Enlargement of the Wiener filtration by an absolutely continuous random variable via Malliavin’s calculus

Summary. The analytic treatment of problems related to the asymptotic behaviour of random dynamical systems generated by stochastic differential equations suffers from the presence of non-adapted random invariant measures. Semimartingale theory becomes accessible if the underlying Wiener filtration is enlarged by the information carried by the orthogonal projectors on the Oseledets spaces of the (linearized) system. We study the corresponding problem of preservation of the semimartingale property and the validity of a priori inequalities between the norms of stochastic integrals in the enlarged filtration and norms of their quadratic variations in case the random element F enlarging the filtration is real valued and possesses an absolutely continuous law. Applying the tools of Malliavin’s calculus, we give smoothness conditions on F under which the semimartingale property is preserved and a priori martingale inequalities are valid. Received: 12 April 1995 / In revised form: 7 March 1996     

Spline prewavelets for non-uniform knots

Summary In this paper, we develop a framework suitable for performing a multiresolution analysis using univariate spline spaces of arbitrary degree and with non-uniform knot-sequences. To this end, we show, among other things, the existence of compactly supported prewavelets and of prewavelets that are globally supported, but decay exponentially. In each case we obtain a decomposition of a fine spline space as a sum of a coarse spline space plus a spline space spanned by prewavelets.     

The dimension of orthomodular posets constructed by pasting Boolean algebras

The main aim of this paper is the calculation of the dimension of certain atomic amalgams. These consist of finite Boolean algebras (blocks) pasted together in such a way that a pair of blocks intersects either trivially in the bounds, or the intersection consists of the bounds, an atom, and its complement.     

On Gittins’ index theorem in continuous time

We give a new and comparably short proof of Gittins’ index theorem for dynamic allocation problems of the multi-armed bandit type in continuous time under minimal assumptions. This proof gives a complete characterization of optimal allocation strategies as those policies which follow the current leader among the Gittins indices while ensuring that a Gittins index is at an all-time low whenever the associated project is not worked on exclusively. The main tool is a representation property of Gittins index processes which allows us to show that these processes can be chosen to be pathwise lower semi-continuous from the right and quasi-lower semi-continuous from the left. Both regularity properties turn out to be crucial for our characterization and the construction of optimal allocation policies.     

Euler configurations and quasi-polynomial systems

Consider the problem of three point vortices (also called Helmholtz’ vortices) on a plane, with arbitrarily given vorticities. The interaction between vortices is proportional to 1/r, where r is the distance between two vortices. The problem has 2 equilateral and at most 3 collinear normalized relative equilibria. This 3 is the optimal upper bound. Our main result is that the above standard statements remain unchanged if we consider an interaction proportional to r ^b, for any b < 0. For 0 < b < 1, the optimal upper bound becomes 5. For positive vorticities and any b < 1, there are exactly 3 collinear normalized relative equilibria. The case b = −2 of this last statement is the well-known theorem due to Euler: in the Newtonian 3-body problem, for any choice of the 3 masses, there are 3 Euler configurations (also known as the 3 Euler points). These small upper bounds strengthen the belief of Kushnirenko and Khovanskii [18]: real varieties defined by simple systems should have a simple topology. We indicate some hard conjectures about the configurations of relative equilibrium and suggest they could be attacked within the quasi-polynomial framework.     

Separable subgroups of mapping class groups

We investigate separability questions for the mapping class group of a surface. While this group is not subgroup separable in general, we prove a large family of interesting subgroups are separable. This includes many classically studied subgroups such as solvable subgroups, Heegaard and Handlebody groups, geometric subgroups, and all the terms in the Johnson filtration.     

Nonvanishing cohomology and classes of Gorenstein rings

We give counterexamples to the following conjecture of Auslander: given a finitely generated module M over an Artin algebra Λ, there exists a positive integer n_M such that for all finitely generated Λ-modules N, if Ext_Λⁱ(M,N)=0 for all i?0, then Ext_Λⁱ(M,N)=0 for all i?n_M. Some of our examples moreover yield homologically defined classes of commutative local rings strictly between the class of local complete intersections and the class of local Gorenstein rings.     

On Romanoff's constant

In 1934, Romanoff proved that there are a positive proportion natural numbers which can be expressed as the sum of a prime and a power of 2. In this paper, a quantitative version of this theorem is given. We show that the proportion is larger than 0.0868 and for a positive proportion of odd integers the number of such representations is between 1 and 16.