Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling

We study joint efficient estimation of two parameters dominating either the inverse-Gaussian or gamma subordinator, based on discrete observations sampled at satisfying as . Under the condition that as we have two kinds of optimal rates, and . Moreover, as in estimation of diffusion coefficient of a Wiener process the -consistent component of the estimator is effectively workable even when T _n does not tend to infinity. Simulation experiments are given under several h _n ’s behaviors.     

An Inertial Proximal Algorithm with Dry Friction: Finite Convergence Results

Let H be a Hilbert space and A, B: H ⇉ H two maximal monotone operators. In this paper, we investigate the properties of the following proximal type algorithm:

Counting Special Families of Labelled Trees

A labelled tree rooted at its least labelled vertex is Least-Child-Being-Monk if it has the property that the least labelled child of 0 is a leaf. One of our main results is that the number of Least-Child-Being-Monk trees labelled on {0, 1, 2,... ,n + 1} is equal to nⁿ. More generally, let be the set of labelled trees on {0,1,2,..., n + 1}, such that the total number of descendants of the least labelled child of 0 is p. We prove that the cardinality of is equal to Furthermore, a labelled tree rooted at its least labelled vertex is Hereditarily-Least-Single if it has the property that every least child in this tree is a leaf. Let the number of Hereditarily-Least-Single trees with n vertices be h_n. We find a functional equation for the generating function of h(n) and derive a recurrence that will quickly compute h(n). Received November 13, 2004     

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.     

Homotopy Categories for Simply Connected Torsion Spaces

For each n > 1 and each multiplicative closed set of integers S, we study closed model category structures on the pointed category of topological spaces, where the classes of weak equivalences are classes of maps inducing isomorphism on homotopy groups with coefficients in determined torsion abelian groups, in degrees higher than or equal to n. We take coefficients either on all the cyclic groups with s ∈ S, or in the abelian group where is the group of fractions of the form with s ∈ S. In the first case, for n > 1 the localized category is equivalent to the ordinary homotopy category of (n − 1)-connected CW-complexes whose homotopy groups are S-torsion. In the second case, for n > 1 we obtain that the localized category is equivalent to the ordinary homotopy category of (n − 1)-connected CW-complexes whose homotopy groups are S-torsion and the nth homotopy group is divisible. These equivalences of categories are given by colocalizations , obtained by cofibrant approximations on the model structures. These colocalization maps have nice universal properties. For instance, the map is final (in the homotopy category) among all the maps of the form Y → X with Y an (n − 1)-connected CW-complex whose homotopy groups are S-torsion and its nth homotopy group is divisible. The spaces , are constructed using the cones of Moore spaces of the form M(T, k), where T is a coefficient group of the corresponding structure of models, and homotopy colimits indexed by a suitable ordinal. If S is generated by a set P of primes and S ^p is generated by a prime p ∈ P one has that for n > 1 the category is equivalent to the product category . If the multiplicative system S is generated by a finite set of primes, then localized category is equivalent to the homotopy category of n-connected Ext-S-complete CW-complexes and a similar result is obtained for .     

Optimal methods for the approximate calculation of functional on classesW r L ∞

Пусть T_n(f)={L₁(f), ..., L_n(f)} — набор линейных функционал ов, заданных на простран стве \(C_{(r - 1)} (\parallel f\parallel _{C_{(r - 1)} } = \mathop {\max }\limits_{0 \leqq i \leqq r - 1} \parallel f^{(i)} \parallel _C );A_{n,r}\) — множество всех так их наборов функцио налов; С_{2n, 2} — множество всех н аборов из 2n функциона лов вида $$T_{2n} (f) = \{ f(x_1 ), \ldots ,f(x_n ),f'(x_1 ), \ldots ,f'(x_n )\}$$ и s: Е_n→Е₁. Доказано, что е слиW _∞ ^r множество всех 2π-периодических функ цийfεW∞0, 2π_r, то приr=1,2,3,... ирε(1, ∞) и $$\begin{gathered} \mathop {\inf }\limits_{T_{2n} \in A_{2n,r} } \parallel \mathop {\inf }\limits_s \mathop {\sup }\limits_{f \in W_\infty ^r } |f( \cdot ) - s(T_{2n} ,f, \cdot )|\parallel _p = \parallel \varphi _{n,r} \parallel _p \hfill \\ \mathop {\inf }\limits_{T_{2n} \in C_{2n,2} } \parallel \mathop {\inf }\limits_s \mathop {\sup }\limits_{f \in W_\infty ^r } |f( \cdot ) - s(T_{2n} ,f, \cdot )|\parallel _p = \parallel \parallel \varphi _{n,r} \parallel _\infty - \varphi _{n,r} \parallel _p , \hfill \\ \end{gathered}$$ где ?_n,r —r-й периодичес кий интеграл, в средне м равный нулю на периоде, от фун кции ?_n, 0t=sign sinnt. При этом указан ы оптимальные методы приближенного вычис ления.     

Convergence of the Iterated Aluthge Transform Sequence for Diagonalizable Matrices II: λ-Aluthge Transform

Let λ ∈ (0, 1) and let T be a r × r complex matrix with polar decomposition T = U|T|. Then the λ-Aluthge transform is defined by

Immersions of spheres and algebraically constructible functions

Let Λ be an algebraic set and let (n is even) be a polynomial mapping such that for each there is r(λ) > 0 such that the mapping g _λ  =  g(· , λ) restricted to the sphere S ⁿ (r) is an immersion for every 0  <  r  <  r (λ), so that the intersection number I(g _λ|S ⁿ (r)) is defined. Then is an algebraically constructible function. I. Karolkiewicz and A. Nowel supported by the grant BW/5100-5-0286-7.     

