A Representation Theorem for Second-Order Functionals

Representation theorems relate seemingly complex objects to concrete, more tractable ones. In this paper, we take advantage of the abstraction power of category theory and provide a general representation theorem for a wide class of second-order functionals which are polymorphic over a class of functors. Types polymorphic over a class of functors are easily representable in languages such as Haskell, but are difficult to analyse and reason about. The concrete representation provided by the theorem is easier to analyse, but it might not be as convenient to implement. Therefore, depending on the task at hand, the change of representation may prove valuable in one direction or the other. We showcase the usefulness of the representation theorem with a range of examples. Concretely, we show how the representation theorem can be used to show that traversable functors are finitary containers, how parameterised coalgebras relate to very well-behaved lenses, and how algebraic effects might be implemented in a functional language

A variational method for second order shape derivatives

We consider shape functionals obtained as minima on Sobolev spaces of classical integrals having smooth and convex densities, under mixed Dirichlet-Neumann boundary conditions. We propose a new approach for the computation of the second order shape derivative of such functionals, yielding a general existence and representation theorem. In particular, we consider the p-torsional rigidity functional for p grater than or equal to 2.Comment: Submitted paper. 29 page

Second-order properties and central limit theorems for geometric functionals of Boolean models

Let $Z$ be a Boolean model based on a stationary Poisson process $\eta$ of compact, convex particles in Euclidean space ${\mathbb{R}}^d$. Let $W$ denote a compact, convex observation window. For a large class of functionals $\psi$, formulas for mean values of $\psi(Z\cap W)$ are available in the literature. The first aim of the present work is to study the asymptotic covariances of general geometric (additive, translation invariant and locally bounded) functionals of $Z\cap W$ for increasing observation window $W$, including convergence rates. Our approach is based on the Fock space representation associated with $\eta$. For the important special case of intrinsic volumes, the asymptotic covariance matrix is shown to be positive definite and can be explicitly expressed in terms of suitable moments of (local) curvature measures in the isotropic case. The second aim of the paper is to prove multivariate central limit theorems including Berry-Esseen bounds. These are based on a general normal approximation result obtained by the Malliavin--Stein method.Comment: Published at http://dx.doi.org/10.1214/14-AAP1086 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Hecke Modules from Metaplectic Ice

We present a new framework for a broad class of affine Hecke algebra modules, and show that such modules arise in a number of settings involving representations of $p$-adic groups and $R$-matrices for quantum groups. Instances of such modules arise from (possibly non-unique) functionals on $p$-adic groups and their metaplectic covers, such as the Whittaker functionals. As a byproduct, we obtain new, algebraic proofs of a number of results concerning metaplectic Whittaker functions. These are thus expressed in terms of metaplectic versions of Demazure operators, which are built out of $R$-matrices of quantum groups depending on the cover degree and associated root system

Poisson approximation of Rademacher functionals by the Chen-Stein method and Malliavin calculus

New bounds on the total variation distance between the law of integer valued functionals of possibly non-symmetric and non-homogeneous infinite Rademacher sequences and the Poisson distribution are established. They are based on a combination of the Chen-Stein method and a discrete version of Malliavin calculus. We give some applications to shifted discrete multiple stochastic integrals.Comment: Comments on version 2: An error in the bound of Theorem 3.4 was corrected. Corollary 3.9, Remark 3.10 and Remark 3.14 were added to discuss some concrete applications to Theorem 3.7 and Theorem 3.13 (formerly Theorem 3.11

Functional It\^{o} calculus and stochastic integral representation of martingales

We develop a nonanticipative calculus for functionals of a continuous semimartingale, using an extension of the Ito formula to path-dependent functionals which possess certain directional derivatives. The construction is based on a pathwise derivative, introduced by Dupire, for functionals on the space of right-continuous functions with left limits. We show that this functional derivative admits a suitable extension to the space of square-integrable martingales. This extension defines a weak derivative which is shown to be the inverse of the Ito integral and which may be viewed as a nonanticipative "lifting" of the Malliavin derivative. These results lead to a constructive martingale representation formula for Ito processes. By contrast with the Clark-Haussmann-Ocone formula, this representation only involves nonanticipative quantities which may be computed pathwise.Comment: Published in at http://dx.doi.org/10.1214/11-AOP721 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Second order analysis of geometric functionals of Boolean models

This paper presents asymptotic covariance formulae and central limit theorems for geometric functionals, including volume, surface area, and all Minkowski functionals and translation invariant Minkowski tensors as prominent examples, of stationary Boolean models. Special focus is put on the anisotropic case. In the (anisotropic) example of aligned rectangles, we provide explicit analytic formulae and compare them with simulation results. We discuss which information about the grain distribution second moments add to the mean values.Comment: Chapter of the forthcoming book "Tensor Valuations and their Applications in Stochastic Geometry and Imaging" in Lecture Notes in Mathematics edited by Markus Kiderlen and Eva B. Vedel Jensen. (The second version mainly resolves minor LaTeX problems.