Isotropic isotopy and symplectic null sets

Capacity is an important numerical invariant of symplectic manifolds. This paper studies when a subset of a symplectic manifold is null, i.e., can be removed without affecting the ambient capacity. After examples of open null sets and codimension-2 non-null sets, geometric techniques are developed to perturb any isotopy of a loop to a hamiltonian flow; it follows that sets of dimension 0 and 1 are null. For isotropic sets of higher dimensions, obstructions to the perturbation are found in homotopy groups of the orthogonal groups.

The asymptotic distribution of canonical correlations and vectors in higher-order cointegrated models

The study of the large-sample distribution of the canonical correlations and variates in cointegrated models is extended from the first-order autoregression model to autoregression of any (finite) order. The cointegrated process considered here is nonstationary in some dimensions and stationary in some other directions, but the first difference (the “error-correction form”) is stationary. The asymptotic distribution of the canonical correlations between the first differences and the predictor variables as well as the corresponding canonical variables is obtained under the assumption that the process is Gaussian. The method of analysis is similar to that used for the first-order process.