Burgess-like subconvex bounds for GL2×GL1GL_2 \times GL_1

We give a Burgess-like subconvex bound for $L(s, \pi \otimes \chi)$ in terms of the analytical conductor of $\chi$, where $\pi$ is a $GL_2$ cuspidal representation and $\chi$ is a Hecke character.Comment: to appear in Geometric and Functional Analysi

Ehrenfest breakdown of the mean-field dynamics of Bose gases

The mean-field dynamics of a Bose gas is shown to break down at time $\tau_h = (c_1/\gamma) \ln N$ where $\gamma$ is the Lyapunov exponent of the mean-field theory, $N$ is the number of bosons, and $c_1$ is a system-dependent constant. The breakdown time $\tau_h$ is essentially the Ehrenfest time that characterizes the breakdown of the correspondence between classical and quantum dynamics. This breakdown can be well described by the quantum fidelity defined for reduced density matrices. Our results are obtained with the formalism in particle-number phase space and are illustrated with a triple-well model. The logarithmic quantum-classical correspondence time may be verified experimentally with Bose-Einstein condensates.Comment: 6 pages, 4 figure

Covariance matrix estimation for stationary time series

We obtain a sharp convergence rate for banded covariance matrix estimates of stationary processes. A precise order of magnitude is derived for spectral radius of sample covariance matrices. We also consider a thresholded covariance matrix estimator that can better characterize sparsity if the true covariance matrix is sparse. As our main tool, we implement Toeplitz [Math. Ann. 70 (1911) 351-376] idea and relate eigenvalues of covariance matrices to the spectral densities or Fourier transforms of the covariances. We develop a large deviation result for quadratic forms of stationary processes using m-dependence approximation, under the framework of causal representation and physical dependence measures.Comment: Published in at http://dx.doi.org/10.1214/11-AOS967 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org