The maximum maximum of a martingale constrained by an intermediate law

Let (M _t ) be any martingale with M ₀≡ 0, an intermediate law M ₁∼μ₁, and terminal law M ₂∼μ₂, and let Mˉ ₂≡ sup_{0≤ t ≤2} M _t . In this paper we prove that there exists an upper bound, with respect to stochastic ordering of probability measures, on the law of Mˉ ₂. We construct, using excursion theory, a martingale which attains this maximum. Finally we apply this result to the robust hedging of a lookback option. Received: 26 December 1998 / Revised version: 20 April 2000 /?Published online: 15 February 2001     

The generic fiber of the universal deformation space associated to a tame Galois representation

We will study the generic fiber over of the universal deformation ring R _Q , as defined by Mazur, for deformations unramified outside a finite set of primes Q of a given Galois representation , E a number field, k a finite field of characteristic l. The main result will be that, if ˉρ is tame and absolutely irreducible, and if one assumes the Leopoldt conjecture for the splitting field E ₀ of , then defines a smooth l-adic analytic variety, near the trivial lift ρ₀ of ˉρ, whose dimension is given by cohomological constraints and as predicted by Mazur. As a corollary it follows that, in the cases considered here, R _Q is a quotient of by an ideal I generated by exactly m equations, where and . Under the above assumptions for and ˉρ odd, using ideas of Coleman, Gouvêa and Mazur it should now be possible to show that modular points are Zariski-dense in the component of , that contains the trivial lift ρ₀, provided this lift satisfies the Artin conjecture and E ₀ satisfies the Leopoldt conjecture. Furthermore, in the Borel case, we show that the Krull dimension of R _Q can exceed any given number, provided Q is chosen appropriately. At the same time, we present some evidence that despite this fact, one might however expect that the dimension of the generic fiber is given by the same cohomological formula as in the tame case. Received: 12 December 1997 / Revised version: 5 February 1998     

Graphs G for which both G and G¯ are Contraction Critically k-Connected

 An edge of a k-connected graph is said to be k-contractible if the contraction of the edge results in a k-connected graph. A k-connected graph with no k-contractible edge is called contraction critically k-connected. For k≥4, we prove that if both G and its complement Gˉ are contraction critically k-connected, then |V(G)|<k ^5/3+4k ^3/2. Received: October, 2001 Final version received: September 18, 2002 AMS Classification: 05C40     

Multiplicities of discriminants

We compute the multiplicity of the discriminant of a line bundle ￡ over a nonsingular varietyS at a given sectionX, in terms of the Chern classes of ￡ and of the cotangent bundle ofS, and the Segre classes of the jacobian scheme ofX inS. ForS a surface, we obtain a precise formula that expresses the multiplicity as a sum of a term due to the non-reduced components of the section, and a term that depends on the Milnor numbers of the singularities ofX _red. Also, under certain hypotheses, we provide formulas for the “higher discriminants” that parametrize sections with a singular point of prescribed multiplicity. As an application, we obtain criteria for the various discriminants to be “small”. Supported in part by the Max-Planck-Institut für Mathematik     

范畴RMnl上的一个函子

Let _RM_n^l′ be a category which is equivalent to the category of left R-modules.In this paper,we define afunction F:_RM_n^l→_RM_n^l′ and prove that the functor Fpreserves products,direct limits,injections,surjectios and total esactness.Finally,we show that the functor F is a left-adjoint of the inclusion functor I:_RM_n^l′→_RM_n^l. Hence I:_RM_n^l′ is a renective subcategory of _RM_n^l.     

The monodromy of a series of hypersurface singularities

Let {f=0} be a hypersurface inC ⁿ⁺¹ with a 1-dimensional singular set Σ. We consider the series of hypersurfaces {f+ɛx ^N=0} wherex is a generic linear form. We derive a formula, which relates the characteristic polynomials of the monodromies off andf+ɛx ^N. Other ingredients in this formula are the horizontal and the vertical monodromies of the transversal (isolated) singularities on each branch of the singular set. We use polar curves and the carrousel method in the proof. The formula is a generalization of the Iomdin formula for the Milnor numbers: μ(f+ɛx ^N )=μ _n (f)−μ _n −1(f)+Ne ₀(Σ)     

Transfer of absolute continuity by a flow generated by a stochastic equation with reflection

Let ϕ_t(x), x ∈ ℝ₊ be a value taken at time t ≥ 0 by a solution of a stochastic equation with normal reflection from a hyperplane starting at initial time from x. We characterize the absolutely continuous (with respect to Lebesgue measure) component and the singular component of a stochastic measure-valued process μ_t = μ ○ ϕ _t ⁻¹ that is the image of a certain absolutely continuous measure μ under random mapping ϕ_t(·). We prove that the restriction of the Hausdorff measure H ^d−1 to the support of the singular component is σ-finite and give sufficient conditions guaranteeing that the singular component is absolutely continuous with respect to H ^d−1. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 58, No. 12, pp. 1663–1673, December, 2006.     

