A tale of two conformally invariant metrics

The Harnack metric is a conformally invariant metric defined in quite general domains that coincides with the hyperbolic metric in the disk. We prove that the Harnack distance is never greater than the hyperbolic distance and if the two distances agree for one pair of distinct points, then either the domain is simply connected or it is conformally equivalent to the punctured disk.     

一类拟线性椭圆型方程在各向异性Соболев空间中非平凡解的存在性

本文借助没有P.S.条件的广义越山引理证明了一类拟线性椭圆型方程在各向异性空间中的非平凡解的存在性。     

Generalised acyclic edge colourings of graphs with large girth

The r-acyclic edge chromatic number of a graph G is the minimum number of colours required to colour the edges of G in such a way that adjacent edges receive different colours and every cycle C receives at least min{|C|,r} colours. We prove that for any integer r?4, the r-acyclic edge chromatic number of any graph G with maximum degree Δ and with girth at least 3(r-1)Δ is at most 6(r-1)Δ.     

Riemann引理的若干证法和推广

本文首先给出了Ｒｉｅｍａｎｎ引理及其三种证法；然后通过直接方法、变量替换方法和多项式逼近的方法分别进行了证明．最后给出了Ｒｉｅｍａｎｎ引理的推广及其证明。     

Existence of closed-loop policies for constrained discrete-time linear systems with bounded disturbances

We consider discrete-time linear systems with constraints on both control and state variables and bounded disturbances. We exhibit a closed-form expression of the necessary and sufficient conditions for existence of closed-loop policy. These conditions are linear constraints on the initial state and the bounds on the disturbances, control variables and state variables. A simple illustrative example is presented.     

Dynamic spanning without probabilities

The paper presents a non-probabilistic approach to continuous-time trading where, in analogy to the binomial option-pricing model, terminal payoffs resulting from a given trading strategy are meaningful ‘state-by-state’, i.e., path-by-path. In particular, we obtain results of the form: “If a certain trading strategy is applied and if the realized price trajectory satisfies a certain analytical property, then the terminal payoff is.…” This way, derivation of the Black and Scholes formula and its extension become an exercise in the analysis of a certain class of real functions. While results of the above forms are of great interest if the analytical property in question is believed to be satisfied for almost all realized price trajectories (for example, if the price is believed to follow a certain stochastic process which has this property with probability 1), they are valid regardless of the stochastic process which presumably generates the possible price trajectories or the probability assigned to the set of all paths having this analytical property.     

A remark on the tail probability of a distribution

Let {X_n}_n≥1 be a sequence of independent and identically distributed random variables. For each integer n ≥ 1 and positive constants r, t, and ?, let S_n = Σ_j=1ⁿX_j and $\text{E{N}{}_{\mathrm{\infty }}\text{(r, t, ?)} = Σ}{}_{\mathrm{n=1}}{}^{\mathrm{\infty }}\text{n}{}^{\mathrm{r?2}}\text{P{|S}{}_{\mathrm{n}}\text{| > ?n}{}^{\mathrm{<mtext>r</mtext><mtext>t</mtext>}}\text{}}$. In this paper, we prove that (1) lim_?→0+?^α(r?1)E{N_∞(r, t, ?)} = K(r, t) if E(X₁) = 0, Var(X₁) = 1, and E(| X₁ |^t) < ∞, where 2 ≤ t < 2r ≤ 2t, $\text{K(r, t) =}\text{{2}{}^{\mathrm{<mtext>\alpha (r?1)</mtext><mtext>2</mtext>}}\text{Γ(}\text{(1 + α(r ? 1))}\text{2}\text{)}}\text{{(r ? 1) Γ(}\text{1}\text{2}\text{)}}$, and $\text{α =}\text{2t}\text{(2r ? t)}$; (2) $\text{lim}{}_{\mathrm{?\to 0+}}\text{G(t, ?)}\text{H(t, ?)}\text{= 0}$ if 2 < t < 4, E(X₁) = 0, Var(X₁) > 0, and E(|X₁|^t) < ∞, where G(t, ?) = E{N_∞(t, t, ?)} = Σ_n=1^∞n^t?2P{| S_n | > ?n} → ∞ as ? → 0+ and $\text{H(t, ?) = E{N}{}_{\mathrm{\infty }}\text{(t, t, ?)} = Σ}{}_{\mathrm{n=1}}{}^{\mathrm{\infty }}\text{n}{}^{\mathrm{t?2}}\text{P{| S}{}_{\mathrm{n}}\text{| > ?n}{}^{\mathrm{<mtext>2</mtext><mtext>t</mtext>}}\text{} → ∞}\text{as}\text{? → 0+}$, i.e., H(t, ?) goes to infinity much faster than G(t, ?) as ? → 0+ if 2 < t < 4, E(X₁) = 0, Var(X₁) > 0, and E(| X₁ |^t) < ∞. Our results provide us with a much better and deeper understanding of the tail probability of a distribution.     

On Vector Variational Inequalities in Reflexive Banach Spaces

In this paper, we study the solvability for a class of vector variational inequalities in reflexive Banach spaces. By using Brouwer fixed point theorem, we prove the solvability for this class of vector variational inequalities without monotonicity assumption. The solvability results for this class of vector variational inequalities with monotone mappings are also presented by using the KKM-Fan lemma This paper is dedicated to Professor Franco Giannessi for his 68th birthday     

Positivity preserving transformations for -binomial coefficients

Several new transformations for -binomial coefficients are found, which have the special feature that the kernel is a polynomial with nonnegative coefficients. By studying the group-like properties of these positivity preserving transformations, as well as their connection with the Bailey lemma, many new summation and transformation formulas for basic hypergeometric series are found. The new -binomial transformations are also applied to obtain multisum Rogers-Ramanujan identities, to find new representations for the Rogers-Szegö polynomials, and to make some progress on Bressoud's generalized Borwein conjecture. For the original Borwein conjecture we formulate a refinement based on new triple sum representations of the Borwein polynomials.