Upper Triangular Operator Matrices, SVEP and Browder, Weyl Theorems

A Banach space operator T ∈ B(χ) is polaroid if points λ ∈ iso σ(T) are poles of the resolvent of T. Let denote, respectively, the approximate point, the Weyl, the Weyl essential approximate, the upper semi–Fredholm and lower semi–Fredholm spectrum of T. For A, B and C ∈ B(χ), let M _C denote the operator matrix . If A is polaroid on , M ₀ satisfies Weyl’s theorem, and A and B satisfy either of the hypotheses (i) A has SVEP at points and B has SVEP at points , or, (ii) both A and A* have SVEP at points , or, (iii) A^* has SVEP at points and B ^* has SVEP at points , then . Here the hypothesis that λ ∈ π₀(M _C ) are poles of the resolvent of A can not be replaced by the hypothesis are poles of the resolvent of A. For an operator , let . We prove that if A* and B* have SVEP, A is polaroid on π ^a ₀(M _C) and B is polaroid on π ^a ₀(B), then .      

On Characterizations of Rigid Graphs in the Plane Using Spanning Trees

We study characterizations of generic rigid graphs and generic circuits in the plane using only few decompositions into spanning trees. Generic rigid graphs in the plane can be characterized by spanning tree decompositions [5,6]. A graph G with n vertices and 2n − 3 edges is generic rigid in the plane if and only if doubling any edge results in a graph which is the union of two spanning trees. This requires 2n − 3 decompositions into spanning trees. We show that n − 2 decompositions suffice: only edges of G − T can be doubled where T is a spanning tree of G. A recent result on tensegrity frameworks by Recski [7] implies a characterization of generic circuits in the plane. A graph G with n vertices and 2n − 2 edges is a generic circuit in the plane if and only if replacing any edge of G by any (possibly new) edge results in a graph which is the union of two spanning trees. This requires decompositions into spanning trees. We show that 2n − 2 decompositions suffice. Let be any circular order of edges of G (i.e. ). The graph G is a generic circuit in the plane if and only if is the union of two spanning trees for any . Furthermore, we show that only n decompositions into spanning trees suffice.     

On automorphisms of split metacyclic groups

Let D(m, n; k) be the semi-direct product of two finite cyclic groups and , where the action is given by yxy ⁻¹  =  x ^k . In particular, this includes the dihedral groups D _2m . We calculate the automorphism group Aut (D(m, n; k)).     

Weyl Spectrum of Class A(n) and n-Paranormal Operators

Let n be a positive integer, an operator T belongs to class A(n) if , which is a generalization of class A and a subclass of n-paranormal operators, i.e., for unit vector x. It is showed that if T is a class A(n) or n-paranormal operator, then the spectral mapping theorem on Weyl spectrum of T holds. If T belongs to class A(n), then the nonzero points of its point spectrum and joint point spectrum are identical, the nonzero points of its approximate point spectrum and joint approximate point spectrum are identical. This work is supported by the Innovation Foundation of Beihang University (BUAA) for PhD Graduate, National Natural Science Fund of China (10771011) and National Key Basic Research Project of China Grant No. 2005CB321902.     

On Rank Functions of Lattices

Let be a lattice of finite height. The correspondence between closure operators and ∧-subsemilattices is well known. Here we investigate what type of number-valued function is induces a ∧-subsemilattice ; and if so, what kind of . Conversely, what type of function is induced by what type of (or cl). Several results known for matroids, greedoids, or semimodular lattices are generalized.     

Dedekind–MacNeille Completion of n-ordered Sets

A completion of an n-ordered set is defined, by analogy with the case of posets (2-ordered sets), as a pair , where Q is a complete n-lattice and is an n-order embedding. The Basic Theorem of Polyadic Concept Analysis is exploited to construct a completion of an arbitrary n-ordered set. The completion reduces to the Dedekind–MacNeille completion in the dyadic case, the case of posets. A characterization theorem is provided, analogous to the well-known dyadic one, for the case of joined n-ordered sets. The condition of joinedness is trivial in the dyadic case and, therefore, this characterization theorem generalizes the uniqueness theorem for the Dedekind–MacNeille completion of an arbitrary poset.      

Dy namic of Abelia n Subgroups of GL( n, $$\mathbb{C}$$): A Structure Theorem

In this paper, we characterize the dynamic of every Abelian subgroups of , or . We show that there exists a -invariant, dense open set U in saturated by minimal orbits with a union of at most n -invariant vector subspaces of of dimension n−1 or n−2 over . As a consequence, has height at most n and in particular it admits a minimal set in . This work is supported by the research unit: systèmes dynamiques et combinatoire: 99UR15-15     

Minimizing total completion time for UET tasks with release time and outtree precedence constraints

Brucker et al. (Math Methods Oper Res 56: 407–412, 2003) have given an O(n ²)-time algorithm for the problems , outtree and , outtree . In this note, we show that their algorithm admits an O(n log n)-time implementation.     

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 the Admissibility-Type Conditions for the Exponential Dichotomy of C 0-Semigroups

In the present paper we obtain a sufficient condition for the exponential dichotomy of a strongly continuous, one-parameter semigroup , in terms of the admissibility of the pair . It is already known the equivalence between the -admissibility condition and and the hyperbolicity of a C ₀-semigroup , when we assume a priori that the kernel of the dichotomic projector (denoted here by X ₂) is T(t)-invariant and is an invertible operator. We succeed to prove in this paper that the admissibility of the pair still implies the existence of an exponential dichotomy for a C ₀-semigroup even in the general case where the kernel of the dichotomic projector, X ₂, is not assumed to be T(t)-invariant.