Malliavin and Dirichlet structures for independent random variables

On any denumerable product of probability spaces, we construct a Malliavin gradient and then a divergence and a number operator. This yields a Dirichlet structure which can be shown to approach the usual structures for Poisson and Brownian processes. We obtain versions of almost all the classical functional inequalities in discrete settings which show that the Efron–Stein inequality can be interpreted as a Poincaré inequality or that the Hoeffding decomposition of $U$-statistics can be interpreted as an avatar of the Clark representation formula. Thanks to our framework, we obtain a bound for the distance between the distribution of any functional of independent variables and the Gaussian and Gamma distributions.     

Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos

We develop the asymptotic expansion theory for vector-valued sequences ${\left(F_N\right)}_{N\ge 1}$ of random variables in terms of the convergence of the Stein–Malliavin matrix associated with the sequence $F_N$. Our approach combines the classical Fourier approach and the recent Stein–Malliavin theory. We find the second order term of the asymptotic expansion of the density of $F_N$ and we illustrate our results by several examples.     

Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting

In this article, we derive expressions for conditional expectations in terms of regular expectations without conditioning but involving some weights. For this purpose, we apply two approaches: the conditional density method and the Malliavin method. We use these expressions for the numerical estimation of the price of American options and their deltas in a Lévy and jump-diffusion setting. Several examples of applications to financial and energy markets are given including numerical examples.     

Fermionic-mode entanglement in non-Markovian environment

We evaluate the non-Markovian effects on the entanglement dynamics of a fermionic system interacting with two dissipative vacuum reservoirs. The exact solution of density matrix is derived by utilizing the Feynman–Vernon influence functional theory in the fermionic coherent state representation and the Grassmann calculus, which are valid for both the fermionic and bosonic baths, and their difference lies in the dependence of the parity of the initial states. The fermionic entanglement dynamics is presented by adding an additional restriction to the density matrix known as the superselection rules. Our analysis shows that the usual decoherence suppression schemes implemented in qubits systems can also be achieved for systems of identical fermions, and the initial state proves its importance in the evolution of fermionic entanglement. Our results provide a potential way to decoherence controlling of identical fermions.     

Optimal and approximate boundary controls of an elastic body with quasistatic evolution of damage

In this paper, we study an optimal control problem for the mixed boundary value problem for an elastic body with quasistatic evolution of an internal damage variable. We suppose that the evolution of microscopic cracks and cavities responsible for the damage is described by a nonlinear parabolic equation. A density of surface traction p acting on a part of boundary of an elastic body Ω is taken as a boundary control. Because the initial boundary value problem of this type can exhibit the Lavrentieff phenomenon and non‐uniqueness of weak solutions, we deal with the solvability of this problem in the class of weak variational solutions. Using the convergence concept in variable spaces and following the direct method in calculus of variations, we prove the existence of optimal and approximate solutions to the optimal control problem under rather general assumptions on the quasistatic evolution of damage. Copyright © 2014 John Wiley & Sons, Ltd.     

Nourdin–Peccati analysis on Wiener and Wiener–Poisson space for general distributions

Given a reference random variable, we study the solution of its Stein equation and obtain universal bounds on its first and second derivatives. We then extend the analysis of Nourdin and Peccati by bounding the Fortet–Mourier and Wasserstein distances from more general random variables such as members of the Exponential and Pearson families. Using these results, we obtain non-central limit theorems, generalizing the ideas applied to their analysis of convergence to Normal random variables. We do these in both Wiener space and the more general Wiener–Poisson space. In the former space, we study conditions for convergence under several particular cases and characterize when two random variables have the same distribution. In the latter space we give sufficient conditions for a sequence of multiple (Wiener–Poisson) integrals to converge to a Normal random variable.     

Characteristics of Dietary Fatty Acids Isolated from Historic Dental Calculus of the 17th- and 18th-Century Inhabitants of the Subcarpathian Region (Poland)

Dental calculus analysis can be a valuable source of archaeological knowledge, since it preserves not only microbial and host biomolecules but also dietary and environmental debris, as well as metabolic products likely originating from dietary and craft activities. Here we described GC-MS analysis of a set of historic dental calculus samples from the front teeth of the mandibles of seven individuals found in 17th- and 18th-century graves in the city of Rzeszow, located in South-eastern Poland. We have found that only saturated fatty acids, which are characteristic for fats of animal origin, were present in the tested samples. Our preliminary results indicate that the diet of modern-period inhabitants of Rzeszow was rich in animal products, such as meat and dairy products.     

建构主义下微积分教师的教学策略

建构主义主张学生是教学活动的认知主体,教师由传统的知识传授者转变为学生意义上建构的协助者和促进者,教学策略也发生显著变化.从教育者的角度出发,探讨了建构主义下微积分教师的教学策略.