Varying coefficient models are a useful extension of classical linear models. They arise naturally when one wishes to examine how regression coefficients change over different groups characterized by certain covariates such as age. The appeal of these models is that the coef. cient functions can easily be estimated via a simple local regression. This yields a simple one-step estimation procedure. We show that such a one-step method cannot be optimal when different coefficient functions admit different degrees of smoothness. This drawback can be repaired by using our proposed two-step estimation procedure. The asymptotic mean-squared error for the two-step procedure is obtained and is shown to achieve the optimal rate of convergence. A few simulation studies show that the gain by the two-step procedure can be quite substantial. The methodology is illustrated by an application to an environmental data set.

In this note, we give a list of Calabi-Yau hypersurfaces in weighted projective 4-spaces with the property that a hypersurface contains naturally a pencil of K3 variety. For completeness we also obtain a similar list in the case K3 hypersurfaces in weighted projective 3-spaces. The first list significantly enlarges the list of K3-fibrations of\KlemmLercheMayr~ which has been obtained on some assumptions on the weights. Our lists are expected to correspond to examples of the so-called heterotic-type II duality\KachruVafa\KachruSilverstein.

Consider $N\times N$ Hermitian or symmetric random matrices $H$ where the distribution of the $(i,j)$ matrix element is given by a probability measure $\nu_{ij}$ with a subexponential decay. Let $\sigma_{ij}^2$ be the variance for the probability measure $\nu_{ij}$ with the normalization property that $\sum_{i} \sigma^2_{ij} = 1$ for all $j$. Under essentially the only condition that $c\le N \sigma_{ij}^2 \le c^{-1}$ for some constant $c>0$, we prove that, in the limit $N \to \infty$, the eigenvalue spacing statistics of $H$ in the bulk of the spectrum coincide with those of the Gaussian unitary or orthogonal ensemble (GUE or GOE). We also show that for band matrices with bandwidth $M$ the local semicircle law holds to the energy scale $M^{-1}$.

We introduce and analyze two new semi-discrete numerical methods for the multi-dimensional Vlasov-Poisson system. The schemes are constructed by combing a discontinuous Galerkin approximation to the Vlasov equation together with a mixed finite element method for the Poisson problem. We show optimal error estimates in the case of smooth compactly supported initial data. We propose a scheme that preserves the total energy of the system.

Using probabilistic methods, we prove new rigidity results for groups and pseudo-groups of diffeomorphisms of one dimensional manifolds with intermediate regularity class (i.e. between$C$^{1}and$C$^{2}). In particular, we show some generalizations of Denjoy theorem and the classical Kopell lemma for abelian groups. These techniques are also applied to the study of codimension-1 foliations. For instance, we obtain several generalized versions of Sacksteder theorem in class$C$^{1}. We conclude with some remarks about the stationary measure.