The effect of concentrating potentials in some singularly perturbed problems

The equation with boundary Dirichlet zero data is considered in a bounded domain . Under the assumption that concentrates, as , round a manifold and that f is a superlinear function, satisfying suitable growth assumptions, the existence of multiple distinct positive solutions is proved. Received: 19 December 2000 / Accepted: 8 May 2001 / Published online: 5 September 2002     

On the symplectic structures on moduli space of stable sheaves over a K3 or abelian surface and on Hilbert scheme of points

Fix a smooth very ample curve C on a K3 or abelian surface X. Let $ \mathcal{M} $ denote the moduli space of pairs of the form (F, s), where F is a stable sheaf over X whose Hilbert polynomial coincides with that of the direct image, by the inclusion map of C in X, of a line bundle of degree d over C, and s is a nonzero section of F. Assume d to be sufficiently large such that F has a nonzero section. The pullback of the Mukai symplectic form on moduli spaces of stable sheaves over X is a holomorphic 2-form on $ \mathcal{M} $. On the other hand, $ \mathcal{M} $ has a map to a Hilbert scheme parametrizing 0-dimensional subschemes of X that sends (F, s) to the divisor, defined by s, on the curve defined by the support of F. We prove that the above 2-form on $ \mathcal{M} $ coincides with the pullback of the symplectic form on the Hilbert scheme.     

Precise rate in the law of iterated logarithm for <Emphasis Type="Italic">ρ</Emphasis>-mixing sequence

Let {X, X _n;n≥1} be a strictly stationary sequence of ρ-mixing random variables with mean zero and finite variance. Set . Suppose lim _n→∞ and , where d=2, if −1<b<0 and d>2(b+1), if b≥0. It is proved that, for any b>−1,

The local time of self-intersections of Brownian motions as generalized Brownian functionals

In this Letter, we show that the local time of self-intersections ofd-dimensional Brownian motions is a generalized Brownian functional in the sense of Hida.     

Infinitely many solutions of dirichlet problem for <Emphasis Type="Italic">p</Emphasis>-mean curvature operator

The existence of infinitely many solutions of the following Dirichlet problem for p-mean curvature operator: is considered, where Θ is a bounded domain in R ⁿ (n>p>1) with smooth boundary ∂Θ. Under some natural conditions together with some conditions weaker than (AR) condition, we prove that the above problem has infinitely many solutions by a symmetric version of the Mountain Pass Theorem if . Supported by the National Natural Science Foundation of China (10171032) and the Guangdong Provincial Natural Science Foundation (011606).     

Multivariate hazard rate orders

Two multivariate hazard rate stochastic orders are introduced and studied. Their meaning, properties, and relationship to other common stochastic orders are examined and investigated. Some examples that illustrate the theory are detailed. Finally, some applications of the new orders in reliability theory and in actuarial science are described.     

Rates of convergence and optimal spectral bandwidth for long range dependence

Summary For a realization of lengthn from a covariance stationary discrete time process with spectral density which behaves like ^1–2H as 0+ for 1/2<H<1 (apart from a slowly varying factor which may be of unknown form), we consider a discrete average of the periodogram across the frequencies 2j/n,j=1,..., m, wherem andm/n0 asn. We study the rate of convergence of an analogue of the mean squared error of smooth spectral density estimates, and deduce an optimal choice ofm.     

Uniqueness and absolute continuity of weak solutions for parabolic SPDE's

The paper presents necessary and sufficient conditions for the absolute continuity of measures generated by infinite-dimensional martingale problems. This result is applied to the study of the existence and uniqueness of weak solutions to nonlinear parabolic SPDE's. The paper also addresses the problem of stochastic integration with respect to a martingale in a quasi-complete locally convex topological vector space.This work was partially supported by NSF Grant # DMS-9002997 and ONR Grant # N00014-91-J-1526.