invariance principle for the random conductance model with unbounded conductances we study a continuous time random walk x in an environment of i i d random conductances e 1 we obtain heat kernel bounds and prove a quenched invariance principle for x this holds even when e e

iterations of the non classical symmetries method and conditional lie backlund symmetries iterations of the non classical symmetries method give rise to new nonlinear equations which inherit the lie point symmetry algebra of the original equation invariant solutions of these heir equations supply new solutions of the original equation we show that particular cases of such invariant solutions correspond to zhdanov s conditional lie backlund symmetries

some convergence results on quadratic forms for random fields and application to empirical covariances limit theorems are proved for quadratic forms of gaussian random fields in presence of long memory we obtain a non central limit theorem under a minimal integrability condition which allows isotropic and anisotropic models we apply our limit theorems and those of ginovian j contemp math anal 34 2 1 15 to obtain the asymptotic behavior of the empirical covariances of gaussian fields which is a particular example of quadratic forms we show that it is possible to obtain a gaussian limit when the spectral density is not in l 2 therefore the dichotomy observed in dimension d 1 between central and non central limit theorems cannot be stated so easily due to possible anisotropic strong dependence in d 1

an application of the seasonal fractionally differenced model to the monetary aggregates abstract in this article three significant variables used by the u s federal reserve as targets to shape monetary policy the monetary aggregates m1 m2 and m3 are examined using a seasonal fractionally differenced model the sample autocorrelation functions of these monetary variables exhibit a decay pattern at the seasonal lags that is typical of a fractional model the seasonal fractionally differenced model is found to remove a great deal of the autocorrelation at the seasonal lags especially when a series is extended by splicing together earlier monetary data some monte carlo evidence as to the efficacy of this technique is presented finally one year ahead out of sample forecasts of m1 are made using both the box jenkins airline model and the seasonal fractionally differenced model

non classical symmetry reduction example of the boussinesq equation a symmetry of an equation will leave the set of all solutions invariant a conditional symmetry will leave only a subset of solutions defined by some differential condition invariant the authors show how a specific class of conditional symmetries can be used to reduce a partial differential equation to an ordinary one in particular for the boussinesq equation these conditional symmetries together with the ordinary ones provide all possible reductions to ordinary differential equations a group theoretical explanation of the recently obtained new reductions is provided

harnack inequalities on weighted graphs and some applications to the random conductance model we establish elliptic and parabolic harnack inequalities on graphs with unbounded weights as an application we prove a local limit theorem for a continuous time random walk x in an environment of ergodic random conductances taking values in 0 infty satisfying some moment conditions

on the solutions of nonlinear fractional klein gordon equation with modified riemann liouville derivative abstract in this paper fractional variational iteration method fvim is applied for finding approximate analytical solutions of nonlinear fractional klein gordon equation time fractional derivative is described in the riemann liouville sense a new application of fractional variational iteration method fvim is extended to derive analytical solutions in the form of a series for this equation the behavior of the solutions and the effects of different values of fractional order are indicated graphically it is shown that the solutions obtained by the fvim are reliable convenient and effective for strongly nonlinear partial equations with modified riemann liouville derivative

a minimum distance estimator for long memory processes this paper considers a minimum distance estimator mde of the differencing para meter of the fractionally integrated white noise model the mde minimizes the differ ence between sample and population autocorrelations the paper presents calculations of asymptotic variances to examine the efficiency of the mde relative to that of the mle for values of the differencing parameter less than l 4 the mde is consistent and asymptotically normal and the asymptotic variance of the mde using the first n auto correlations approaches that of the mle as n increases however there is a substantial efficiency loss if low order autocorrelations are omitted this implies that a non parametric treatment of short run dynamics will involve a substantial loss of efficiency

