We propose several statistics to test the Markov hypothesis for -mixing stationary processes sampled at discrete time intervals. Our tests are based on the ChapmanKolmogorov equation. We establish the asymptotic null distributions of the proposed test statistics, showing that Wilkss phenomenon holds. We compute the power of the test and provide simulations to investigate the finite sample performance of the test statistics when the null model is a diffusion process, with alternatives consisting of models with a stochastic mean reversion level, stochastic volatility and jumps.

We present a hybrid asymptotic/numerical method for the accurate computation of single- and double-layer heat potentials in two dimensions. It has been shown in previous work that simple quadrature schemes suffer from a phenomenon called “geometrically induced stiffness,” meaning that formally high-order accurate methods require excessively small time steps before the rapid convergence rate is observed. This can be overcome by analytic integration in time, requiring the evaluation of a collection of spatial boundary integral operators with non-physical, weakly singular kernels. In our hybrid scheme, we combine a local asymptotic approximation with the evaluation of a few boundary integral operators involving only Gaussian kernels, which are easily accelerated by a new version of the fast Gauss transform. This new scheme is robust, avoids geometrically induced stiffness, and is easy to use in the presence of moving geometries. Its extension to three dimensions is natural and straightforward, and should permit layer heat potentials to become flexible and powerful tools for modeling diffusion processes.

The SimpleMatrix encryption scheme as proposed by Tao et al. \cite{TD13} is one of the very few existing approaches to create a secure and efficient encryption scheme on the basis of multivariate polynomials. However, in its basic version, decryption failures occur with non-negligible probability. Although this problem has been addressed in several papers \cite{DP14,TX15}, a general solution to it is still missing. In this paper we propose an improved version of the SimpleMatrix scheme, which eliminates decryption failures completely and therefore solves the biggest problem of the SimpleMatrix encryption scheme. Additionally, we propose a second version of the scheme, which reduces the blow-up factor between plain and ciphertext size to a value arbitrary close to 1.

For any nonsimply laced Lie group G and elliptic curve , we show that the moduli space of flat G bundles over  can be identified with the moduli space of rational surfaces with G-configurations which contain  as an anticanonical curve. We also construct Lie(G)-bundles over these surfaces. The corresponding results for simply laced groups were obtained by the authors in another paper. Thus, we have established a natural identification for these two kinds of moduli spaces for any Lie group G.

In two very detailed, technical, and fundamental works, Jun Li constructed a theory of Gromov-Witten invariants for a singular scheme of the gluing form Y_1\cup_D Y_2 that arises from a degeneration Y_1\cup_D Y_2 and a theory of relative Gromov-Witten invariants for a codimension-1 relative pair Y_1\cup_D Y_2 . As a summit, he derived a degeneration formula that relates a finite summation of the usual Gromov-Witten invariants of a general smooth fiber Y_1\cup_D Y_2 of Y_1\cup_D Y_2 to the Gromov-Witten invariants of the singular fiber Y_1\cup_D Y_2 via gluing the relative pairs Y_1\cup_D Y_2 and Y_1\cup_D Y_2 . The finite sum mentioned above depends on a relative ample line bundle Y_1\cup_D Y_2 on Y_1\cup_D Y_2 . His theory has already applications to string theory and mathematics alike. For other new applications of Jun Li's theory, one needs a refined degeneration formula that depends on a curve class Y_1\cup_D Y_2 in Y_1\cup_D Y_2 or Y_1\cup_D Y_2 , rather than on the line bundle Y_1\cup_D Y_2 . Some monodromy effect has to be taken care of to deal with this. For the simple but useful case of a degeneration Y_1\cup_D Y_2 that arises from blowing up a trivial family Y_1\cup_D Y_2 , we explain how the details of Jun Li's work can be employed to reach such a desired degeneration formula. The related set Y_1\cup_D Y_2 of admissible triples adapted to Y_1\cup_D Y_2 that appears in the formula can be obtained via an analysis on the intersection numbers of relevant cycles and a study of Mori cones that appear in the problem. This set is intrinsically determined by Y_1\cup_D Y_2 and the normal bundle Y_1\cup_D Y_2 of the smooth subscheme Y_1\cup_D Y_2 in Y_1\cup_D Y_2 to be blown up.