Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors

We derive results on the asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors. They appear in particular in delta–gamma models in financial risk management approximating portfolio returns. Quantile estimation corresponds to the estimation of the Value-at-Risk, which is a serious problem in high dimension.     

An existence result for a quadrature surface free boundary problem

The aim of this paper is to present two different approachs in order to obtain an existence result to the so-called quadrature surface free boundary problem. The first one requires the shape derivative calculus while the second one depends strongly on the compatibility condition of the Neumann problem. A necessary and sufficient condition of existences is given in the radial case.     

Intégalités de Sobolev et Temps d'Atteinte

We investigate the links between Sobolev and Nash inequalities, capacity and hitting times estimates and ultracontractive semigroups, in a non-symmetric setting.     

Power expansions for the self-similar solutions of the modified Sawada-Kotera equation

The fourth-order ordinary differential equation that defines the self-similar solutions of the Kaup—Kupershmidt and Sawada—Kotera equations is studied. This equation belongs to the class of fourth-order analogues of the Painlevé equations. All the power and non-power asymptotic forms and expansions near points z = 0, z = ∞ and near an arbitrary point z = z ₀ are found by means of power geometry methods. The exponential additions to the solutions of the studied equation are also determined.      

Recent developments in the statistical processing of textual data

Statisticians are accustomed to processing numerical, ordinal or nominal data. In many circumstances, such as socio-economic, epidemiologic sample surveys and documentary data bases, this data is juxtaposed with textual data (for example, responses to open questions in surveys). This article presents a series of language-independent procedures based upon applying multivariate techniques (such as correspondence analysis and clustering) to sets of generalized lexical profiles. The generalized lexical profile of a text is a vector whose components are the frequencies of each word (graphical form) or ‘repeated segment’ (sequence of words appearing with a significant frequency in the text). The processing of such large (and often sparse) vectors and matrices requires special algorithms. The main outputs are the following: (1) printouts of the characteristic words and characteristic responses for each category of respondent (these categories are generally derived from available nominal variables); (2) graphical displays of the proximities between words or segments and categories of respondents; (3) when analysing a combination of several texts: graphical displays of proximities between words or segments and each text, or between words or segments and groupings of texts. The systematic use of ‘repeated segments’ provides a valuable help in interpreting the results from a semantic point of view.     

Traces of harmonic functions,capacities, and traces of symmetric Markov processes

We derive explicit isomorphism formulas between weighted Dirichlet integrals for harmonic functions and boundary Dirichlet forms. Applications yield results on traces of Markov processes and convergence quasieverywhere of harmonic functions.     

On the Exceptional Zeros of Rankin–Selberg L-Functions

The main objects of study in this article are two classes of Rankin–Selberg L-functions, namely L(s,f×g) and L(s, sym²(g)× sym²(g)), where f,g are newforms, holomorphic or of Maass type, on the upper half plane, and sym²(g) denotes the symmetric square lift of g to GL(3). We prove that in general, i.e., when these L-functions are not divisible by L-functions of quadratic characters (such divisibility happening rarely), they do not admit any LandauSiegel zeros. Such zeros, which are real and close to s=1, are highly mysterious and are not expected to occur. There are corollaries of our result, one of them being a strong lower bound for special value at s=1, which is of interest both geometrically and analytically. One also gets this way a good bound onthe norm of sym²(g).     

Metallocene copolymers of propene and 1‐hexene: The influence of the comonomer content and thermal history on the structure and mechanical properties

The relationships between the structure and properties have been established for copolymers of propylene and 1‐hexene synthesized with an isotactic metallocene catalyst system. The most important factor affecting the structure and properties of these copolymers is the comonomer content. The thermal treatment, that is, the rate of cooling from the melt, is also important. These factors affect the thermal properties, the degree of crystallinity, and therefore the structural parameters and the viscoelastic behavior. A slow cooling from the melt favors the formation of the γ phase instead of the α modification. Regarding the viscoelastic behavior, the β relaxation, associated with the glass‐transition temperature, is shifted to lower temperatures and its intensity is increased as the 1‐hexene content raises. The microhardness values are correlated with those of the storage modulus deduced from dynamic mechanical thermal analysis curves, and good linear relations have been obtained between these parameters. © 2006 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 44: 1253–1267, 2006     

Convergence of Riemannian Manifolds and Laplace Operators, II

We study spectral convergence of compact Riemannian manifolds or more generally certain Dirichlet spaces, obtaining some compactness results on harmonic functions and harmonic maps. Mathematics Subject Classifications (2000) 53C21, 58D17, 58J50. Atsushi Kasue: Partly supported by the Grant-in-Aid for Scientific Research (B) No. 15340053 of the Japan Society for the Promotion of Science.     

On error operators related to the arbitrary functions principle

The error on a real quantity Y due to the graduation of the measuring instrument may be asymptotically represented, when the graduation is regular and fines down, by a Dirichlet form on R whose square field operator does not depend on the probability law of Y as soon as this law possesses a continuous density. This feature is related to the “arbitrary functions principle” (Poincaré, Hopf). We give extensions of this property to Rd and to the Wiener space for some approximations of the Brownian motion. This gives new approximations of the Ornstein-Uhlenbeck gradient. These results apply to the discretization of some stochastic differential equations encountered in mechanics.