a generalized fitzhugh nagumo equation abstract in this paper we investigate mappings of the classical fitzhugh nagumo equation to a generalized fitzhugh nagumo equation these mappings are invertible and transform the solutions of the classical fitzhugh nagumo equation into solutions of the generalized fitzhugh nagumo equation considered here these mappings are found by considering the lie point symmetries admitted by the classical fitzhugh nagumo equation and the generalized fitzhugh nagumo equation considered here a particular example of a generalized fitzhugh nagumo equation that satisfies the boundary conditions of the classical fitzhugh nagumo equation is considered numerical solutions of the generalized fitzhugh nagumo equation that do not satisfy the boundary conditions of the classical fitzhugh nagumo equation are obtained by implementing the method of lines

random walks on supercritical percolation clusters we obtain gaussian upper and lower bounds on the transition density qt x y of the continuous time simple random walk on a supercritical percolation cluster c1 in the euclidean lattice the bounds analogous to aronsen s bounds for uniformly elliptic divergence form diusions hold with constants ci depending only on p the percolation probability and d the irregular nature of the medium means that the bound for qt x only holds for t sx where the constant sx depends on the percolation congura tion

symmetry reductions and exact solutions of a class of nonlinear heat equations abstract classical and nonclassical symmetries of the nonlinear heat equation ut uxx f u are considered the method of differential grobner bases is used both to find the conditions on f u under which symmetries other than the trivial spatial and temporal translational symmetries exist and to solve the determining equations for the infinitesimals a catalogue of symmetry reductions is given including some new reductions for the linear heat equation and a catalogue of exact solutions of the nonlinear heat equation for cubic f u in terms of the roots of f u 0

invariance principle for the random conductance model we study a continuous time random walk x in an environment of i i d random conductances mu e in 0 infty in mathbb z d we assume that mathbb p mu e 0 p c so that the bonds with strictly positive conductances percolate but make no other assumptions on the law of the e we prove a quenched invariance principle for x and obtain green s functions bounds and an elliptic harnack inequality

conditional lie backlund symmetry and reduction of evolution equations we suggest a generalization of the notion of invariance of a given partial differential equation with respect to a lie backlund vector field such a generalization proves to be effective and enables us to construct principally new ansatz reducing evolution type equations to several ordinary differential equations in the framework of the said generalization we obtain principally new reductions of a number of nonlinear heat conductivity equations ut uxx f u ux with poor lie symmetry and obtain their exact solutions it is shown that these solutions cannot be constructed by means of the symmetry reduction procedure

painleve test integrability and exact solutions for density dependent reaction diffusion equations with polynomial reaction functions abstract a painleve test is performed for a general density dependent reaction diffusion equation where the reaction function takes the form of an n th order polynomial in order to determine the member models of this class which are integrable first we determine the equilibrium behavior for the model then truncated laurent expansions relevant to equations having movable branch points at leading order are used to construct special solutions for the three integrable classes of reaction diffusion equations which were found an auto backlund transformation between two solutions is constructed for an equation having a pole at leading order which can be used to find further solutions some of the solutions are new and through certain simplifications we may recover old solutions as well

surface order large deviations for high density percolation we derive surface order large deviation estimates for the volume of the largest cluster and for the volume of the largest region surrounded by a cluster of a bernoulli percolation process restricted to a big finite box with sufficiently large parameter we also establish a useful version of the isoperimetric inequality which is the main tool of our proofs

new exact solutions to the fitzhugh nagumo equation abstract by the first integral method a series of new exact solutions of the fitzhugh nagumo equation have been obtained it is shown that this method is one of the most effective approaches to obtain the exact solutions of the nonlinear evolution equations especially for nonintegrable models

bias in the sample autocorrelations of fractional noise summary the autocorrelation function of fractional noise when the difference parameter is positive is quite distinctive however for time series of moderate length this pattern is unlikely to be seen in the sample autocorrelations which are severely biased when the process mean is unknown

quenched invariance principle for simple random walk on percolation clusters we consider the simple random walk on the unique infinite cluster of super critical bond percolation in d with d 2 we prove that for almost every percolation configuration the path distribution of the walk converges weakly to that of non degenerate isotropic brownian motion our analysis is based on the consideration of a harmonic deformation of the infinite cluster on which the random walk becomes a square integrable martingale the size of the deformation expressed by the so called corrector is estimated by means of ergodicity arguments

