Improved estimation method for high dimension semimartingale regression models based on discrete data

Statistical Inference for Stochastic Processes - In this paper we study a high dimension (Big Data) regression model in continuous time observed in the discrete time moments with dependent noises...     

Nanogels as Pharmaceutical Carriers: Finite Networks of Infinite Capabilities

Nanogels are swollen nanosized networks composed of hydrophilic or amphiphilic polymer chains. They are developed as carriers for the transport of drugs, and can be designed to spontaneously incorporate biologically active molecules through formation of salt bonds, hydrogen bonds, or hydrophobic interactions. Polyelectrolyte nanogels can readily incorporate oppositely charged low‐molecular‐mass drugs and biomacromolecules such as oligo‐ and polynucleotides (siRNA, DNA) as well as proteins. The guest molecules interact electrostatically with the ionic polymer chains of the gel and become bound within the finite nanogel. Multiple chemical functionalities can be employed in the nanogels to introduce imaging labels and to allow targeted drug delivery. The latter can be achieved, for example, with degradable or cleavable cross‐links. Recent studies suggest that nanogels have a very promising future in biomedical applications.     

Discrete spectrum in a critical coupling case of Jacobi matrices with spectral phase transitions by uniform asymptotic analysis

For a two-parameter family of Jacobi matrices exhibiting first-order spectral phase transitions, we prove discreteness of the spectrum in the positive real axis when the parameters are in one of the transition boundaries. To this end, we develop a method for obtaining uniform asymptotics, with respect to the spectral parameter, of the generalized eigenvectors. Our technique can be applied to a wide range of Jacobi matrices.     

Decay Bounds on Eigenfunctions and the Singular Spectrum of Unbounded Jacobi Matrices

Bounds on the exponential decay of generalized eigenfunctionsof bounded and unbounded selfadjoint Jacobi matrices in are established. Two cases are considered separatelyand lead to different results: (i) the case in which the spectralparameter lies in a general gap of the spectrum of the Jacobimatrix and (ii) the case of a lower semibounded Jacobi matrixwith values of the spectral parameter below the spectrum. Itis demonstrated by examples that both results are sharp. Weapply these results to obtain a "many barriers-type" criterionfor the existence of square-summable generalized eigenfunctionsof an unbounded Jacobi matrix at almost every value of the spectralparameter in suitable open sets. In particular, this leads toexamples of unbounded Jacobi matrices with a spectral mobilityedge, i.e., a transition from purely absolutely continuous spectrumto dense pure point spectrum.     

Performance of DFT in modeling electronic and structural properties of cobalamins

Computational modeling of the enzymatic activity of B12-dependent enzymes requires a detailed understanding of the factors that influence the strength of the Co--C bond and the limits associated with a particular level of theory. To address this issue, a systematic analysis of the electronic and structural properties of coenzyme B12 models has been performed to establish the performance of three different functionals including B3LYP, BP86, and revPBE. In particular the cobalt-carbon bond dissociation energies, axial bond lengths, and selected stretching frequencies have been analyzed in detail. Current analysis shows that widely used B3LYP functional significantly underestimates the strength of the Co--C bond while the nonhybrid BP86 functional produces very consistent results in comparison to experimental data. To explain such different performance of these functionals molecular orbital analysis associated with axial bonds has been performed to show differences in axial bonding provided by hybrid and nonhybrid functionals.     

Difluoroethylene as a chain transfer agent during ring-opening metathesis polymerization (ROMP) of norbornene by a ruthenium alkylidene complex: A computational study

The polynorbornene chain transfer reaction pathways to ethylene (2a), trans-1,2-difluoroethylene (2b) and trans-1,4-dichloro-2-butene (2c) by (1,3-diphenyl-4,5-dihydroimidazol-2-ylidene) (PCy₃)Cl₂RuCHPh (I) have been studied at B3LYP/LACVP^∗ level of theory. The calculations show that the free Gibbs activation energy of metathesis reaction is dependent on the volume of substituents directly linked to the double bond of an olefin. Highest activation energy is observed for 2c with highest molecular volume. The activation energy is lower for 2a with small molecular volume. Compared to 2a and 2c, fluorinated olefin 2b binds more strongly to the 14 electron Ru-alkylidene catalyst to form tighter transition state. Therefore, sterical factor is the most important contribution to the activation energy for Ru-alkylidene mediated olefin metathesis.     

