A note on the acyclicity of the Koszul complex of a module

We prove the vanishing of the Koszul homology group H _μ(Kos(M)_μ), where μ is the minimal number of generators of M. We give a counterexample that the Koszul complex of a module is not always acyclic and show its relationship with the homology of commutative rings.     

Asymptotic Properties of Quasi-Maximum Likelihood Estimators for ARMA Models with Time-Dependent Coefficients

For about thirty years, time series models with time-dependent coefficients have sometimes been considered as an alternative to models with constant coefficients or non-linear models. Analysis based on models with time-dependent models has long suffered from the absence of an asymptotic theory except in very special cases. The purpose of this paper is to provide such a theory without using a locally stationary spectral representation and time rescaling. We consider autoregressive-moving average (ARMA) models with time-dependent coefficients and a heteroscedastic innovation process. The coefficients and the innovation variance are deterministic functions of time which depend on a finite number of parameters. These parameters are estimated by maximising the Gaussian likelihood function. Deriving conditions for consistency and asymptotic normality and obtaining the asymptotic covariance matrix are done using some assumptions on the functions of time in order to attenuate non-stationarity, mild assumptions for the distribution of the innovations, and also a kind of mixing condition. Theorems from the theory of martingales and mixtingales are used. Some simulation results are given and both theoretical and practical examples are treated. Received 2004; Final version 23 December 2004     

Corrigendum to the paper ``Adjoining an Order Unit to a Matrix Ordered Space'

An error has been detected (and also corrected) in Theorem 2.8 of the paper entitled “Adjoining an Order Unit to a Matrix Ordered Space” (Positivity, (2005)9: 207–223; DOI ). Accordingly, some of the results of the paper have been modified. Also, a notion of C*-matricially, Riesz normed spaces has been introduced.     

Two-Dimensional Coulomb Systems on a Surface of Constant Negative Curvature

We study the equilibrium statistical mechanics of classical two-dimensional Coulomb systems living on a pseudosphere (an infinite surface of constant negative curvature). The Coulomb potential created by one point charge exists and goes to zero at infinity. The pressure can be expanded as a series in integer powers of the density (the virial expansion). The correlation functions have a thermodynamic limit, and remarkably that limit is the same one for the Coulomb interaction and some other interaction law. However, special care is needed for defining a thermodynamic limit of the free energy density. There are sum rules expressing the property of perfect screening. These generic properties can be checked on the Debye–Hückel approximation, and on two exactly solvable models, the one-component plasma and the two-component plasma, at some special temperature.     

Designing a majorization scheme for the recourse function in two-stage stochastic linear programming

We discuss issues pertaining to the domination from above of the second-stage recourse function of a stochastic linear program and we present a scheme to majorize this function using a simpler sublinear function. This majorization is constructed using special geometrical attributes of the recourse function. The result is a proper, simplicial function with a simple characterization which is well-suited for calculations of its expectation as required in the computation of stochastic programs. Experiments indicate that the majorizing function is well-behaved and stable.     

On a diophantine problem of P. Erdös

Research supported in part by Grant 4055 from the Hungarian National Foundation for Scientific Research and by Kereskedelmi és Hitelbank Rt. Universitas Foundation.     

Critical thickness and stress relaxation in YBaCuO (123) strained epitaxial layers and YBaCuO based strained superlattices

An energy model has been used to calculate the critical thickness h _c of YBaCuO thin films and YBaCuO based superlattices within an isotropic or anisotropic approximation. The critical thickness of single layers calculated from the anisotropic model (16 nm) is in good agreement with the previously published experimental values which are spread out from 4 to 20 nm. In the case of superlattices, relaxation appears to be governed by the critical thickness of the elementary sub-layers and is then better evaluated through the calculation performed for YBaCuO single layers. XRD measurements on YBa₂Cu₃O₇/PrBa₂Cu_3?xGa_xO₇ superlattices grown on {100{ SrTiO₃ have evidenced a tetragonal stress in the YBaCuO ab plane which remains expanded when the YBaCuO elementary layer thickness is lower than 4.8 nm (4 YBaCuO cells). However the critical temperature of the shortest period superlattices is only slightly affected by this expanded stress in contrast to the effect of an elastic stress externally applied along the ab plane of YBaCuO thin films.     

The extended loop group: An infinite dimensional manifold associated with the loop space

A set of coordinates in the non-parametric loop-space is introduced. We show that these coordinates transform under infinite dimensional linear representations of the diffeomorphism group. An extension of the group of loops in terms of these objects is proposed. The enlarged group behaves locally as an infinite dimensional Lie group. Ordinary loops form a subgroup of this group. The algebraic properties of this new mathematical structure are analyzed in detail. Applications of the formalism to field theory, quantum gravity and knot theory are considered.