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Low-rank diffusion matrix estimation for high-dimensional time-changed Levy processes
Annales de l'institut Henri Poincare (B) Probability and Statistics. 2018. Vol. 54. No. 3. P. 1583–1621.
Belomestny D., Trabs M.
The estimation of the diffusion matrix Σ of a high-dimensional, possibly time-changed Levy process is studied, based on discrete observations of the process with a fixed distance. A low-rank condition is imposed on Σ. Applying a spectral approach, we construct a weighted least-squares estimator with nuclear-norm-penalisation. We prove oracle inequalities and derive convergence rates for the diffusion matrix estimator. The convergence rates show a surprising dependency on the rank of Σ and are optimal in the minimax sense for fixed dimensions. Theoretical results are illustrated by a simulation study.
Publication based on the results of:
Prikhodko Artem, Kubrak D., Compositio Mathematica 2026 Vol. 162 No. 6 P. 1377–1438
In this follow-up paper we show that smooth Hodge-proper stacks over O𝐾 are ℚ𝑝-locally acyclic: namely the natural map between étale ℚ𝑝-cohomology of the algebraic and Raynaud generic fibers is an equivalence. This establishes the ℚ𝑝-case of general conjectures made in D. Kubrak and A. Prikhodko [p-adic Hodge theory for Artin stacks, Mem. Amer. Math. ...
Added: September 7, 2026
Ismailov A., Constructive Approximation 2026
The measure of the positivity set {x ∈ [0; 2π] | f (x) > 0} of a trigonometric polynomial f is bounded from below by the Motzkin density.
We generalize the bound to polynomials in several variables and almost periodic functions.
We then use these generalizations to extend known results on Taikov’s problem. ...
Added: September 7, 2026
Kucheryavyy P., Математические заметки 2026 Т. 2026 № 120 С. 380–401
В работе изучаются перестановки, возникающие при упорядочивании по возрастанию дробных долей произведений элементов фиксированной целочисленной последовательности на вещественный параметр. Исследуется количество различных перестановок, которые можно получить таким образом при изменении этого параметра от нуля до единицы. ...
Added: September 7, 2026
Осипов Д.В., Математический сборник 2026 Т. 217 № 9 С. 130–146
Изучаются законы взаимности, связанные с комплексными линейными расслоениями на расслоениях на ориентируемые окружности. В частности, доказывается следующий закон взаимности. Пусть B – комплексное многообразие и πi:Mi→B – расслоение на ориентируемые окружности, где индекс i пробегает конечное множество. Пусть Li и Ni – комплексные линейные расслоения на каждом многообразии Mi. Закон взаимности утверждает, что сумма всех элементов (πi)∗(c1(Li)∪c1(Ni)), где (πi)∗ – ...
Added: September 3, 2026
Basalaev A., Rarovskii A., Journal of Singularities 2026 Vol. 30 P. 61–80
Saito theory associates to an isolated singularity rich structure that plays an important role in mirror symmetry. In this note we construct Saito theory for A and D type Landau-Ginzburg orbifolds. Namely, for the pairs (f,G), where f defines an isolated singularity of A and D type and G is a group of symmetries of ...
Added: September 1, 2026
Rybakov M., Shkatov D., Journal of Logic and Computation 2026 Vol. 36 No. 6 Article exag026
We prove Pi-1-1-hardness, and thus lack of recursive axiomatizability, of constant-domain modal predicate logics defined by a class of Dedekind complete linear Kripke frames containing a frame with an infinitely increasing chain of worlds. The result holds even for the language with one unary predicate letter, one propositional letter, and two individual variables. ...
Added: September 1, 2026
Селянин Ф. И., Moscow Mathematical Journal 2026 Vol. 26 No. 2 P. 167–187
Minkowski mixed volume of n subpolytopes D1,…,Dn of a polytope P⊂Rn clearly does not exceed the normalized volume n!Vol(P). Equality holds if and only if the subpolytopes are interlaced, i.e., each proper face F⊊P intersects at least dim(F)+1 of the polytopes Di. Efficiently computing mixed volumes for more general collections of subpolytopes is crucial for estimating the complexity of numerically solving polynomial systems.
