We consider amalgamated free product II_{1}factors$M$=$M$_{1*$B$}$M$_{2*$B$}… and use “deformation/rigidity” and “intertwining” techniques to prove that any relatively rigid von Neumann subalgebra$Q$⊂$M$can be unitarily conjugated into one of the$M$_{$i$}’s. We apply this to the case where the$M$_{$i$}’s are w-rigid II_{1}factors, with$B$equal to either$C$, to a Cartan subalgebra$A$in$M$_{$i$}, or to a regular hyperfinite II_{1}subfactor$R$in$M$_{$i$}, to obtain the following type of unique decomposition results, àla Bass–Serre: If$M$= ($N$_{1 * C}N_{2*$C$}…)^{$t$}, for some$t$> 0 and some other similar inclusions of algebras$C$⊂$N$_{$i$}then, after a permutation of indices, ($B$⊂$M$_{$i$}) is inner conjugate to ($C$⊂$N$_{$i$})^{$t$}, for all$i$. Taking$B$=$C$and $ M_{i} = {\left( {L{\left( {Z^{2} \rtimes F_{2} } \right)}} \right)}^{{t_{i} }} $ , with {$t$_{$i$}}_{$i$⩾1}=$S$a given countable subgroup of$R$_{+}^{*}, we obtain continuously many non-stably isomorphic factors$M$with fundamental group $ {\user1{\mathcal{F}}}{\left( M \right)} $ equal to$S$. For$B$=$A$, we obtain a new class of factors$M$with unique Cartan subalgebra decomposition, with a large subclass satisfying $ {\user1{\mathcal{F}}}{\left( M \right)} = {\left\{ 1 \right\}} $ and Out(M) abelian and calculable. Taking$B$=$R$, we get examples of factors with $ {\user1{\mathcal{F}}}{\left( M \right)} = {\left\{ 1 \right\}} $ , Out($M$) =$K$, for any given separable compact abelian group$K$.

Section (1) is devoted to a discussion of the model-fitting problem, which finds its explicit solution in equation (1.13). In section (2) the maximum likelihood, (ML), estimates of the model parameters are investigated, and for the class of series considered shown to possess the same optimum properties as in the case of independent series. Next, the covariance matrix of the parameter estimates is expressed in terms of the spectral function of the generating process (eq. 3.7). The last section is concerned with certain working approximations to the ML statistics.

No abstract uploaded!

This article is concerned with screening features in ultrahigh-dimensional data analysis, which has become increasingly important in diverse scientific fields. We develop a sure independence screening procedure based on the distance correlation (DC-SIS). The DC-SIS can be implemented as easily as the sure independence screening (SIS) procedure based on the Pearson correlation proposed by Fan and Lv. However, the DC-SIS can significantly improve the SIS. Fan and Lv established the sure screening property for the SIS based on linear models, but the sure screening property is valid for the DC-SIS under more general settings, including linear models. Furthermore, the implementation of the DC-SIS does not require model specification (e.g., linear model or generalized linear model) for responses or predictors. This is a very appealing property in ultrahigh-dimensional data analysis. Moreover, the DC-SIS can be used directly to screen grouped predictor variables and multivariate response variables. We establish the sure screening property for the DC-SIS, and conduct simulations to examine its finite sample performance. A numerical comparison indicates that the DC-SIS performs much better than the SIS in various models. We also illustrate the DC-SIS through a real-data example.

Convex bodies with identical John and LYZ ellipsoids are characterized. This solves an important problem from convex geometry posed by G. Zhang. As applications, several sharp affine isoperimetric inequalities are established.