Irreducible recurrence,ergodicity, and extremality of invariant measures for resolvents

We analyze the transience, recurrence, and irreducibility properties of general sub-Markovian resolvents of kernels and their duals, with respect to a fixed sub-invariant measure $m$. We give a unifying characterization of the invariant functions, revealing the fact that an $L^p$-integrable function is harmonic if and only if it is harmonic with respect to the weak dual resolvent. Our approach is based on potential theoretical techniques for resolvents in weak duality. We prove the equivalence between the $m$-irreducible recurrence of the resolvent and the extremality of $m$ in the set of all invariant measures, and we apply this result to the extremality of Gibbs states. We also show that our results can be applied to non-symmetric Dirichlet forms, in general and in concrete situations. A second application is the extension of the so called Fukushima ergodic theorem for symmetric Dirichlet forms to the case of sub-Markovian resolvents of kernels.     

Slow recurrent regimes for a class of one-dimensional stochastic growth models

We classify the possible behaviors of a class of one-dimensional stochastic recurrent growth models. In our main result, we obtain nearly optimal bounds for the tail of hitting times of some compact sets. If the process is an aperiodic irreducible Markov chain, we determine whether it is null recurrent or positive recurrent and in the latter case, we obtain a subgeometric convergence of its transition kernel to its invariant measure. We apply our results in particular to state-dependent Galton–Watson processes and we give precise estimates of the tail of the extinction time.     

Global existence for some radial, low regularity nonlinear Schrödinger equations

We prove the nonlinear Schrödinger equation has a local solution for any energy - subcritical nonlinearity when u₀ is the characteristic function of a ball in Rn. Additionally, we establish the existence of a global solution for n?3 when and α?2. Finally, we establish the existence of a global solution when the initial function is radial, the nonlinear Schrödinger equation has an energy subcritical nonlinearity, and the initial function lies in Hρ+?(Rn)∩H1/2+?(Rn)∩H1/2+?,1(Rn).     

Small prime solutions of a pair of linear equations in five prime variables

Assume an additional congruent condition on the coefficients. We prove that the pair 5 of linear equations ∑j=1^5 αλjpj = bλ （λ= 1, 2） has solutions in primes pj satisfying pj 〈〈 （｜b1｜＋｜b2｜＋1） maxλ,j ｜αλj｜^2318＋ε. This improves the exponent 79680 without assuming the additional condition of the second author＇s.     

Nonlinear study of a rotor–AMB system under simultaneous primary-internal resonance

A rotor–active magnetic bearing (AMB) system subjected to a periodically time-varying stiffness with quadratic and cubic non-linearities under multi-parametric excitations is studied and solved. The method of multiple scales is applied to analyze the response of two modes of a rotor–AMB system with multi-parametric excitations and time-varying stiffness near the simultaneous primary and internal resonance. The stability of the steady state solution for that resonance is determined and studied using Rung–Kutta method of fourth order. It is shown that the system exhibits many typical non-linear behaviors including multiple-valued solutions, jump phenomenon, hardening and softening non-linearities and chaos in the second mode of the system. The effects of the different parameters on the steady state solutions are investigated and discussed also. A comparison to published work is reported.     

What types of investors generate the two-phase phenomenon?

We examine the two-phase phenomenon described by Plerou, Gopikrishnan, and Stanley (2003)  [1] in the KOSPI 200 options market, one of the most liquid options markets in the world. By analysing a unique intraday dataset that contains information about investor type for each trade and quote, we find that the two-phase phenomenon is generated primarily by domestic individual investors, who are generally considered to be uninformed and noisy traders. In contrast, our empirical results indicate that trades by foreign institutions, who are generally considered informed and sophisticated investors, do not exhibit two-phase behaviour.     

The cone of positive harmonic functions for scale-invariant diffusions

Consider a scale invariant diffusion whose state space is a closed cone in R ^d , minus the vertex. Then the process is either recurrent, transient to ∞ or transient to the vertex of the cone. In the latter case, the diffusion has finite lifetime (a.s.) and converges to the vertex at the lifetime. The Martin boundary consists of two points, and the corresponding minimal harmonic functions are of the form 1 and |x| ^α ψ(x/|x|).     

Moderate deviations for martingale differences and applications to φ -mixing sequences

For a R d -valued sequence of martingale differences { m k } k S 1 , we obtain a moderate deviation principle for the sequence of partial sums { Z n ( t ) 1 ~ k =1 [ nt ] m k / b n , t ] [0,1]}, in the space of càdlàg functions equipped with the Skorohod topology, under the following conditions: a Chen-Ledoux type condition, an exponential convergence in probability of the associated quadratic variation process of the martingale, and a condition of "Lindeberg" type. For the small jumps of Z n (·), we apply the general result of Puhalskii [Puhalskii, A. (1994). "Large deviations of semimartingales via convergence of the predictable characteristics". Stoch. Stoch. Rep. , 49 , pp. 27-85]. Following the method of Ledoux [Ledoux, M. (1992). "Sur les déviations modérées des sommes de variables aléatoires vectorielles indépendantes de même loi". Ann. Inst. H. Poincaré , 28 , pp. 267-280] and Arcones [Arcones, A. (1999). "The large deviation principle for stochastic processes", Submitted for publication], we prove that the large jumps part of Z n (·) is negligible in the sense of the moderate deviations. One can regard our result as an extension to martingale differences, of the beautiful characterization of moderate deviations for i.i.d.r.v. case due to Chen [Chen, X. (1991). "The moderate deviations of independent vectors in Banach space". Chin. J. Appl. Probab. Stat. , 7 , pp. 124-32] and Ledoux [Ledoux, M. (1992). "Sur les déviations modérées des sommes de variables aléatoires vectorielles indépendantes de même loi". Ann. Inst. H. Poincaré , 28 , pp. 267-280]. Using the Gordin [Gordin, M.I. (1969). "The central limit theorem for stationary processes". Soviet Math. Dokl. , 10 , pp. 1174-1176] decomposition, the martingale result is applied to prove the moderate deviation principle for a wide class of stationary { -mixing sequences of random variables.