Finite Affine Groups: Cycle Indices, Hall–Littlewood Polynomials, and Probabilistic Algorithms

The study of asymptotic properties of the conjugacy class of a random element of the finite affine group leads one to define a probability measure on the set of all partitions of all positive integers. Four different probabilistic understandings of this measure are given—three using symmetric function theory and one using Markov chains. This leads to non-trivial enumerative results. Cycle index generating functions are derived and are used to compute the large dimension limiting probabilities that an element of the affine group is separable, cyclic, or semisimple and to study the convergence to these limits. The semisimple limit involves both Rogers–Ramanujan identities. This yields the first examples of such computations for a maximal parabolic subgroup of a finite classical group.     

Applications of Feller–Reuter–Riley Transition Functions

A Feller–Reuter–Riley function is a Markov transition function whose corresponding semigroup maps the set of the real-valued continuous functions vanishing at infinity into itself. The aim of this paper is to investigate applications of such functions in the dual problem, Markov branching processes, and the Williams-matrix. The remarkable property of a Feller–Reuter–Riley function is that it is a Feller minimal transition function with a stable q-matrix. By using this property we are able to prove that, in the theory of branching processes, the branching property is equivalent to the requirement that the corresponding transition function satisfies the Kolmogorov forward equations associated with a stable q-matrix. It follows that the probabilistic definition and the analytic definition for Markov branching processes are actually equivalent. Also, by using this property, together with the Resolvent Decomposition Theorem, a simple analytical proof of the Williams' existence theorem with respect to the Williams-matrix is obtained. The close link between the dual problem and the Feller–Reuter–Riley transition functions is revealed. It enables us to prove that a dual transition function must satisfy the Kolmogorov forward equations. A necessary and sufficient condition for a dual transition function satisfying the Kolmogorov backward equations is also provided.     

Studying Baskakov–Durrmeyer operators and quasi-interpolants via special functions

We prove that the kernels of the Baskakov–Durrmeyer and the Szász–Mirakjan–Durrmeyer operators are completely monotonic functions. We establish a Bernstein type inequality for these operators and apply the results to the quasi-interpolants recently introduced by Abel. For the Baskakov–Durrmeyer quasi-interpolants, we give a representation as linear combinations of the original Baskakov–Durrmeyer operators and prove an estimate of Jackson–Favard type and a direct theorem in terms of an appropriate K-functional.     

Extended Gauss–Markov Theorem for Nonparametric Mixed-Effects Models

The Gauss–Markov theorem provides a golden standard for constructing the best linear unbiased estimation for linear models. The main purpose of this article is to extend the Gauss–Markov theorem to include nonparametric mixed-effects models. The extended Gauss–Markov estimation (or prediction) is shown to be equivalent to a regularization method and its minimaxity is addressed. The resulting Gauss–Markov estimation serves as an oracle to guide the exploration for effective nonlinear estimators adaptively. Various examples are discussed. Particularly, the wavelet nonparametric regression example and its connection with a Sobolev regularization is presented.     

Hall–Littlewood functions and the Rogers–Ramanujan identities

We prove an identity for Hall–Littlewood symmetric functions labelled by the Lie algebra A₂. Through specialization this yields a simple proof of the A₂ Rogers–Ramanujan identities of Andrews, Schilling and the author.     

Generalized Stieltjes Polynomials and Rational Gauss–Kronrod Quadrature

Generalized Stieltjes polynomials are introduced and their asymptotic properties outside the support of the measure are studied. As applications, we prove the convergence of sequences of interpolating rational functions, whose poles are partially fixed, to Markov functions and give an asymptotic estimate of the error of rational Gauss–Kronrod quadrature formulas when functions which are analytic on some neighborhood of the set of integration are considered.     

