Let each point of a homogeneous Poisson process in ℝ^{$d$}independently be equipped with a random number of stubs (half-edges) according to a given probability distribution$μ$on the positive integers. We consider translation-invariant schemes for perfectly matching the stubs to obtain a simple graph with degree distribution$μ$. Leaving aside degenerate cases, we prove that for any$μ$there exist schemes that give only finite components as well as schemes that give infinite components. For a particular matching scheme which is a natural extension of Gale–Shapley stable marriage, we give sufficient conditions on$μ$for the absence and presence of infinite components.

Perspectives in Representation Theory: A Conference in Honor of Igor Frenkel’s 60th Birthday on Perspectives in Representation Theory, Yale University, New Haven, 12-17 May 2012

The quantitative comparison of two or more microarrays can reveal, for example, the distinct patterns of gene expression that define different cellular phenotypes or the genes that are induced in the cellular response to certain stimulations. Normalization of the measured intensities is a prerequisite of such comparisons. However, a fundamental problem in cDNA microarray analysis is the lack of a common standard to compare the expression levels of different samples. Several normalization protocols have been proposed to overcome the variabilities inherent in this technology. We have developed a normalization procedure based on within-array replications via a semilinear in-slide model, which adjusts objectively experimental variations without making critical biological assumptions. The significant analysis of gene expressions is based on a weighted <i>t</i> statistic, which accounts for the heteroscedasticity of the

Several large volatility matrix estimation procedures have been recently developed for factor-based It processes whose integrated volatility matrix consists of low-rank and sparse matrices. Their performance depends on the accuracy of input volatility matrix estimators. When estimating co-volatilities based on high-frequency data, one of the crucial challenges is non-synchronization for illiquid assets, which makes their co-volatility estimators inaccurate. In this paper, we study how to estimate the large integrated volatility matrix without using co-volatilities of illiquid assets. Specifically, we pretend that the co-volatilities for illiquid assets are missing, and estimate the low-rank matrix using a matrix completion scheme with a structured missing pattern. To further regularize the sparse volatility matrix, we employ the principal orthogonal complement thresholding method (POET). We also investigate the asymptotic

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