Embeddings of homogeneous spaces in prime characteristics

Let $G$ be a reductive linear algebraic group. The simplest example of a projective homogeneous $G$-variety in characteristic $p$, not isomorphic to a flag variety, is the divisor $x_0 y_0^p+x_1 y_1^p+x_2 y_2^p=0$ in $P^2\times P^2$, which is $SL_3$ modulo a non-reduced stabilizer containing the upper triangular matrices. In this paper embeddings of projective homogeneous spaces viewed as $G/H$, where $H$ is any subgroup scheme containing a Borel subgroup, are studied. We prove that $G/H$ can be identified with the orbit of the highest weight line in the projective space over the simple $G$-representation $L(\lambda)$ of a certain highest weight $\lambda$. This leads to some strange embeddings especially in characteristic $2$, where we give an example in the $C_4$-case lying on the boundary of Hartshorne's conjecture on complete intersections. Finally we prove that ample line bundles on $G/H$ are very ample. This gives a counterexample to Kodaira type vanishing with a very ample line bundle, answering an old question of Raynaud.Comment: 10 pages, AMS-LaTe

Role of the Pension Protection Fund in financial risk management of UK defined benefit pension sector: a multi-period economic capital study

With the advent of formal regulatory requirements for rigorous risk-based, or economic, capital quantification for the financial risk management of banking and insurance sectors, regulators and policy-makers are turning their attention to the pension sector, the other integral player in the financial markets. In this paper, we analyse the impact of applying economic capital techniques to defined benefit pension schemes in the United Kingdom. We propose two alternative economic capital quantification approaches, first, for individual defined benefit pension schemes on a stand-alone basis and then for the pension sector as a whole by quantifying economic capital of the UK’s Pension Protection Fund, which takes over eligible schemes with deficit, in the event of sponsor insolvency. We find that economic capital requirements for individual schemes are significantly high. However, we show that sharing risks through the Pension Protection Fund reduces the aggregate economic capital requirement of the entire sector

Local cohomology and D-affinity in positive characteristic

Comparing vanishing of local cohomology in zero and positive characteristic, we give an example of a D-module on a Grassmann variety in positive characteristic with non-vanishing first cohomology group. This is a counterexample to D-affinity and the Beilinson-Bernstein equivalence for flag manifolds in positive characteristic

Maximal compatible splitting and diagonals of Kempf varieties

Lakshmibai, Mehta and Parameswaran (LMP) introduced the notion of maximal multiplicity vanishing in Frobenius splitting. In this paper we define the algebraic analogue of this concept and construct a Frobenius splitting vanishing with maximal multiplicity on the diagonal of the full flag variety. Our splitting induces a diagonal Frobenius splitting of maximal multiplicity for a special class of smooth Schubert varieties first considered by Kempf. Consequences are Frobenius splitting of tangent bundles, of blow-ups along the diagonal in flag varieties along with the LMP and Wahl conjectures in positive characteristic for the special linear group.Comment: Revised according to referee suggestions. To appear in Annales de l'Institut Fourie

Total positivity in exponential families with application to binary variables

We study exponential families of distributions that are multivariate totally positive of order 2 (MTP2), show that these are convex exponential families, and derive conditions for existence of the MLE. Quadratic exponential familes of MTP2 distributions contain attractive Gaussian graphical models and ferromagnetic Ising models as special examples. We show that these are defined by intersecting the space of canonical parameters with a polyhedral cone whose faces correspond to conditional independence relations. Hence MTP2 serves as an implicit regularizer for quadratic exponential families and leads to sparsity in the estimated graphical model. We prove that the maximum likelihood estimator (MLE) in an MTP2 binary exponential family exists if and only if both of the sign patterns $(1,-1)$ and $(-1,1)$ are represented in the sample for every pair of variables; in particular, this implies that the MLE may exist with $n=d$ observations, in stark contrast to unrestricted binary exponential families where $2^d$ observations are required. Finally, we provide a novel and globally convergent algorithm for computing the MLE for MTP2 Ising models similar to iterative proportional scaling and apply it to the analysis of data from two psychological disorders

The Perturbed Static Path Approximation at Finite Temperature: Observables and Strength Functions

We present an approximation scheme for calculating observables and strength functions of finite fermionic systems at finite temperature such as hot nuclei. The approach is formulated within the framework of the Hubbard-Stratonovich transformation and goes beyond the static path approximation and the RPA by taking into account small amplitude time-dependent fluctuations around each static value of the auxiliary fields. We show that this perturbed static path approach can be used systematically to obtain good approximations for observable expectation values and for low moments of the strength function. The approximation for the strength function itself, extracted by an analytic continuation from the imaginary-time response function, is not always reliable, and we discuss the origin of the discrepancies and possible improvements. Our results are tested in a solvable many-body model.Comment: 37 pages, 8 postscript figures included, RevTe

Identification and separation of DNA mixtures using peak area information

We introduce a new methodology, based upon probabilistic expert systems, for analysing forensic identification problems involving DNA mixture traces using quantitative peak area information. Peak area is modelled with conditional Gaussian distributions. The expert system can be used for ascertaining whether individuals, whose profiles have been measured, have contributed to the mixture. It can also be used to predict DNA profiles of unknown contributors by separating the mixture into its individual components. The potential of our probabilistic methodology is illustrated on case data examples and compared with alternative approaches. The advantages are that identification and separation issues can be handled in a unified way within a single probabilistic model and the uncertainty associated with the analysis is quantified. Further work, required to bring the methodology to a point where it could be applied to the routine analysis of casework, is discussed.