approximate potential symmetries for partial differential equations the method of approximate potential symmetries for partial differential equations with a small parameter is introduced by writing a given perturbed partial differential equation r in a conserved form an associated system s with potential variables as additional variables is obtained approximate lie point symmetries admitted by s induce approximate potential symmetries of r as applications of the theory approximate potential symmetries for a perturbed wave equation with variable wave speed and a nonlinear diffusion equation with perturbed convection terms are obtained the corresponding approximate group invariant solutions are also derived

long term memory in stock market prices a test for long term memory that is robust to short range dependence is developed it is a modification of the r s statistic and the relevant asymptotic sampling theory is derived via functional central limit theory contrary to previous findings when applied to daily and monthly stock returns indexes over several time periods this test yields no evidence of long range dependence once short range dependence is accounted for monte carlo experiments show that the modified r s test has power against at least two specific models of long term memory suggesting that models with short range dependence may adequately capture the behavior of historical stock returns copyright 1991 by the econometric society

gaussian bounds and parabolic harnack inequality on locally irregular graphs a well known theorem of delmotte is that gaussian bounds parabolic harnack inequality and the combination of volume doubling and poincare inequality are equivalent for graphs in this paper we consider graphs for which these conditions hold but only for sufficiently large balls and prove a similar equivalence

invariance principle for the random conductance model in a degenerate ergodic environment we study a continuous time random walk x on zd in an environment of random conductances taking values in 0 we assume that the law of the conductances is ergodic with respect to space shifts we prove a quenched invariance principle for x under some moment conditions of the environment the key result on the sublinearity of the corrector is obtained by moser s iteration scheme

differentiating intraday seasonalities through wavelet multi scaling it is well documented that strong intraday seasonalities may induce distortions in the estimation of volatility models these seasonalities are also the dominant source for the underlying misspecifications of the various volatility models therefore an obvious route is to filter out the underlying intraday seasonalities from the data in this paper we propose a simple method for intraday seasonality extraction that is free of model selection parameters which may affect other intraday seasonality filtering methods our methodology is based on a wavelet multi scaling approach which decomposes the data into its low and high frequency components through the application of a non decimated discrete wavelet transform it is simple to calculate does not depend on a particular model selection criterion or model specific parameter choices the proposed filtering method is translation invariant has the ability to decompose an arbitrary length series without boundary adjustments is associated with a zero phase filter and is circular being circular helps to preserve the entire sample unlike other two sided filters where data loss occurs from the beginning and the end of the studied sample

clt and other limit theorems for functionals of gaussian processes conditions for the clt for non linear functionals of stationary gaussian sequences are discussed with special references to the borderline between the clt and the non clt examples of the non clt for such functionals with the norming factor sqrt n are given

modeling persistence in hydrological time series using fractional differencing the class of autoregressive integrated moving average arima time series models may be generalized by permitting the degree of differencing d to take fractional values models including fractional differencing are capable of representing persistent series d 0 or short memory series d 0 the class of fractionally differenced arima processes provides a more flexible way than has hitherto been available of simultaneously modeling the long term and short term behavior of a time series in this paper some fundamental properties of fractionally differenced arima processes are presented methods of simulating these processes are described estimation of the parameters of fractionally differenced arima models is discussed and an approximate maximum likelihood method is proposed the methodology is illustrated by fitting fractionally differenced models to time series of streamflows and annual temperatures

noncentral limit theorems for quadratic forms in random variables having long range dependence we study the weak convergence in d lbrack 0 1 rbrack of the quadratic form sum lbrack nt rbrack j 1 sum lbrack nt rbrack k 1 a j k h m x j h m x k adequately normalized here a s infty s infty is a symmetric sequence satisfying sum a s infty h m is the m th hermite polynomial and x j j geq 1 is a normalized gaussian sequence with covariances r k sim k d l k as k rightarrow infty where 0 d 1 and l is slowly varying we prove that for all m geq 1 the limit is brownian motion when 1 2 d 1 and it is the non gaussian rosenblatt process when 0 d 1 2

