Generalized Mehler Semigroups: The Non-Gaussian Case

We study generalized Mehler semigroups, introduced in [7], with special emphasis on the non-Gaussian case. We review and simplify the method of construction. In the general (non-Gaussian) case we construct an associated cadlag Markov process in an appropriate state space obtained as a solution of a stochastic equation which can be solved by . We also show tightness of the associated (r, p)-capacities. Invariant measures, time regularity and a definition of the generator are also studied.     

Linearity properties of Shimura varieties, II

Let A=A_{g, 1, n} denote the moduli scheme over Z[1/N] of p.p. g-dimensional abelian varieties with a level n structure; its generic fibre can be described as a Shimura variety. We study its Shimura subvarieties. If x A is an ordinary moduli point in characteristic p, then we formulate a local linearity property in terms of the Serre–Tate group structure on the formal deformation space (= formal completion of A at x). We prove that an irreducible algebraic subvariety of A is a Shimura subvariety if, locally at an ordinary point x, it is formally linear. We show that there is a close connection to a differential-geometrical linearity property in characteristic 0.We apply our results to the study of Oort's conjecture on subvarieties Z A with a dense collection of CM-points. We give a reformulation of this conjecture, and we prove it in a special case.     

‘Outside’ as a primitive notion in constructive projective geometry

In intuitionistic (or constructive) geometry there are positive counterparts, apart and outside, of the relations = and incident. In this paper it is shown that the relation outside suffices to define incident, apart and equality. The equivalence of the new system with Heyting's system is shown and as a simple corollary one obtains duality for intuitionistic projective geometry.     

Experiments with an interactive paired comparison simplex method for molp problems

In this paper, an interactive paired comparison simplex based method formultipleobjectivelinearprogramming (MOLP) problems is developed and compared to other interactive MOLP methods. Thedecisionmaker (DM)'s utility function is assumed to be unknown, but is an additive function of his known linearized objective functions. A test for utilityefficiency for MOLP problems is developed to reduce the number of efficient extreme points generated and the number of questions posed to the DM. The notion of strength ofpreference is developed for the assessment of the DM's unknown utility function where he can express his preference for a pair of extreme points as strong, weak, or almost indifferent. The problem of inconsistency of the DM is formalized and its resolution is discussed. An example of the method and detailed computational results comparing it with other interactive MOLP methods are presented. Several performance measures for comparative evaluations of interactive multiple objective programming methods are also discussed.All rights reserved. This study, or parts thereof, may not be reproduced in any form without written permission of the authors.     

Аппроксимация субга рмонических функций

The following statement is proved. Letu be a subharmonic function in the region and _u the associated measure. Then there exists a functionf holomorphic in and such that if _f is the associated measure of the function in ¦f¦, then ¦u(z)–ln¦f(z)¦ A¦ln s¦+B¦ln diam¦+ s(¦lns¦+1)+C. hold at every point z for which the setsD(z, t)={w: ¦w–z¦},t(0,s) lie in and satisfy(D(z, t))t both for= _u and for= _f . In the case where is an unbounded region, In diam should be replaced by ln ¦z¦. The constants, , do not depend on andu.

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Optimal transformations for prediction in continuous-time stochastic processes: finite past and future

In the classical Wiener-Kolmogorov linear prediction problem, one fixes a linear functional in the future of a stochastic process, and seeks its best predictor (in the L²-sense). In this paper we treat a variant of the prediction problem, whereby we seek the most predictable non-trivial functional of the future and its best predictor; we refer to such a pair (if it exists) as an optimal transformation for prediction. In contrast to the Wiener-Kolmogorov problem, an optimal transformation for prediction may not exist, and if it exists, it may not be unique. We prove the existence of optimal transformations for finite past and future intervals, under appropriate conditions on the spectral density of a weakly stationary, continuous-time stochastic process. For rational spectral densities, we provide an explicit construction of the transformations via differential equations with boundary conditions and an associated eigenvalue problem of a finite matrix.This research was partially supported by ARO (MURI grant) DAAH04-96-1-0445, NSF grant DMS-0074276, and CNPq grant 301179/00-0.     

