Moments of the Mean of Dubins–Freedman Random Probability Distributions

Explicit formulas are given to recursively generate the moments of the mean M for Dubins–Freedman random distribution functions with arbitrary base measure . Using a standard inversion formula for moments of a distribution on the unit interval, the distribution of M is approximated for several natural choices of . The support of the mean is also considered. It is shown that the support of M is connected whenever is concentrated on the vertical bisector of the unit square S, but may have arbitrarily many gaps otherwise.     

Erratum to: Integration of the Continual System of Nonlinear Interaction Waves

We derive the continual system of nonlinear interaction waves from the compatibility of the transport equation on the whole line and the equation governing the time-evolution of the eigenfunctions of the transport operator. The transport equation represents the continual generalization from the n-component system of first-order ordinary differential equations. The continual system describes a nonlinear interaction of waves. We prove that the continual system can be integrated by the inverse scattering method. The method is based on applying the results of the inverse scattering problem for the transport equation to finding the solution of the Cauchy initial-value problem for the continual system. Indeed, the transition operator for the scattering problem admits right and left Volterra factorizations. The intermediate operator for this problem determines the one-to-one correspondence between the preimages of a solution of the transport equation. This operator is related to the transition operator and admits not only right and left Volterra factorizations but also the analytic factorization. By virtue of this fact the potential in the transport equation is uniquely reconstructed in terms of the solutions of the fundamental equations in inverse problem.     

Moments and Distribution of the Local Times of a Transient Random Walk on ℤ d

Consider an arbitrary transient random walk on ℤ ^d with d∈ℕ. Pick α∈[0,∞), and let L _n (α) be the spatial sum of the αth power of the n-step local times of the walk. Hence, L _n (0) is the range, L _n (1)=n+1, and for integers α, L _n (α) is the number of the α-fold self-intersections of the walk. We prove a strong law of large numbers for L _n (α) as n→∞. Furthermore, we identify the asymptotic law of the local time in a random site uniformly distributed over the range. These results complement and contrast analogous results for recurrent walks in two dimensions recently derived by Černy (Stoch. Proc. Appl. 117:262–270, 2007). Although these assertions are certainly known to experts, we could find no proof in the literature in this generality.      

On the Analyticity of Underlying HKM Paths for Monotone Semidefinite Linear Complementarity Problems

An interior point method (IPM) defines a search direction at an interior point of the feasible region. These search directions form a direction field, which in turn defines a system of ordinary differential equations (ODEs). The solutions of the system of ODEs are called off-central paths, underlying paths lying in the interior of the feasible region. It is known that not all off-central paths are analytic, whether w.r.t. μ or , where μ represents the duality gap, at a solution of a given semidefinite linear complementarity problem, SDLCP (Sim and Zhao, Math. Program. 110:475–499, 2007). In Sim and Zhao (J. Optim. Theory Appl. 137:11–25, 2008), we give a necessary and sufficient condition for when an off-central path is analytic as a function of at a solution of a general SDLCP. It is then natural to ask about the analyticity of a SDLCP off-central path at a solution, as a function of μ. We investigate this in the current paper. Again, we work under the assumption that the given SDLCP satisfies strict complementarity condition.     

The Obstacle Version of the Geometric Dynamic Programming Principle: Application to the Pricing of American Options Under Constraints

We provide an obstacle version of the Geometric Dynamic Programming Principle of Soner and Touzi (J. Eur. Math. Soc. 4:201–236, 2002) for stochastic target problems. This opens the doors to a wide range of applications, particularly in risk control in finance and insurance, in which a controlled stochastic process has to be maintained in a given set on a time interval [0,T]. As an example of application, we show how it can be used to provide a viscosity characterization of the super-hedging cost of American options under portfolio constraints, without appealing to the standard dual formulation from mathematical finance. In particular, we allow for a degenerate volatility, a case which does not seem to have been studied so far in this context.     

Further Results on the Robust Regulation of a One-Dimensional Dam-River System

In this paper, we consider a one-dimensional dam-river system studied by Chentouf and Wang (SIAM J. Control Optim. 47: 2275–2302, 2008). Then, using the frequency multiplier method, we provide a simple and alternative proof of stabilization and regulation results obtained in the work cited above. Moreover, we relax the conditions on the feedback gains involved in the feedback law and give a partial answer to the open problem left by the authors Chentouf and Wang (J. Optim. Theory Appl. 134: 223–239, 2007 and SIAM J. Control Optim. 47: 2275–2302, 2008) concerning the tuning of the gains.     

