The norm of products of free random variables

Let X _i denote free identically-distributed random variables. This paper investigates how the norm of products behaves as n approaches infinity. In addition, for positive X _i it studies the asymptotic behavior of the norm of where denotes the symmetric product of two positive operators: . It is proved that if EX _i = 1, then is between and c ₂ n for certain constant c ₁ and c ₂. For it is proved that the limit of exists and equals Finally, if π is a cyclic representation of the algebra generated by X _i , and if ξ is a cyclic vector, then for all n. These results are significantly different from analogous results for commuting random variables.     

Is the Approximation Rate for European Pay-offs in the Black–Scholes Model Always 1/ \sqrt{n}

For a Borel-function , we consider the approximation of a random variable f(W ₁) with by stochastic integrals with respect to the Brownian motion and the geometric Brownian motion, where the integrands are piecewise constant within certain deterministic time intervals. In earlier papers it has been shown that under certain regularity conditions the optimal approximation rate is 1/ , if one optimizes over deterministic time-nets of cardinality n. We will show the existence of random variables f(W ₁) such that the approximation error tends as slowly to zero as one wishes.     

An extension of Takahashi theorem for the linearized operators of the higher order mean curvatures

We study hypersurfaces in Euclidean space whose position vector x satisfies the condition L _k x = Ax + b, where L _k is the linearized operator of the (k + 1)th mean curvature of the hypersurface for a fixed , is a constant matrix and is a constant vector. For every k, we prove that the only hypersurfaces satisfying that condition are hypersurfaces with zero (k + 1)th mean curvature and open pieces of round hyperspheres and generalized right spherical cylinders of the form , with . This extends a previous classification for hypersurfaces in satisfying , where is the Laplacian operator of the hypersurface, given independently by Hasanis and Vlachos [J. Austral. Math. Soc. Ser. A 53, 377–384 (1991) and Chen and Petrovic [Bull. Austral. Math. Soc. 44, 117–129 (1991)].      

Transition Semi–groups on a Local Field Induced by Galois Group and their Representation

For a given map defined on the field of p-adic numbers satisfying

Decomposition of Exponential Distributions on Positive Semigroups

Let (S,·) be a positive semigroup and T a sub-semigroup of S. In many natural cases, an element can be factored uniquely as x=yz, where and where z is in an associated “quotient space” S/T. If X has an exponential distribution on S, we show that Y and Z are independent and that Y has an exponential distribution on T. We prove a converse when the sub-semigroup is for . Specifically, we show that if Y _t and Z _t are independent and Y _t has an exponential distribution on S _t for each , then X has an exponential distribution on S. When applied to ([0,∞), +) and , these results unify and extend known results on the quotient and remainder when X is divided by t.     

On the Circumference of 2-Connected $$\mathcal{P}_{3}$$-Dominated Graphs

Let G be a connected graph. For at distance 2, we define , and , if then . G is quasi-claw-free if it satisfies , and G is P ₃-dominated() if it satisfies , for every pair (x, y) of vertices at distance 2. Certainly contains as a subclass. In this paper, we prove that the circumference of a 2-connected P ₃-dominated graph G on n vertices is at least min or , moreover if then G is hamiltonian or , where is a class of 2-connected nonhamiltonian graphs.     

Free holomorphic functions and interpolation

In this paper we obtain a noncommutative multivariable analogue of the classical Nevanlinna–Pick interpolation problem for analytic functions with positive real parts on the open unit disc. Given a function , where is an arbitrary subset of the open unit ball , we find necessary and sufficient conditions for the existence of a free holomorphic function g with complex coefficients on the noncommutative open unit ball such that

An Extension of Sums of Squares Relaxations to Polynomial Optimization Problems Over Symmetric Cones

