Hilbert–Kunz multiplicity, McKay correspondence and good ideals¶in two-dimensional rational singularities

Hilbert–Kunz multiplicity is known to be a very mysterious invariant of a ring or an ideal. We will show a very beautiful formula on Hilbert–Kunz multiplicity for integrally closed ideals in two-dimensional Gorenstein rational singularities. In the proof, “McKay correspondence” and “Riemann–Roch formula” play essential roles. Also this formula gives a new significance to “good ideals”. Received: 25 October 2000     

The Mehler Formula for the Generalized Clifford-Hermite Polynomials

The Mehler formula for the Hermite polynomials allows for an integral representation of the one-dimensional Fractional Fourier transform. In this paper, we introduce a multi-dimensional Fractional Fourier transform in the framework of Clifford analysis. By showing that it coincides with the classical tensorial approach we are able to prove Mehler＇s formula for the generalized Clifford-Hermite polynomials of Clifford analysis.     

The mean square of the DirichletL-functions in the critical strip

We study an asymptotic formula of the DirichletL-functions in the critical strip. This is an analogy of the Atkinson-type formula for DirichletL-functions. Published in Lietuvos Matematikos Rinkinys, Vol. 40, No. 2, pp. 201–213, April–June, 2000.     

Option Pricing for Log-Symmetric Distributions of Returns

We derive an option pricing formula on assets with returns distributed according to a log-symmetric distribution. Our approach is consistent with the no-arbitrage option pricing theory: we propose the natural risk-neutral measure that keeps the distribution of returns in the same log-symmetric family reflecting thus the specificity of the stock’s returns. Our approach also provides insights into the Black–Scholes formula and shows that the symmetry is the key property: if distribution of returns X is log-symmetric then 1/X is also log-symmetric from the same family. The proposed options pricing formula can be seen as a generalization of the Black–Scholes formula valid for lognormal returns. We treat an important case of log returns being a mixture of symmetric distributions with the particular case of mixtures of normals and show that options on such assets are underpriced by the Black–Scholes formula. For the log-mixture of normal distributions comparisons with the classical formula are given.      

Kirillov-Schilling-Shimozono Bijection as Energy Functions of Crystals

The Kirillov–Schilling–Shimozono (KSS) bijectionappearing in theory of the Fermionic formula gives an one-to-onecorrespondence between the set of elements of tensor productsof the Kirillov–Reshetikhin crystals (called paths) andthe set of rigged configurations. It is a generalization ofKerov–Kirillov–Reshetikhin bijection and plays inversescattering formalism for the box–ball systems. In thispaper, we give an algebraic reformulation of the KSS map fromthe paths to rigged configurations, using the combinatorialR and energy functions of crystals. It gives a characterizationof the KSS bijection as an intrinsic property of tensor productsof crystals.     

An explicit formula for the square of the Riemann zeta-function in the critical strip

In this article, we prove an explicit formula for |ζ(σ + iT)|², where ζ(s) is the Riemann zeta-function and 1/2 < σ < 1, which is an analogue of Jutila’s formula. Our proof differs from that of Jutila. Published in Lietuvos Matematikos Rinkinys, Vol. 47, No. 3, pp. 381–398, July–September, 2007.     

Statistical Encounters with Complex B-Splines

Complex B-splines as introduced in Forster et al. (Appl. Comput. Harmon. Anal. 20:281–282, 2006) are an extension of Schoenberg’s cardinal splines to include complex orders. We exhibit relationships between these complex B-splines and the complex analogues of the classical difference and divided difference operators and prove a generalization of the Hermite–Genocchi formula. This generalized Hermite–Genocchi formula then gives rise to a more general class of complex B-splines that allows for some interesting stochastic interpretations.      