On the Moments of the Modulus of Continuity of Itô Processes

The modulus of continuity of a stochastic process is a random element for any fixed mesh size. We provide upper bounds for the moments of the modulus of continuity of Itô processes with possibly unbounded coefficients, starting from the special case of Brownian motion. References to known results for the case of Brownian motion and Itô processes with uniformly bounded coefficients are included. As an application, we obtain the rate of strong convergence of Euler–Maruyama schemes for the approximation of stochastic delay differential equations satisfying a Lipschitz condition in supremum norm.     

Finite-Energy Global Well-Posedness of the Maxwell–Klein–Gordon System in Lorenz Gauge

It is known that the Maxwell–Klein–Gordon system (M–K–G), when written relative to the Coulomb gauge, is globally well-posed for finite-energy initial data. This result, due to Klainerman and Machedon, relies crucially on the null structure of the main bilinear terms of M–K–G in Coulomb gauge. It appears to have been believed that such a structure is not present in Lorenz gauge, but we prove here that it is, and we use this fact to prove finite-energy global well-posedness in Lorenz gauge. The latter has the advantage, compared to Coulomb gauge, of being Lorentz invariant, hence M–K–G in Lorenz gauge is a system of nonlinear wave equations, whereas in Coulomb gauge the system has a less symmetric form, as it contains also an elliptic equation.     

Asymptotic Behavior of Underlying NT Paths in Interior Point Methods for Monotone Semidefinite Linear Complementarity Problems

An interior point method (IPM) defines a search direction at each interior point of the feasible region. These search directions form a direction field, which in turn gives rise to a system of ordinary differential equations (ODEs). Thus, it is natural to define the underlying paths of the IPM as solutions of the system of ODEs. In Sim and Zhao (Math. Program. Ser. A 110:475–499, 2007), these off-central paths are shown to be well-defined analytic curves and any of their accumulation points is a solution to the given monotone semidefinite linear complementarity problem (SDLCP). In Sim and Zhao (Math. Program. Ser. A 110:475–499, 2007; J. Optim. Theory Appl. 137:11–25, 2008) and Sim (J. Optim. Theory Appl. 141:193–215, 2009), the asymptotic behavior of off-central paths corresponding to the HKM direction is studied. In particular, in Sim and Zhao (Math. Program. Ser. A 110:475–499, 2007), the authors study the asymptotic behavior of these paths for a simple example, while, in Sim and Zhao (J. Optim. Theory Appl. 137:11–25, 2008) and Sim (J. Optim. Theory Appl. 141:193–215, 2009), the asymptotic behavior of these paths for a general SDLCP is studied. In this paper, we study off-central paths corresponding to another well-known direction, the Nesterov-Todd (NT) direction. Again, we give necessary and sufficient conditions for these off-central paths to be analytic w.r.t. \(\sqrt{\mu}\) and then w.r.t. μ, at solutions of a general SDLCP. Also, as in Sim and Zhao (Math. Program. Ser. A 110:475–499, 2007), we present off-central path examples using the same SDP, whose first derivatives are likely to be unbounded as they approach the solution of the SDP. We work under the assumption that the given SDLCP satisfies a strict complementarity condition.     

Chebyshev’s Problem of the Moments of Nonnegative Polynomials

Mathematical Notes - We study the problem of P. L. Chebyshev (proposed in 1883) concerning the extreme values of moments of nonnegative polynomials with weight on the interval $$[-1,1]$$ at a fixed...     

On the mathematical formulation of the problem of reassembling fragmented objects: two new theorems

In this paper two new theorems are proved in association with the problem of matching three dimensional solid bodies. Rigorous mathematical criteria are given in order to test if two such bodies actually match in a certain position. Since this problem finds important application to the actual problem of reassembling fragmented objects e.g. archaeological, special care is taken to account for small gaps between matching fragments and fuzziness of the matching parameters.     

Mean Convergence of Lagrange Type Interpolation on an Arbitrary System of Nodes

Abstract Sufficient conditions of convergence and rate of convergence for Lagrange type interpolation in theWeighted L~p norm on an arbitrary system of nodes are given.     

Mathematical Analysis and Pattern Formation for a Partial Immune System Modeling the Spread of an Epidemic Disease

Our motivation is a mathematical model describing the spatial propagation of an epidemic disease through a population. In this model, the pathogen diversity is structured into two clusters and then the population is divided into eight classes which permits to distinguish between the infected/uninfected population with respect to clusters. In this paper, we prove the weak and the global existence results of the solutions for the considered reaction-diffusion system with Neumann boundary. Next, mathematical Turing formulation and numerical simulations are introduced to show the pattern formation for such systems.     

