Fibre cycles of holomorphic maps

This and the second part of the paper are to a great extent parts of my thesis [Si] which also appeared as preprint Mathematica Gottingensis 5/92. This work was partly supported by the S7B170 Geometrie und Analysis in Göttingen     

Reduction theorem of the codimension of minimal generic submanifolds in a complex projective space

We study compact minimal generic submanifolds of a complex projective space with flat normal connection and prove a reduction theorem of codimension under the condition on the Ricci tensor.The present studies were supported by the Basic Science Research Institute Program, Korea Ministry of Education, 1993-114.     

On necessary conditions for a class of nondifferentiable minimax fractional programming

The Kuhn–Tucker-type necessary optimality conditions are given for the problem of minimizing a max fractional function, where the numerator of the function involved is the sum of a differentiable function and a convex function while the denominator is the difference of a differentiable function and a convex function, subject to a set of differentiable nonlinear inequalities on a convex subset C$C$ of Rⁿ${\mathbb{R}}^n$, under the conditions similar to the Kuhn–Tucker constraint qualification or the Arrow–Hurwicz–Uzawa constraint qualification or the Abadie constraint qualification. Relations with the calmness constraint qualification are given.     

Fibre cycles of holomorphic maps

On leave from: Mathematisches Institut, Bunsenstrasse 3-5, D-37073, Göttingen, Germany     

Approximation of analytic sets along Nash subvarieties

Let X be an analytic subset of pure dimension n of an open set U ⊂ C^m and let E be a Nash subset of U such that E ⊂ X.Then for every a ∈ E there is an open neighborhood V of a in U and a sequence {X_v} of complex Nash subsets of V of pure dimension n converging to X ∩ V in the sense of holomorphic chains such that the following hold for every v ∈ N: E ∩ V ⊂ X_v and the multiplicity of X_v at x equals the multiplicity of X at x for every x in a dense open subset of E ⊂ V.     

Holomorphic cohomology groups on compact Kähler complex spaces

Let (X,OX) be a compact (reduced) complex space, bimeromorphic to a Kähler manifold. The singular cohomology groups Hq(X,C) carry a mixed Hodge structure. In particular they carry a weight filtration W−lHq(X,C) (l=0,…,q), and the graded quotients have a direct sum decomposition into holomorphic invariants as . Here we investigate the relationships between the above invariants for r=0 and the cohomology groups , where is the sheaf of weakly holomorphic functions on X. Moreover, according to the smooth case, we characterize the topological line bundles L on X such that the class of c₁(L) in has pure type (1,1).     

The algebraic surfaces on which the classical Phragmén-Lindelöf theorem holds

Let V be an algebraic variety in . We say that V satisfies the strong Phragmén-Lindelöf property (SPL) or that the classical Phragmén-Lindelöf Theorem holds on V if the following is true: There exists a positive constant A such that each plurisubharmonic function u on V which is bounded above by |z|+o(|z|) on V and by 0 on the real points in V already is bounded by A| Im z|. For algebraic varieties V of pure dimension k we derive necessary conditions on V to satisfy (SPL) and we characterize the curves and surfaces in which satisfy (SPL). Several examples illustrate how these results can be applied.     

Classe fondamentale relative en cohomologie de Deligne et application

Sans résumé

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Residue currents and ideals of holomorphic functions

We define a residue current of a holomorphic mapping, or more generally of a holomorphic section of a holomorphic vector bundle, by means of Cauchy-Fantappie-Leray type formulas, and prove that a holomorphic function that annihilates this current belongs to the corresponding ideal locally. We also prove that the residue current coincides with the Coleff-Herrera current in the case of a complete intersection. The residue current is globally defined and this is used in some geometric applications. By means of the residue current we also construct, for an arbitrary ideal, an integral formula for interpolation and division.     

A note on global pth powers of rigid analytic functions

Assume that K is a perfect field of characteristic p>0 that is complete with respect to an ultrametric valuation, and let X be a rigid analytic variety over K. Suppose that X is smooth and connected with respect to its Grothendieck topology. Let f be a (global) function on X the differential of which vanishes locally at some point of X; then f is the pth power of a (global) function.     

