Spatial design matrices and associated quadratic forms: structure and properties

The paper provides significant simplifications and extensions of results obtained by Gorsich, Genton, and Strang (J. Multivariate Anal. 80 (2002) 138) on the structure of spatial design matrices. These are the matrices implicitly defined by quadratic forms that arise naturally in modelling intrinsically stationary and isotropic spatial processes. We give concise structural formulae for these matrices, and simple generating functions for them. The generating functions provide formulae for the cumulants of the quadratic forms of interest when the process is Gaussian, second-order stationary and isotropic. We use these to study the statistical properties of the associated quadratic forms, in particular those of the classical variogram estimator, under several assumptions about the actual variogram.     

Defect operators, defect functions and defect indices for analytic submodules

This paper mainly concerns defect operators and defect functions of Hardy submodules, Bergman submodules over the unit ball, and Hardy submodules over the polydisk. The defect operator (function) carries key information about operator theory (function theory) and structure of analytic submodules. The problem when a submodule has finite defect is attacked for both Hardy submodules and Bergman submodules. Our interest will be in submodules generated by polynomials. The reason for choosing such submodules is to understand the interaction of operator theory, function theory and algebraic geometry.     

Higher Order Peak Algebras

Using the theory of noncommutative symmetric functions, we introduce the higher order peak algebras (Sym(N))_N≥1, a sequence of graded Hopf algebras which contain the descent algebra and the usual peak algebra as initial cases (N=1 and N=2). We compute their Hilbert series, introduce and study several combinatorial bases, and establish various algebraic identities related to the multisection of formal power series with noncommutative coefficients. Received November 19, 2004     

Cochran's statistical theorem for outer inverses of matrices and matrix quadratic forms

We extend the matrix version of Cochran's statistical theorem to outer inverses of a matrix. As applications, we investigate the Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures.     

On a conjecture of Fefferman and Graham

In 1985, Fefferman and Graham have constructed a local embedding of an arbitrary real-analytic manifold, of odd dimension n, into a Ricci-flat manifold of dimension n+2 admitting a homothety. They conjectured that their result remains valid in even dimensions, if logarithms are allowed in the expansion of the metric. In this paper, we (i) prove that such expansions exist and converge and (ii) establish the degree of non-uniqueness of the solution in terms of the coefficients in the expansion.     

A geometrical constraint for capillary jet breakup

The formation of thinning filaments is commonly observed previously to the break-up of a very viscous jet. This paper shows that a fluid under capillary forces cannot break-up through the uniform collapse of a filament.     

Controlling rough paths

We formulate indefinite integration with respect to an irregular function as an algebraic problem which has a unique solution under some analytic constraints. This allows us to define a good notion of integral with respect to irregular paths with Hölder exponent greater than 1/3 (e.g. samples of Brownian motion) and study the problem of the existence, uniqueness and continuity of solution of differential equations driven by such paths. We recover Young's theory of integration and the main results of Lyons’ theory of rough paths in Hölder topology.