Ruin probability in the presence of risky investments

We consider an insurance company in the case when the premium rate is a bounded non-negative random function _ct$c_t$ and the capital of the insurance company is invested in a risky asset whose price follows a geometric Brownian motion with mean return a   and volatility σ>0$\sigma >0$. If β?2a/σ²-1>0$\beta ?2a/{\sigma }^2-1>0$ we find exact the asymptotic upper and lower bounds for the ruin probability Ψ(u)$\Psi (u)$ as the initial endowment u   tends to infinity, i.e. we show that _C*u^-β?Ψ(u)?C^*u^-β$C_{*}{u}^{-\beta }?\Psi (u)?C^{*}{u}^{-\beta }$ for sufficiently large u  . Moreover if _ct=c^*e^γt$c_t=c^{*}{\mathrm{e}}^{\gamma t}$ with γ?0$\gamma ?0$ we find the exact asymptotics of the ruin probability, namely Ψ(u)∼u^-β$\Psi (u)\sim u^{-\beta }$. If β?0$\beta ?0$, we show that Ψ(u)=1$\Psi (u)=1$ for any u?0$u?0$.     

General model selection estimation of a periodic regression with a Gaussian noise

This paper considers the problem of estimating a periodic function in a continuous time regression model with an additive stationary Gaussian noise having unknown correlation function. A general model selection procedure on the basis of arbitrary projective estimates, which does not need the knowledge of the noise correlation function, is proposed. A non-asymptotic upper bound for L₂{\mathcal{L}_2} -risk (oracle inequality) has been derived under mild conditions on the noise. For the Ornstein–Uhlenbeck noise the risk upper bound is shown to be uniform in the nuisance parameter. In the case of Gaussian white noise the constructed procedure has some advantages as compared with the procedure based on the least squares estimates (LSE). The asymptotic minimaxity of the estimates has been proved. The proposed model selection scheme is extended also to the estimation problem based on the discrete data applicably to the situation when high frequency sampling can not be provided.     

Noncommutative Batalin–Vilkovisky geometry and matrix integrals

I study the new type of supersymmetric matrix models associated with any solution to the quantum master equation of the noncommutative Batalin–Vilkovisky geometry. The asymptotic expansion of the matrix integrals gives homology classes in the Kontsevich compactification of the moduli spaces, which I associated with the solutions to the quantum master equation in my previous paper. I associate with the Bernstein–Leites matrix superalgebra equipped with an odd differentiation, whose square is nonzero, the family of cohomology classes of the compactification. This family is the generating function for the products of the tautological classes. The simplest example of my matrix integrals in the case of dimension zero is a supersymmetric extension of the Kontsevich model of 2-dimensional gravity.     

Limit law for transition probabilities and moderate deviations for Sinai's random walk in random environment

We consider a one-dimensional random walk in random environment in the Sinai's regime. Our main result is that logarithms of the transition probabilities, after a suitable rescaling, converge in distribution as time tends to infinity, to some functional of the Brownian motion. We compute the law of this functional when the initial and final points agree. Also, among other things, we estimate the probability of being at time t at distance at least z from the initial position, when z is larger than ln²t, but still of logarithmic order in time.Partially supported by CNRS (UMR 7599 ``Probabilités et Modéles Aléatoires'), and by the ``Réseau Mathématique France-Brésil'Partially supported by CNPq (300676/00–0 and 302981/02–0), COFECUB, and by the ``Rede Matemática Brasil-França'