On some results of A. E. Livingston and coefficient problems for concave univalent functions

We consider functions that map the open unit disc conformally onto the complement of a bounded convex set. We call these functions concave univalent functions. In 1994, Livingston presented a characterization for these functions. In this paper, we observe that there is a minor flaw with this characterization. We obtain certain sharp estimates and the exact set of variability involving Laurent and Taylor coefficients for concave functions. We also present the exact set of variability of the linear combination of certain successive Taylor coefficients of concave functions.     

Matrix Christoffel Functions

We introduce and study matrix Christoffel functions for a matrix weight W. We find an explicit expression of the matrix Christoffel functions in terms of any sequence of orthonormal matrix polynomials with respect to W. An extremal property related to the matrix moment problem defined by W is established for the matrix Christoffel functions. We finally find the relative asymptotic behavior of the matrix Christoffel functions associated to matrix weights in the matrix Nevai class.     

Correlation-Immune and Resilient Functions Over a Finite Alphabet and Their Applications in Cryptography

We extend the notions of correlation-immune functions and resilient functions to functions over any finite alphabet. A previous result due to Gopalakrishnan and Stinson is generalized as we give an orthogonal array characterization, a Fourier transform and a matrix characterization for correlation-immune and resilient functions over any finite alphabet endowed with the structure of an Abelian group. We then point out the existence of a tradeoff between the degree of the algebraic normal form and the correlation-immunity order of any function defined on a finite field and we construct some infinite families of t-resilient functions with optimal nonlinearity which are particularly well-suited for combining linear feedback shift registers. We also point out the link between correlation-immune functions and some cryptographic objects as perfect local randomizers and multipermutations.     

Minimizing Increasing Star-shaped Functions Based on Abstract Convexity

We study a broad class of increasing non-convex functions whose level sets are star shaped with respect to infinity. We show that these functions (we call them ISSI functions) are abstract convex with respect to the set of min-type functions and exploit this fact for their minimization. An algorithm is proposed for solving global optimization problems with an ISSI objective function and its numerical performance is discussed.     

On Generalized Gaussian Quadratures for Exponentials and Their Applications

We introduce new families of Gaussian-type quadratures for weighted integrals of exponential functions and consider their applications to integration and interpolation of bandlimited functions.We use a generalization of a representation theorem due to Carathéodory to derive these quadratures. For each positive measure, the quadratures are parameterized by eigenvalues of the Toeplitz matrix constructed from the trigonometric moments of the measure. For a given accuracy ε, selecting an eigenvalue close to ε yields an approximate quadrature with that accuracy. To compute its weights and nodes, we present a new fast algorithm.These new quadratures can be used to approximate and integrate bandlimited functions, such as prolate spheroidal wave functions, and essentially bandlimited functions, such as Bessel functions. We also develop, for a given precision, an interpolating basis for bandlimited functions on an interval.     

Approximate formulas for moderately small eikonal amplitudes

We consider the eikonal approximation for moderately small scattering amplitudes. To find numerical estimates of these approximations, we derive formulas that contain no Bessel functions and consequently no rapidly oscillating integrands. To obtain these formulas, we study improper integrals of the first kind containing products of the Bessel functions J₀(z). We generalize the expression with four functions J₀(z) and also find expressions for the integrals with the product of five and six Bessel functions. We generalize a known formula for the improper integral with two functions J_υ (az) to the case with noninteger υ and complex a.     

Leafwise Brownian Motions and Some Function Theoretic Properties of Laminations

We discuss the value distribution of Borel measurable functions which are subharmonic or meromorphic along leaves on laminations. They are called leafwise subharmonic functions or meromorphic functions respectively. We consider cases that each leaf is a negatively curved Riemannian manifold or Kähler manifold. We first consider the case when leaves are Riemannian with a harmonic measure in L.Garnett sense. We show some Liouville type theorem holds for leafwise subharmonic functions in this case. In the case of laminations whose leaves are Kähler manifolds with some curvature condition we consider the value distribution of leafwise meromorphic functions. If a lamination has an ergodic harmonic measure, a variant of defect relation in Nevanlinna theory is obtained for almost all leaves. It gives a bound of the number of omitted points by those functions. Consequently we have a Picard type theorem for leafwise meromorphic functions.     

Concatenating Indicators of Flats for Designing Cryptographic Functions

Boolean functions with good cryptographic characteristics are needed for the design of robust pseudo-random generators for stream ciphers and of S-boxes for block ciphers. Very few general constructions of such cryptographic Boolean functions are known. The main ones correspond to concatenating affine or quadratic functions. We introduce a general construction corresponding to the concatenation of indicators of flats. We show that the functions it permits to design can present very good cryptographic characteristics.     

