

Let \(\alpha \) and \(\beta \) be irrational real numbers and \(0<\varepsilon <1/30\). We prove a precise estimate for the number of positive integers \(q\le Q\) that satisfy \(\Vert q\alpha \Vert \cdot \Vert q\beta \Vert <\varepsilon \). If we choose \(\varepsilon \) as a function of Q, we get asymptotics as Q gets large, provided \(\varepsilon Q\) grows quickly enough in terms of the (multiplicative) Diophantine type of \((\alpha ,\beta )\), e.g., if \((\alpha ,\beta )\) is a counterexample to Littlewood’s conjecture, then we only need that \(\varepsilon Q\) tends to infinity. Our result yields a new upper bound on sums of reciprocals of products of fractional parts and sheds some light on a recent question of Lê and Vaaler.     

Polynomial convergence of two higher order interior-point methods for $$P_*(\kappa )$$-LCP in a wide neighborhood of the central path

In this paper, we propose two interior-point methods for solving \(P_*(\kappa )\)-linear complementarity problems (\(P_*(\kappa )\)-LCPs): a high order large update path following method and a high order corrector–predictor method. Both algorithms generate sequences of iterates in the wide neighborhood \((\mathcal {N}_{2,\tau }^-(\alpha ))\) of the central path introduced by Ai and Zhang. The methods do not depend on the handicap \(\kappa \) of the problem so that they work for any \(P_*(\kappa )\)-LCP . They have \(O((1 +\kappa )\sqrt{n}L)\) iteration complexity, the best-known iteration complexity obtained so far by any interior-point method for solving \(P_*(\kappa )\)-LCP. The high order corrector–predictor algorithm is superlinearly convergent with Q-order \((m_p+1)\) for problems that admit a strict complementarity solution and \((m_p+1)/2\) for general problems, where \(m_p\) is the order of the predictor step.     

Optimal lower exponent for the higher gradient integrability of solutions to two-phase elliptic equations in two dimensions

We study the higher gradient integrability of distributional solutions u to the equation \({{\mathrm{div}}}(\sigma \nabla u) = 0\) in dimension two, in the case when the essential range of \(\sigma \) consists of only two elliptic matrices, i.e., \(\sigma \in \{\sigma _1, \sigma _2\}\) a.e. in \(\Omega \). In Nesi et al. (Ann Inst H Poincaré Anal Non Linéaire 31(3):615–638, 2014), for every pair of elliptic matrices \(\sigma _1\) and \(\sigma _2\), exponents \(p_{\sigma _1,\sigma _2}\in (2,+\infty )\) and \(q_{\sigma _1,\sigma _2}\in (1,2)\) have been found so that if \(u\in W^{1,q_{\sigma _1,\sigma _2}}(\Omega )\) is solution to the elliptic equation then \(\nabla u\in L^{p_{\sigma _1,\sigma _2}}_{\mathrm{weak}}(\Omega )\) and the optimality of the upper exponent \(p_{\sigma _1,\sigma _2}\) has been proved. In this paper we complement the above result by proving the optimality of the lower exponent \(q_{\sigma _1,\sigma _2}\). Precisely, we show that for every arbitrarily small \(\delta \), one can find a particular microgeometry, i.e., an arrangement of the sets \(\sigma ^{-1}(\sigma _1)\) and \(\sigma ^{-1}(\sigma _2)\), for which there exists a solution u to the corresponding elliptic equation such that \(\nabla u \in L^{q_{\sigma _1,\sigma _2}-\delta }\), but \(\nabla u \notin L^{q_{\sigma _1,\sigma _2}}\). The existence of such optimal microgeometries is achieved by convex integration methods, adapting to the present setting the geometric constructions provided in Astala et al. (Ann Scuola Norm Sup Pisa Cl Sci 5(7):1–50, 2008) for the isotropic case.     

Monotonicity and non-monotonicity results for sequential fractional delta differences of mixed order

We consider the discrete fractional sequential difference \(\Delta _{1+a-\mu }^{\nu }\Delta _a^{\mu }f(t)\), where \(t\in \mathbb {N}_{3-\mu -\nu +a}\), in two separate cases, where in each case we require that \(\mu +\nu \in (1,2)\). In the first case, we show that when \(\mu \in (0,1)\) and \(\nu \in (1,2)\) it follows that the condition \(\Delta _{1+a-\mu }^{\nu }\Delta _a^{\mu }f(t)\ge 0\) implies that f is an increasing map when we impose that \(f(a)\ge 0\), \(\Delta f(a)\ge 0\), and \(\Delta f(a+1)\ge 0\). On the other hand, when \(\mu \in (1,2)\) and \(\nu \in (0,1)\) we demonstrate that the situation is very different and that this type of monotonicity result only holds when restricted to a proper subregion of the \((\mu ,\nu )\)-parameter space coupled with some additional auxiliary conditions.     

Interpretable groups in Mann pairs

In this paper, we study an algebraically closed field \(\Omega \) expanded by two unary predicates denoting an algebraically closed proper subfield k and a multiplicative subgroup \(\Gamma \). This will be a proper expansion of algebraically closed field with a group satisfying the Mann property, and also pairs of algebraically closed fields. We first characterize the independence in the triple \((\Omega , k, \Gamma )\). This enables us to characterize the interpretable groups when \(\Gamma \) is divisible. Every interpretable group H in \((\Omega ,k, \Gamma )\) is, up to isogeny, an extension of a direct sum of k-rational points of an algebraic group defined over k and an interpretable abelian group in \(\Gamma \) by an interpretable group N, which is the quotient of an algebraic group by a subgroup \(N_1\), which in turn is isogenous to a cartesian product of k-rational points of an algebraic group defined over k and an interpretable abelian group in \(\Gamma \).     

Weak amenability of weighted Orlicz algebras

Let G be a locally compact abelian group, \(\omega :G\rightarrow (0,\infty )\) be a weight, and (\(\Phi ,\Psi \)) be a complementary pair of strictly increasing continuous Young functions. We show that for the weighted Orlicz algebra \(L^\Phi _\omega (G)\), the weak amenability is obtained under conditions similar to the ones considered in Zhang (Proc Amer Math Soc 142:1649–1661, 2014) for weighted group algebras. Our methods can be applied to various families of weighted Orlicz algebras, including weighted \(L^p\)-spaces.     

Dvoretzky Type Theorems for Subgaussian Coordinate Projections

Given a class of functions F on a probability space \((\Omega ,\mu )\), we study the structure of a typical coordinate projection of the class, defined by \(\{(f(X_i))_{i=1}^N : f \in F\}\), where \(X_1,\ldots ,X_N\) are independent, selected according to \(\mu \). We show that when F is a subgaussian class, a typical coordinate projection satisfies a Dvoretzky type theorem.     

Bochner representable operators on Banach function spaces

Let \((E,\Vert \cdot \Vert _E)\) be a Banach function space, \(E'\) the Köthe dual of E and \((X,\Vert \cdot \Vert _X)\) be a Banach space. It is shown that every Bochner representable operator \(T:E\rightarrow X\) maps relatively \(\sigma (E,E')\)-compact sets in E onto relatively norm compact sets in X. If, in particular, the associated norm \(\Vert \cdot \Vert _{E'}\) on \(E'\) is order continuous, then every Bochner representable operator \(T:E\rightarrow X\) is \((\gamma _E,\Vert \cdot \Vert _X)\)-compact, where \(\gamma _E\) stands for the natural mixed topology on E. Applications to Bochner representable operators on Orlicz spaces are given.