Universally L 1 good sequences with gaps tending to infinity

We construct a sequence (n _k ) such that n _{k + 1} − n _k → ∞ and for any ergodic dynamical system (X, Σ, μ, T) and f ε L ¹(μ) the averages converge to ∝ _X f dμ for μ almost every x. Since the above sequence is of zero Banach density this disproves a conjecture of J. Rosenblatt and M. Wierdl about the nonexistence of such sequences. Research supported by the Hungarian National Foundation for Scientific research T049727.     

Note on g-Hilbertian fields and nonrational curves¶with the Hilbert property

In a recent paper, Fried and Jarden prove the existence, for all integers g, of non-Hilbertian fields K which cannot be covered by a finite number of sets of the form ϕ (X(K)), where X is a curve of genus ≤g and ϕ is a rational function on X of degree ≥ 2. (If no bound is given on the genus we recover the notion of Hilbertian field.) This generalizes the case g=0, obtained previously by Corvaja and Zannier with a more elementary method. By a suitable modification of that method, we give here a new proof of the result of Fried and Jarden which avoids the use of deep group theoretical results. By a somewhat related construction we give an example of a curve X/Q of any prescribed genus and a Hilbertian field K⊂ˉQ such that X/K has the Hilbert property, i.e. the set of rational points X(K) is not thin. Received: 10 March 1998 / Revised version: 20 April 1998     

The ¯∂-equation on a positive current

We study the induced ˉ∂-equation on a positive current in a complex manifold. We extend the L ²-estimates for the ˉ∂-equation to harmonic currents of bidimension (1,1), satisfying a Frobenius type condition. We also show that the L ²-estimates are satisfied for the ˉ∂-equation on a positive closed current of bidegree (1,1) on a pseudoconvex domain in ℂ ⁿ . Oblatum 7-XII-2000 & 28-VI-2001?Published online: 24 September 2001     

On Cramer Approximations under Violation of Cramer's Condition

Let X ₁, X ₂,... be independent identically distributed random variables with distribution function F, S ₀ = 0, S _n = X ₁ + ⋯ + X _n , and Sˉ _n = max_1⩽k⩽n S _k . We obtain large-deviation theorems for S _n and Sˉ _n under the condition 1 − F(x) = P{X ₁ ⩾ x} = e^−l(x), l(x) = x ^α L(x), α ∈ (0, 1), where L(x) is a slowly varying function as x → ∞. __________ Translated from Lietuvos Matematikos Rinkinys, Vol. 45, No. 4, pp. 447–456, October–December, 2005.     

On A Hypergraph Turán Problem Of Frankl

Let be the 2k-uniform hypergraph obtained by letting P₁, . . .,P_r be pairwise disjoint sets of size k and taking as edges all sets P_i∪P_j with i ≠ j. This can be thought of as the ‘k-expansion’ of the complete graph K_r: each vertex has been replaced with a set of size k. An example of a hypergraph with vertex set V that does not contain can be obtained by partitioning V = V1 ∪V₂ and taking as edges all sets of size 2k that intersect each of V₁ and V₂ in an odd number of elements. Let denote a hypergraph on n vertices obtained by this construction that has as many edges as possible. For n sufficiently large we prove a conjecture of Frankl, which states that any hypergraph on n vertices that contains no has at most as many edges as . Sidorenko has given an upper bound of for the Tur′an density of for any r, and a construction establishing a matching lower bound when r is of the form 2^p+1. In this paper we also show that when r=2^p+1, any -free hypergraph of density looks approximately like Sidorenko’s construction. On the other hand, when r is not of this form, we show that corresponding constructions do not exist and improve the upper bound on the Turán density of to , where c(r) is a constant depending only on r. The backbone of our arguments is a strategy of first proving approximate structure theorems, and then showing that any imperfections in the structure must lead to a suboptimal configuration. The tools for its realisation draw on extremal graph theory, linear algebra, the Kruskal–Katona theorem and properties of Krawtchouck polynomials. * Research supported in part by NSF grants DMS-0355497, DMS-0106589, and by an Alfred P. Sloan fellowship.     

对合的分解

Using the notion of biconnected sum we define the biconnected sum (T₁, M₁)§(T₂,M₂) of two involutions (T1M1) and (T2,M2) which is an involution on the biconnected sum M₁,§M₂. A connected involution is said to be reducible if it can be expressed as a biconnected sum of two connected involutions.Theorem Each connected involution (T, M) can be decomposed into a bi-connected sum of connected irreducible involutions (T, M)=(T₁, M₁)§…§(T_q,M_q),and (?) where the coefficients of H_{n_1}(M) are in Z/2 Z if M is unoriented, in Z if is oriented .     

