Frequency domain analysis of stationary time series

This thesis provides a necessary and sufficient condition for asymptotic efficiency of a nonparametric estimator of the generalised autocovariance function of a Gaussian stationary random process. The generalised autocovariance function is the inverse Fourier transform of a power transformation of the spectral density, and encompasses the traditional and inverse autocovariance functions. Its nonparametric estimator is based on the inverse discrete Fourier transform of the same power transformation of the pooled periodogram. The general result is then applied to the class of Gaussian stationary ARMA processes and its implications are discussed. We illustrate that for a class of contrast functionals and spectral densities, the minimum contrast estimator of the spectral density satisfies a Yule-Walker system of equations in the generalised autocovariance estimator. Selection of the pooling parameter, which characterizes the nonparametric estimator of the generalised autocovariance, controlling its resolution, is addressed by using a multiplicative periodogram bootstrap to estimate the finite-sample distribution of the estimator. A multivariate extension of recently introduced spectral models for univariate time series is considered, and an algorithm for the coefficients of a power transformation of matrix polynomials is derived, which allows to obtain the Wold coefficients from the matrix coefficients characterizing the generalised matrix cepstral models. This algorithm also allows the definition of the matrix variance profile, providing important quantities for vector time series analysis. A nonparametric estimator based on a transformation of the smoothed periodogram is proposed for estimation of the matrix variance profile.

Decompositions of powers of quadratic forms

We analyze the Waring decompositions of the powers of any quadratic form over the field of complex numbers. Our main objective is to provide detailed information about their rank and border rank. These forms are of significant importance because of the classical decomposition expressing the space of polynomials of a fixed degree as a direct sum of the spaces of harmonic polynomials multiplied by a power of the quadratic form. Using the fact that the spaces of harmonic polynomials are irreducible representations of the special orthogonal group over the field of complex numbers, we show that the apolar ideal of the s-th power of a non-degenerate quadratic form in n variables is generated by the set of harmonic polynomials of degree s+1. We also generalize and improve upon some of the results about real decompositions, provided by B. Reznick in his notes from 1992, focusing on possibly minimal decompositions and providing new ones, both real and complex. We investigate the rank of the second power of a non-degenerate quadratic form in n variables, which is equal to (n^2+n+2)/2 in most cases. We also study the border rank of any power of an arbitrary ternary non-degenerate quadratic form, which we determine explicitly using techniques of apolarity and a specific subscheme contained in its apolar ideal. Based on results about smoothability, we prove that the smoothable rank of the s-th power of such form corresponds exactly to its border rank and to the rank of its middle catalecticant matrix, which is equal to (s+1)(s+2)/2.

The combinatorics of Hilbert-Poincaré series of matroids

In this thesis we explore the combinatorial properties of several polynomials arising in matroid theory. Our main motivation comes from the problem of computing them in an efficient way and from a collection of conjectures, mainly the real-rootedness and the monotonicity of their coefficients with respect to weak maps. Most of these polynomials can be interpreted as Hilbert--Poincaré series of graded vector spaces associated to a matroid and thus some combinatorial properties can be inferred via combinatorial algebraic geometry (non-negativity, palindromicity, unimodality); one of our goals is also to provide purely combinatorial interpretations of these properties, for example by redefining these polynomials as poset invariants (via the incidence algebra of the lattice of flats); moreover, by exploiting the bases polytopes and the valuativity of these invariants with respect to matroid decompositions, we are able to produce efficient closed formulas for every paving matroid, a class that is conjectured to be predominant among all matroids. One last goal is to extend part of our results to a higher categorical level, by proving analogous results on the original graded vector spaces via abelian categorification or on equivariant versions of these polynomials.

Multi-scalar critical theories: first steps for a non perturbative functional renormalization group analysis

In this work the fundamental ideas to study properties of QFTs with the functional Renormalization Group are presented and some examples illustrated. First the Wetterich equation for the effective average action and its flow in the local potential approximation (LPA) for a single scalar field is derived. This case is considered to illustrate some techniques used to solve the RG fixed point equation and study the properties of the critical theories in D dimensions. In particular the shooting methods for the ODE equation for the fixed point potential as well as the approach which studies a polynomial truncation with a finite number of couplings, which is convenient to study the critical exponents. We then study novel cases related to multi field scalar theories, deriving the flow equations for the LPA truncation, both without assuming any global symmetry and also specialising to cases with a given symmetry, using truncations based on polynomials of the symmetry invariants. This is used to study possible non perturbative solutions of critical theories which are extensions of known perturbative results, obtained in the epsilon expansion below the upper critical dimension.