On effective σ‐boundedness and σ‐compactness

We prove several dichotomy theorems which extend some known results on σ‐bounded and σ‐compact pointsets. In particular we show that, given a finite number of $\Delta ^{1}_{1}$ equivalence relations $\mathrel {\mathsf {F}}_1,\dots ,\mathrel {\mathsf {F}}_n$, any $\Sigma ^{1}_{1}$ set A of the Baire space either is covered by compact $\Delta ^{1}_{1}$ sets and lightface $\Delta ^{1}_{1}$ equivalence classes of the relations $\mathrel {\mathsf {F}}_i$, or A contains a superperfect subset which is pairwise $\mathrel {\mathsf {F}}_i$‐inequivalent for all i = 1, …, n. Further generalizations to $\Sigma ^{1}_{2}$ sets A are obtained.     

On a conjectured inequality of Gautschi and Leopardi for Jacobi polynomials

Motivated by work on positive cubature formulae over the spherical surface, Gautschi and Leopardi conjectured that the inequality holds for α,β > − 1 and n ≥ 1, θ ∈ (0, π), where are the Jacobi polynomials of degree n and parameters (α, β). We settle this conjecture in the special cases where .      

Stationary points of O’Hara’s knot energies

In this article we study the regularity of stationary points of the knot energies E ^(α) introduced by O’Hara (Topology 30(2):241–247, 1991; Topol Appl 48(2):147–161, 1992; Topol Appl 56(1):45–61, 1994) in the range ${\alpha\in(2,3)}$ . In a first step we prove that E ^(α) is C ¹ on the set of all regular embedded curves belonging to ${{H^{(\alpha+1)/2,2}(\mathbb {R}{/}\mathbb {Z}, \mathbb {R}^n)}}$ and calculate its derivative. After that we use the structure of the Euler-Lagrange equation to study the regularity of stationary points of E ^(α) plus a positive multiple of the length. We show that stationary points of finite energy are of class C ^∞—so especially all local minimizers of E ^(α) among curves with fixed length are smooth.     

Exact simulation of final, minimal and maximal values of Brownian motion and jump-diffusions with applications to option pricing

We introduce a method for generating (W_x,T^(m,s),m_x,T^(m,s),M_x,T^(m,s))(W_{x,T}^{(\mu,\sigma)},m_{x,T}^{(\mu,\sigma)},M_{x,T}^{(\mu,\sigma)}) , where W_x,T^(m,s)W_{x,T}^{(\mu,\sigma)} denotes the final value of a Brownian motion starting in x with drift μ and volatility σ at some final time T, m_x,T^(m,s) = inf_{0 ￡ t ￡ T}W_x,t^(m,s)m_{x,T}^{(\mu,\sigma)} = {\rm inf}_{0\leq t \leq T}W_{x,t}^{(\mu,\sigma)} and M_x,T^(m,s) = sup_{0 ￡ t ￡ T} W_x,t^(m,s)M_{x,T}^{(\mu,\sigma)} = {\rm sup}_{0\leq t \leq T} W_{x,t}^{(\mu,\sigma)} . By using the trivariate distribution of (W_x,T^(m,s),m_x,T^(m,s),M_x,T^(m,s))(W_{x,T}^{(\mu,\sigma)},m_{x,T}^{(\mu,\sigma)},M_{x,T}^{(\mu,\sigma)}) , we obtain a fast method which is unaffected by the well-known random walk approximation errors. The method is extended to jump-diffusion models. As sample applications we include Monte Carlo pricing methods for European double barrier knock-out calls with continuous reset conditions under both models. The proposed methods feature simple importance sampling techniques for variance reduction.     

