Article
Translation invariant statistical experiments with independent increments
We provide a full description of the class of translation invariant experiments with independent increments. Necessary and sufficient conditions for the weak convergence and the comparison of experiments within this class are given. Finally, we prove exponential boundedness of Pitman estimators in these models.
We consider Ncomponent synchronization models defined in terms of stochastic particle systems with special interaction. For general (nonsymmetric) Markov models we discuss phenomenon of the long time stochastic synchronization. We study behavior of the system in different limit situations related to appropriate changes of variables and scalings. For N = 2 limit distributions are found explicitly.
In this paper, we introduce a principally new method for modelling the dependence structure between two L{\'e}vy processes. The proposed method is based on some special properties of the timechanged Levy processes and can be viewed as an reasonable alternative to the copula approach.

In this paper, we consider the problem of statistical inference for generalized OrnsteinUhlenbeck processes of the type
\[
X_{t} = e^{\xi_{t}} \left( X_{0} + \int_{0}^{t} e^{\xi_{u}} d u \right),
\]
where \(\xi_s\) is a L{\'e}vy process. Our primal goal is to estimate the characteristics of the L\'evy process \(\xi\) from the lowfrequency observations of the process \(X\). We present a novel approach towards estimating the L{\'e}vy triplet of \(\xi,\) which is based on the Mellin transform technique. It is shown that the resulting estimates attain optimal minimax convergence rates. The suggested algorithms are illustrated by numerical simulations.
Let k be a field of characteristic zero, let G be a connected reductive algebraic group over k and let g be its Lie algebra. Let k(G), respectively, k(g), be the field of k rational functions on G, respectively, g. The conjugation action of G on itself induces the adjoint action of G on g. We investigate the question whether or not the field extensions k(G)/k(G)^G and k(g)/k(g)^G are purely transcendental. We show that the answer is the same for k(G)/k(G)^G and k(g)/k(g)^G, and reduce the problem to the case where G is simple. For simple groups we show that the answer is positive if G is split of type A_n or C_n, and negative for groups of other types, except possibly G_2. A key ingredient in the proof of the negative result is a recent formula for the unramified Brauer group of a homogeneous space with connected stabilizers. As a byproduct of our investigation we give an affirmative answer to a question of Grothendieck about the existence of a rational section of the categorical quotient morphism for the conjugating action of G on itself.
This proceedings publication is a compilation of selected contributions from the “Third International Conference on the Dynamics of Information Systems” which took place at the University of Florida, Gainesville, February 16–18, 2011. The purpose of this conference was to bring together scientists and engineers from industry, government, and academia in order to exchange new discoveries and results in a broad range of topics relevant to the theory and practice of dynamics of information systems. Dynamics of Information Systems: Mathematical Foundation presents stateofthe art research and is intended for graduate students and researchers interested in some of the most recent discoveries in information theory and dynamical systems. Scientists in other disciplines may also benefit from the applications of new developments to their own area of study.
Let G be a connected semisimple algebraic group over an algebraically closed field k. In 1965 Steinberg proved that if G is simply connected, then in G there exists a closed irreducible crosssection of the set of closures of regular conjugacy classes. We prove that in arbitrary G such a crosssection exists if and only if the universal covering isogeny Ĝ → G is bijective; this answers Grothendieck's question cited in the epigraph. In particular, for char k = 0, the converse to Steinberg's theorem holds. The existence of a crosssection in G implies, at least for char k = 0, that the algebra k[G]G of class functions on G is generated by rk G elements. We describe, for arbitrary G, a minimal generating set of k[G]G and that of the representation ring of G and answer two Grothendieck's questions on constructing generating sets of k[G]G. We prove the existence of a rational (i.e., local) section of the quotient morphism for arbitrary G and the existence of a rational crosssection in G (for char k = 0, this has been proved earlier); this answers the other question cited in the epigraph. We also prove that the existence of a rational section is equivalent to the existence of a rational Wequivariant map T   >G/T where T is a maximal torus of G and W the Weyl group.