A two-step problem of hedging a European call option under a random duration of transactions

We improve previous sum–product estimates in ?; namely, we prove the inequality max{|A + A|, |AA|} ? |A|^4/3+c, where c is any number less than 5/9813. New lower bounds for sums of sets with small product set are found. We also obtain results on the additive and multiplicative energies; in particular, we improve a result of Balog and Wooley.     

On Generalized Derivations and Centralizers of Operator Algebras with Involution

Let B(H) be the algebra of all bounded linear operators on a complex Hilbert space H and A(H) ? B(H) be a standard operator algebra which is closed under the adjoint operation. Let F: A(H)→ B(H) be a linear mapping satisfying F(AA*A) = F(A)A*A + Ad(A*)A + AA*d(A) for all A ∈ A(H), where the associated linear mapping d: A(H) → B(H) satisfies the relation d(AA*A) = d(A)A*A + Ad(A*)A + AA*d(A) for all A ∈ A(H). Then F is of the form F(A) = SA ? AT for all A ∈ A(H) and some S, T ∈ B(H), that is, F is a generalized derivation. We also prove some results concerning centralizers on A(H) and semisimple H^*-algebras.     

The Number of <Emphasis Type="Italic">k</Emphasis>-Sumsets in an Abelian Group

Let G be an abelian group of order n. The sum of subsets A₁,...,A_k of G is defined as the collection of all sums of k elements from A₁,...,A_k; i.e., A₁ + A₂ + · · · + A_k = {a₁ + · · · + a_k | a₁ ∈ A₁,..., a_k ∈ A_k}. A subset representable as the sum of k subsets of G is a k-sumset. We consider the problem of the number of k-sumsets in an abelian group G. It is obvious that each subset A in G is a k-sumset since A is representable as A = A₁ + · · · + A_k, where A₁ = A and A₂ = · · · = A_k = {0}. Thus, the number of k-sumsets is equal to the number of all subsets of G. But, if we introduce a constraint on the size of the summands A₁,...,A_k then the number of k-sumsets becomes substantially smaller. A lower and upper asymptotic bounds of the number of k-sumsets in abelian groups are obtained provided that there exists a summand A_i such that |A_i| = n log^qn and |A₁ +· · ·+ A_i-1 + A_i+1 + · · ·+A_k| = n log^qn, where q = -1/8 and i ∈ {1,..., k}.     

Acute perturbation of Drazin inverse and oblique projectors

For an n×n complex matrix A with ind(A) = r; let A^D and A^π = I–AA^D be respectively the Drazin inverse and the eigenprojection corresponding to the eigenvalue 0 of A: For an n×n complex singular matrix B with ind(B) = s, it is said to be a stable perturbation of A, if I–(B^π–A^π)² is nonsingular, equivalently, if the matrix B satisfies the condition \(\mathcal{R}(B^s)\cap\mathcal{N}(A^r)=\left\{0\right\}\) and \(\mathcal{N}(B^s)\cap\mathcal{R}(A^r)=\left\{0\right\}\), introduced by Castro-González, Robles, and Vélez-Cerrada. In this paper, we call B an acute perturbation of A with respect to the Drazin inverse if the spectral radius ρ(B^π–A^π) < 1: We present a perturbation analysis and give suffcient and necessary conditions for a perturbation of a square matrix being acute with respect to the matrix Drazin inverse. Also, we generalize our perturbation analysis to oblique projectors. In our analysis, the spectral radius, instead of the usual spectral norm, is used. Our results include the previous results on the Drazin inverse and the group inverse as special cases and are consistent with the previous work on the spectral projections and the Moore-Penrose inverse.     

New bounds in Balog-Szemerédi-Gowers theorem

We prove, in particular, that every finite subset A of an abelian group with the additive energy κ|A|³ contains a set A′ such that |A′|?κ|A| and |A′ ? A′|?κ ^?4|A′|.     

A holomorphic characterization of compact sets in Banach spaces

An extension of Lempert’s result about non approximability by entire functions of analytic functions on some open subsets of ?_∞ is obtained for Banach spaces having a bounding non relatively compact set.We also prove that subsets A that are bounding for analytic functions defined in any of its neighborhoodswhose boundary lies at positive distance from A are relatively compact.     

Maximum number of sum-free colorings in finite abelian groups

An r-coloring of a subset A of a finite abelian group G is called sum-free if it does not induce a monochromatic Schur triple, i.e., a triple of elements a, b, c ∈ A with a + b = c. We investigate κ_r,G, the maximum number of sum-free r-colorings admitted by subsets of G, and our results show a close relationship between κ_r,G and largest sum-free sets of G.Given a sufficiently large abelian group G of type I, i.e., |G| has a prime divisor q with q ≡ 2 (mod 3). For r = 2, 3 we show that a subset A ? G achieves κ_r,G if and only if A is a largest sum-free set of G. For even order G the result extends to r = 4, 5, where the phenomenon persists only if G has a unique largest sum-free set. On the contrary, if the largest sum-free set in G is not unique, then A attains κ_r,G if and only if it is the union of two largest sum-free sets (in case r = 4) and the union of three (“independent”) largest sum-free sets (in case r = 5).Our approach relies on the so called container method and can be extended to larger r in case G is of even order and contains sufficiently many largest sum-free sets.     