De Morgan Heyting algebras satisfying the identity xn(′*) ≈ x(n+1)(′*)

In this paper we investigate the sequence of subvarieties $ {\mathcal {SDH}_n} $of De Morgan Heyting algebras characterized by the identity x^n(′*) ≈ x^(n+1)(′*). We obtain necessary and sufficient conditions for a De Morgan Heyting algebra to be in $ {\mathcal {SDH}_1} $ by means of its space of prime filters, and we characterize subdirectly irreducible and simple algebras in $ {\mathcal {SDH}_1} $. We extend these results for finite algebras in the general case $ {\mathcal {SDH}_n} $. © 2011 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim     

Micro-Local Analysis with Fourier Lebesgue Spaces. Part?I

Let ω,ω ₀ be appropriate weight functions and q∈[1,∞]. We introduce the wave-front set, WF_FL^q(w)(f)\mathrm{WF}_{\mathcal{F}L^{q}_{(\omega)}}(f) of f ? S￠f\in \mathcal{S}' with respect to weighted Fourier Lebesgue space FL^q_(w)\mathcal{F}L^{q}_{(\omega )}. We prove that usual mapping properties for pseudo-differential operators Op (a) with symbols a in S^(w₀)_r,0S^{(\omega _{0})}_{\rho ,0} hold for such wave-front sets. Especially we prove that

Compact and Loeb Hausdorff spaces in \documentclass{article}\usepackage{amssymb}\begin{document}\pagestyle{empty}$\mathsf {ZF}$\end{document} and the axiom of choice for families of finite sets

Given a set X, $\mathsf {AC}^{\mathrm{fin}(X)}$ denotes the statement: “$[X]^{<\omega }\backslash \lbrace \varnothing \rbrace$ has a choice set” and $\mathcal {C}_\mathrm{R}\big (\mathbf {2}^{X}\big )$ denotes the family of all closed subsets of the topological space $\mathbf {2}^{X}$ whose definition depends on a finite subset of X. We study the interrelations between the statements $\mathsf {AC}^{\mathrm{fin}(X)},$ $\mathsf {AC}^{\mathrm{fin}([X]^{<\omega })},$ $\mathsf {AC}^{\mathrm{fin} (F_{n}(X,2))},$ $\mathsf {AC}^{\mathrm{fin}(\mathcal {\wp }(X))}$ and “$\mathcal {C}_\mathrm{R}\big (\mathbf {2}^{X}\big )\backslash \lbrace \varnothing \rbrace$has a choice set”. We show:

• (i) $\mathsf {AC}^{\mathrm{fin}(X)}$ iff $\mathsf {AC}^{\mathrm{fin}([X]^{<\omega } )}$ iff $\mathcal {C}_\mathrm{R}\big (\mathbf {2}^{X}\big )\backslash \lbrace \varnothing \rbrace$ has a choice set iff $\mathsf {AC}^{\mathrm{fin}(F_{n}(X,2))}$.
• (ii) $\mathsf {AC}_{\mathrm{fin}}$ ($\mathsf {AC}$ restricted to families of finite sets) iff for every set X, $\mathcal {C}_\mathrm{R}\big (\mathbf {2}^{X}\big )\backslash \lbrace \varnothing \rbrace$ has a choice set.
• (iii) $\mathsf {AC}_{\mathrm{fin}}$ does not imply “$\mathcal {K}\big (\mathbf {2}^{X}\big )\backslash \lbrace \varnothing \rbrace$ has a choice set($\mathcal {K}(\mathbf {X})$ is the family of all closed subsets of the space $\mathbf {X}$)
• (iv) $\mathcal {K}(\mathbf {2}^{X})\backslash \lbrace \varnothing \rbrace$ implies $\mathsf {AC}^{\mathrm{fin}(\mathcal {\wp }(X))}$ but $\mathsf {AC}^{\mathrm{fin}(X)}$ does not imply $\mathsf {AC}^{\mathrm{fin}(\mathcal {\wp }(X))}$.

We also show that “For every setX, “$\mathcal {K}\big (\mathbf {2}^{X}\big )\backslash \lbrace \varnothing \rbrace$has a choice set” iff “for every setX, $\mathcal {K}\big (\mathbf {[0,1]}^{X}\big )\backslash \lbrace \varnothing \rbrace$has a choice set” iff “for every product$\mathbf {X}$of finite discrete spaces,$\mathcal {K}(\mathbf {X})\backslash \lbrace \varnothing \rbrace$ has a choice set”.     