The Poincaré series of divisorial valuations in the plane defines the topology of the set of divisors

With a plane curve singularity one associates a multi-index filtration on the ring of germs of functions of two variables defined by the orders of a function on irreducible components of the curve. The Poincaré series of this filtration turns out to coincide with the Alexander polynomial of the curve germ. For a finite set of divisorial valuations on the ring corresponding to some components of the exceptional divisor of a modification of the plane, in a previous paper there was obtained a formula for the Poincaré series of the corresponding multi-index filtration similar to the one associated with plane germs. Here we show that the Poincaré series of a set of divisorial valuations on the ring of germs of functions of two variables defines “the topology of the set of the divisors” in the sense that it defines the minimal resolution of this set up to combinatorial equivalence. For the plane curve singularity case, we also give a somewhat simpler proof of the statement by Yamamoto which shows that the Alexander polynomial is equivalent to the embedded topology.     

Recurrence Relationships for the Mean Number of Faces and Vertices for Random Convex Hulls

This paper studies the convex hull of n random points in R^d\mathsf{R}^{d} . A recently proved topological identity of the author is used in combination with identities of Efron and Buchta to find the expected number of vertices of the convex hull—yielding a new recurrence formula for all dimensions d. A recurrence for the expected number of facets and (d−2)-faces is also found, this analysis building on a technique of Rényi and Sulanke. Other relationships for the expected count of i-faces (1≤i<d) are found when d≤5, by applying the Dehn–Sommerville identities. A general recurrence identity (see (3) below) for this expected count is conjectured.     

Erratum to: Stability of Diffusion Coefficients in an Inverse Problem for the Lotka-Volterra Competition System

First we establish a Carleman estimate for Lotka-Volterra competition-diffusion system of three equations with variable coefficients. Then the internal observations with two measurements are allowed to obtain the stability result for the inverse problem consisting of retrieving two smooth diffusion coefficients in the given parabolic system for the dimension n≤3. The proof of the results rely on Carleman estimates and certain energy estimates for parabolic system.     

Lévy–Khintchine Representations of the Weighted Geometric Mean and the Logarithmic Mean

In the paper, the authors introduce the concept “degree of complete Bernstein function”, establish Lévy–Khintchine representations of the weighted geometric mean and the logarithmic mean by Cauchy integral formula, and obtain that the weighted geometric mean and the logarithmic mean are complete Bernstein functions of degree 0.     

On the lattice of sub-pseudovarieties of DA

The wealth of information that is available on the lattice of varieties of bands, is used to illuminate the structure of the lattice of sub-pseudovarieties of DA, a natural generalization of bands which plays an important role in language theory and in logic. The main result describes a hierarchy of decidable sub-pseudovarieties of DA in terms of iterated Mal’cev products with the pseudovarieties of definite and reverse definite semigroups.     

FirmNet: the scope of firms and the allocation of task in a knowledge-based economy

The increasing knowledge intensity of jobs, typical of a knowledge economy, highlights the role of firms as integrators of know how and skills. As economic activity becomes mainly intellectual and requires the integration of specific and idiosyncratic skills, firms need to allocate skills to tasks and traditional hierarchical control may result increasingly ineffective. In this work, we explore under what circumstances networks of agents, which bear specific skills, may self-organize in order to complete tasks. We use a computer simulation approach and investigate how local interaction of agents, endowed with skills and individual decision-making rules, may produce aggregate network structure able to perform tasks. To design algorithms that mimic individual decision-making, we borrow from computer science literature and, in particular, from studies addressing protocols that produce cooperation in P2P networks. We found that self-organization depends on imitation of successful peers, competition among agents holding specific skills, and the structural features of, formal or informal, organizational networks embedding both professionals, holding skills, and project managers, holding access to jobs.

Large Deviations of the Ergodic Averages: From Hölder Continuity to Continuity Almost Everywhere

For many dynamical systems that are popular in applications, estimates are known for the decay of large deviations of the ergodic averages in the case of Hölder continuous averaging functions. In the present article, we show that these estimates are valid with the same asymptotics in the case of bounded almost everywhere continuous functions. Using this fact, we obtain, in the case of such functions, estimates for the rate of convergence in Birkhoff’s ergodic theorem and for the distribution of the time of return to a subset of the phase space.