approximate conditional symmetries and approximate solutions of the perturbed fitzhugh nagumo equation we consider a perturbation of the fitzhugh nagumo equation the perturbation is proportional to the electric potential across the cell membrane the purpose of this investigation is to determine the effects of a change in electric potential across the cell membrane exact solutions of the perturbed equation are easily obtained from the well known solutions of the unperturbed fitzhugh nagumo equation the method of approximate conditional symmetries is used to obtain first order approximate solutions of the perturbed fitzhugh nagumo equation the approximate solutions are compared with the exact solutions of the perturbed equation the exact solutions of the perturbed equation do not indicate a change in the wave front connecting one constant state to another there is only a proportional increase or decrease in the constant nonzero state the approximate solutions do show a change in the shape of the wave front connecting two constant states as well as a proportional increase or decrease in the constant nonzero state

disorder entropy and harmonic functions we study harmonic functions on random environments with particular emphasis on the case of the infinite cluster of supercritical percolation on z d we prove that the vector space of harmonic functions growing at most linearly is d 1 dimensional almost surely in particular there are no non constant sublinear harmonic functions thus implying the uniqueness of the corrector the main ingredient of the proof is a quantitative annealed version of the kaimanovich vershik entropy argument this also provides bounds on the derivative of the heat kernel simplifying and generalizing existing results the argument applies to many different environments even reversibility is not necessary we also mention several open problems and conjectures on the behavior of harmonic functions on stationary random graphs

asymptotic distributions of the sample mean autocovariances and autocorrelations of long memory time series we derive the asymptotic distributions of the sample mean autocovariances and autocorrelations for a time series whose autocovariance function has the powerlaw decay 0 o 1 as the results differ in important respects from the corresponding results for short memory processes whose autocovariance functions are absolutely summable for long memory processes the variances of the sample mean and of the sample autocovariances and autocorrelations for 0 12 are not of asymptotic order n 1 when 0 12 the asymptotic distributions of the sample autocovariances and autocorrelations are not normal

nonclassical symmetry reductions for the kadomtsev petviashvili equation abstract in this paper we discuss dimensional reductions of the physically and mathematically significant kadomtsev petviashvili equation in particular we exhibit some new reductions of the kadomtsev petviashvili equation which are obtained by a generalization of the direct method for determining similarity reductions recently developed by clarkson and kruskal j math phys 30 1989 2201 new solutions of the kadomtsev petviashvili equation are obtained in terms of weierstrass elliptic functions solutions of the lame equations and the first second and fourth painleve transcendents a group theoretical explanation of the new solutions is provided in terms of conditional symmetries leaving only specific subsets of solutions of the kadomtsev petviashvili equation invariant

on chemical distances and shape theorems in percolation models with long range correlations in this paper we provide general conditions on a one parameter family of random infinite subsets of z d to contain a unique infinite connected component for which the chemical distances are comparable to the euclidean distance in addition we show that these conditions also imply a shape theorem for the corresponding infinite connected component by verifying these conditions for specific models we obtain novel results about the structure of the infinite connected component of the vacant set of random interlacements and the level sets of the gaussian free field as a byproduct we obtain alternative proofs to the corresponding results for random interlacements in the work of cern and popov on the internal distance in the interlacement set electron j probab 17 29 1 25 2012 and while our main interest is in percolation models with long range correlations we also recover results in the spirit of the work of antal and pisztora on the chemical distance for supercritical bernoulli percolation ann probab 24 2 1036 1048 1996 for bernoulli percolation finally as a corollary we derive new results about the chemical diameter of the largest connected component in the complement of the trace of the random walk on the torus

