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)].     

On the torsion of Jacobians of principal modular curves of level 3<Superscript><Emphasis Type="Italic">n</Emphasis></Superscript>

We demonstrate that the 3-power torsion points of the Jacobians of the principal modular curves X(3ⁿ) are fixed by the kernel of the canonical outer Galois representation of the pro-3 fundamental group of the projective line minus three points. The proof proceeds by demonstrating the curves in question satisfy a two-part criterion given by Anderson and Ihara. Two proofs of the second part of the criterion are provided; the first relies on a theorem of Shimura, while the second uses the moduli interpretation. Received: 30 September 2005     

Tail asymptotics for the fundamental period in the MAP/G/1 queue

This paper studies the tail behavior of the fundamental period in the MAP/G/1 queue. We prove that if the service time distribution has a regularly varying tail, then the fundamental period distribution in the MAP/G/1 queue has also regularly varying tail, and vice versa, by finding an explicit expression for the asymptotics of the tail of the fundamental period in terms of the tail of the service time distribution. Our main result with the matrix analytic proof is a natural extension of the result in (de Meyer and Teugels, J. Appl. Probab. 17: 802–813, 1980) on the M/G/1 queue where techniques rely heavily on analytic expressions of relevant functions. I.-S. Wee’s research was supported by the Korea Research Foundation Grant KRF 2003-070-00008.     

The compound binomial risk model with time-correlated claims

In this paper, we consider the compound binomial risk model with the time-correlated claims. It is assumed that every main claim will produce a by-claim but the occurrence of the by-claim may be delayed. We obtain the recursive formula of the joint distribution of the surplus immediately prior to ruin and deficit at ruin. Furthermore, the ruin probability is given by means of ruin probability and the deficit at ruin of the classical compound binomial risk model. Finally, we derive an upper bound for the ruin probability.     

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.     

Stationary remaining service time conditional on queue length

In Mandelbaum and Yechiali [The conditional residual service time in the M/G/1 queue, http://www.math.tau.ac.il/∼uriy/publications (No. 30a), 1979] and in Fakinos [The expected remaining service time in a single-server queue, Oper. Res. 30 (1982) 1014-1018] a simple formula is derived for the (stationary) expected remaining service time in a M/G/1 queue, conditional on the number of customers in the system. We give a short new proof of the formula using Rate Conservation Law, and generalize to handle higher moments.     

Symmetrisation of n-operads and compactification of real configuration spaces

It is well known that the forgetful functor from symmetric operads to nonsymmetric operads has a left adjoint Sym₁ given by product with the symmetric group operad. It is also well known that this functor does not affect the category of algebras of the operad. From the point of view of the author's theory of higher operads, the nonsymmetric operads are 1-operads and Sym₁ is the first term of the infinite series of left adjoint functors Symn, called symmetrisation functors, from n-operads to symmetric operads with the property that the category of one object, one arrow, …, one (n−1)-arrow algebras of an n-operad A is isomorphic to the category of algebras of Symn(A).In this paper we consider some geometrical and homotopical aspects of the symmetrisation of n-operads. We follow Getzler and Jones and consider their decomposition of the Fulton-Macpherson operad of compactified real configuration spaces. We construct an n-operadic counterpart of this compactification which we call the Getzler-Jones operad. We study the properties of Getzler-Jones operad and find that it is contractible and cofibrant in an appropriate model category. The symmetrisation of the Getzler-Jones operad turns out to be exactly the operad of Fulton and Macpherson. These results should be considered as an extension of Stasheff's theory of 1-fold loop spaces to n-fold loop spaces n?2. We also show that a space X with an action of a contractible n-operad has a natural structure of an algebra over an operad weakly equivalent to the little n-disks operad. A similar result holds for chain operads. These results generalise the classical Eckman-Hilton argument to arbitrary dimension.Finally, we apply the techniques to the Swiss-Cheese type operads introduced by Voronov and prove analogous results in this case.     

Second order evolution equations with time-dependent subdifferentials

We study an abstract second order nonlinear evolution equation in a real Hilbert space. We consider time-dependent convex functions and their subdifferentials operating on the first derivative of the unknown function. Introducing appropriate assumptions on the convex functions and other data, we prove the existence and uniqueness of a strong solution, and give some applications of the abstract theorem to hyperbolic variational inequalities with time-dependent constraints.      

On perfectly normal dense subspaces of products

Let M be a separable metric space consisting of more than one point. We construct perfectly normal dense subspaces Z⊂Mc² and (under additional set-theoretic assumption) Y⊂Mc which are not collectionwise Hausdorff.