General Variational Formulas for Abelian Differentials

We use the jump problem technique developed in a recent paper [9] to compute the variational formula of any stable differential and its periods to arbitrary precision in plumbing coordinates. In particular, we give the explicit variational formula for the degeneration of the period matrix, easily reproving the results of Yamada [21] for nodal curves with one node and extending them to an arbitrary stable curve. Concrete examples are included. We also apply the same technique to give an alternative proof of the sufficiency part of the theorem in [1] on the closures of strata of differentials with prescribed multiplicities of zeroes and poles.

On the Lower Classes of Some Mixed Fractional Gaussian Processes with Two Logarithmic Factors

We introduce the fractional mixed fractional Brownian sheet and investigate the small ball behavior of its sup-norm statistic by establishing a general result on the small ball probability of the sum of two not necessarily independent joint Gaussian random vectors. Then, we state general conditions and characterize the sufficiency part of the lower classes of some statistics of the above process by an integral test. Finally, when we consider the sup-norm statistic, the necessity part is given by a second integral test.

A new proof of the characterization of the weighted Hardy inequality

Maz'ja and Sinnamon proved a characterization of the boundedness of the Hardy operator from Lp(v) into Lq(w) in the case 0 < q < p, 1 < p < ∞. We present here a new simple proof of the sufficiency part of that result.

A new proof of the characterization of the weighted Hardy inequality

Maz'ja and Sinnamon proved a characterization of the boundedness of the Hardy operator from Lp(v) into Lq(w) in the case 0 < q < p, 1 < p < ∞. We present here a new simple proof of the sufficiency part of that result.

Martingale central limit theorems without uniform asymptotic negligibility

Central limit theorems are obtained for martingale arrays without the requirement of uniform asymptotic negligibility. The results obtained generalise the sufficiency part of Zolotarev's extension of the classical Lindeberg-Feller central limit theorem [V.M. Zolotarev, Theor. Probability Appl. 12 (1967), 608–618] and also the main martingale central limit theorem (not functional central limit theorem however) of D.L. McLeish [Ann. Probability 2 (1974), 620–628.

On a theorem of van der Corput on uniform distribution

Van der Corput has shown (2), using a general criterion of Weyl (1), that a necessary and sufficient condition, that a sequence of points Pn = (αn, βn) (n = 1, 2,…) in two-dimensional space be uniformly distributed modulo 1, is that for all pairs of integers (u, v) other than u = v = 0 the one-dimensional sequence (uαn + vβn) (n = 1, 2,…) is uniformly distributed modulo 1. The object of this paper is to give a quantitative form to the sufficiency part of this qualitative criterion.