A probabilistic framework for the continuous observation of a quantum process

This paper treats quantum measurement within von Neumann's abstract framework. Specifically, observation is defined as a fixed self-adjoint operator with countable spectrum and nondegenerate eigenstates. Suppose scenarios for the observation of a quantum process over time are expanded by adding extra observations at time points interspersed among those of a previous scenario. If each observation leads to a mixture of eigenstates rather than a pure state, then the naturally defined joint probability measures on observed results are not consistent as scenarios vary. Nevertheless, we characterize the limiting subprobability measure when the times of observation become infinitely dense in any finite interval. This limiting measure corresponds to a continuous-time sub-stochastic process which decays with exponential rate out of any initial state and never reappears in any other state. Thus the process loses probability exponentially over time, and this loss occurs equally fast in the case of nonselective observation as for selective observation.Previous treatments of this problem have concentrated on the special case when Zeno's Paradox is in force, i.e. the rate of decay out of any state is zero and the process is immobilized by continuous observation. This situation exists, for instance, when the initial state is in the domain of the generator for the unitary group underlying the quantum process.     

‘Outside’ as a primitive notion in constructive projective geometry

In intuitionistic (or constructive) geometry there are positive counterparts, apart and outside, of the relations = and incident. In this paper it is shown that the relation outside suffices to define incident, apart and equality. The equivalence of the new system with Heyting's system is shown and as a simple corollary one obtains duality for intuitionistic projective geometry.     

Local symmetries and conservation laws

Starting with Lie's classical theory, we carefully explain the basic notions of the higher symmetries theory for arbitrary systems of partial differential equations as well as the necessary calculation procedures. Roughly speaking, we explain what analogs of higher KdV equations are for an arbitrary system of partial differential equations and also how one can find and use them. The cohomological nature of conservation laws is shown and some basic results are exposed which allow one to calculate, in principle, all conservation laws for a given system of partial differential equations. In particular, it is shown that symmetry and conservation law are, in some sense, the dual conceptions which coincides in the self-dual case, namely, for Euler-Lagrange equations. Training examples are also given.Translated from the Russian by B. A. Kuperschmidt.     

An action functional for Lévy Brownian motion

Stoll's construction [7] of Lévy Brownian motion l on ^d as a white noise integral is used to obtain an action functional I(x) defined for the surfaces x of l. This provides a Cameron-Martin formula for translation of Lévy measure , and also a large deviation principle for scaled Lévy measures . Proofs follow the lines of [2], where nonstandard techniques were used to give natural proofs of the corresponding results for Wiener measure.The research for this paper was supported partly by a grant from the SERC.     

Generalized Markov fields and Dirichlet forms

We prove that Gaussian measure-indexed random fields, of which the covariance functional is given by the dual form of a transient Dirichlet form, have the global Markov property (where global here means w.r.t. arbitrary, not necessarily open sets), if and only if the Dirichlet form has the local property. Applications to Nelson's free Euclidean field of quantum theory and to Rozanov's generalized random functions are given.     

Invariant Subspaces for Positive Operators Acting on a Banach Space with Markushevich Basis

We introduce weak quasinilpotence for operators. Then, by substituting Markushevich basis and weak quasinilpotence at a nonzero vector for Schauder basis and quasinilpotence at a nonzero vector, respectively, we answer a question on the invariant subspaces of positive operators in [3].     

Optimal transformations for prediction in continuous-time stochastic processes: finite past and future

In the classical Wiener-Kolmogorov linear prediction problem, one fixes a linear functional in the future of a stochastic process, and seeks its best predictor (in the L²-sense). In this paper we treat a variant of the prediction problem, whereby we seek the most predictable non-trivial functional of the future and its best predictor; we refer to such a pair (if it exists) as an optimal transformation for prediction. In contrast to the Wiener-Kolmogorov problem, an optimal transformation for prediction may not exist, and if it exists, it may not be unique. We prove the existence of optimal transformations for finite past and future intervals, under appropriate conditions on the spectral density of a weakly stationary, continuous-time stochastic process. For rational spectral densities, we provide an explicit construction of the transformations via differential equations with boundary conditions and an associated eigenvalue problem of a finite matrix.This research was partially supported by ARO (MURI grant) DAAH04-96-1-0445, NSF grant DMS-0074276, and CNPq grant 301179/00-0.     

