Vacuum Solutions of Classical Gravity on Cyclic Groups from Noncommutative Geometry

Based on the observation that the moduli of a link variable on a cyclic group modify Connes' distance on this group, we construct several action functionals for this link variable within the framework of noncommutative geometry. After solving the equations of motion, we find that one type of action gives nontrivial vacuum solution for gravity on this cyclic group in a broad range of coupling constants and that such solutions can be expressed with Chebyshev's polynomials.Comment: Latex 7 pages; no figures. Significant modifications being given, with references adde

On the approximate maximum likelihood estimation for diffusion processes

The transition density of a diffusion process does not admit an explicit expression in general, which prevents the full maximum likelihood estimation (MLE) based on discretely observed sample paths. A\"{\i}t-Sahalia [J. Finance 54 (1999) 1361--1395; Econometrica 70 (2002) 223--262] proposed asymptotic expansions to the transition densities of diffusion processes, which lead to an approximate maximum likelihood estimation (AMLE) for parameters. Built on A\"{\i}t-Sahalia's [Econometrica 70 (2002) 223--262; Ann. Statist. 36 (2008) 906--937] proposal and analysis on the AMLE, we establish the consistency and convergence rate of the AMLE, which reveal the roles played by the number of terms used in the asymptotic density expansions and the sampling interval between successive observations. We find conditions under which the AMLE has the same asymptotic distribution as that of the full MLE. A first order approximation to the Fisher information matrix is proposed.Comment: Published in at http://dx.doi.org/10.1214/11-AOS922 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org