Consider an age-dependent, single-species branching process defined by a progeny number distribution, and a lifetime distribution associated with each independent particle. In this paper, we focus on the associated inverse problem where one wishes to formally solve for the progeny number distribution or the lifetime distribution that defines the Bellman-Harris branching process. We derive results for the existence and uniqueness (the identifiability) of these two distributions given one of two types of information: the extinction time probability of the entire process (extinction time distribution), or the distribution of the total number of particles at one fixed time. We demonstrate that perfect knowledge of the distribution of extinction times allows us to formally determine either the progeny number distribution or the lifetime distribution. Furthermore, we show that these constructions are unique. We then consider “data” consisting of a perfectly known total number distribution given at one specific time. For a process with known progeny number distribution and exponentially distributed lifetimes, we show that the rate parameter is identifiable. For general lifetime distributions, we also show that the progeny distribution is globally unique. Our results are presented through four theorems, each describing the constructions in the four distinct cases.

This article introduces the large portfolio selection using gross-exposure constraints. It shows that with gross-exposure constraints, the empirically selected optimal portfolios based on estimated covariance matrices have similar performance to the theoretical optimal ones and there is no error accumulation effect from estimation of vast covariance matrices. This gives theoretical justification to the empirical results by Jagannathan and Ma. It also shows that the no-short-sale portfolio can be improved by allowing some short positions. The applications to portfolio selection, tracking, and improvements are also addressed. The utility of our new approach is illustrated by simulation and empirical studies on the 100 FamaFrench industrial portfolios and the 600 stocks randomly selected from Russell 3000.

We prove the Bershadsky-Cecotti-Ooguri-Vafa's conjecture for all genus Gromov-Witten potentials of the quintic threefolds, by identifying the Feynman graph sum with the $\nmsp$ stable graph sum via an R-matrix action. The Yamaguchi-Yau functional equations and the formulas of $F_1,F_2$, are direct consequences of the BCOV Feynman sum rule.

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We consider left-invariant distances d on a Lie group G with the property that there exists a multiplicative one-parameter group of Lie automorphisms (0,∞)→Aut(G), λ↦δλ, so that d(δ_λx,δ_λy)=λd(x,y), for all x,y∈G and all λ>0. First, we show that all such distances are admissible, that is, they induce the manifold topology. Second, we characterize multiplicative one-parameter groups of Lie automorphisms that are dilations for some left-invariant distance in terms of algebraic properties of their infinitesimal generator. Third, we show that an admissible left-invariant distance on a Lie group with at least one nontrivial dilating automorphism is bi-Lipschitz equivalent to one that admits a one-parameter group of dilating automorphisms. Moreover, the infinitesimal generator can be chosen to have spectrum in [1,∞). Fourth, we characterize the automorphisms of a Lie group that are a dilating automorphisms for some admissible distance. Finally, we characterize metric Lie groups admitting a one-parameter group of dilating automorphisms as the only locally compact, isometrically homogeneous metric spaces with metric dilations of all factors. Such metric spaces appear as tangents of doubling metric spaces with unique tangents.