We introduce a non-linear injective transformation τ from the set of non-vanishing normalized Hausdorff moment sequences to the set of normalized Stieltjes moment sequences by the formula$T$[($a$_{$n$})_{$n$=1}^{∞}]_{$n$}= 1/$a$_{1}...$a$_{$n$}. Special cases of this transformation have appeared in various papers on exponential functionals of Lévy processes, partly motivated by mathematical finance. We give several examples of moment sequences arising from the transformation and provide the corresponding measures, some of which are related to$q$-series.

Let X be a smooth, projective, geometrically connected curve over a finite field Fq, and let G be a split semisimple algebraic group over Fq. Its dual group Gˆ is a split reductive group over Z. Conjecturally, any l-adic Gˆ-local system on X (equivalently, any conjugacy class of continuous homomorphisms π1(X)→Gˆ(Q¯¯¯¯l)) should be associated with an everywhere unramified automorphic representation of the group G. We show that for any homomorphism π1(X)→Gˆ(Q¯¯¯¯l) of Zariski dense image, there exists a finite Galois cover Y→X over which the associated local system becomes automorphic.

For a bipolar hydrodynamic model of semiconductors in the form of EulerPoisson equations with Dirichlet or Neumann boundary conditions, in this paper we first heuristically analyze the most probable asymptotic profile (the so-called diffusion waves) and then prove this long-time behavior rigorously. For this, we construct correction functions to show the convergence of the original solution to the diffusion wave with optimal convergence rates by the energy method. Moreover, in the case with Dirichlet boundary condition, when the initial perturbation is in some weighted L^1 space, a faster and optimal convergence rate is also given.

Let σ be the geodesic inversion on a Heisenberg type group$N$with homogeneous dimension$Q$, and denote by$S$the jacobian of σ. We prove that, for $$ - \frac{1}{2}Q< \alpha< \frac{1}{2}Q$$ , the operators $$T_\alpha :f \mapsto S^{1/2 - \alpha /Q} (f \circ \sigma )$$ are bounded on certain homogeneous Sobolev spaces $$\mathcal{H}^\alpha (N)$$ if and only if$N$is an Iwasawa$N$-group.

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.