Kirchberger-type theorems for separation by convex domains

We say that a convex set K in ? ^d strictly separates the set A from the set B if A ? int(K) and B ? cl K = ø. The well-known Theorem of Kirchberger states the following. If A and B are finite sets in ? ^d with the property that for every T ? A?B of cardinality at most d + 2, there is a half space strictly separating T ? A and T ? B, then there is a half space strictly separating A and B. In short, we say that the strict separation number of the family of half spaces in ? ^d is d + 2.In this note we investigate the problem of strict separation of two finite sets by the family of positive homothetic (resp., similar) copies of a closed, convex set. We prove Kirchberger-type theorems for the family of positive homothets of planar convex sets and for the family of homothets of certain polyhedral sets. Moreover, we provide examples that show that, for certain convex sets, the family of positive homothets (resp., the family of similar copies) has a large strict separation number, in some cases, infinity. Finally, we examine how our results translate to the setting of non-strict separation.     

Which self-maps appear as lattice anti-endomorphisms?

Let f : A → A be a self-map of the set A. We give a necessary and sufficient condition for the existence of a lattice structure (A, ∨, ∧) on A such that f becomes a lattice anti-endomorphism with respect to this structure.     

Positive Presentations of Families Relative to <Emphasis Type="Italic">e</Emphasis>-Oracles

We introduce the notion of A-numbering which generalizes the classical notion of numbering. All main attributes of classical numberings are carried over to the objects considered here. The problem is investigated of the existence of positive and decidable computable A-numberings for the natural families of sets e-reducible to a fixed set. We prove that, for every computable A-family containing an inclusion-greatest set, there also exists a positive computable A-numbering. Furthermore, for certain families we construct a decidable (and even single-valued) computable total A-numbering when A is a low set; we also consider a relativization containing all cases of total sets (this in fact corresponds to computability with a usual oracle).     

Density of characters of bounded <Emphasis Type="Italic">p</Emphasis>-adic analytic functions in the topological dual

Let K be an ultrametric complete algebraically closed field, let D be a disk {x ∈ K ‖x| < R} (with R in the set of absolute values of K) and let A be the Banach algebra of bounded analytic functions in D. The vector space generated by the set of characters of A is dense in the topological dual of A if and only if K is not spherically complete. Let H(D) be the Banach algebra of analytic elements in D. The vector space generated by the set of characters of H(D) is never dense in the topological dual of H(D).     

Inversion and subspaces of a finite field

Consider two F _q -subspaces A and B of a finite field, of the same size, and let A ^?1 denote the set of inverses of the nonzero elements of A. The author proved that A ^?1 can only be contained in A if either A is a subfield, or A is the set of trace zero elements in a quadratic extension of a field. Csajbók refined this to the following quantitative statement: if A ^?1 ? B, then the bound |A ^?1∩B| ≤ 2|B|/q ? 2 holds. He also gave examples showing that his bound is sharp for |B| ≤ q ³. Our main result is a proof of the stronger bound |A ^?1 ∩ B| ≤ |B|/q · (1 + O _d (q ^?1/2)), for |B| = q ^d with d > 3. We also classify all examples with |B| ≤ q ³ which attain equality or near-equality in Csajbók’s bound.     

The characterization of a class of quantum Markov semigroups and the associated operator-valued Dirichlet forms based on Hilbert <Emphasis Type="Italic">C</Emphasis>*-module <Emphasis Type="Italic">l</Emphasis><Subscript>2</Subscript>(<Emphasis Type="Italic">A</Emphasis>)

We characterize A-linear symmetric and contraction module operator semigroup{Tt}t∈R+L(l2(A)),where A is a finite-dimensional C-algebra,and L(l2(A))is the C-algebra of all adjointable module maps on l2(A).Next,we introduce the concept of operator-valued quadratic forms,and give a one to one correspondence between the set of non-positive definite self-adjoint regular module operators on l2(A)and the set of non-negative densely defined A-valued quadratic forms.In the end,we obtain that a real and strongly continuous symmetric semigroup{Tt}t∈R+L(l2(A))being Markovian if and only if the associated closed densely defined A-valued quadratic form is a Dirichlet form.     

Equations in finite fields with restricted solution sets. I (Character sums)

In earlier papers, for “large” (but otherwise unspecified) subsets A, B of Z _p and for h(x) ∈ Z _p [x], Gyarmati studied the solvability of the equations a + b = h(x), resp. ab = h(x) with a ∈ A, b ∈ B, x ∈ Z _p , and for large subsets A, B, C, D of Z _p Sárközy showed the solvability of the equations a + b = cd, resp. ab + 1 = cd with a ∈ A, b ∈ B, c ∈ C, d ∈ D. In this series of papers equations of this type will be studied in finite fields. In particular, in Part I of the series we will prove the necessary character sum estimates of independent interest some of which generalize earlier results.     

