Subsolutions of time-periodic Hamilton-Jacobi equations

We prove the existence of $C^{1}$ critical subsolutions of the Hamilton-Jacobi equation for a time-periodic Hamiltonian system. We draw a consequence for the Minimal Action functional of the system.Comment: To appear in Ergodic Theory and Dynamical System

On Systolic Zeta Functions

We define Dirichlet type series associated with homology length spectra of Riemannian, or Finsler, manifolds, or polyhedra, and investigate some of their analytical properties. As a consequence we obtain an inequality analogous to Gromov's classical intersystolic inequality, but taking the whole homology length spectrum into account rather than just the systole

Discussion of ``2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization'' by V. Koltchinskii

Discussion of ``2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization'' by V. Koltchinskii [arXiv:0708.0083]Comment: Published at http://dx.doi.org/10.1214/009053606000001037 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Stable norms of non-orientable surfaces

We study the stable norm on the first homology of a closed, non-orientable surface equipped with a Riemannian metric. We prove that in every conformal class there exists a metric whose stable norm is polyhedral. Furthermore the stable norm is never strictly convex if the first Betti number of the surface is greater than two

Minimal penalty for Goldenshluger-Lepski method

This paper is concerned with adaptive nonparametric estimation using the Goldenshluger-Lepski selection method. This estimator selection method is based on pairwise comparisons between estimators with respect to some loss function. The method also involves a penalty term that typically needs to be large enough in order that the method works (in the sense that one can prove some oracle type inequality for the selected estimator). In the case of density estimation with kernel estimators and a quadratic loss, we show that the procedure fails if the penalty term is chosen smaller than some critical value for the penalty: the minimal penalty. More precisely we show that the quadratic risk of the selected estimator explodes when the penalty is below this critical value while it stays under control when the penalty is above this critical value. This kind of phase transition phenomenon for penalty calibration has already been observed and proved for penalized model selection methods in various contexts but appears here for the first time for the Goldenshluger-Lepski pairwise comparison method. Some simulations illustrate the theoretical results and lead to some hints on how to use the theory to calibrate the method in practice

On the intersection form of surfaces

Given a closed, oriented surface M, the algebraic intersection of closed curves induces a symplectic form Int(.,.) on the first homology group of M. If M is equipped with a Riemannian metric g, the first homology group of M inherits a norm, called the stable norm. We study the norm of the bilinear form Int(.,.), with respect to the stable norm.Comment: 30 pages, 8 figures (submitted to Manuscripta Mathematica