Multipoint Taylor formulæ

Summary. The main result of this paper is an abstract version of the Kowalewski–Ciarlet–Wagschal multipoint Taylor formula for representing the pointwise error in multivariate Lagrange interpolation. Several applications of this result are given in the paper. The most important of these is the construction of a multipoint Taylor error formula for a general finite element, together with the corresponding –error bounds. Another application is the construction of a family of error formul? for linear interpolation (indexed by real measures of unit mass) which includes some recently obtained formul?. It is also shown how the problem of constructing an error formula for Lagrange interpolation from a D–invariant space of polynomials with the property that it involves only derivatives which annihilate the interpolating space can be reduced to the problem of finding such a formula for a ‘simpler’ one–point interpolation map. Received March 29, 1996 / Revised version received November 22, 1996     

Asymptotic expansions for a class of zeta-functions

In this paper, we shall reveal the hidden structure in recent results of Katsurada as the Meijer G-function hierarchy. In Sect. 1, we consider the holomorphic Eisenstein series and show that Katsurada’s two new expressions are variants of the classical Chowla–Selberg integral formula (Fourier expansion) with or without the beta-transform of Katsurada being incorporated. In Sect. 2, we treat the Taylor series expansion of the Lipschitz–Lerch transcendent in the perturbation variable. In the proofs, we make an extensive use of the beta-transform (used to be called the Mellin–Barnes formula).     

The Hopf invariant of a Haefliger knot

We show that for any given differentiable embedding of the three-sphere in six-space there exists a Seifert surface (in six-space) with arbitrarily prescribed signature. This implies, according to our previous paper, that given such a (6,3)-knot endowed with normal one-field, we can construct a Seifert surface so that the outward normal field along its boundary coincides with the given normal one-field. This aspect enables us to understand the resemblance between Ekholm–Szűcs’ formula for the Smale invariant and a formula in our previous paper for differentiable (6,3)-knots. As a consequence, we show that an immersion of the three-sphere in five-space can be regularly homotoped to the projection of an embedding in six-space if and only if its Smale invariant is even. We also correct a sign error in our previous paper: “A geometric formula for Haefliger knots” [Topology 43: 1425–1447 2004].      

A new numerical quadrature formula on the unit circle

In this paper we study a quadrature formula for Bernstein–Szegő measures on the unit circle with a fixed number of nodes and unlimited exactness. Taking into account that the Bernstein–Szegő measures are very suitable for approximating an important class of measures we also present a quadrature formula for this type of measures such that the error can be controlled with a well-bounded formula. This work was supported by Ministerio de Educación y Ciencia under grants number MTM2005-01320 (E. B. and A. C.) and MTM2006-13000-C03-02 (F. M.).     

Entropy Theory from the Orbital Point of View

 Inspired by [17], we develop an orbital approach to the entropy theory for actions of countable amenable groups. This is applied to extend – with new short proofs – the recent results about uniform mixing of actions with completely positive entropy [17], Pinsker factors and the relative disjointness problems [10], Abramov–Rokhlin entropy addition formula [19], etc. Unlike the cited papers our work is independent of the standard machinery developed by Ornstein–Weiss [14] or Kieffer [12]. We do not use non-orbital tools like the Rokhlin lemma, the Shannon–McMillan theorem, castle analysis, joining techniques for amenable actions, etc. which play an essential role in [17], [19] and [10]. (Received 23 October 2000)     

On arithmetic fundamental lemmas

We present a relative trace formula approach to the Gross–Zagier formula and its generalization to higher-dimensional unitary Shimura varieties. As a crucial ingredient, we formulate a conjectural arithmetic fundamental lemma for unitary Rapoport–Zink spaces. We prove the conjecture when the Rapoport–Zink space is associated to a unitary group in two or three variables.     

The Atkinson formula for the periodic zeta-function

We give an Atkinson-type formula for the periodic zeta-function ζ_λ with rational parameter λ. Published in Lietuvos Matematikos Rinkinys, Vol. 47, No. 4, pp. 504–516, October–December, 2007.     

Cost-Reduction in Hyperinterpolation

Discretized Newman–Shapiro-operators furnish a generalized hyperinterpolation method on the sphere with valuable mathematical properties. Unfortunately the price is high numerical evaluation cost, which, however, can be reduced significantly, in a first step, by a truncation method. The remaining, relevant terms, now small in number, are values of a (zonal) kernel function with arguments near the pole. Here, and with respect to the degree, the kernel function satisfies an asymptotic formula. It is based on a generalized Mehler–Heine-type formula which concerns certain ‘divided’ Gegenbauer-polynomials and Bessel-functions. This formula is proved and used in order to reduce, in a second step, the evaluation cost once more, such that the discretized Newman–Shapiro-operators become a competitive direct numerical polynomial approximation method on the sphere. For example, the graph of a degree 160 approximation to a rather complicated spherical function has been calculated with a time (cost) reduction, in total, by a factor about 10⁻⁴.     