A little microlocal Morse theory

If a complex analytic function, f, has a stratified isolated critical point, then it is known that the cohomology of the Milnor fibre of f has a direct sum decomposition in terms of the normal Morse data to the strata. We use microlocal Morse theory to obtain the same result under the weakened hypothesis that the vanishing cycles along f have isolated support. We also investigate an index-theoretic proof of this fact. Received: 15 September 2000 / Published online: 18 June 2001     

Courants-Traces

Sans résumé

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Received: 20 August 1995 / Revised version: 20 April 1996     

The Poincaré-Bertrand Formula for the Bochner-Martinelli Integral

The Poincaré-Bertrand formula and the composition formula for the Bochner-Martinelli integral on piecewise smooth manifolds are obtained. As an application, the regularization problem for linear singular integral equation with Bochner-Martinelli kernel and variable coefficients is discussed.     

An interpolation theorem for proper holomorphic embeddings

Given a Stein manifold x of dimension n > 1, a discrete sequence , and a discrete sequence where , there exists a proper holomorphic embedding satisfying f(a _j ) = b _j for every j = 1,2,... Forstnerič and Prezelj supported by grants P1-0291 and J1-6173, Republic of Slovenia. Kutzschebauch supported by Schweizerische National fonds grant 200021-107477/1. Ivarsson supported by The Wenner-Gren Foundations.     

Problème du bord dans les variétés $q$-convexes et phénomène de Hartogs-Bochner

Résumé.   Soient E un fibré vectoriel holomorphe au dessus d'une variétéq-complète X et M une sous-variété réelle de dimension 2p-1 () de E. Nous montrons que le problème du bord pour M est résoluble si et seulement si M est maximalement complexe. Dans le cas où nous retrouvons le théorème de Harvey et Lawson [17]. Comme conséquence nous obtenons une généralisation du théorème de Hartogs-Bochner pour les applications CR-méromorphesà valeurs dans une variétéq-convexe et une généralisation au cas CR-méromorphe du théorème d'extension de Chazal [5].

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Let E be a holomorphic vector bundle over a -complete manifold X and M be a real submanifold of dimension 2p-1 () of E. We prove that M has a solution to the boundary problem in X if and only if M is maximally complex. In the case , this is a result of Harvey and Lawson [17]. As a consequence, we obtain a generalization of the Hartogs-Bochner theorem for CR-meromorphic maps taking their values in -convex manifolds and a generalization to the CR-meromorphic case of a theorem of Chazal [5].

Received: 27 April 2000 / Published online: 23 July 2001     

The evaluation of irreducible polynomial representations of the general linear groups and of the unitary groups over fields of characteristic 0

We describe an efficient method for the computer evaluation of the ordinary irreducible polynomial representations of general linear groups using an integral form of the ordinary irreducible representations of symmetric groups. In order to do this, we first give an algebraic explanation of D. E. Littlewood's modification of I. Schur's construction. Then we derive a formula for the entries of the representing matrices which is much more concise and adapted to the effective use of computer calculations. Finally, we describe how one obtains — using this time an orthogonal form of the ordinary irreducible representations of symmetric groups — a version which yields a unitary representation when it is restricted to the unitary subgroup. In this way we adapt D. B. Hunter's results which heavily rely on Littlewood's methods, and boson polynomials come into the play so that we also meet the needs of applications to physics.     

On optimal allocation of risk vectors

In this paper we extend results on optimal risk allocations for portfolios of real risks w.r.t. convex risk functionals to portfolios of risk vectors. In particular we characterize optimal allocations minimizing the total risk as well as Pareto optimal allocations. Optimal risk allocations are shown to exhibit a worst case dependence structure w.r.t. some specific max-correlation risk measure and they are comonotone w.r.t. a common worst case scenario measure. We also derive a new existence criterion for optimal risk allocations and discuss some examples.     

Pricing bivariate option under GARCH processes with time-varying copula

This paper develops a method for pricing bivariate contingent claims under General Autoregressive Conditionally Heteroskedastic (GARCH) process. As the association between the underlying assets may vary over time, the dynamic copula with time-varying parameter offers a better alternative to any static model for dependence structure and even to the dynamic copula model determined by dynamic dependence measure. Therefore, the proposed method proves to play an important role in pricing bivariate options. The approach is illustrated with one type of better-of-two-markets claims: call option on the better performer of Shanghai and Shenzhen Stock Composite Indexes. Results show that the option prices obtained by the time-varying copula model differ substantially from the prices implied by the static copula model and even the dynamic copula model derived from the dynamic dependence measure. Moreover, the empirical work displays the advantages of the suggested method.