On the convergence of Newton's method when estimating higher dimensional parameters

In this paper, we consider the estimation of a parameter of interest where the estimator is one of the possibly several solutions of a set of nonlinear empirical equations. Since Newton's method is often used in such a setting to obtain a solution, it is important to know whether the so obtained iteration converges to the locally unique consistent root to the aforementioned parameter of interest. Under some conditions, we show that this is eventually the case when starting the iteration from within a ball about the true parameter whose size does not depend on n. Any preliminary almost surely consistent estimate will eventually lie in such a ball and therefore provides a suitable starting point for large enough n. As examples, we will apply our results in the context of M-estimates, kernel density estimates, as well as minimum distance estimates.     

The Tate-Voloch conjecture for Drinfeld modules

We study the v-adic distance from the torsion of a Drinfeld module to an affine variety.     

Constructing one-parameter families of elliptic curves with moderate rank

We give several new constructions for moderate rank elliptic curves over Q(T). In particular we construct infinitely many rational elliptic surfaces (not in Weierstrass form) of rank 6 over Q using polynomials of degree two in T. While our method generates linearly independent points, we are able to show the rank is exactly 6 without having to verify the points are independent. The method generalizes; however, the higher rank surfaces are not rational, and we need to check that the constructed points are linearly independent.     

Differential operators on Hilbert modular forms

We investigate differential operators and their compatibility with subgroups of SL₂n(R). In particular, we construct Rankin-Cohen brackets for Hilbert modular forms, and more generally, multilinear differential operators on the space of Hilbert modular forms. As an application, we explicitly determine the Rankin-Cohen bracket of a Hilbert-Eisenstein series and an arbitrary Hilbert modular form. We use this result to compute the Petersson inner product of such a bracket and a Hilbert modular cusp form.     

Conjectured statistics for the q,t-Catalan numbers

We introduce the distribution function F_n(q,t) of a pair of statistics on Catalan words and conjecture F_n(q,t) equals Garsia and Haiman's q,t-Catalan sequence C_n(q,t), which they defined as a sum of rational functions. We show that F_n,s(q,t), defined as the sum of these statistics restricted to Catalan words ending in s ones, satisfies a recurrence relation. As a corollary we are able to verify that F_n(q,t)=C_n(q,t) when t=1/q. We also show the partial symmetry relation F_n(q,1)=F_n(1,q). By modifying a proof of Haiman of a q-Lagrange inversion formula based on results of Garsia and Gessel, we obtain a q-analogue of the general Lagrange inversion formula which involves Catalan words grouped according to the number of ones at the end of the word.     

The three space problem in topological groups

We study compact, countably compact, pseudocompact, and functionally bounded sets in extensions of topological groups. A property P is said to be a three space property if, for every topological group G and a closed invariant subgroup N of G, the fact that both groups N and G/N have P implies that G also has P. It is shown that if all compact (countably compact) subsets of the groups N and G/N are metrizable, then G has the same property. However, the result cannot be extended to pseudocompact subsets, a counterexample exists under p=c. Another example shows that extensions of groups do not preserve the classes of realcompact, Dieudonné complete and μ-spaces: one can find a pseudocompact, non-compact Abelian topological group G and an infinite, closed, realcompact subgroup N of G such that G/N is compact and all functionally bounded subsets of N are finite. Several examples given in the article destroy a number of tempting conjectures about extensions of topological groups.     

A Fubini theorem

Let I₀ be the σ-ideal of subsets of a Polish group generated by Borel sets which have perfectly many pairwise disjoint translates. We prove that a Fubini-type theorem holds between I₀ and the σ-ideals of Haar measure zero sets and of meager sets. We use this result to give a simple proof of a generalization of a theorem of Balcerzak-Ros?anowski-Shelah stating that I₀ on N² strongly violates the countable chain condition.     

Calculus of functors and model categories

The category of small covariant functors from simplicial sets to simplicial sets supports the projective model structure [B. Chorny, W.G. Dwyer, Homotopy theory of small diagrams over large categories, preprint, 2005]. In this paper we construct various localizations of the projective model structure and also give a variant for functors from simplicial sets to spectra. We apply these model categories in the study of calculus of functors, namely for a classification of polynomial and homogeneous functors. In the n-homogeneous model structure, the nth derivative is a Quillen functor to the category of spectra with Σn-action. After taking into account only finitary functors—which may be done in two different ways—the above Quillen map becomes a Quillen equivalence. This improves the classification of finitary homogeneous functors by T.G. Goodwillie [T.G. Goodwillie, Calculus. III. Taylor series, Geom. Topol. 7 (2003) 645-711 (electronic)].     

Regular variation of order 1 nonlinear AR-ARCH models

We prove both geometric ergodicity and regular variation of the stationary distribution for a class of nonlinear stochastic recursions that includes nonlinear AR-ARCH models of order 1. The Lyapounov exponent for the model, the index of regular variation and the spectral measure for the regular variation all are characterized by a simple two-state Markov chain.