Askey–Wilson type integrals associated with root systems

A new formula for an Askey–Wilson type integral associated with the root system F ₄ is studied. A simple proof of the evaluation formula for the original Askey–Wilson integral is also stated. 2000 Mathematics Subject Classification Primary—33D67, 33D60 This work was supported in part by Grant-in-Aid for Scientific Research (C) No. 15540045 from the Ministry of Education, Culture, Sports, Science and Technology (Japan).     

A Bass–Heller–Swan formula for pseudoisotopies

The Bass–Heller–Swan formula is a basic calculational tool in pseudoisotopy K-theory. We describe the Nil-groups and the Bass–Heller–Swan splitting for the group of the pseudoisotopies of a closed manifold. We use the methods of controlled topology used in the Bass–Heller–Swan splitting in K-theory.     

Compressions of free products of von Neumann algebras

A reduction formula for compressions of von Neumann algebra II–factors arising as free products is proved. This shows that the fundamental group is for some such algebras. Additionally, by taking a sort of free product with an unbounded semicircular element, continuous one parameter groups of trace scaling automorphisms on II–factors are constructed; this produces type III factors with core , where can be a full II–factor without the Haagerup approximation property. Received: 26 October 1998 / in final form 18 March 1999     

An Explicit Formula for the Coefficients of the Saddle Point Method

Most standard textbooks about asymptotic approximations of integrals do not give explicit formulas for the coefficients of the asymptotic methods of Laplace and saddle point. In these techniques, those coefficients arise as the Taylor coefficients of a function defined in an implicit form, and the coefficients are not given by a closed algebraic formula. Despite this fact, we can extract from the literature some formulas of varying degrees of explicitness for those coefficients: Perron’s method (in Sitzungsber. Bayr. Akad. Wissensch. (Münch. Ber.), 191–219, 1917) offers an explicit computation in terms of the derivatives of an explicit function; in (de Bruijn, Asymptotic Methods in Analysis. Dover, New York, 1950) we can find a similar formula for the Laplace method which uses derivatives of an explicit function. Dingle (in Asymptotic Expansions: Their Derivation and Interpretation, Academic Press, New York, 1973) gives the coefficients of the saddle point method in terms of a contour integral. Perron’s method is rediscovered in (Campbell et al., Stud. Appl. Math. 77:151–172, 1987), but they also go farther and compute the above mentioned derivatives by means of a recurrence. The most recent contribution is (Wojdylo, SIAM Rev. 48(1):76–96, 2006), which rediscovers the Campbell, Fr?man and Walles’ formula and rewrites it in terms of Bell polynomials (in the Laplace method) using new ideas of combinatorial analysis which efficiently simplify and systematize the computations. In this paper we continue the research line of these authors. We combine the more systematic version of the saddle point method introduced in (López et al., J. Math. Anal. Appl. 354(1):347–359, 2009) with Wojdylo’s idea to derive a new and more explicit formula for the coefficients of the saddle point method, similar to Wojdylo’s formula for the coefficients of the Laplace method. As an example, we show the application of this formula to the Bessel function.     

On the Notion of the Bochner–Martinelli Integral for Domains with Rectifiable Boundary

In this paper we discuss the notion of the Bochner–Martinelli kernel for domains with rectifiable boundary in , by expressing the kernel in terms of the exterior normal due to Federer (see [17,18]). We shall use the above mentioned kernel in order to prove both Sokhotski–Plemelj and Plemelj–Privalov theorems for the corresponding Bochner–Martinelli integral, as well as a criterion of the holomorphic extendibility in terms of the representation with Bochner–Martinelli kernel of a continuous function of two complex variables. Explicit formula for the square of the Bochner–Martinelli integral is rediscovered for more general surfaces of integration extending the formula established first by Vasilevski and Shapiro in 1989. The proofs of all these facts are based on an intimate relation between holomorphic function theory of two complex variables and some version of quaternionic analysis. Submitted: September 6, 2006. Accepted: November 1, 2006.