This paper is based on a recent work by Kojima which extended sums of squares relaxations of polynomial optimization problems to polynomial semidefinite programs. Let and be a finite dimensional real vector space and a symmetric cone embedded in ; examples of and include a pair of the N-dimensional Euclidean space and its nonnegative orthant, a pair of the N-dimensional Euclidean space and N-dimensional second-order cones, and a pair of the space of m × m real symmetric (or complex Hermitian) matrices and the cone of their positive semidefinite matrices. Sums of squares relaxations are further extended to a polynomial optimization problem over , i.e., a minimization of a real valued polynomial a(x) in the n-dimensional real variable vector x over a compact feasible region , where b(x) denotes an - valued polynomial in x. It is shown under a certain moderate assumption on the -valued polynomial b(x) that optimal values of a sequence of sums of squares relaxations of the problem, which are converted into a sequence of semidefinite programs when they are numerically solved, converge to the optimal value of the problem. Research supported by Grant-in-Aid for Scientific Research on Priority Areas 16016234.     

A Slow Transient Diffusion in a Drifted Stable Potential

We consider a diffusion process X in a random potential of the form , where is a positive drift and is a strictly stable process of index with positive jumps. Then the diffusion is transient and converges in law towards an exponential distribution. This behaviour contrasts with the case where is a drifted Brownian motion and provides an example of a transient diffusion in a random potential which is as “slow” as in the recurrent setting.      

Selections of lattice-ordered Groups

It is well known that the quasitorsion class of archimedean -groups is the class of -groups G such that every closed convex -subgroup is a polar, and it is also well known that the class of -groups G such that every convex -subgroup is a polar is a torsion class. By defining a selection on -groups, these two results are generalized to show, whenever and are selections on -groups, the class of -groups G such that is a radical class. Three selections in particular — all convex -subgroups, all polars, and all closed convex -subgroups — and the radical classes determined by them are studied in some detail. Received March 7, 2006; accepted in final form August 29, 2006.     

The Product Formula in Unitary Deformation K-theory

For finitely generated groups G and H, we prove that there is a weak equivalence G H (G × H) of ku-algebra spectra, where denotes the “unitary deformation K-theory” functor. Additionally, we give spectral sequences for computing the homotopy groups of G and HG in terms of connective K-theory and homology of spaces of G-representations.     

A representation of bivariate extreme value distributions via norms on \mathbb{R}^{2}

It is known that a bivariate extreme value distribution (EVD) with reverse exponential margins can be represented as , , where is a suitable norm on . We prove in this paper the converse implication, i.e., given an arbitrary norm on , , , defines an EVD with reverse exponential margins, if and only if the norm satisfies for the condition . This result is extended to bivariate EVDs with arbitrary margins as well as to extreme value copulas. By identifying an EVD , , with the unit ball corresponding to the generating norm , we obtain a characterization of the class of EVDs in terms of compact and convex subsets of .     

Weak convergence of diffusion processes on Wiener space

Let γ be a Gaussian measure on a Suslin space X, H be the corresponding Cameron–Martin space and {e _i } ⊂ H be an orthonormal basis of H. Suppose that μ _n = ρ _n · γ is a sequence of probability measures which converges weakly to a probability measure μ = ρ · γ Consider a sequence of Dirichlet forms , where and . We prove some sufficient conditions for Mosco convergence where . In particular, if X is a Hilbert space, and can be uniformly approximated by finite dimensional conditional expectations for every fixed e _i , then under broad assumptions Mosco and the distributions of the associated stochastic processes converge weakly.     

