A Reflection Principle and an Orthogonal Decomposition in Clifford Algebras

In this article we investigate spaces of functions defined in a domain Ω ? R with values in the Clifford algebra R _n. According to an inner product an orthogonal decomposition is proved. By this decomposition, we obtain a subspace A ₂(Ω) of regular functions with respect to the Dirac operator. In the orthogonal complement the Dirac equation with homogeneous boundary values is solvable. The decomposition can be proved in two ways: by a reflection principle and by Sobolev's regularity theorem. It will turn out, that the existence of the orthogonal decomposition and Sobolev's theorem is equivalent. So also a reflection principle will be proved, which describes the jump behavior of a Cauchy type integral. By the reflection principle, a countable dense subset of A ₂(Ω) can be obtained. Further considerations lead to a minimal generating system, by which the Bergman kernel function can be obtained. As a conclusion we also obtain Runge's theorem.     

A Cauchy's Integral Formula for Functions with Values in a Universal Clifford Algebra and its Applications

In this paper, we obtain Cauchy's integral formula on certain distinguished boundary for functions with values in a universal Clifford algebra, which is similar to the classical Cauchy's integral formula on the distinguished boundary of polycylinder for several complex variables. By using it, both the mean value theorem and the maximum modulus theorem are given.     

Difference Equations and Lettenmeyer's Theorem

Many classical results for ordinary differential equations have counterparts in the theory of difference equations, although, in general, the technical details for the difference versions are more involved than the corresponding ones for differential equations. This note surveys material related to a difference analogue of Lettenmeyer's theorem. The projection method of Harris et al. , developed to treat certain questions in the analytic theory of ordinary differential equations is used to obtain counterparts for linear difference equations as well as extensions to certain nonlinear differential and difference equations.     

ON INESSENTIAL IDEALS IN BANACH ALGEBRAS

Abstract

In [2], Aupetit studied the perturbation of elements of a Banach algebra A by elements of an inessential ideal I of A. The main result of his paper is based on a lemma ([2], theorem 1.1) obtained by the use of subharmonic methods and analytic multivalued functions. Our aim in this note is to prove Auptetit's perturbation theorem ([2], theorem 2.4) by making use of elementary methods.     

A game-theoretic equivalence to the Hahn-Banach theorem

Let Γ_X() = X, A (X), υ be a cooperative von Neumann game with side payments, where X is a nonempty set of arbitrary cardinality, A(X) the Boolean ring generated from P(X) with the operations Δ and ∩ for addition and multiplication, respectively, such that S² =S for all S ε A (X), and with ;() = 0. The Shapley-Bondareva-Schmeidler Theorem, which states that a game of the form Γ_X() = X, A (X), is weak if and only if the core of Γ_X(),ζ(Γ_X()), is normal, may be regarded as the fundamental theorem for weak cooperative games with side-payments. In this paper we use an ultrapower construction on the reals, , to summarize a common mathematical theme employed in various constructions used to establish the Shapley-Bondareva-Schmeidler Theorem in the literature (Dalbaen, 1974; Kannai, 1969; Schmeidler, 1967, 1972). This common mathematical theme is that the space L, comprised of finite, real linear combinations of the collection of functions, {χ_a : a ε A (X)}, possesses a certain extension property that is intimately related to the Hahn-Banach Theorem of functional analysis. A close inspection of the extension property reveals that the Shapley-Bondareva-Schmeidler Theorem is in fact equivalent to the Hahn-Banach Theorem.     

Hilbert's Theorem 90 for Hopf Galois Extensions

For a faithfully flat extension A/B and a right A-module M, we give a new characterization of the set of descent data on M. Assuming that B is a simple Artinian ring and A/B is H-Galois, for a certain finite dimensional Hopf algebra H, we prove that Sweedler's noncommutative cohomology H ¹(H?, A) is trivial as a pointed set.     

Roth's similarity theorem and rank minimization in the presence of nonderogatory or semisimple eigenvalues

Roth's similarity theorem on the consistency of Sylvester's matrix equation AX???XA?=?C can be extended to a theorem on rank minimization if the common eigenvalues of A and B are nonderogatory or semisimple.     

Notes on a generalized Fresnel class

In this paper we establish a theorem for the generalized Fresnel class F _A1,A2 ensuring that various functions are in F _A1,A2. We also prove a translation theorem for the analytic Feynman integral of functions in F _A1,A2.This research was supported in part by the Basic Science Research Program, Ministry of Education.     

