Herman's Theory Revisited

We prove that a $C^{2+\alpha}$-smooth orientation-preserving circle diffeomorphism with rotation number in Diophantine class $D_\delta$, $0<\delta<\alpha\le1$, is $C^{1+\alpha-\delta}$-smoothly conjugate to a rigid rotation. We also derive the most precise version of Denjoy's inequality for such diffeomorphisms.Comment: 10 page

The singular continuous diffraction measure of the Thue-Morse chain

The paradigm for singular continuous spectra in symbolic dynamics and in mathematical diffraction is provided by the Thue-Morse chain, in its realisation as a binary sequence with values in $\{\pm 1\}$. We revisit this example and derive a functional equation together with an explicit form of the corresponding singular continuous diffraction measure, which is related to the known representation as a Riesz product.Comment: 6 pages, 1 figure; revised and improved versio

A Tauberian Theorem for ℓ\ell-adic Sheaves on A1\mathbb A^1

Let $K\in L^1(\mathbb R)$ and let $f\in L^\infty(\mathbb R)$ be two functions on $\mathbb R$. The convolution $$(K\ast f)(x)=\int_{\mathbb R}K(x-y)f(y)dy$$ can be considered as an average of $f$ with weight defined by $K$. Wiener's Tauberian theorem says that under suitable conditions, if $$\lim_{x\to \infty}(K\ast f)(x)=\lim_{x\to \infty} (K\ast A)(x)$$ for some constant $A$, then $$\lim_{x\to \infty}f(x)=A.$$ We prove the following $\ell$-adic analogue of this theorem: Suppose $K,F, G$ are perverse $\ell$-adic sheaves on the affine line $\mathbb A$ over an algebraically closed field of characteristic $p$ ($p\not=\ell$). Under suitable conditions, if $$(K\ast F)|_{\eta_\infty}\cong (K\ast G)|_{\eta_\infty},$$ then $$F|_{\eta_\infty}\cong G|_{\eta_\infty},$$ where $\eta_\infty$ is the spectrum of the local field of $\mathbb A$ at $\infty$.Comment: To appear in Science in China, an issue dedicated to Wang Yuan on the occation of his 80th birthda

A quantitative central limit theorem for linear statistics of random matrix eigenvalues

It is known that the fluctuations of suitable linear statistics of Haar distributed elements of the compact classical groups satisfy a central limit theorem. We show that if the corresponding test functions are sufficiently smooth, a rate of convergence of order almost $1/n$ can be obtained using a quantitative multivariate CLT for traces of powers that was recently proven using Stein's method of exchangeable pairs.Comment: Title modified; main result stated under slightly weaker conditions; accepted for publication in the Journal of Theoretical Probabilit

Rigidity and Non-recurrence along Sequences

Two properties of a dynamical system, rigidity and non-recurrence, are examined in detail. The ultimate aim is to characterize the sequences along which these properties do or do not occur for different classes of transformations. The main focus in this article is to characterize explicitly the structural properties of sequences which can be rigidity sequences or non-recurrent sequences for some weakly mixing dynamical system. For ergodic transformations generally and for weakly mixing transformations in particular there are both parallels and distinctions between the class of rigid sequences and the class of non-recurrent sequences. A variety of classes of sequences with various properties are considered showing the complicated and rich structure of rigid and non-recurrent sequences

Continuity of the measure of the spectrum for quasiperiodic Schrodinger operators with rough potentials

We study discrete quasiperiodic Schr\"odinger operators on \ell^2(\zee) with potentials defined by $\gamma$-H\"older functions. We prove a general statement that for $\gamma >1/2$ and under the condition of positive Lyapunov exponents, measure of the spectrum at irrational frequencies is the limit of measures of spectra of periodic approximants. An important ingredient in our analysis is a general result on uniformity of the upper Lyapunov exponent of strictly ergodic cocycles.Comment: 15 page

The averaged null energy condition and difference inequalities in quantum field theory

Recently, Larry Ford and Tom Roman have discovered that in a flat cylindrical space, although the stress-energy tensor itself fails to satisfy the averaged null energy condition (ANEC) along the (non-achronal) null geodesics, when the ``Casimir-vacuum" contribution is subtracted from the stress-energy the resulting tensor does satisfy the ANEC inequality. Ford and Roman name this class of constraints on the quantum stress-energy tensor ``difference inequalities." Here I give a proof of the difference inequality for a minimally coupled massless scalar field in an arbitrary two-dimensional spacetime, using the same techniques as those we relied on to prove ANEC in an earlier paper with Robert Wald. I begin with an overview of averaged energy conditions in quantum field theory.Comment: 20 page

Analysis of Fourier transform valuation formulas and applications

The aim of this article is to provide a systematic analysis of the conditions such that Fourier transform valuation formulas are valid in a general framework; i.e. when the option has an arbitrary payoff function and depends on the path of the asset price process. An interplay between the conditions on the payoff function and the process arises naturally. We also extend these results to the multi-dimensional case, and discuss the calculation of Greeks by Fourier transform methods. As an application, we price options on the minimum of two assets in L\'evy and stochastic volatility models.Comment: 26 pages, 3 figures, to appear in Appl. Math. Financ