Estimation of the offspring mean in a supercritical branching process with non-stationary immigration

In this paper, we consider the conditional least squares estimator (CLSE) of the offspring mean of a branching process with non-stationary immigration based on the observation of population sizes. In the supercritical case, assuming that the immigration variables follow known distributions, conditions guaranteeing the strong consistency of the proposed estimator will be derived. The asymptotic normality of the estimator will also be proved. The proofs are based on direct probabilistic arguments, unlike the previous papers, where functional limit theorems for the process were used.     

Some model-theoretic correspondences between dimension groups and AF algebras

If A⊆B are structures for a first-order language S, A is said to be algebraically (existentially) closed in B just in case every positive existential (existential) S_A-sentence true in B_A is true in A_A. In 1976 Elliott showed that unital AF (‘approximately finite-dimensional’) algebras are classified up to isomorphism by corresponding dimension groups with order unit. This paper shows that one dimension group with order unit is algebraically (existentially) closed in another just in case the corresponding AF algebras, viewed as metric structures, fall in the same relation.     

Convergence of a queueing system in heavy traffic with general patience-time distributions

We analyze a sequence of single-server queueing systems with impatient customers in heavy traffic. Our state process is the offered waiting time, and the customer arrival process has a state dependent intensity. Service times and customer patient-times are independent; i.i.d. with general distributions subject to mild constraints. We establish the heavy traffic approximation for the scaled offered waiting time process and obtain a diffusion process as the heavy traffic limit. The drift coefficient of this limiting diffusion is influenced by the sequence of patience-time distributions in a non-linear fashion. We also establish an asymptotic relationship between the scaled version of offered waiting time and queue-length. As a consequence, we obtain the heavy traffic limit of the scaled queue-length. We introduce an infinite-horizon discounted cost functional whose running cost depends on the offered waiting time and server idle time processes. Under mild assumptions, we show that the expected value of this cost functional for the n-th system converges to that of the limiting diffusion process as n tends to infinity.     

Exponential convergence for high-order recurrent neural networks with a class of general activation functions

In this paper, we consider high-order recurrent neural networks with a class of general activation functions. By using some mathematical analysis techniques, we establish new results to ensure that all solutions of the networks converge exponentially to zero point.     

Continuous dependence for NLS in fractional order spaces

For the nonlinear Schrödinger equation iut+Δu+λα|u|u=0 in RN, local existence of solutions in Hs is well known in the Hs-subcritical and critical cases 0<α?4/(N−2s), where 0<s<min{N/2,1}. However, even though the solution is constructed by a fixed-point technique, continuous dependence in Hs does not follow from the contraction mapping argument. In this paper, we show that the solution depends continuously on the initial value in the sense that the local flow is continuous Hs→Hs. If, in addition, α?1 then the flow is locally Lipschitz.     

A compactness result for Landau state in thin-film micromagnetics

We deal with a nonconvex and nonlocal variational problem coming from thin-film micromagnetics. It consists in a free-energy functional depending on two small parameters ε and η and defined over vector fields m:Ω⊂R²→S² that are tangent at the boundary ∂Ω. We are interested in the behavior of minimizers as ε,η→0. They tend to be in-plane away from a region of length scale ε (generically, an interior vortex ball or two boundary vortex balls) and of vanishing divergence, so that S¹-transition layers of length scale η (Néel walls) are enforced by the boundary condition. We first prove an upper bound for the minimal energy that corresponds to the cost of a vortex and the configuration of Néel walls associated to the viscosity solution, so-called Landau state. Our main result concerns the compactness of vector fields {mε,η}_ε,η↓0 of energies close to the Landau state in the regime where a vortex is energetically more expensive than a Néel wall. Our method uses techniques developed for the Ginzburg-Landau type problems for the concentration of energy on vortex balls, together with an approximation argument of S²-vector fields by S¹-vector fields away from the vortex balls.     

Uniqueness of post-gelation solutions of a class of coagulation equations

We prove well-posedness of global solutions for a class of coagulation equations which exhibit the gelation phase transition. To this end, we solve an associated partial differential equation involving the generating functions before and after the phase transition. Applications include the classical Smoluchowski and Flory equations with multiplicative coagulation rate and the recently introduced symmetric model with limited aggregations. For the latter, we compute the limiting concentrations and we relate them to random graph models.     

Free quadratic harness

Free quadratic harness is a Markov process from the class of quadratic harnesses, i.e. processes with linear regressions and quadratic conditional variances. The process has recently been constructed for a restricted range of parameters in Bryc et al. (2010) [7] using Askey-Wilson polynomials. Here we provide a self-contained construction of the free quadratic harness for all values of the parameters.     

Exit time and invariant measure asymptotics for small noise constrained diffusions

Constrained diffusions, with diffusion matrix scaled by small ?>0, in a convex polyhedral cone G⊂R^k, are considered. Under suitable stability assumptions small noise asymptotic properties of invariant measures and exit times from domains are studied. Let B⊂G be a bounded domain. Under conditions, an “exponential leveling” property that says that, as ?→0, the moments of functionals of exit location from B, corresponding to distinct initial conditions, coalesce asymptotically at an exponential rate, is established. It is shown that, with appropriate conditions, difference of moments of a typical exit time functional with a sub-logarithmic growth, for distinct initial conditions in suitable compact subsets of B, is asymptotically bounded. Furthermore, as initial conditions approach 0 at a rate ?² these moments are shown to asymptotically coalesce at an exponential rate.