Decay of mass for nonlinear equation with fractional Laplacian

The large time behavior of non-negative solutions to the reaction–diffusion equation ?_t u=-(-D)^a/2u - u^p{\partial_t u=-(-\Delta)^{\alpha/2}u - u^p}, ${(\alpha\in(0,2], \;p > 1)}${(\alpha\in(0,2], \;p > 1)} posed on \mathbbR^N{\mathbb{R}^N} and supplemented with an integrable initial condition is studied. We show that the anomalous diffusion term determines the large time asymptotics for p > 1 + α/N, while nonlinear effects win if p ≤ 1 + α/N.     

A Generalized Radon Transform on the Plane

A new generalized Radon transform R _α, β on the plane for functions even in each variable is defined which has natural connections with the bivariate Hankel transform, the generalized biaxially symmetric potential operator Δ _α, β , and the Jacobi polynomials P_k^(b, a)(t)P_{k}^{(\beta,\,\alpha)}(t). The transform R _α, β and its dual R_a, b^*R_{\alpha,\,\beta}^{\ast} are studied in a systematic way, and in particular, the generalized Fuglede formula and some inversion formulas for R _α, β for functions in L_a, b^p(\mathbbR²₊)L_{\alpha,\,\beta}^{p}(\mathbb{R}^{2}_{+}) are obtained in terms of the bivariate Hankel–Riesz potential. Moreover, the transform R _α, β is used to represent the solutions of the partial differential equations Lu:=?_j=1^ma_jD_a, b^ju=fLu:=\sum_{j=1}^{m}a_{j}\Delta_{\alpha,\,\beta}^{j}u=f with constant coefficients a _j and the Cauchy problem for the generalized wave equation associated with the operator Δ _α, β . Another application is that, by an invariant property of R _α, β , a new product formula for the Jacobi polynomials of the type P_k^(b, a)(s)C_2k^a+b+1(t)=còòP_k^(b, a)P_{k}^{(\beta,\,\alpha)}(s)C_{2k}^{\alpha+\beta+1}(t)=c\int\!\!\int P_{k}^{(\beta,\,\alpha)} is obtained.     

Grandes valeurs du nombre de factorisations d’un entier en produit ordonné de facteurs premiers

Among various functions used to count the factorizations of an integer n, we consider here the number of ways of writing n as an ordered product of primes, which, if , is equal to the multinomial coefficient . The function P(s)=∑ _{p prime} p ^−s , sometimes called the prime zeta function, plays an important role in the study of the function h. We denote by λ=1.399433… the real number defined by P(λ)=1. The mean value of the function h satisfies . In this paper, we study how large h(n) can be. We prove that there exists a constant C ₁>0 such that, for all n≥3, holds. We also prove that there exists a constant C ₂ such that, for all n≥3, there exists m≤n satisfying . Let us call h-champion an integer N such that M<N implies h(M)<h(N). S. Ramanujan has called highly composite a τ-champion number, where τ(n)=∑ _d∣n 1 is the number of divisors of n. We give several results about the number of prime factors of an h-champion number N, about the exponents in the standard factorization into primes of such an N and about the number Q(X) of h-champion numbers N≤X. At the end of the paper, several open problems are listed. Recherche partiellement financée par le CNRS, Institut Camille Jordan, UMR 5208 et par l’action de coopération franco-algérienne 01 MDU 514, Arithmétique, Géométrie Algébrique et Applications.     

Decay of mass for nonlinear equation with fractional Laplacian

The large time behavior of non-negative solutions to the reaction–diffusion equation ${\partial_t u=-(-\Delta)^{\alpha/2}u - u^p}$ , ${(\alpha\in(0,2], \;p > 1)}$ posed on ${\mathbb{R}^N}$ and supplemented with an integrable initial condition is studied. We show that the anomalous diffusion term determines the large time asymptotics for p > 1 + α/N, while nonlinear effects win if p ≤ 1 + α/N.     