Motivated by relaxing the bound dim(F)+1 to dim(F), we ...
Added: August 31, 2026
Kazaryan M., Dunin-Barkowski P., Bychkov B. et al., International Mathematics Research Notices 2026 Vol. 14 Article rnag146
We prove a recent conjecture of the fourth named author with P. Norbury that states a system of universal polynomial relations among the kappa classes on the moduli spaces of algebraic curves. The proof involves localization and materialization analysis of the spin Gromov–Witten theory of the projective line and is dictated by Z 2 -equivariant ...
Added: August 31, 2026
Kazaryan M., Dunin-Barkowski P., Bychkov B. et al., Communications in Mathematical Physics 2026 Vol. 407 No. 69
We prove that for any initial data on a genus zero spectral curve the cor responding correlation differentials of topological recursion are KP integrable. As an application we prove KP integrability of partition functions associated via ELSV-type formulas to the r-th roots of the twisted powers of the log canonical bundles ...
Added: August 31, 2026
Gromov V., Переслегин С. Б., Переслегина Е. Б. et al., СПб.: Полакс, 2026.
Механизм происходящих в мире изменений носит эволюционный, а не экологический характер. Иначе говоря, Человечество столкнулось с кризисом развития, который имеет три независимые составляющие: кризис индустриального общества (фазовый кризис), кризис научного мышления (эпистемный кризис) и кризис формата существования разума (социосистемный кризис). Доклад посвящён аспектам этого триединого кризиса и возможным путям его преодоления, не сводящимся к первичному ...
Added: August 31, 2026
Devyatov R. A., Mathematical notes 2026 Vol. 119 No. 3 P. 782–786
Let G/B be a flag variety over ℂ, where G is a simple algebraic group with a simply laced Dynkin diagram, and B is a Borel subgroup. We say that the product of classes of Schubert divisors in the Chow ring is multiplicity free if it is possible to multiply it by a Schubert class ...
Added: August 30, 2026
Bayer A., Kuznetsov A., Macrì E., Journal fuer die reine und angewandte Mathematik 2026 Vol. 2026 No. 836 P. 111–162
We give a self-contained and simplified proof of Mukai’s classification of prime Fano threefolds of index 1 and genus g ≥ 6 with at most factorial terminal singularities, and of its extension to higher dimension. ...
Added: August 30, 2026
Bayer A., Kuznetsov A., Macrì E., Compositio Mathematica 2026 Vol. 162 No. 1 P. 59–99
We give a proof of Mukai’s theorem on the existence of certain exceptional vector bundles on prime Fano threefolds. To our knowledge this is the first complete proof in the literature. The result is essential for Mukai’s biregular classification of prime Fano threefolds, and for the existence of semiorthogonal decompositions in their derived categories. Our ...
Added: August 30, 2026
Guseva L., Novikov A., Advances in Mathematics 2026 Vol. 503 Article 111211
We prove that the Kuznetsov–Polishchuk exceptional collections on rational homogeneous spaces of the symplectic groups Sp(2n,C) are full and consist of vector bundles. To achieve this, we construct several classes of complexes, which we call generalized staircase complexes, symplectic staircase complexes and secondary staircase complexes — each of which may be of independent interest. ...
Added: August 30, 2026
Polishchuk A., Rains E., Journal of the Institute of Mathematics of Jussieu 2026 Vol. 25 No. 1 P. 339–373
We prove that for every relatively prime pair of integers (d,r) with r>0, there exists an exceptional pair (O,V) on any del Pezzo surface of degree 4, such that V is a bundle of rank r and degree d. As an application, we prove that every Feigin-Odesskii Poisson bracket on a projective space can be ...