Continuous-time mean–variance portfolio selection with liability and regime switching

A continuous-time mean–variance model for individual investors with stochastic liability in a Markovian regime switching financial market, is investigated as a generalization of the model of Zhou and Yin [Zhou, X.Y., Yin, G., 2003. Markowitz’s mean–variance portfolio selection with regime switching: A continuous-time model, SIAM J. Control Optim. 42 (4), 1466–1482]. We assume that the risky stock’s price is governed by a Markovian regime-switching geometric Brownian motion, and the liability follows a Markovian regime-switching Brownian motion with drift, respectively. The evolution of appreciation rates, volatility rates and the interest rates are modulated by the Markov chain, and the Markov switching diffusion is assumed to be independent of the underlying Brownian motion. The correlation between the risky asset and the liability is considered. The objective is to minimize the risk (measured by variance) of the terminal wealth subject to a given expected terminal wealth level. Using the Lagrange multiplier technique and the linear-quadratic control technique, we get the expressions of the optimal portfolio and the mean–variance efficient frontier in closed forms. Further, the results of our special case without liability is consistent with those results of Zhou and Yin [Zhou, X.Y., Yin, G., 2003. Markowitz’s mean–variance portfolio selection with regime switching: A continuous-time model, SIAM J. Control Optim. 42 (4), 1466–1482].     

Error Bounds for Nonnegative Dynamic Models

The extension of Markov reward models to dynamic models with nonnegative matrices is motivated by practical applications, such as economic input–output, employment, or population models. This paper studies the generalization of error bound theorems for Markov reward structures to dynamic reward structures with arbitrary nonnegative matrices. Both irreducible and reducible matrices are covered. In addition, results for the stochastic case are unified and extended. First, generalized expressions are derived for average reward functions. The special normalization case is distinguished and is shown to be transformable into the stochastic case. Its interpretation is of interest in itself. Next, error bound results are studied. Under a general normalization condition, it is shown that the results for the stochastic case can be extended. Both the average case and the transient case are included. A random walk-type example is included to illustrate the results.     

On a Dirichlet Problem Involving an Ornstein–Uhlenbeck Operator

We consider an elliptic Dirichlet problem which involves Ornstein–Uhlenbeck operators of special form in a half space of R ⁿ . We obtain necessary and sufficient conditions under which global Schauder estimates in spaces of Hölder continuous and bounded functions hold. For this purpose we use analytical tools, in particular semigroups and interpolation theory. Moreover we extend a theorem on the analiticity of subordinated semigroups (see Carasso and Kato; Trans. Amer. Math. Soc. 327 (1990, 867–877)) to a class of Markov type semigroups. We also provide explicit formulas for the Poisson kernels.     

Dwelling time for countable markov chains. IV. Chains on an arbitrary tree

The results of the author's preceding paper are carried over to a larger class of Markov chains. The Markov property of the dwelling time field is proved for chains with continuous time.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 158, pp. 39–44, 1987.     

Periodic travelling waves in convex Klein–Gordon chains

We study Klein–Gordon chains with attractive nearest neighbour forces and convex on-site potential, and show that there exists a two-parameter family of periodic travelling waves (wave trains) with unimodal and even profile functions. Our existence proof is based on a saddle-point problem with constraints and exploits the invariance properties of an improvement operator. Finally, we discuss the numerical computation of wave trains.     

Thermodynamic Potential of a System of Electrons and Phonons in a Disordered Alloy

We obtain a cluster expansion for the two-time retarded Green's functions and the thermodynamic potential of a disordered crystal taking the electron–phonon and electron–electron interactions into account. The electron states of the system are described in the framework of a multiband tight-binding model. The calculations are based on the diagram techniques for the temperature Green's functions. The coherent potential approximation is chosen as a zeroth-order one-site approximation in this cluster expansion method. We show that the contributions from the processes of scattering of elementary excitations on clusters decrease as the number of sites in the cluster increases in accordance with certain small parameters. Analytic estimates of the influence of the electron–phonon interaction on the energy spectrum of electrons of an alloy being ordered are obtained in a one-band model. The applicability of these results to describing the influence of strong electron correlations on the electron structure and properties of alloys of transition metals with narrow energy bands is illustrated with the example of the Fe–Ti alloy.     