On Templeman averages and variation functions

Let S be a countable semigroup acting in a measure-preserving fashion (g ? T _g ) on a measure space (Ω, A, µ). For a finite subset A of S, let |A| denote its cardinality. Let (A _k ) _k=1 ^∞ be a sequence of subsets of S satisfying conditions related to those in the ergodic theorem for semi-group actions of A. A. Tempelman. For A-measureable functions f on the measure space (Ω, A, μ) we form for k ≥ 1 the Templeman averages \(\pi _k (f)(x) = \left| {A_k } \right|^{ - 1} \sum\nolimits_{g \in A_k } {T_g f(x)}\) and set V _q f(x) = (Σ _k≥1|π _k+1(f)(x) ? π _k (f)(x)|q)^1/q when q ∈ (1, 2]. We show that there exists C > 0 such that for all f in L ¹(Ω, A, µ) we have µ({x ∈ Ω: V _q f(x) > λ}) ≤ C(∫_Ω | f | dµ/λ). Finally, some concrete examples are constructed.     

Estimates for sums of moduli of blocks in trigonometric Fourier series

We consider the following two problems. Problem 1: what conditions on a sequence of finite subsets A _k ? ? and a sequence of functions λ _k : A _k → ? provide the existence of a number C such that any function f ∈ L ₁ satisfies the inequality ‖U _A,Λ(f)‖ _p ≤ C‖f‖₁ and what is the exact constant in this inequality? Here, \(U_{\mathcal{A},\Lambda } \left( f \right)\left( x \right) = \sum\nolimits_{k = 1}^\infty {\left| {\sum\nolimits_{m \in A_k } {\lambda _k \left( m \right)c_m \left( f \right)e^{imx} } } \right|}\) and c _m (f) are Fourier coefficients of the function f ∈ L ₁. Problem 2: what conditions on a sequence of finite subsets A _k ? ? guarantee that the function \(\sum\nolimits_{k = 1}^\infty {\left| {\sum\nolimits_{m \in A_k } {c_m \left( h \right)e^{imx} } } \right|}\) belongs to L _p for every function h of bounded variation?     

Symmetric function kernels and sweeping of measures

This is a potential theoretic study of balayage (sweeping) of a positive Radon measure ω on a locally compact (Hausdorff) space X onto a closed, or, more generally, a quasiclosed set A ? X (that is, a set which can be approximated in outer capacity by closed sets). The setting is that of potentials with respect to a suitable symmetric function kernel G: X × X → [0,+∞]. We consider energy capacity, not as a set function, but as a functional, acting on positive numerical functions on X. The finiteness of the upper capacity of the function 1 _A Gω is sufficient for the possibility of the sweeping in question (1 _A denoting the indicator function of A and Gω the G-potential of ω).     

Linear preservers of row-dense matrices

Let M_m,n be the set of all m × n real matrices. A matrix A ∈ M_m,n is said to be row-dense if there are no zeros between two nonzero entries for every row of this matrix. We find the structure of linear functions T: M_m,n → M_m,n that preserve or strongly preserve row-dense matrices, i.e., T(A) is row-dense whenever A is row-dense or T(A) is row-dense if and only if A is row-dense, respectively. Similarly, a matrix A ∈ M_n,m is called a column-dense matrix if every column of A is a column-dense vector. At the end, the structure of linear preservers (strong linear preservers) of column-dense matrices is found.     

Paranormal Elements in Normed Algebra

For a normed algebra A and natural numbers k we introduce and investigate the ∥ · ∥ closed classes P _k (A). We show that P₁(A) is a subset of P _k (A) for all k. If T in P₁(A), then Tⁿ lies in P₁(A) for all natural n. If A is unital, U, V ∈ A are such that ∥U∥ = ∥V∥ = 1, VU = I and T lies in P _k (A), then UTV lies in P _k (A) for all natural k. Let A be unital, then 1) if an element T in P₁(A) is right invertible, then any right inverse element T^?1 lies in P₁(A); 2) for ßßIßß = 1 the class P₁(A) consists of normaloid elements; 3) if the spectrum of an element T, T ∈ P₁(A) lies on the unit circle, then ∥TX∥ = ∥X∥ for all X ∈ A. If A = B(H), then the class P₁(A) coincides with the set of all paranormal operators on a Hilbert space H.     

Ultrafilter semigroups generated by direct sums

Let λ be an infinite cardinal and for every ordinal α<λ, let A _α be a set with a distinguished element 0 _α ∈A _α . The direct sum of sets A _α , α<λ, is the subset \(X=\bigoplus_{\alpha<\lambda}A_{\alpha}\) of the Cartesian product ∏_α<λ A _α consisting of all x with finite supp?(x)={α<λ:x(α)≠0 _α }. Endow X with a topology by taking as a neighborhood base at x∈X the subsets of the form {y∈X:y(α)=x(α) for all α<γ} where γ<λ. Let Ult?(X) denote the set of all nonprincipal ultrafilters on X converging to 0∈X. There is a natural partial semigroup operation on X which induces a semigroup operation on Ult?(X). We show that if direct sums X and Y are homeomorphic, then the semigroups Ult?(X) and Ult?(Y) are isomorphic.