We determine regularity results for energy minimizing maps from an n-dimensional Riemannian polyhedral complex X into a CAT(1) space. Provided that the metric on X is Lipschitz regular, we prove Hölder regularity with Hölder constant and exponent dependent on the total energy of the map and the metric on the domain. Moreover, at points away from the (n−2)-skeleton, we improve the regularity to locally Lipschitz. Finally, for points x ∈ X^{(k)} with k ≤ n−2, we demonstrate that the Hölder exponent depends on geometric and combinatorial data of the link of x ∈ X.

We study here the crepant resolution correspondence for the torus equivariant descendent Gromov-Witten theories of Hilb(C2) and Sym(C2).The descendent correspondence is obtained from our previous matching of the associated CohFTs by applying Givental's quantization formula to a specific symplectic transformation K. The first result of the paper is an explicit computation of K. Our main result then establishes a fundamental relationship between the Fourier-Mukai equivalence of the associated derived categories (by Bridgeland, King, and Reid) and the symplectic transformation K via Iritani's integral structure. The results use Haiman's Fourier-Mukai calculations and are exactly aligned with Iritani's point of view on crepant resolution.

Let and be a real uniformly smooth Banach space. Let be a nonempty closed convex subset of and be a strictly pseudocontractive mapping in the sense of FE Browder and WV Petryshyn [1]. Let be a bounded sequence in and be real sequences in satisfying some restrictions. Let be the bounded sequence in generated from any given by the Ishikawa iteration method with errors: , , . It is shown in this paper that if is compact or demicompact, then converges strongly to a fixed point of .

High-dimensional statistical tests often ignore correlations to gain simplicity and stability leading to null distributions that depend on functionals of correlation matrices such as their Frobenius norm and other r norms. Motivated by the computation of critical values of such tests, we investigate the difficulty of estimation the functionals of sparse correlation matrices. Specifically, we show that simple plug-in procedures based on thresholded estimators of correlation matrices are sparsity-adaptive and minimax optimal over a large class of correlation matrices. Akin to previous results on functional estimation, the minimax rates exhibit an elbow phenomenon. Our results are further illustrated in simulated data as well as an empirical study of data arising in financial econometrics.

Askewing'method is shown to effectively reduce the order of bias of locally parametric estimators, and at the same time retain positivity properties. The technique involves first calculating the usual locally parametric approximation in the neighbourhood of a point x'that is a short distance from the place x where the we wish to estimate the density, and then evaluating this approximation at x. By way of comparison, the usual locally parametric approach takes x'= x. In our construction, x'-x depends in a very simple way on the bandwidth and the kernel, and not at all on the unknown density. Using skewing in this simple form reduces the order of bias from the square to the cube of bandwidth; and taking the average of two estimators computed in this way further reduces bias, to the fourth power of bandwidth. On the other hand, variance increases only by at most a moderate constant factor.