Some results on orbifold quotients and related objects

The quotient of a finite-dimensional Euclidean space by a finite linear group inherits different structures from the initial space, e.g. a topology, a metric and a piecewise linear structure. The question when such a quotient is a manifold leads to the study of finite groups generated by reflections and rotations, i.e. by orthogonal transformations whose fixed point subspace has codimension one or two. We classify such groups and thereby complete earlier results by M. A. Mikhaîlova from the 70s and 80s. Moreover, we show that a finite group is generated by reflections and) rotations if and only if the corresponding quotient is a Lipschitz-, or equivalently, a piecewise linear manifold (with boundary). For the proof of this statement we show in addition that each piecewise linear manifold of dimension up to four on which a finite group acts by piecewise linear homeomorphisms admits a compatible smooth structure with respect to which the group acts smoothly. This solves a challenge by Thurston and confirms a conjecture by Kwasik and Lee. In the topological category a counterexample to the above mentioned characterization is given by the binary icosahedral group. We show that this is the only counterexample up to products. In particular, we answer the question by Davis of when the underlying space of an orbifold is a topological manifold. As a corollary of our results we generalize a fixed point theorem by Steinberg on unitary reflection groups to finite groups generated by reflections and rotations. As an application thereof we answer a question by Petrunin on quotients of spheres.

Asymptotic Change-Point Analysis of the Dependencies in Time Series

In recent papers, Wied and his coauthors have introduced change-point procedures to detect and estimate structural breaks in the correlation between time series. To prove the asymptotic distribution of the test statistic and stopping time as well as the change-point estimation rate, they use an extended functional Delta method and assume nearly constant expectations and variances of the time series. In this thesis, we allow asymptotically infinitely many structural breaks in the means and variances of the time series. For this setting, we present test statistics and stopping times which are used to determine whether or not the correlation between two time series is and stays constant, respectively. Additionally, we consider estimates for change-points in the correlations. The employed nonparametric statistics depend on the means and variances. These (nuisance) parameters are replaced by estimates in the course of this thesis. We avoid assuming a fixed form of these estimates but rather we use "blackbox" estimates, i.e. we derive results under assumptions that these estimates fulfill. These results are supplement with examples. This thesis is organized in seven sections. In Section 1, we motivate the issue and present the mathematical model. In Section 2, we consider a posteriori and sequential testing procedures, and investigate convergence rates for change-point estimation, always assuming that the means and the variances of the time series are known. In the following sections, the assumptions of known means and variances are relaxed. In Section 3, we present the assumptions for the mean and variance estimates that we will use for the mean in Section 4, for the variance in Section 5, and for both parameters in Section 6. Finally, in Section 7, a simulation study illustrates the finite sample behaviors of some testing procedures and estimates.