Uniform Asymptoti Integration of a Family of Linear Differential Systems

Consider a family of linear differential systems y′ =A(x, z)y depending on a parameter z Assume, as in Levinson's Theorem, that A = Λ + R with Λ diagonal and R integrable. We discuss the problem of asymptotically solving this systemwith uniform (in z) control on the error terms.Questions of this type occur in the spectral theory of differential operators.     

Supercentralizing Superderivations on Prime Superalgebras

ABSTRACT

Let A = A ₀ ⊕ A ₁ be an associative superalgebra over a commutative associative ring F, and let Z _s (A) be its supercenter. An F-mapping f of A into itself is called supercentralizing on a subset S of A if [x, f(x)] _s  ∈ Z _s (A) for all x ∈ S. In this article, we prove a version of Posner's theorem for supercentralizing superderivations on prime superalgebras.     

Abelian groups and quadratic residues in weak arithmetic

We investigate the provability of some properties of abelian groups and quadratic residues in variants of bounded arithmetic. Specifically, we show that the structure theorem for finite abelian groups is provable in S₂² + iWPHP(Σ₁^b), and use it to derive Fermat's little theorem and Euler's criterion for the Legendre symbol in S₂² + iWPHP(PV) extended by the pigeonhole principle PHP(PV). We prove the quadratic reciprocity theorem (including the supplementary laws) in the arithmetic theories T₂⁰ + Count₂(PV) and I Δ₀ + Count₂(Δ₀) with modulo‐2 counting principles (© 2010 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Cropper's question and Cruse's theorem about partial Latin squares

In 1974 Cruse gave necessary and sufficient conditions for an r × s partial latin square P on symbols σ₁,σ₂,…,σ_t, which may have some unfilled cells, to be completable to an n × n latin square on symbols σ₁,σ₂,…,σ_n, subject to the condition that the unfilled cells of P must be filled with symbols chosen from {σ_{t + 1},σ_{t + 2},…,σ_n}. These conditions consisted of r + s + t + 1 inequalities. Hall's condition applied to partial latin squares is a necessary condition for their completion, and is a generalization of, and in the spirit of Hall's Condition for a system of distinct representatives. Cropper asked whether Hall's Condition might also be sufficient for the completion of partial latin squares, but we give here a counterexample to Cropper's speculation. We also show that the r + s + t + 1 inequalities of Cruse's Theorem may be replaced by just four inequalities, two of which are Hall inequalities for P (i.e. two of the inequalities which constitute Hall's Condition for P), and the other two are Hall inequalities for the conjugates of P. © 2011 Wiley Periodicals, Inc. J Combin Designs 19:268‐279, 2011     

Algebraic extension of *-A operator

In this paper, we study various properties of algebraic extension of *-A operator. Specifically, we show that every algebraic extension of *-A operator has SVEP and is isoloid. And if T is an algebraic extension of *-A operator, then Weyl's theorem holds for f(T), where f is an analytic functions on some neighborhood of σ(T) and not constant on each of the components of its domain.     

An approximate,multivariable version of Specht's theorem

In this article we provide generalizations of Specht's theorem which states that two n × n matrices A and B are unitarily equivalent if and only if all traces of words in two non-commuting variables applied to the pairs (A, A?) and (B, B?) coincide. First, we obtain conditions which allow us to extend this to simultaneous similarity or unitary equivalence of families of operators, and secondly, we show that it suffices to consider a more restricted family of functions when comparing traces. Our results do not require the traces of words in (A, A?) and (B, B?) to coincide, but only to be close.     

A Reflection Principle and an Orthogonal Decomposition Concernig Hypoelliptic Equations

A jump relation for a boundary integral representation of solutions of hypoelliptic equations is described by a reflection principle. An orthogonal decomposition of L² can be proved by the jump relation. In the orthogonal complement of the space of regular functions, i.e. the space of solutions of the homogeneous equation, the inhomogeneous adjoint equation has a solution with homogeneous boundary values. As a conclusion, one obtains Sobolev's regularity theorem. Furthermore it will be proved that the existence of the orthogonal decomposition and Sobolev's regularity theorem are equivalent. Theorems of Runge's type will be proved in order to determine countable dense subsets of the space of regular functions.     

Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs

Abstract

In 1985 Leland suggested an approach to price contingent claims under proportional transaction costs. Its main idea is to use the classical Black–Scholes formula with a suitably enlarged volatility for a periodically revised portfolio whose terminal value approximates the pay-off h(S _?T )?=?(S _?T ???K)⁺ of the call option. In subsequent studies, Lott, Kabanov and Safarian, and Gamys and Kabanov provided a rigorous mathematical analysis and established that the hedging portfolio approximates this pay-off in the case where the transaction costs decrease to zero as the number of revisions tends to infinity. The arguments used heavily the explicit expressions given by the Black–Scholes formula leaving open the problem whether the Leland approach holds for more general options and other types of price processes. In this paper we show that for a large class of the pay-off functions Leland's method can be successfully applied. On the other hand, if the pay-off function h(x) is not convex, then this method does not work.     

Exact Inference for Kendall's S and Spearman's ρ with Extension to Fisher's Exact Test in r × c Contingency Tables

Abstract

We formulate the problem of exact inference for Kendall's S and Spearman's D algebraically, using a general recursion formula developed by Smid for the score S with ties in both rankings. Analogous recursion formulas are shown to hold for the score D as well as for a log transform, F, of the score used in Fisher's exact test of independence in contingency tables. A new implementation of Mehta and Patel's network algorithm is then applied to obtain exact significance levels of either S or D for observations from both continuous and discrete distributions. A simple extension is made to obtain Fisher's exact test in r x c contingency tables. Observed CPU times for contingency table problems four to six of Mehta and Patel and problems four and five of Clarkson, Fan, and Joe are roughly 2/3 of those obtained using Clarkson's et al. implementation of the network algorithm. It is shown that a hierarchy, with F > S > D, holds regarding the rate of aggregation. An algorithm for rapid lexicographic enumeration of entries in a frequency table is also given.     

On the Hartogs-Phenomenon and Extension of Analytic Hypersurfaces in Non-separated Riemann Domains

In the present paper, we answer two questions raised by Jarnicki and Pflug: First, we show by a counterexample that the Hartogs-Bochner theorem is no longer true for non-separated Riemann domains. Secondly, we generalize a structure theorem of Dloussky, which examines the extension of singularity sets contained in analytic hypersurfaces, to non-separated Riemann domains. Moreover, our method yields a new proof of Dloussky's original result.     

Expansion of Analytic Functions in Series of Floquet Solutions of First Order Differential Systems

In this paper we study boundary eigenvalue problems for first order systems of ordinary differential equations of the form \[zy'\left( z \right) = \left( {\lambda A_1 \left( z \right) + A_0 \left( z \right)} \right)y\left( z \right),\,\,y\left( {ze^{2\pi i} } \right) = e^{2\pi iv} y\left( z \right)\] for z ? S^log, where S is a ring region around zero, S^log denotes the Riemann surface of the logarithm over S, the coefficient matrix functions A₁(z) and A₀(z) are holomorphic on S, and v is a complex number. The eigenfunctions of this eigenvalue problem are the Floquet solutions of the differential system with v as characteristic exponent. For an open subset S₀ of S, the notion of A₁-convexity of the pair (S₀, S) is introduced. For A₁-convex pairs (S₀, S) it is shown that the expansion into eigenfunctions and associated functions of holomorphic functions on S^log, satisfying the monodromy condition y(ze^2πi) = e^2πivy(z), converges regularly on S^log₀ and is unique. If S is a pointed neighbourhood of 0 and A₁(z) is holomorphic in SU{0}, it is shown that there is a pointed neighbourhood S₀ of 0 such that (S₀, S) is A₁-convex. It follows from the results of this paper that many expansions of analytic functions in terms of special functions can be considered as eigenfunction expansions of this kind.     

On a quotient norm and the Sz.-Nagy-Foiaş lifting theorem

It is shown that the infimum over all choices of the operator X of the norm of the operator matrix [ ], whose entries are operators on Hilbert spaces, is the minimum of the norms of the first row and of the first column, and an explicit formula for a minimizing X is given in terms of A, B, C, and their adjoints. A generalization of a fundamental theorem on Hankel operators is seen to follow immediately from this result. The formula is then used to prove a generalization of the Sz. Nagy-Foiaş lifting theorem which in turn yields interpolation theorems for analytic functions from the unit disc to a von Neumann algebra. The generalized lifting theorem also implies a generalization of the theorem of Ando asserting the existence of commuting unitary dilations for a pair of commuting contractions and a generalized von Neumann inequality ∑ a_jkS^jT^k sup{ ∑ A_jkz^jw^k ¦ ¦ z ¦ = ¦ w ¦ = 1} for operator polynomials ∑ A_jkS^jT^k in two commuting contractions S, T with operator coefficients A_jk which commute with S, T and their adjoints.