Conformal spaces

A conformal space is a non-singular metric vector space to which has been adjoined a null-cone of points at infinity. We define a conformal space in terms of a higher dimensional coordinate space, and then state and prove a fundamental theorem of conformal geometry.     

Central Limit Theorems for dependent variables. I

Summary This paper gives a flexible approach to proving the Central Limit Theorem (C.L.T.) for triangular arrays of dependent random variables (r.v.s) which satisfy a weak mixing condition called -mixing. Roughly speaking, an array of real r.v.s is said to be -mixing if linear combinations of its past and future are asymptotically independent. All the usual mixing conditions (such as strong mixing, absolute regularity, uniform mixing, -mixing and -mixing) are special cases of -mixing. Linear processes are shown to be -mixing under weak conditions. The main result makes no assumption of stationarity. A secondary result generalises a C.L.T. that Rosenblatt gave for strong mixing samples which are nearly second order stationary.     

Singularly perturbed functional-differential inclusions

Differential inclusions of a retarded type with a small real parameter >0 in part of the derivatives are considered. We prove upper semicontinuity of the map set of solutions at =0⁺ inC[0, 1]×(L ²(0, 1)–weak) topology. In case of constant delay lower semicontinuity inC[0, 1]×(L ¹(0, 1)–strong) is shown.     

Risikominimierung bei der Portfolioplanung unter besonderer Berücksichtigung singulärer Kovarianzmatrizen

Zusammenfassung Bisher waren die Untersuchungen über Erwartungswert-Streuungs-effiziente Wertpapiermischungen auf den Fall nichtsingulärer Kovarianzmatrizen beschränkt. Der Fall singulärer Kovarianzmatrizen war bisher nicht konstruktiv behandelt worden. Es wird in dem vorstehenden Papier in einem allgemeinen Ansatz, der auch den Fall singulärer Kovarianzmatrizen zuläßt, die allgemeine Gültigkeit des Separationstheorems und des Zwei-Fonds-Theorems nachgewiesen.

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Summary Previous studies of mean-variance-efficient portfolios got constructive results in the case of non-singular covariance matrices only, singular covariance matrices were not treated in a constructional way. The present paper proves the Separation Theorem and the Two-Fonds-Theorem within a general framework including the case of singular covariance matrices.

     

Augmented non-quadratic penalty algorithms

Auslender, Cominetti and Haddou have studied, in the convex case, a new family of penalty/barrier functions. In this paper, we analyze the asymptotic behavior of augmented penalty algorithms using those penalty functions under the usual second order sufficient optimality conditions, and present order of convergence results (superlinear convergence with order of convergence 4/3). Those results are related to the analysis of pure penalty algorithms, as well as augmented penalty using a quadratic penalty function. Limited numerical examples are presented to appreciate the practical impact of this local asymptotic analysis.This research was partially supported by NSERC grant OGP0005491     

Wellensysteme in einem geraden dünnen elastischen Verbundstab mit drei Segmenten verschiedener Impedanz

Wave trains of diffraction of an incident pulse in a thin composite rod are determined by means of the well-known reflection and transmission coefficients of plane waves at plane interfaces. The discrete spectrum of the interface stresses of an elastic inclusion is compared with a corresponding continuous spectrum of interface stresses when a rigid but mobile inclusion is inserted. The background of the considerations is the problem of tensile failure of interface bonds in a composite body subjected to compressive pulse loads. The analogy in response found between stiff elastic and rigid inclusions in the one-dimensional case considerably simplifies the problems encountered in more complicated geometrical configurations as, e.g., the problem of a fiber reinforced infinite matrix body.

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Herrn Professor Heinz Parkus zum 60. Geburtstag gewidmet.     

