Skew-symmetric identities of octonions

Quadratic alternative superalgebras are introduced and their super-identities and central functions on one odd generator are described. As a corollary, all multilinear skew-symmetric identities and central polynomials of octonions are classified.     

Infinitesimal deformations of restricted simple Lie algebras II

We compute the infinitesimal deformations of two families of restricted simple modular Lie algebras of Cartan-type: the Contact and the Hamiltonian Lie algebras.     

Commutative quotients of finite W-algebras

In this paper we reduce the problem of 1-dimensional representations for the finite W-algebras and Humphreys' conjecture on small representations of reduced enveloping algebras to the case of rigid nilpotent elements in exceptional Lie algebras. We use Katsylo's results on sections of sheets to determine the Krull dimension of the largest commutative quotient of the finite W-algebra U(g,e).     

Representations of twisted current algebras

We use evaluation representations to give a complete classification of the finite-dimensional simple modules of twisted current algebras. This generalizes and unifies recent work on multiloop algebras, current algebras, equivariant map algebras, and twisted forms.     

Differential conformal superalgebras and their forms

We introduce the formalism of differential conformal superalgebras, which we show leads to the “correct” automorphism group functor and accompanying descent theory in the conformal setting. As an application, we classify forms of N=2 and N=4 conformal superalgebras by means of Galois cohomology.     

Irreducible Lie-Yamaguti algebras of generic type

Lie-Yamaguti algebras (or generalized Lie triple systems) are binary-ternary algebras intimately related to reductive homogeneous spaces. The Lie-Yamaguti algebras which are irreducible as modules over their inner derivation algebras are the algebraic counterparts of the isotropy irreducible homogeneous spaces.These systems splits into three disjoint types: adjoint type, non-simple type and generic type. The systems of the first two types were classified in a previous paper through a generalized Tits Construction of Lie algebras. In this paper, the Lie-Yamaguti algebras of generic type are classified by relating them to several other nonassociative algebraic systems: Lie and Jordan algebras and triple systems, Jordan pairs or Freudenthal triple systems.     

A construction for coisotropic subalgebras of Lie bialgebras

Given a Lie bialgebra (g,g^∗), we present an explicit procedure to construct coisotropic subalgebras, i.e. Lie subalgebras of g whose annihilator is a Lie subalgebra of g^∗. We write down families of examples for the case that g is a classical complex simple Lie algebra.     

Lie-Rinehart bialgebras for crossed products

Let g be a Lie algebra over a field K. Endow the polynomial ring K[t] with a g-action by derivations and consider the resulting crossed product K[t]⊙_θg in the category of (K,K[t])-Lie algebras. We explore Lie-Rinehart bialgebra structures on (K[t],K[t]⊙_θg) that arise via compatible pairs and ε-dynamical r-matrices. We give a complete classification for .     

Representations of centrally-extended Lie algebras over differential operators and vertex algebras

We construct irreducible modules of centrally-extended classical Lie algebras over left ideals of the algebra of differential operators on the circle, through certain irreducible modules of centrally-extended classical Lie algebras of infinite matrices with finite number of nonzero entries. The structures of vertex algebras associated with the vacuum representations of these algebras are determined. Moreover, we prove that under certain conditions, the highest-weight irreducible modules of centrally-extended classical Lie algebras of infinite matrices with finite number of nonzero entries naturally give rise to the irreducible modules of the simple quotients of these vertex algebras. From vertex algebra and its representation point of view, our results with positive integral central charge are high-order differential operator analogues of the well-known WZW models in conformal field theory associated with affine Kac-Moody algebras. Indeed, when the left ideals are the algebra of differential operators, our Lie algebras do contain affine Kac-Moody algebras as subalgebras and our results restricted on them are exactly the representation contents in WZW models. Similar results with negative central charge are also obtained.     

How Euler would compute the Euler-Poincaré characteristic of a Lie superalgebra

The Euler-Poincaré characteristic of a finite-dimensional Lie algebra vanishes. If we want to extend this result to Lie superalgebras, we should deal with infinite sums. We can observe that a suitable method of summation, which goes back to Euler, allows to do that to a certain degree. The mathematics behind it is simple: we just glue the pieces of elementary homological algebra, first-year calculus and pedestrian combinatorics together, and present them in a (hopefully) coherent manner.     