The canonical structure of a pencil of degenerate matrix functions

In this paper we study global properties of a pencil of identically degenerate matrix functions with a compact domain of definition. Matrix functions are assumed to have a constant rank and all roots of the characteristic equation of the matrix pencil are assumed to have a constant multiplicity at each point in the domain of definition. We obtain sufficient conditions for the smooth orthogonal similarity of matrix functions to the upper triangular form and sufficient conditions for the smooth equivalence of the pencil of matrix functions to its canonical form. We illustrate the obtained results with simple examples.     

Interpolation of analytic functions with finitely many singularities

We consider an interpolation process for the class of functions with finitely many singular points by means of rational functions whose poles coincide with the singular points of the function under interpolation. The interpolation nodes form a triangular matrix. We find necessary and sufficient conditions for the uniform convergence of sequences of interpolation fractions to the function under interpolation on every compact set disjoint from the singular points of the function and other conditions for convergence. We generalize and improve the familiar results on the interpolation of functions with finitely many singular points by rational fractions and of entire functions by polynomials.     

Moments of utility functions and their applications

This paper presents moments and cross-moments of utility functions and measures of utility dependence. We start with an interpretation of the nth moment of a utility function, and describe methods for its assessment in practice and consistency checks that need to be satisfied for any assessed moments. We then show how moments of a utility function (i) provide a new method to determine the parameters of a given functional form of a utility function and (ii) to derive the functional form of a utility function that satisfies some given moment assessments. Next, we derive a fundamental formula that relates the expected utility of a joint distribution to the expected utility of the marginal distributions for multiattribute utility functions. We use this formulation to provide an intuitive interpretation for cross-moments of utility functions and illustrate their use in (i) constructing multiattribute utility functions that incorporate utility dependence and (ii) in providing necessary conditions for utility independence in decisions with multiple attributes. We end with a new measure of utility dependence for multiattribute utility functions and work through several examples to illustrate the approach.     

On progressive functions

Progressive functions at time t involve only the progressive functions at time before t and some nice compactly supported function at time t. We give sufficient conditions and explicit formulas to construct progressive functions with exponential decay and characterize the conditions on which the positive integer translates of a progressive function are orthonormal or a Riesz sequence. We provide explicit ways for construction of orthonormal progressive functions and for construction of the biorthogonal functions of nonorthogonal progressive functions. Such progressive functions can be used to construct wavelets with arbitrary smoothness on the half line if they are generated by a smooth refinable compactly supported function.     

On minimax optimization problems

We give a short proof that in a convex minimax optimization problem ink dimensions there exist a subset ofk + 1 functions such that a solution to the minimax problem with thosek + 1 functions is a solution to the minimax problem with all functions. We show that convexity is necessary, and prove a similar theorem for stationary points when the functions are not necessarily convex but the gradient exists for each function.     

Boolean functions with MacWilliams duality

We introduce a new class of Boolean functions for which the MacWilliams duality holds, called MacWilliams-dual functions, by considering a dual notion on Boolean functions. By using the MacWilliams duality, we prove the Gleason-type theorem on MacWilliams-dual functions. We show that a collection of MacWilliams-dual functions contains all the bent functions and all formally self-dual functions. We also obtain the Pless power moments for MacWilliams-dual functions. Furthermore, as an application, we prove the nonexistence of bent functions in 2n variables with minimum degree n?k for any nonnegative integer k and n ≥ N with some positive integer N under a certain condition.     

No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach

We consider a discrete-time financial market model with finite time horizon and investors with utility functions defined on the non-negative half-line. We allow these functions to be random, non-concave and non-smooth. We use a dynamic programming framework together with measurable selection arguments to establish both the characterisation of the no-arbitrage property for such markets and the existence of an optimal portfolio strategy for such investors.     

Multielement equations for analytic functions in the plane with cuts

We consider linear equations for analytic functions in the complex plane with cuts along a half of the boundary of a quadrangle. We propose a regularization method that reduces the equations to an equation with summary-difference kernels. Some applications are given to the moment problem for entire functions of exponential type.     

Contour-ordered Green’s functions in stochastic field theory

We briefly review the functional formulation of the perturbation theory for various Green’s functions in quantum field theory. In particular, we discuss the contour-ordered representation of Green’s functions at a finite temperature. We show that the perturbation expansion of time-dependent Green’s functions at a finite temperature can be constructed using the standard Wick rules in the functional form without introducing complex time and evolution backward in time. We discuss the factorization problem for the corresponding functional integral. We construct the Green’s functions of the solution of stochastic differential equations in the Schwinger-Keldysh form with a functional-integral representation with explicitly intertwined physical and auxiliary fields.     

Cell transfer and monomial positivity

We give combinatorial proofs that certain families of differences of products of Schur functions are monomial-positive. We show in addition that such monomial-positivity is to be expected of a large class of generating functions with combinatorial definitions similar to Schur functions. These generating functions are defined on posets with labelled Hasse diagrams and include for example generating functions of Stanley's (P,ω)-partitions. T.L. was supported in part by NSF DMS-0600677.