Viscosity methods giving uniqueness for martingale problems

Let $E$ be a complete, separable metric space and $A$ be an operator on $C_b(E)$. We give an abstract definition of viscosity sub/supersolution of the resolvent equation $\lambda u-Au=h$ and show that, if the comparison principle holds, then the martingale problem for $A$ has a unique solution. Our proofs work also under two alternative definitions of viscosity sub/supersolution which might be useful, in particular, in infinite dimensional spaces, for instance to study measure-valued processes. We prove the analogous result for stochastic processes that must satisfy boundary conditions, modeled as solutions of constrained martingale problems. In the case of reflecting diffusions in $D\subset {\bf R}^d$, our assumptions allow $D$ to be nonsmooth and the direction of reflection to be degenerate. Two examples are presented: A diffusion with degenerate oblique direction of reflection and a class of jump diffusion processes with infinite variation jump component and possibly degenerate diffusion matrix

Repetition-free longest common subsequence of random sequences

A repetition free Longest Common Subsequence (LCS) of two sequences x and y is an LCS of x and y where each symbol may appear at most once. Let R denote the length of a repetition free LCS of two sequences of n symbols each one chosen randomly, uniformly, and independently over a k-ary alphabet. We study the asymptotic, in n and k, behavior of R and establish that there are three distinct regimes, depending on the relative speed of growth of n and k. For each regime we establish the limiting behavior of R. In fact, we do more, since we actually establish tail bounds for large deviations of R from its limiting behavior. Our study is motivated by the so called exemplar model proposed by Sankoff (1999) and the related similarity measure introduced by Adi et al. (2007). A natural question that arises in this context, which as we show is related to long standing open problems in the area of probabilistic combinatorics, is to understand the asymptotic, in n and k, behavior of parameter R.Comment: 15 pages, 1 figur

Masses of the Goldstone modes in the CFL phase of QCD at finite density

We construct the U_L(3) x U_R(3) effective lagrangian which encodes the dynamics of the low energy pseudoscalar excitations in the Color-Flavor-Locking superconducting phase of QCD at finite quark density. We include the effects of instanton-induced interactions and study the mass pattern of the pseudoscalar mesons. A tentative comparison with the analytical estimate for the gap suggests that some of these low energy momentum modes are not stable for moderate values of the quark chemical potential.Comment: 15 pages, 5 figures; Discussion of quark mass effects at very large densities amended, references adde