Quantum Pfaffians and hyper-Pfaffians

The concept of the quantum Pfaffian is rigorously examined and refurbished using the new method of quantum exterior algebras. We derive a complete family of Plücker relations for the quantum linear transformations, and then use them to give an optimal set of relations required for the quantum Pfaffian. We then give the formula between the quantum determinant and the quantum Pfaffian and prove that any quantum determinant can be expressed as a quantum Pfaffian. Finally the quantum hyper-Pfaffian is introduced, and we prove a similar result of expressing quantum determinants in terms of quantum hyper-Pfaffians at modular cases.     

Fluctuations of the empirical quantiles of independent Brownian motions

We consider iid Brownian motions, B_j(t), where B_j(0) has a rapidly decreasing, smooth density function f. The empirical quantiles, or pointwise order statistics, are denoted by B_j:n(t), and we consider a sequence Q_n(t)=B_j(n):n(t), where j(n)/n→α∈(0,1). This sequence converges in probability to q(t), the α-quantile of the law of B_j(t). We first show convergence in law in C[0,∞) of F_n=n^1/2(Q_n−q). We then investigate properties of the limit process F, including its local covariance structure, and Hölder-continuity and variations of its sample paths. In particular, we find that F has the same local properties as fBm with Hurst parameter H=1/4.     

The tetrahedron algebra and its finite-dimensional irreducible modules

Recently Terwilliger and the present author found a presentation for the three-point sl₂ loop algebra via generators and relations. To obtain this presentation we defined a Lie algebra ? by generators and relations and displayed an isomorphism from ? to the three-point sl₂ loop algebra. In this paper we classify the finite-dimensional irreducible ?-modules.     

Separated Lie models and the homotopy Lie algebra

A simply connected topological space X has homotopy Lie algebra π_∗(ΩX)⊗Q. Following Quillen, there is a connected differential graded free Lie algebra (dgL) called a Lie model, which determines the rational homotopy type of X, and whose homology is isomorphic to the homotopy Lie algebra. We show that such a Lie model can be replaced with one that has a special property that we call being separated. The homology of a separated dgL has a particular form which lends itself to calculations.     

Picard-Lefschetz monodromy of products

Let f and g be reduced homogeneous polynomials in separate sets of variables. We establish a simple formula that relates the eigenspace decomposition of the monodromy operator on the Milnor fiber cohomology of fg to that of f and g separately. We use a relation between local systems and Milnor fiber cohomology that has been established by D. Cohen and A. Suciu.     

On functional limits of short- and long-memory linear processes with GARCH(1,1) noises

This paper considers the short- and long-memory linear processes with GARCH (1,1) noises. The functional limit distributions of the partial sum and the sample autocovariances are derived when the tail index α$\alpha$ is in (0,2)$(0,2)$, equal to 2, and in (2,∞)$(2,\infty )$, respectively. The partial sum weakly converges to a functional of α$\alpha$-stable process when α<2$\alpha <2$ and converges to a functional of Brownian motion when α≥2$\alpha \ge 2$. When the process is of short-memory and α<4$\alpha <4$, the autocovariances converge to functionals of α/2$\alpha /2$-stable processes; and if α≥4$\alpha \ge 4$, they converge to functionals of Brownian motions. In contrast, when the process is of long-memory, depending on α$\alpha$ and β$\beta$ (the parameter that characterizes the long-memory), the autocovariances converge to either (i) functionals of α/2$\alpha /2$-stable processes; (ii) Rosenblatt processes (indexed by β$\beta$, 1/2<β<3/4$1/2<\beta <3/4$); or (iii) functionals of Brownian motions. The rates of convergence in these limits depend on both the tail index α$\alpha$ and whether or not the linear process is short- or long-memory. Our weak convergence is established on the space of càdlàg functions on [0,1]$[0,1]$ with either (i) the _J1$J_1$ or the _M1$M_1$ topology (Skorokhod, 1956); or (ii) the weaker form S$S$ topology (Jakubowski, 1997). Some statistical applications are also discussed.