Fourier级数子列的可和性

Let H_α0^ω denote the set of functions f(x)∈L_2π such that ω(f,x₀;t)≤ω(t),ω(t) being a given modulus of continuity. Let {n_k} be a set of natural numbers satisfying the condition n_i+1/n_k>q>1, and let A= (α_πk) be a regular summation matrix.     

Topological realizations of families of ergodic automorphisms, multitowers and orbit equivalence

We study minimal topological realizations of families of ergodic measure preserving automorphisms (e.m.p.a.'s). Our main result is the following theorem. Theorem: Let {T_p:p∈I} be an arbitrary finite or countable collection of e.m.p.a.'s on nonatomic Lebesgue probability spaces (Y _p v _p ). Let S be a Cantor minimal system such that the cardinality of the set ε _S of all ergodic S-invariant Borel probability measures is at least the cardinality of I. Then for any collection {μ _p :pεI} of distinct measures from ε _S there is a Cantor minimal system S′ in the topological orbit equivalence class of S such that, as a measure preserving system, (S ¹,μ _p ) is isomorphic to T_p for every p∈I. Moreover, S′ can be chosen strongly orbit equivalent to S if and only if all finite topological factors of S are measure-theoretic factors of T_p for all p∈I. This result shows, in particular, that there are no restrictions at all for the topological realizations of countable families of e.m.p.a.'s in Cantor minimal systems. Namely, for any finite or countable collection {T ₁,T₂,…} of e.m.p.a.'s of nonatomic Lebesgue probability spaces, there is a Cantor minimal systemS, whose collection {μ1,μ2…} of ergodic Borel probability measures is in one-to-one correspondence with {T ₁,T₂,…}, and such that (S,μ _i ) is isomorphic toT _i for alli. Furthermore, since realizations are taking place within orbit equivalence classes of a given Cantor minimal system, our results generalize the strong orbit realization theorem and the orbit realization theorem of [18]. Those theorems are now special cases of our result where the collections {T _p}, {T _p }{μ _p } consist of just one element each. Research of I.K. was supported by NSF grant DMS 0140068.     

关于Veldsman的一个问题

Veldsman,S. gives next open problem: if σ is superprime radical and M_n(R) the full matrix ring of type n×n over the ring R. what is the redation between σ(M_n(R)) and M_n(σ(R))? This problem is answerd in this paper.     

SL(3,pn)的Cartan不变量

Let G = SL(3,K) be a simply connected, semi-simple algebraic group of type A₂ over an algebraically closed i'ield K of characteristic p>0. Let Γ_n = SL(3,pⁿ) be a finite subgroup consisting of fixed points of the Frobenius morphism F² of G.     

Representation theorems of the dual of Lebesgue-Bochner function spaces

A model for binary evolution is introduced which can determine whether the rotation of components is synchronized with the orbital motion, and can calculate the evolution of both the synchronized and non-synchronized binary systems. With this model, the evolution of a binary system consisting of a 9 M_⊙ star and a 6 M_⊙ star is studied with mass transfer Case B. The result shows that the synchronization of the rotational and orbital periods can be reached when the binary system is a detached system and before the occurrence of the first mass transfer. After the onset of the first mass transfer, the binary system becomes non-synchronized. The mass accepted component (the secondary) rotates faster with a period much smaller than that of the orbital motion.     

The <Emphasis Type="Italic">p</Emphasis>-rank of Ext<Subscript>ℤ</Subscript>(<Emphasis Type="Italic">G</Emphasis>, ℤ) in certain models of <Emphasis Type="Italic">ZFC</Emphasis>

We prove that if the existence of a supercompact cardinal is consistent with ZFC, then it is consistent with ZFC that the p-rank of Ext _ℤ(G, ℤ) is as large as possible for every prime p and for any torsion-free Abelian group G. Moreover, given an uncountable strong limit cardinal μ of countable cofinality and a partition of Π (the set of primes) into two disjoint subsets Π₀ and Π₁, we show that in some model which is very close to ZFC, there is an almost free Abelian group G of size 2^μ = μ⁺ such that the p-rank of Ext _ℤ(G, ℤ) equals 2^μ = μ⁺ for every p ∈ Π₀ and 0 otherwise, that is, for p ∈ Π₁. Number 874 in Shelah’s list of publications. Supported by the German-Israeli Foundation for Scientific Research & Development project No. I-706-54.6/2001. Supported by a grant from the German Research Foundation DFG. __________ Translated from Algebra i Logika, Vol. 46, No. 3, pp. 369–397, May–June, 2007.