Time- and state-domain methods are two common approaches to nonparametric prediction. Whereas the former uses data predominantly from recent history, the latter relies mainly on historical information. Combining these two pieces of valuable information is an interesting challenge in statistics. We surmount this problem by dynamically integrating information from both the time and state domains. The estimators from these two domains are optimally combined based on a data-driven weighting strategy, which provides a more efficient estimator of volatility. Asymptotic normality is separately established for the time domain, the state domain, and the integrated estimators. By comparing the efficiency of the estimators, we demonstrate that the proposed integrated estimator uniformly dominates the other two estimators. The proposed dynamic integration approach is also applicable to other estimation problems in time

This paper investigates several global rigidity issues for polyhedral surfaces including inversive distance circle packings. Inversive distance circle packings are polyhedral surfaces introduced by P Bowers and K Stephenson in [Mem. Amer. Math. Soc. 170, no. 805, Amer. Math. Soc.(2004)] as a generalization of Andreev and Thurstons circle packing. They conjectured that inversive distance circle packings are rigid. We prove this conjecture using recent work of R Guo [Trans. Amer. Math. Soc. 363 (2011) 47574776] on the variational principle associated to the inversive distance circle packing. We also show that each polyhedral metric on a triangulated surface is determined by various discrete curvatures that we introduced in [arXiv 0612.5714], verifying a conjecture in [arXiv 0612.5714]. As a consequence, we show that the discrete Laplacian operator determines a spherical polyhedral metric.

We show that solutions of Thurston's equation on triangulated 3-manifolds in a commutative ring carry topological information. We also introduce a homogeneous Thurston's equation and a commutative ring associated to triangulated 3-manifolds. It is shown that solutions to homogeneous equations over the real numbers are critical points of an entropy function.

We study the stability and oscillation of traveling fronts in a three-component, advection-reaction biodegradation model. The three components are pollutant, nutrient, and bacteria concentrations. Under an explicit condition on the biomass growth and decay coefficients, we derive reduced, two-component, semilinear hyperbolic models through a relaxation procedure, during which biomass is slaved to pollutant and nutrient concentration variables. The reduced two-component models resemble the Broadwell model of the discrete velocity gas. The traveling fronts of the reduced system are explicit and are expressed in terms of hyperbolic tangent function in the nutrient-deficient regime. We perform energy estimates to prove the asymptotic stability of these fronts under explicit conditions on the coefficients in the system. In the small damping limit, we carry out Wentzel--Kramers--Brillouin (WKB) analysis on front

We study chiral algebras associated with Argyres-Douglas theories engineered from M5 brane. For the theory engineered using 6d (2,0) type J theory on a sphere with a single irregular singularity (without mass parameter), its chiral algebra is the minimal model of W algebra of J type. For the theory engineered using an irregular singularity and a regular full singularity, its chiral algebra is the affine Kac-Moody algebra of J type. We can obtain the Schur index of these theories by computing the vacua character of the corresponding chiral algebra.