Added: August 30, 2026
Kazhdan D., Polishchuk A., Pure and Applied Mathematics Quarterly 2026 Vol. 22 No. 3 P. 1115–1166
We continue the study of automorphic functions associated with a curve C over the ring k[ε]/(ε²), where k is a finite field, begun in arXiv:2303.16259. Namely, we study an example of theta-lifting in this framework and show that it can be understood in terms of the orbit decomposition of the space of automorphic functions S(SL₂(F)\SL₂(A_C)) ...
Added: August 30, 2026
Shabanov N., Kuricheva O., Kurbatova J. et al., / Series Working Papers SSRN "Department of Economics Ca’ Foscari University of Venice". 2026.
The carbon balance of an ecosystem is the difference between Gross Primary Productivity (GPP) and Ecosystem Respiration (Reco) as expressed by Net Ecosystem Exchange (NEE). While remote sensing retrievals of GPP have reached maturity, Reco estimation remains underexplored and ultimately cast bias on NEE. Here we present an end-to-end multi-scale analysis of the mechanism of ...
Added: August 21, 2026
Ponomarenko A., / Series Computer Science "arxiv.org". 2025.
This paper addresses the challenge of merging hierarchical navigable small world (HNSW) graphs, a critical operation for distributed systems, incremental indexing, and database compaction. We propose three algorithms for this task: Naive Graph Merge (NGM), Intra Graph Traversal Merge (IGTM), and Cross Graph Traversal Merge (CGTM). These algorithms differ in their approach to vertex selection ...
Added: July 30, 2026
Piontkovski D., / Series arXiv "math". 2026.
A noncommutative projective variety is defined, following Artin and Zhang, by a graded coherent algebra 𝐴. The category of coherent sheaves is then the quotient qgr(𝐴) of the category of finitely presented graded modules by the subcategory of torsion modules. We consider the categorical and polynomial entropies of the Serre twist, that is, of the ...
Added: June 23, 2026
Piontkovski D., / Series arXiv "math". 2025.
If a symmetric multilinear algebra is weakly nil, then it is Engel. This result may be regarded as an infinite-dimensional analogue of the well-known Jacobian theorem, which states that if a polynomial mapping has a polynomial inverse, then its Jacobian matrix is invertible. This refines a theorem of Gerstenhaber and partially answers a question posed ...
Added: June 23, 2026
Shipilov F., Barnyakov A., Ivanov A. et al., / Series Physics "arxiv.org". 2026.
A fast simulation of the detector response is a vital task in high-energy physics (HEP). Traditional Monte-Carlo methods form the backbone of modern particle physics simulation software but are computationally expensive. We present a machine-learning-based approach to fast simulation of the Focusing Aerogel Ring Imaging Cherenkov (FARICH) detector response. Given a particle track and momentum, ...
Added: May 19, 2026
Derkacheva A., Sakirkina M., Kraev G. et al., /. 2026.
Comprehensive data on natural hazards and their consequences are crucial for effective for risk assessment, adaptation planning, and emergency response. However, many countries face challenges with fragmented, inconsistent, and inaccessible data, particularly regarding local-scale events. To address this data gap in Russia, we developed an end-to-end processing pipeline that scrapes news from various online sources, ...
Added: April 28, 2026
Pilé I., Deng Y., Shchur L., / Series arXiv "math". 2026. No. 2604.10254.
We investigate the spatial overlap of successive spin configurations in Markov chain Monte Carlo simulations using the local Metropolis algorithm and the Svendsen-Wang and Wolff cluster algorithms. We examine the dynamics of these algorithms for two models in different universality classes: the Ising model and the Potts model with three components. The overlap of two ...
Added: April 20, 2026
Gabdullin N., Androsov I., / Series Computer Science "arxiv.org". 2026.
Label prediction in neural networks (NNs) has O(n) complexity proportional to the number of classes. This holds true for classification using fully connected layers and cosine similarity with some set of class prototypes. In this paper we show that if NN latent space (LS) geometry is known and possesses specific properties, label prediction complexity can ...
Added: April 2, 2026