Operator Space Embedding of Schatten p-Classes Into Von Neumann Algebra Preduals

Let X₁ and X₂ be subspaces of quotients of R OH and C OH respectively. We use new free probability techniques to construct a completely isomorphic embedding of the Haagerup tensor product into the predual of a sufficiently large QWEP von Neumann algebra. As an immediate application, given any 1 < q ≤ 2, our result produces a completely isomorphic embedding of (equipped with its natural operator space structure) into with a QWEP von Neumann algebra. Received: June 2006, Revision: June 2007, Accepted: September 2007     

Limit sets and strengths of convergence for sequences in the duals of thread-like Lie groups

We consider a properly converging sequence of non-characters in the dual space of a thread-like group and investigate the limit set and the strength with which the sequence converges to each of its limits. We show that, if (π _k ) is a properly convergent sequence of non-characters in , then there is a trade-off between the number of limits σ which are not characters, their degrees, and the strength of convergence i _σ to each of these limits (Theorem 3.2). This enables us to describe various possibilities for maximal limit sets consisting entirely of non-characters (Theorem 4.6). In Sect. 5, we show that if (π _k ) is a properly converging sequence of non-characters in and if the limit set contains a character then the intersection of the set of characters (which is homeomorphic to ) with the limit set has at most two components. In the case of two components, each is a half-plane. In Theorem 7.7, we show that if a sequence has a character as a cluster point then, by passing to a properly convergent subsequence and then a further subsequence, it is possible to find a real null sequence (c _k ) (with ) such that, for a in the Pedersen ideal of C ^*(G _N ), exists (not identically zero) and is given by a sum of integrals over .     

Reiterated homogenization of monotone parabolic problems

Reiterated homogenization is studied for divergence structure parabolic problems of the form . It is shown that under standard assumptions on the function a(y ₁,y ₂,t,ξ) the sequence of solutions converges weakly in to the solution u of the homogenized problem .      

Linear Chromatic Bounds for a Subfamily of 3K 1-free Graphs

For an arbitrary class of graphs , there may not exist a function f such that , for every . When such a function exists, it is called a χ-binding function for . The problem of finding an optimal χ-binding function for the class of 3K ₁-free graphs is open. In this paper, we obtain linear χ-binding function for the class of {3K ₁, H}-free graphs, where H is one of the following graphs: , House graph and Kite graph. We first describe structures of these graphs and then derive χ-binding functions.     

Continuous spectrum for a class of nonhomogeneous differential operators

We study the boundary value problem in Ω, u = 0 on ∂Ω, where Ω is a bounded domain in with smooth boundary, λ is a positive real number, and the continuous functions p ₁, p ₂, and q satisfy 1 < p ₂(x) < q(x) < p ₁(x) < N and for any . The main result of this paper establishes the existence of two positive constants λ₀ and λ₁ with λ₀ ≤ λ₁ such that any is an eigenvalue, while any is not an eigenvalue of the above problem.     

Measures on Graphs and Groupoid Measures

The main purpose of this paper is to introduce several measures determined by a given finite directed graph. To construct σ-algebras for those measures, we consider several algebraic structures induced by G; (i) the free semigroupoid of the shadowed graph (ii) the graph groupoid of G, (iii) the disgram set and (iv) the reduced diagram set . The graph measures determined by (i) is the energy measure measuing how much energy we spent when we have some movements on G. The graph measures determined by (iii) is the diagram measure measuring how long we moved consequently from the starting positions (which are vertices) of some movements on G. The graph measures and determined by (ii) and (iv) are the (graph) groupoid measure and the (quotient-)groupoid measure, respectively. We show that above graph measurings are invariants on shadowed graphs of finite directed graphs. Also, we will consider the reduced diagram measure theory on graphs. In the final chapter, we will show that if two finite directed graphs G ₁ and G ₂ are graph-isomorphic, then the von Neumann algebras L ^∞(μ ₁) and L ^∞(μ ₂) are *-isomorphic, where μ ₁ and μ ₂ are the same kind of our graph measures of G ₁ and G ₂, respectively. Received: December 7, 2006. Revised: August 3, 2007. Accepted: August 18, 2007.     

Asymptotic behaviour of renormalized solutions to elliptic equations with measure data and G-converging operators

We study the limit as n goes to +∞ of the renormalized solutions u ⁿ to the nonlinear elliptic problems