Enlargement of the Wiener filtration by an absolutely continuous random variable via Malliavin’s calculus

Summary. The analytic treatment of problems related to the asymptotic behaviour of random dynamical systems generated by stochastic differential equations suffers from the presence of non-adapted random invariant measures. Semimartingale theory becomes accessible if the underlying Wiener filtration is enlarged by the information carried by the orthogonal projectors on the Oseledets spaces of the (linearized) system. We study the corresponding problem of preservation of the semimartingale property and the validity of a priori inequalities between the norms of stochastic integrals in the enlarged filtration and norms of their quadratic variations in case the random element F enlarging the filtration is real valued and possesses an absolutely continuous law. Applying the tools of Malliavin’s calculus, we give smoothness conditions on F under which the semimartingale property is preserved and a priori martingale inequalities are valid. Received: 12 April 1995 / In revised form: 7 March 1996     

Compatible relations on filters and stability of local topological properties under supremum and product

An abstract scheme using particular types of relations on filters leads to general unifying results on stability under supremum and product of local topological properties. We present applications for Fréchetness, strong Fréchetness, countable tightness and countable fan-tightness, some of which recover or refine classical results, some of which are new. The reader may find other applications as well.     

Syntactic characterization of closure under connected limits

Summary We give a syntactic characterization of (finitary) theories whose categories of models are closed under the formation of connected limits (respectively the formation of pullbacks and substructures) in the category of all structures. They are also those theories whose consistent extensions by new atomic facts admit in each component an initial structure (respectively an initial term structure), and also thoseT for whichM(T) is locally finitely multi-presentable in a canonical way. We also show that these two properties of theories are nonuniform.     

Operations in A-theory

A construction for Segal operations for K-theory of categories with cofibrations, weak equivalences and a biexact pairing is given and coherence properties of the operations are studied. The model for K-theory, which is used, allows coherence to be studied by means of (symmetric) monoidal functors. In the case of Waldhausen A-theory it is shown how to recover the operations used in Waldhausen (Lecture Notes in Mathematics, Vol. 967, Springer, Berlin, 1982, pp. 390-409) for the A-theory Kahn-Priddy theorem. The total Segal operation for A-theory, which assembles exterior power operations, is shown to carry a natural infinite loop map structure. The basic input is the un-delooped model for K-theory, which has been developed from a construction by Grayson and Gillet for exact categories in Gunnarsson et al. (J. Pure Appl. Algebra 79 (1992) 255), and Grayson's setup for operations in Grayson (K-theory (1989) 247). The relevant material from these sources is recollected followed by observations on equivariant objects and pairings. Grayson's conditions are then translated to the context of categories with cofibrations and weak equivalences. The power operations are shown to be well behaved w.r.t. suspension and are extended to algebraic K-theory of spaces. Staying close with the philosophy of Waldhausen (1982) Waldhausen's maps are found. The Kahn-Priddy theorem follows from splitting the “free part” off the equivariant theory. The treatment of coherence of the total operation in A-theory involves results from Laplaza (Lecture Notes in Mathematics, Vol. 281, Springer, Berlin, 1972, pp. 29-65) and restriction to spherical objects in the source of the operation.     

Rehabilitation of the Gauss-Jordan algorithm

Summary In this paper a Gauss-Jordan algorithm with column interchanges is presented and analysed. We show that, in contrast with Gaussian elimination, the Gauss-Jordan algorithm has essentially differing properties when using column interchanges instead of row interchanges for improving the numerical stability. For solutions obtained by Gauss-Jordan with column interchanges, a more satisfactory bound for the residual norm can be given. The analysis gives theoretical evidence that the algorithm yields numerical solutions as good as those obtained by Gaussian elimination and that, in most practical situations, the residuals are equally small. This is confirmed by numerical experiments. Moreover, timing experiments on a Cyber 205 vector computer show that the algorithm presented has good vectorisation properties.     

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.     

Asymptotique de la norme $L^2$ d'un cycle géodésique dans les revêtements de congruence d'une variété hyperbolique arithmétique

Let M be an arithmetic hyperbolic manifold and be a codimension 1 geodesic cycle. In this paper, we study the asymptotic growth of the -norm of the lifts of F in the congruence tower above M. We obtain an explicit value for the growth rate of this norm. In particular, we provide a new proof of a celebrated result of Millson [Mi] on the homology of the arithmetic hyperbolic manifolds. The method is quite general and gives a new way of getting non zero homology classes in certain locally symmetric spaces. Received: 20 April 2001; in final form: 26 September 2001 / Published online: 28 February 2002