Duality respecting representations and compatible complexity measures for gammoids

We show that every gammoid has special digraph representations, such that a representation of the dual of the gammoid may be easily obtained by reversing all arcs. In an informal sense, the duality notion of a poset applied to the digraph of a special representation of a gammoid commutes with the operation of forming the dual of that gammoid. We use these special representations in order to define a complexity measure for gammoids, such that the classes of gammoids with bounded complexity are closed under duality, minors, and direct sums.     

Normal approximation and fourth moment theorems for monochromatic triangles

Given a graph sequence denote by T₃(G_n) the number of monochromatic triangles in a uniformly random coloring of the vertices of G_n with colors. In this paper we prove a central limit theorem (CLT) for T₃(G_n) with explicit error rates, using a quantitative version of the martingale CLT. We then relate this error term to the well-known fourth-moment phenomenon, which, interestingly, holds only when the number of colors satisfies . We also show that the convergence of the fourth moment is necessary to obtain a Gaussian limit for any , which, together with the above result, implies that the fourth-moment condition characterizes the limiting normal distribution of T₃(G_n), whenever . Finally, to illustrate the promise of our approach, we include an alternative proof of the CLT for the number of monochromatic edges, which provides quantitative rates for the results obtained in [7].     

QK乘子代数上的Corona定理和Wolff定理

本文给出对数K-Carleson测度的一个新特征,并以此为工具研究Q_K空间的乘子代数M(Q_K),给出乘子代数M(Q_K)的某些特征描述.利用对数K-Carleson测度及Q_K空间的一个新特征,建立乘子代数M(Q_K)上的Corona定理和Wolff定理.     

Tighter Constraints of Multiqubit Entanglement

Monogamy and polygamy relations characterize the distributions of entanglement in multipartite systems.We provide classes of monogamy and polygamy inequalities of multiqubit entanglement in terms of concurrence, entanglement of formation, negativity, Tsallis-q entanglement, and Rényi-α entanglement, respectively. We show that these inequalities are tighter than the existing ones for some classes of quantum states.     

Pathwise superhedging for time-dependent barrier options on càdlàg paths—Finite or infinite tradeable European,One-Touch,lookback or forward starting options

We establish pathwise duality using simple predictable trading strategies for the robust hedging problem associated with a barrier option whose payoff depends on the terminal level and the infimum of a càdlàg strictly positive stock price process, given tradeable European options at all strikes at a single maturity. The result allows for a significant dimension reduction in the computation of the superhedging cost, via an alternate lower-dimensional formulation of the primal problem as a convex optimization problem, which is qualitatively similar to the duality which was formally sketched using linear programming arguments in Duembgen and Rogers [10] for the case where we only consider continuous sample paths. The proof exploits a simplification of a classical result by Rogers (1993) which characterizes the attainable joint laws for the supremum and the drawdown of a uniformly integrable martingale (not necessarily continuous), combined with classical convex duality results from Rockefellar (1974) using paired spaces with compatible locally convex topologies and the Hahn–Banach theorem. We later adapt this result to include additional tradeable One-Touch options using the Kertz and Rösler (1990) condition. We also compute the superhedging cost when in the more realistic situation where there is only finite tradeable European options; for this case we obtain the full duality in the sense of quantile hedging as in Soner (2015), where the superhedge works with probability $1?\epsilon$ where $\epsilon$ can be arbitrarily small), and we obtain an upper bound for the true pathwise superhedging cost. In Section 5, we extend our analysis to include time-dependent barrier options using martingale coupling arguments, where we now have tradeable European options at both maturities at all strikes and tradeable forward starting options at all strikes. This set up is designed to approximate the more realistic situation where we have a finite number of tradeable Europeans at both maturities plus a finite number of tradeable forward starting options.¹