Schur–Weyl Theory for C*‐algebras

To each irreducible infinite dimensional representation $(\pi ,\mathcal {H})$ of a C*‐algebra $\mathcal {A}$, we associate a collection of irreducible norm‐continuous unitary representations $\pi _{\lambda }^\mathcal {A}$ of its unitary group ${\rm U}(\mathcal {A})$, whose equivalence classes are parameterized by highest weights in the same way as the irreducible bounded unitary representations of the group ${\rm U}_\infty (\mathcal {H}) = {\rm U}(\mathcal {H}) \cap (\mathbf {1} + K(\mathcal {H}))$ are. These are precisely the representations arising in the decomposition of the tensor products $\mathcal {H}^{\otimes n} \otimes (\mathcal {H}^*)^{\otimes m}$ under ${\rm U}(\mathcal {A})$. We show that these representations can be realized by sections of holomorphic line bundles over homogeneous Kähler manifolds on which ${\rm U}(\mathcal {A})$ acts transitively and that the corresponding norm‐closed momentum sets $I_{\pi _\lambda ^\mathcal {A}}^{\bf n} \subseteq {\mathfrak u}(\mathcal {A})^{\prime }$ distinguish inequivalent representations of this type.     

The Root Operator on Finite Zero Based Invariant Subspaces of the Weighted Bergman Space

For a nonnegative integer α, we study and compute the root functions ${R_{\alpha}^{I}(z, w) = (1-\overline{w}z)^{2+\alpha}K_{\alpha}^{I}(z, w)}$ of finite zero based invariant subspaces I of the weighted Bergman space ${A_{\alpha}^{2}}$ , where ${K_{\alpha}^{I}}$ is the reproducing kernel of I. Furthermore, we estimate ranks of the corresponding root operators.     

On the representation theory of Möbius groups inR n*

We will solve several fundamental problems of Möbius groupsM(R ⁿ) which have been matters of interest such as the conjugate classification, the establishment of a standard form without finding the fixed points and a simple discrimination method. Let \(g = \left[ {\begin{array}{*{20}c} a &; b \\ c &; d \\ \end{array} } \right]\) be a Clifford matrix of dimensionn, c ≠ 0. We give a complete conjugate classification and prove the following necessary and sufficient conditions:g is f.p.f. (fixed points free) iff \(g \sim \left[ {\begin{array}{*{20}c} \alpha &; 0 \\ c &; {\alpha '} \\ \end{array} } \right]\) , |α|<1 and |E?AE ¹| ≠ 0;g is elliptic iff \(g \sim \left[ {\begin{array}{*{20}c} \alpha &; \beta \\ c &; {\alpha '} \\ \end{array} } \right]\) , |α| <1 and |E?AE ¹|=0;g is parabolic iff \(g \sim \left[ {\begin{array}{*{20}c} \alpha &; 0 \\ c &; {\alpha '} \\ \end{array} } \right]\) , |α|=1; andg is loxodromic iff \(g \sim \left[ {\begin{array}{*{20}c} \alpha &; \beta \\ c &; {\alpha '} \\ \end{array} } \right]\) , |α| >1 or rank (E?AE ¹) ≠ rank (E?AE ¹,ac ^?1+c ^?1 d), where α is represented by the solutions of certain linear algebraic equations and satisfies $\left| {c^{ - 1} \alpha '} \right| = \left| {\left( {E - AE^1 } \right)^{ - 1} \left( {\alpha c^{ - 1} + c^{ - 1} \alpha '} \right)} \right|.$      