Vacation models in discrete time

A class of single server vacation queues which have single arrivals and non-batch service is considered in discrete time. It is shown that provided the interarrival, service, vacation, and server operational times can be cast with Markov-based representation then this class of vacation model can be studied as a matrix–geometric or a matrix-product problem – both in the matrix–analytic family – thereby allowing us to use well established results from Neuts (1981). Most importantly it is shown that using discrete time approach to study some vacation models is more appropriate and makes the models much more algorithmically tractable. An example is a vacation model in which the server visits the queue for a limited duration. The paper focuses mainly on single arrival and single unit service systems which result in quasi-birth-and-death processes. The results presented in this paper are applicable to all this class of vacation queues provided the interarrival, service, vacation, and operational times can be represented by a finite state Markov chain.An erratum to this article can be found at     

Equivalent formulations and necessary optimality conditions for the Lennard–Jones problem

The minimization of molecular potential energy functions is one of the most challenging, unsolved nonconvex global optimization problems and plays an important role in the determination of stable states of certain classes of molecular clusters and proteins. In this paper, some equivalent formulations and necessary optimality conditions for the minimization of the Lennard–Jones potential energy function are presented. A new strategy, the code partition algorithm, which is based on a bilevel optimization formulation, is proposed for searching for an extremal Lennard–Jones code. The convergence of the code partition algorithm is proved and some computational results are reported.     

Conservation laws for Camassa–Holm equation, Dullin–Gottwald–Holm equation and generalized Dullin–Gottwald–Holm equation

In this paper we construct the conservation laws for the Camassa–Holm equation, the Dullin–Gottwald–Holm equation (DGH) and the generalized Dullin–Gottwald–Holm equation (generalized DGH). The variational derivative approach is used to derive the conservation laws. Only first order multipliers are considered. Two multipliers are obtained for the Camassa–Holm equation. For the DGH and generalized DGH equations the variational derivative approach yields two multipliers; thus two conserved vectors are obtained.     

Generalized Convexity and Nonsmooth Problems of Vector Optimization

In this paper it is shown that every generalized Kuhn-Tucker point of a vector optimization problem involving locally Lipschitz functions is a weakly efficient point if and only if this problem is KT- pseudoinvex in a suitable sense. Under a closedness assumption (in particular, under a regularity condition of the constraint functions) it is pointed out that in this result the notion of generalized Kuhn–Tucker point can be replaced by the usual notion of Kuhn–Tucker point. Some earlier results in (Martin (1985), The essence of invexity, J. Optim. Theory Appl., 47, 65–76. Osuna-Gómez et al., (1999), J. Math. Anal. Appl., 233, 205–220. Osuna-GGómez et al., (1998), J. Optim. Theory Appl., 98, 651–661. Phuong et al., (1995) J. Optim. Theory Appl., 87, 579–594) results are included as special cases of ours. The paper also contains characterizations of HC-invexity and KT- invexity properties which are sufficient conditions for KT- pseudoinvexity property of nonsmooth problems.Mathematics Subject Classifications: 90C29, 26B25     

Evidence for a Phase Transition in Three-Dimensional Lattice Models

It was recently discovered that an eigenvector structure of commutative families of layer-to-layer matrices in three-dimensional lattice models is described by a two-dimensional spin lattice generalizing the notion of one-dimensional spin chains. We conjecture the relations between the two-dimensional spin lattice in the thermodynamic limit and the phase structure of three-dimensional lattice models. We consider two simplest cases: the homogeneous spin lattice related to the Zamolodchikov–Bazhanov–Baxter model and a chess spin lattice related to the Stroganov–Mangazeev elliptic solution of the modified tetrahedron equation. Evidence for the phase transition is obtained in the second case.     

Analogues of the Kolosov–Muskhelishvili General Representation Formulas and Cauchy–Riemann Conditions in the Theory of Elastic Mixtures

Analogues of the well-known Kolosov–Muskhelishvili formulas of general representations are obtained for nonhomogeneous equations of statics in the case of the theory of elastic mixtures. It is shown that in this theory the displacement and stress vector components, as well as the stress tensor components, are represented through four arbitrary analytic functions.The usual Cauchy–Riemann conditions are generalized for homogeneous equations of statics in the theory of elastic mixtures.     

Occupation times for countable Markov chains. II. Chains with continuous time

The results of part I are carried over to Markov chains with continuous time. As opposed to the case of chains with discrete time, one establishes the Markov property of the occupation time process for the simplest one-dimensional symmetric random walk with continuous time.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 130, pp. 56–64, 1983.