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We give a proof of the parabolic/singular Koszul duality for the category O of affine Kac–Moodyalgebras. The main new tool is a relation between moment graphs and finite codimensional affine Schubert varieties. We apply this duality to q-Schur algebras and to cyclotomic rational double affine Heckealgebras.This yields a proof of a conjecture of Chuang–Miyachi relating the level-rank duality with the Ringel–Koszul duality of cyclotomic rational double affine Hecke algebras.

The estimation of large covariance and precision matrices is fundamental in modern multivariate analysis. However, problems arise from the statistical analysis of large panel economic and financial data. The covariance matrix reveals marginal correlations between variables, while the precision matrix encodes conditional correlations between pairs of variables given the remaining variables. In this paper, we provide a selective review of several recent developments on the estimation of large covariance and precision matrices. We focus on two general approaches: a rankbased method and a factormodelbased method. Theories and applications of both approaches are presented. These methods are expected to be widely applicable to the analysis of economic and financial data.

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We consider reflector imaging in a weakly random waveguide. We address the situation in which the source is farther from the reflector to be imaged than the energy equipartition distance, but the receiver array is closer to the reflector to be imaged than the energy equipartition distance. As a consequence, the reflector is illuminated by a partially coherent field and the signals recorded by the receiver array are noisy. This paper shows that migration of the recorded signals cannot give a good image, but an appropriate migration of the cross correlations of the recorded signals can give a very good image. The resolution and stability analysis of this original functional shows that the reflector can be localized with an accuracy of the order of the wavelength even when the receiver array has small aperture, and that broadband sources are necessary to ensure statistical stability, whatever the aperture of the array.