Noncommutative recurrence over locally compact Hausdorff groups

We extend previous results on noncommutative recurrence in unital *-algebras over the integers to the case where one works over locally compact Hausdorff groups. We derive a generalization of Khintchine's recurrence theorem, as well as a form of multiple recurrence. This is done using the mean ergodic theorem in Hilbert space, via the GNS construction.     

Recurrence quantification analysis of global stock markets

This study investigates the presence of deterministic dependencies in international stock markets using recurrence plots and recurrence quantification analysis (RQA). The results are based on a large set of free float-adjusted market capitalization stock indices, covering a period of 15 years. The statistical tests suggest that the dynamics of stock prices in emerging markets is characterized by higher values of RQA measures when compared to their developed counterparts. The behavior of stock markets during critical financial events, such as the burst of the technology bubble, the Asian currency crisis, and the recent subprime mortgage crisis, is analyzed by performing RQA in sliding windows. It is shown that during these events stock markets exhibit a distinctive behavior that is characterized by temporary decreases in the fraction of recurrence points contained in diagonal and vertical structures.     

Quantitative universality for a class of nonlinear transformations

A large class of recursion relationsx _{n + 1} = f(x_n) exhibiting infinite bifurcation is shown to possess a rich quantitative structure essentially independent of the recursion function. The functions considered all have a unique differentiable maximum . With sufficiently small),z > 1, the universal details depend only uponz. In particular, the local structure of high-order stability sets is shown to approach universality, rescaling in successive bifurcations, asymptotically by the ratio ( = 2.5029078750957... forz = 2). This structure is determined by a universal functiong ^*(x), where the 2ⁿth iterate off,f ⁽ⁿ⁾, converges locally to ^–n g ^*( ⁿ x) for largen. For the class off's considered, there exists a _n such that a 2ⁿ-point stable limit cycle including exists; – _n R~ ^–n ( = 4.669201609103... forz = 2). The numbers and have been computationally determined for a range ofz through their definitions, for a variety off's for eachz. We present a recursive mechanism that explains these results by determiningg ^* as the fixed-point (function) of a transformation on the class off's. At present our treatment is heuristic. In a sequel, an exact theory is formulated and specific problems of rigor isolated.Research performed under the auspices of the U.S. Energy Research and Development Administration.     

Explicit formulas and recurrence relations for higher order Eulerian polynomials

In the paper, the authors present explicit formulas, nonlinear ordinary differential equations, and recurrence relations for Eulerian polynomials, higher order Eulerian polynomials, and their generating functions in terms of the Stirling numbers of the second kind.     

New iterations of <Emphasis Type="Italic">R</Emphasis>-order four with reduced computational cost

From a one-point iterative method of R-order at least three, we construct new two-point iterations to solve nonlinear equations in Banach spaces such that the computational cost is reduced, whereas the R-order of convergence is increased to at least four.      

Semilocal convergence for Halley’s method under weak Lipschitz condition

The semilocal convergence properties of Halley’s method for nonlinear operator equations are studied under the hypothesis that the second derivative satisfies some weak Lipschitz condition. The method employed in the present paper is based on a family of recurrence relations which will be satisfied by the involved operator. An application to a nonlinear Hammerstein integral equation of the second kind is provided.     

A few remarks on recurrence relations for geometrically continuous piecewise Chebyshevian B-splines

This works complements a recent article (Mazure, J. Comp. Appl. Math. 219(2):457–470, 2008) in which we showed that T. Lyche’s recurrence relations for Chebyshevian B-splines (Lyche, Constr. Approx. 1:155–178, 1985) naturally emerged from blossoms and their properties via de Boor type algorithms. Based on Chebyshevian divided differences, T. Lyche’s approach concerned splines with all sections in the same Chebyshev space and with ordinary connections at the knots. Here, we consider geometrically continuous piecewise Chebyshevian splines, namely, splines with sections in different Chebyshev spaces, and with geometric connections at the knots. In this general framework, we proved in (Mazure, Constr. Approx. 20:603–624, 2004) that existence of B-spline bases could not be separated from existence of blossoms. Actually, the present paper enhances the powerfulness of blossoms in which not only B-splines are inherent, but also their recurrence relations. We compare this fact with the work by G. Mühlbach and Y. Tang (Mühlbach and Tang, Num. Alg. 41:35–78, 2006) who obtained the same recurrence relations via generalised Chebyshevian divided differences, but only under some total positivity assumption on the connexion matrices. We illustrate this comparison with splines with four-dimensional sections. The general situation addressed here also enhances the differences of behaviour between B-splines and the functions of smaller and smaller supports involved in the recurrence relations.     

Confidence bounds of recurrence-based complexity measures

In the recent past, recurrence quantification analysis (RQA) has gained an increasing interest in various research areas. The complexity measures the RQA provides have been useful in describing and analysing a broad range of data. It is known to be rather robust to noise and nonstationarities. Yet, one key question in empirical research concerns the confidence bounds of measured data. In the present Letter we suggest a method for estimating the confidence bounds of recurrence-based complexity measures. We study the applicability of the suggested method with model and real-life data.