Transient solution for a finite capacity M/G a,b /1 queueing system with vacations to the server

In this paper we consider a single server queueing system with Poisson input, general service and a waiting room that allows only a maximum of b customers to wait at any time. A minimum of a customers are required to start a service and the server goes for a vacation whenever he finds less than a customers in the waiting room after a service. If the server returns from a vacation to find less than a customers waiting, he begins another vacation immediately. Using the theory of regenerative processes we derive expressions for the time dependent system size probabilities at arbitrary epochs.     

Produktintegration mit nicht-äquidistanten Stützstellen

Summary For the numerical evaluation of , 0<<1 andx smooth, product integration rules are applied. It is known that high-order rules, e.g. Gauss-Legendre quadrature, become normal-order rules in this case. In this paper it is shown that the high order is preserved by a nonequidistant spacing. Furthermore, the leading error terms of this product integration method and numerical examples are given.

     

Five Kinds of Maximal Monotonicity

We discuss Gossez's type (D) maximal monotone multifunctions and the newer type (ED) subfamily (for which an analog of the Brøndsted-Rockafellar property holds). We then discuss the locally maximal monotone (= type (FP)) and maximal monotone locally (= type (FPV)) multifunctions of Fitzpatrick-Phelps and Fitzpatrick-Phelps-Verona-Verona. Finally, we discuss the strongly maximal monotone multifunctions. We prove that every maximal monotone multifunction of type (D) is locally maximal monotone, and every maximal monotone multifunction of type (ED) is both maximal monotone locally and strongly maximal monotone.     

Das Verfahren der Treppeniteration und verwandte Verfahren zur Lösung algebraischer Eigenwertprobleme

Summary We have described two closely related numerical methods for the solution of eigenvalue problems called stabilized iteration and mutually stabilized biiteration. The iteration process shows numerical stability, has no loss of leading figures and is self-correcting, givingsome eigenvectors immediately in the second case, in triangular decomposition in an important special case of the stabilized iteration, called Treppeniteration.The processes are mathematically closely related toRutishauser's LR-Transformation, but differ in numerical aspect. A certain mixed process, based onRutishauser and the author's ideas, seems to be the optimum way with regard to both security and numerical labor.     

Risikominimierung bei der Portfolioplanung unter besonderer Berücksichtigung singulärer Kovarianzmatrizen

Zusammenfassung Bisher waren die Untersuchungen über Erwartungswert-Streuungs-effiziente Wertpapiermischungen auf den Fall nichtsingulärer Kovarianzmatrizen beschränkt. Der Fall singulärer Kovarianzmatrizen war bisher nicht konstruktiv behandelt worden. Es wird in dem vorstehenden Papier in einem allgemeinen Ansatz, der auch den Fall singulärer Kovarianzmatrizen zuläßt, die allgemeine Gültigkeit des Separationstheorems und des Zwei-Fonds-Theorems nachgewiesen.

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Summary Previous studies of mean-variance-efficient portfolios got constructive results in the case of non-singular covariance matrices only, singular covariance matrices were not treated in a constructional way. The present paper proves the Separation Theorem and the Two-Fonds-Theorem within a general framework including the case of singular covariance matrices.

     

The Hyperbell Algorithm for Global Optimization: A Random Walk Using Cauchy Densities

This article presents a new algorithm, called theHyperbell Algorithm, that searches for the global extrema ofnumerical functions of numerical variables. The algorithm relies on theprinciple of a monotone improving random walk whose steps aregenerated around the current position according to a gradually scaleddown Cauchy distribution. The convergence of the algorithm is provenand its rate of convergence is discussed. Its performance is tested onsome hard test functions and compared to that of other recentalgorithms and possible variants. An experimental study of complexityis also provided, and simple tuning procedures for applications areproposed.     

The Hodge Filtration and Cyclic Homology

We relate the Hodge filtration of the cohomology of a complex algebraic variety X to the Hodge decomposition of its cyclic homology. If X is smooth and projective, is the quotient of the Betti cohomology by the piece of the Hodge filtration.     