how much information does dependence between wavelet coefficients contain abstractthis article is motivated by several articles that propose statistical inference where the independence of wavelet coefficients for both short as well as long range dependent time series is assumed we focus on the sample variance and investigate the influence of the dependence between wavelet coefficients and this statistic to this end we derive asymptotic distributional properties of the sample variance for a time series that is synthesized ignoring some or all dependence between wavelet coefficients we show that the second order properties differ from the those of the true time series whose wavelet coefficients have the same marginal distribution except in the independent gaussian case this holds true even if the dependency is correct within each level and only the dependence between levels is ignored in the case of sample autocovariances and sample autocorrelations at lag one we indicate that first order properties are erroneous in a second step we investigate several nonparametric b

a jacobi gauss lobatto collocation method for solving generalized fitzhugh nagumo equation with time dependent coefficients in this paper we propose a new jacobi gauss lobatto collocation method for solving the generalized fitzhugh nagumo equation the jacobi gauss lobatto points are used as collocation nodes for spatial derivatives the proposed method has the advantage of obtaining the solution in terms of the jacobi parameters a and b in addition the problem is reduced to a system of ordinary differential equations in time this system can be solved by any standard numerical techniques numerical solutions obtained by this method when compared with the exact solution reveal that the obtained solution produces high accurate results numerical results show that the proposed method is of high accuracy and is efficient for solving the generalized fitzhugh nagumo equation also the results demonstrate that the proposed method is powerful algorithm for solving the nonlinear partial differential equations

some simple properties of sums of random variables having long range dependence the higher order moments and cumulants of sums of a special case of random variables having long range dependence are investigated tensor methods are used to simplify the calculations the limiting form of the second and third cumulants as the number of variables added becomes large is studied by analytical and numerical methods the implications are discussed for the existence of non gaussian limits of sums of random quantities of finite variance and long range dependence

empirical study of arfima model based on fractional differencing abstract in this paper we studied the long term memory of hong kong hang sheng index using mrs analysis established arfima model for it and detailed the procedure of fractional differencing furthermore we compared the arfima model built by this means with the one that took first order differencing as an alternative the result showed that if doing so much useful information of time series would be lost the forecast formula of arfima model was corrected according to the method of fractional differencing and was employed in the empirical study it was illustrated that the forecast performance of arfima model was not as good as we expected since the arfima model was ineffective in forecasting hang sheng index the certainty of this conclusion was proposed from two different aspects

random walks on infinite percolation clusters in models with long range correlations for a general class of percolation models with long range correlations on zdzd d 2d 2 introduced in j math phys 55 2014 083307 we establish regularity conditions of barlow ann probab 32 2004 3024 3084 that mesoscopic subballs of all large enough balls in the unique infinite percolation cluster have regular volume growth and satisfy a weak poincare inequality as immediate corollaries we deduce quenched heat kernel bounds parabolic harnack inequality and finiteness of the dimension of harmonic functions with at most polynomial growth heat kernel bounds and the quenched invariance principle of probab theory related fields 166 2016 619 657 allow to extend various other known results about bernoulli percolation by mimicking their proofs for instance the local central limit theorem of electron j probab 14 209 1 27 or the result of ann probab 43 2015 2332 2373 that the dimension of at most linear harmonic functions on the infinite cluster is d 1d 1 in terms of specific models all these results are new for random interlacements at every level in any dimension d 3d 3 as well as for the vacant set of random interlacements ann of math 2 171 2010 2039 2087 comm pure appl math 62 2009 831 858 and the level sets of the gaussian free field comm math phys 320 2013 571 601 in the regime of the so called local uniqueness which is believed to coincide with the whole supercritical regime for these models

random conductance models with stable like jumps heat kernel estimates and harnack inequalities abstract we establish two sided heat kernel estimates for random conductance models with non uniformly elliptic possibly degenerate stable like jumps on graphs these are long range counterparts of the well known two sided gaussian heat kernel estimates by m t barlow for nearest neighbor short range random walks on the supercritical percolation cluster unlike the cases of nearest neighbor conductance models we cannot use parabolic harnack inequalities since even elliptic harnack inequalities do not hold in the present setting as an application we establish the local limit theorem for the models