We establish the limiting distribution (in total variation) of the quasi posteriors based on moment conditions, which only partially identify the parameters of interest. Some examples are discussed. Some key words: Generalized method of moments, interval data, moment inequalities, partial identification, quasi-posterior, total variation. MSC2010 Classification Codes: 62F15, 62F99.

Resumen. En este artículo desarrollamos una teoría general de convergencia de un método secante para resolver ecuaciones matriciales no lineales. Además, presentamos condiciones suficientes para que este método proporcione un algoritmo local y superlinealmente convergente. Palabras clave: Función matricial, operador de Fréchet, Fréchet diferenciable, método secante, ecuación matricial no lineal...

Using the Falcone–Takesaki theory of noncommutative integration, we construct a family of noncommutative Orlicz spaces that are canonically associated to an arbitrary W *-algebra without any choice of weight involved, and we show that this construction is functorial over the category of W *-algebras with *-isomorphisms as arrows. MSC2010: 46L52, 46L51, 46M15.

Many prominent continuous-time stochastic volatility models exhibit certain functional relationships between price jumps and volatility jumps. In this paper we construct tests for such relationships in a fairly general context, derive some of their theoretical properties, and investigate their behavior in a simulation study. We apply our tests to three high-frequency data sets from finance. It ...

Given a problem P , one associates to P a degree of unsolvability, i.e., a quantity which measures the amount of algorithmic unsolvability which is inherent in P . We focus on two degree structures: the semilattice of Turing degrees, DT, and its completion, Dw = D̂T, the lattice of Muchnik degrees. We emphasize specific, natural degrees and their relationship to reverse mathematics. We show how ...

Many continuous-time stochastic volatility models exhibit certain functional relationships between jumps in the price and volatility. These relations allow for the construction of tests and, hence, to test these models for high-frequency data. We present such tests in a fairly general context and derive some of their properties. We investigate their behavior in a simulation study. Finally we ap...

For any continuous map f : M → M on a compact manifold M , we define the SRB-like probabilities as a generalization of Sinai-Ruelle-Bowen (i.e. physical) measures. We prove that f has SRB-like measures, even if SRB measures do not exist. We prove that the definition of SRB-like measures is optimal, provided that the purpose of the researcher is to describe the asymptotic statistics for Lebesgue...

The Navier–Stokes system is considered in a compact Riemannian manifold. Gevrey class regularity is proven under Lions boundary conditions in the cases of the 2D Rectangle, Cylinder, and Hemisphere. The cases of the 2D Sphere and 2D and 3D Torus are also revisited. MSC2010: 35Q30, 76D03

A module M is called epi-retractable if every submodule of M is a homomorphic image of M. Dually, a module M is called co-epi-retractable if it contains a copy of each of its factor modules. In special case, a ring R is called co-pli (resp. co-pri) if RR (resp. RR) is co-epi-retractable. It is proved that if R is a left principal right duo ring, then every left ideal of R is an epi-retractable ...

We study site percolation on Angel & Schramm’s Uniform Infinite Planar Triangulation. We compute several critical and near-critical exponents, and describe the scaling limit of the boundary of large percolation clusters in all regimes (subcritical, critical and supercritical). We prove in particular that the scaling limit of the boundary of large critical percolation clusters is the random stab...