Linearity properties of Shimura varieties, II

Let A=A_{g, 1, n} denote the moduli scheme over Z[1/N] of p.p. g-dimensional abelian varieties with a level n structure; its generic fibre can be described as a Shimura variety. We study its Shimura subvarieties. If x A is an ordinary moduli point in characteristic p, then we formulate a local linearity property in terms of the Serre–Tate group structure on the formal deformation space (= formal completion of A at x). We prove that an irreducible algebraic subvariety of A is a Shimura subvariety if, locally at an ordinary point x, it is formally linear. We show that there is a close connection to a differential-geometrical linearity property in characteristic 0.We apply our results to the study of Oort's conjecture on subvarieties Z A with a dense collection of CM-points. We give a reformulation of this conjecture, and we prove it in a special case.     

Croissance lineaire et géométrie bornée

We show that on a noncompact manifold which has finite topology at infinity, there exists a Riemannian metric with bounded geometry and linear growth-type.     

Generalized logic and the representation of rings

Following the progression towards weaker logics, a number of authors have considered the notion of a sheaf over a quantale or, equivalently, a quantale valued set. In this paper, we use ideas from enriched category theory to motivate the definition of a quantic sheaf. Given a localic subquantale of Q, a quantic sheaf over Q gives a sheaf in the usual sense. As an application, we derive a series of sheaf representations for commutative rings including the familiar Pierce representation.     

Nonstandard analysis of ordered sets

We introduce a nonstandard approach to the study of ordered setsX based on a classification of the elements of the ordered set *X into three types, upward, downward, and lateral, which may be thought of dynamically as arising from the possibilities of upward, downward, and lateral motion withinX. Initial applications include the characterization thatX has no infinite diverse subset iff *X has no lateral elements, a result subsequently exploited in work on the interval topology and order-compatibility, where we give a nonstandard proof of Naito's result that ifX has no infinite diverse subset, it has a unique order-compatible topology. We also describe how the completion of a nonempty linearly ordered setX may be obtained as a quotient of *X.     

Some New Transversality Properties

The theorems of Ceva and Menelaus are concerned with cyclic products of ratios of lengths of collinear segments of triangles or more general polygons. These segments have one endpoint at a vertex of the polygon and one at the intersection point of a side with a suitable line. To these classical results we have recently added a selftransversality theorem in which the suitable line is determined by two other vertices. Here we present additional transversality properties in which the suitable line is determined either by a vertex and the intersection point of two diagonals, or by the intersection points of two pairs of such diagonals. Unexpectedly it turns out that besides several infinite families of systematic cases there are also a few sporadic cases.     

Chains and Trees: ‘Strong’–‘Weak’ Order in Job Scheduling

We present a summary of recent NP-hardness and polynomial time solvability results for the distinction between strong and weak precedence for chains and trees in scheduling. We distinguish between chains and proper trees which are not chains, and demonstrate that the strong-weak precedence distinction for chains is not inclusive with regards to NP-hardness, and conjecture that the same holds for strong-weak tree precedence. The objective is to show that different interpretations for chain and tree order relations in scheduling might have far reaching computational implications.     

Experiments with an interactive paired comparison simplex method for molp problems

In this paper, an interactive paired comparison simplex based method formultipleobjectivelinearprogramming (MOLP) problems is developed and compared to other interactive MOLP methods. Thedecisionmaker (DM)'s utility function is assumed to be unknown, but is an additive function of his known linearized objective functions. A test for utilityefficiency for MOLP problems is developed to reduce the number of efficient extreme points generated and the number of questions posed to the DM. The notion of strength ofpreference is developed for the assessment of the DM's unknown utility function where he can express his preference for a pair of extreme points as strong, weak, or almost indifferent. The problem of inconsistency of the DM is formalized and its resolution is discussed. An example of the method and detailed computational results comparing it with other interactive MOLP methods are presented. Several performance measures for comparative evaluations of interactive multiple objective programming methods are also discussed.All rights reserved. This study, or parts thereof, may not be reproduced in any form without written permission of the authors.