Approximation by M. Riesz Kernels in L p for p<1

Let α > 0. We consider the linear span $\mathfrak{X}_\alpha \left( {\mathbb{R}^n } \right)$ of scalar Riesz's kernels $\left\{ {\tfrac{1}{{\left| {x - a} \right|^\alpha }}} \right\}_{a \in \mathbb{R}^n }$ and the linear span $\mathfrak{Y}_\alpha \left( {\mathbb{R}^n } \right)$ of vector Riesz's kernels $\left\{ {\tfrac{1}{{\left| {x - a} \right|^{\alpha + 1} }}\left( {x - a} \right)} \right\}_{a \in \mathbb{R}^n }$ . We study the following problems. (1) When is the intersection $\mathfrak{X}_\alpha \left( {\mathbb{R}^n } \right) \cap L^p \left( {\mathbb{R}^n } \right)$ dense in L^p(?ⁿ)? (2) When is the intersection $\mathfrak{Y}_\alpha \left( {\mathbb{R}^n } \right) \cap L^p \left( {\mathbb{R}^n ,\mathbb{R}^n } \right)$ dense in L^p(?ⁿ, ?ⁿ)? Bibliography: 15 titles.     

Positive solutions for mixed problems of singular fractional differential equations

We investigate the existence of positive solutions to the singular fractional boundary value problem: $^c\hspace{-1.0pt}D^{\alpha }u +f(t,u,u^{\prime },^c\hspace{-2.0pt}D^{\mu }u)=0$, u′(0) = 0, u(1) = 0, where 1 < α < 2, 0 < μ < 1, f is a L^q‐Carathéodory function, $q > \frac{1}{\alpha -1}$, and f(t, x, y, z) may be singular at the value 0 of its space variables x, y, z. Here $^c \hspace{-1.0pt}D$ stands for the Caputo fractional derivative. The results are based on combining regularization and sequential techniques with a fixed point theorem on cones.     

The dimension of the kernel in an intersection of starshaped sets

We establish the following Helly-type theorem: Let ${\cal K}$ be a family of compact sets in $\mathbb{R}^d$. If every d + 1 (not necessarily distinct) members of ${\cal K}$ intersect in a starshaped set whose kernel contains a translate of set A, then $\cap \{ K : K\; \hbox{in}\; {\cal K} \}$ also is a starshaped set whose kernel contains a translate of A. An analogous result holds when ${\cal K}$ is a finite family of closed sets in $\mathbb{R}^d$. Moreover, we have the following planar result: Define function f on $\{0, 1, 2\}$ by f(0) = f(2) = 3, f(1) = 4. Let ${\cal K}$ be a finite family of closed sets in the plane. For k = 0, 1, 2, if every f(k) (not necessarily distinct) members of ${\cal K}$ intersect in a starshaped set whose kernel has dimension at least k, then $\cap \{K : K\; \hbox{in}\; {\cal K}\}$ also is a starshaped set whose kernel has dimension at least k. The number f(k) is best in each case.Received: 4 June 2002     

Modified Dyadic Integral and Fractional Derivative on ℝ+

For functions from the Lebesgue space L(?₊), we introduce the modified strong dyadic integral J _α and the fractional derivative D ^(α) of order α > 0. We establish criteria for their existence for a given function f ∈ L(?₊). We find a countable set of eigenfunctions of the operators D ^(α) and J _α, α > 0. We also prove the relations D ^(α)(J _α(f)) = f and J _α(D ^(α)(f)) = f under the condition that $\smallint _{\mathbb{R}_ + } f(x)dx = 0$ . We show the unboundedness of the linear operator $J_\alpha :L_{J_{_\alpha } } \to L(\mathbb{R}_ + )$ , where L _{J α} is its natural domain of definition. A similar assertion is proved for the operator $D^{(\alpha )} :L_{D^{(\alpha )} } \to L(\mathbb{R}_ + )$ . Moreover, for a function f ∈ L(?₊) and a given point x ∈ ?₊, we introduce the modified dyadic derivative d ^(α)(f)(x) and the modified dyadic integral j _α(f)(x). We prove the relations d ^(α)(J _α(f))(x) = f(x) and j _α(D ^(α)(f)) = f(x) at each dyadic Lebesgue point of the function f.