Détecteur de tridents dans les émulsions photographiques nucléaires

Summary The direct creation of an electron-positron pair by a high-energy charged particle manifests itself in a certain type of track configuration which is known as a trident. A device for automatic scanning and detection of tridents in nuclear emulsion is described. The device consists of two main parts: a TV camera which analyses the magnified image of the emulsion and a logical detection unit which counts all the observed tracks and also counts the track configurations which may correspond to tridents. The performance of the apparatus is discussed.     

Compressible flow induced by the transient motion of a wavemaker

The effect of fluid compressibility on the evolution of the pressure distribution and free surface elevation, following the initiation of a horizontal motion of a vertical wavemaker, is analysed. This effect is significant even in a liquid (like water) when the time scale of the motion is very short (e.g. impulsive motions).In the leading order the present problem is analogous to that of supersonic flow about a thin wing, thus the solution is represented by means of an appropriate supersonic source distribution. Closed-form results are obtained for the case of impulsive motion (i.e. a step function velocity). The pressure field corresponds to systems of double rarefaction and double compression waves traversing the fluid domain intermittently. Following the passage of a rarefaction (compression) wave, the free surface becomes locally concave (convex). The resulting free surface profile consists of an elongating wavetrain in front of a jet riding up the vertical wall.On the compressible time-scale the pressure and velocity fields approach a steady long-time limit. This limit corresponds to the short-time incompressible flow prevailing after the attenuation of the pressure waves. The spatial nonuniformity of the asymptotic expansion in the neighbourhood of the waterline is briefly discussed.     

Inductive Construction of Repletion

The aim of this paper is to give a purely logical construction of repletion, i.e. the reflection of an arbitrary set to a replete one. Replete sets within constructive logic were introduced independently by M. Hyland and P. Taylor as the most restrictive but sufficiently general notion of predomain suitable for the purposes of denotational semantics à la Scott.For any set A its repletion R(A) appears as an inductively defined subset of S²(A) (A S) S which can be expressed within the internal language of a model of type theory. More explicitly, R(A) is the least subset of S²(A) containing all point filters and closed under a class of generalised limit processes. Improvements of our construction arise from several results saying that it suffices for the purpose of repletion to consider more restrictive classes of generalised limit processes.     

Spectral properties and asymptotic periodicity of flows in networks

We combine functional analytical and graph theoretical methods in order to study flows in networks. We show that these flows can be described by a strongly continuous operator semigroup on a Banach space. Using Perron-Frobenius spectral theory we then prove that this semigroup behaves asymptotically periodic.This paper was written during the authors stay at the Mathematisches Institut der Universität Tübingen. The first author was supported by Virtugrade Baden-Württenberg and the second by the Marie Curie Host Fellowship Spectral theory for evolution equations contract number HPMT-CT-2001-00315. Both authors thank Rainer Nagel for many helpful discussions.     

Exceptional Families, Topological Degree and Complementarity Problems

By using the topological degree we introduce the concept of exceptionalfamily of elements specifically for continuous functions. This has importantconsequences pertaining to the solvability of the explicit, the implicit andthe general order complementarity problems. In this way a new direction forresearch in the complementarity theory is now opened.     

Sur les Mesures Simultanement Invariantes Pour les Transformations x » {λx} ET x » {βx}

We show that for reasonable couples of Pisot number and , there is no measure simultaneously invariant by the two transformations of [0, 1], x {x} and x {x}, and Bernoulli (or weak Bernoulli) for one of the transformations.     

Some Geometric Aspects of Integrability of Differential Equations in Two Independent Variables

The relation between scalar evolution equations which are the integrability condition of sl(2,R)-valued linear problems with parameter (kinematic integrability) and those which possess recursion operators (formal integrability) is studied: using that kinematically integrable equations describe one-parameter families of pseudo-spherical surfaces and vice versa, it is shown that every second order formally integrable evolution equation is kinematically integrable, and that this result cannot be extended as proven to the third-order case.Conservation laws of kinematically integrable equations obtained from their underlying pseudo-spherical structure are compared with the ones one finds from the Riccati equation version of their associated linear problems. Symmetries (generalized/nonlocal) for these equations are also studied, by considering infinitesimal deformations of the associated pseudo-spherical surfaces.Finally, conservation laws for equations describing pseudo-spherical surfaces immersed in a flat three-space are found, and the class of equations describing Calapso–Guichard surfaces is introduced.