Evolution families and the Loewner equation II: complex hyperbolic manifolds

We prove that evolution families on complex complete hyperbolic manifolds are in one to one correspondence with certain semicomplete non-autonomous holomorphic vector fields, providing the solution to a very general Loewner type differential equation on manifolds. M. D. Contreras and S. Díaz-Madrigal were partially supported by the Ministerio de Ciencia e Innovación and the European Union (FEDER), project MTM2006-14449-C02-01, by La Consejería de Educación y Ciencia de la Junta de Andalucía, and by the European Science Foundation Research Networking Programme HCAA.     

On the Convexity of Precedence Sequencing Games

In this paper we study a class of cooperative sequencing games that arise from one-machine sequencing situations in which chain precedence relations are imposed on the jobs. We show that these sequencing games are convex if the initial order of the jobs is a concatenation of chains. F. Klijn's research is supported by a Ramón y Cajal contract of the Spanish Ministerio de Ciencia y Tecnología. The main part of F. Klijn's work was supported by a Marie Curie Fellowship of the European Community programme “Improving Human Research Potential and the Socio-economic Knowledge Base” under contract number HPMF-CT-2001-01232, carried out at the Departament d'Economia i d'Història Econòmica, Universitat Autònoma de Barcelona. His work is also partially supported by Research Grant BEC2002-02130 from the Spanish Ministerio de Ciencia y Tecnología and by the Barcelona Economics Program of CREA     

Infinitesimal generators associated with semigroups of linear fractional maps

We characterize the infinitesimal generator of a semigroup of linear fractional self-maps of the unit ball in ℂⁿ, n ≥ 1. For the case n = 1, we also completely describe the associated Koenigs function and solve the embedding problem from a dynamical point of view, proving (among other things) that a generic semigroup of holomorphic self-maps of the unit disc is a semigroup of linear fractional maps if and only if it contains a linear fractional map for some positive time. Partially supported by the Ministerio de Ciencia y Tecnología and the European Union (FEDER) project BFM2003-07294-C02-02 and by La Consejería de Educación y Ciencia de la Junta de Andalucía.     

On Properness and Protectiveness in Two-Person Multicriteria Games

This paper extends the concepts of proper equilibria, protective behavior and prudent behavior to multicriteria games. Three types of proper equilibria based on different types of domination are introduced. It is shown that protective behavior coincides with prudent behavior. Possible relations and existence are analyzed. M.G. Fiestras-Janeiro acknowlegdes the hospitality of the Department of Econometrics at Tilburg University and the financial support from Spanish Ministerio de Ciencia y Tecnología and FEDER through Project SEJ2005-07637-C02-02 as well as from the Xunta de Galicia, Project PGIDIT06PXIC207038PN.     

Semigroups of Composition Operators in BMOA and the Extension of a Theorem of Sarason

In this paper we deal with the maximal subspace in BMOA where a general semigroup of analytic functions on the unit disk generates a strongly continuous semigroup of composition operators. Particular cases of this question are related to a well-known theorem of Sarason about VMOA. Our results describe analytically that maximal subspace and provide a condition which is sufficient for the maximal subspace to be exactly VMOA. A related necessary condition is also proved in the case when the semigroup has an inner Denjoy-Wolff point. As a byproduct we provide a generalization of the theorem of Sarason. This research has been partially supported by the Ministerio de Educación y Ciencia projects n. MTM2006-14449-C02-01 and MTM2005-08350-C03-03 and by La Consejería de Educación y Ciencia de la Junta de Andalucía.     

Space Semi-Discretisations for a Stochastic Wave Equation

We study an approximation scheme for a nonlinear stochastic wave equation in one-dimensional space, driven by a spacetime white noise. The sequence of approximations is obtained by discretisation of the Laplacian operator. We prove L ^p -convergence to the solution of the equation and determine the rate of convergence. As a corollary, almost sure convergence, uniformly in time and space, is also obtained. Finally, the speed of convergence is tested numerically.⋆Supported by the grant BMF 2003-01345 from the Dirección General de Investigación, Ministerio de Ciencia y Tecnología, Spain.     

Discretization of Stationary Solutions of Stochastic Systems Driven by Fractional Brownian Motion

In this article we study the behavior of dissipative systems with additive fractional noise of any Hurst parameter. Under a one-sided dissipative Lipschitz condition on the drift the continuous stochastic system is shown to have a unique stationary solution, which pathwise attracts all other solutions. The same holds for the discretized stochastic system, if the drift-implicit Euler method is used for the discretization. Moreover, the unique stationary solution of the drift-implicit Euler scheme converges to the unique stationary solution of the original system as the stepsize of the discretization decreases. Partially supported by the DAAD, Ministerio de Educación y Ciencia (Spain) and FEDER (European Community) under grants MTM2005-01412 and HA2005-0082, by Junta de Andalucía under the Proyecto de Excelencia P07-FQM-02468, and the DFG-project “Pathwise numerics and dynamics of stochastic evolution equations”.     

Large orbits of<Emphasis Type="Italic">p</Emphasis>-groups on characters and applications to character degrees

We prove that if ap-groupA acts on a solvablep′-groupG then there is a “large” orbit on the ordinary complex irreducible characters ofG. As a consequence of this theorem we obtain results that relate ordinary and Brauer character degrees. Research supported by the FEDER, the Spanish Ministerio de Ciencia y Tecnología, grant BFM2001-0180, and Programa Ramón y Cajal.     

The value of the stochastic solution in multistage problems

We generalize the definition of the bounds for the optimal value of the objective function for various deterministic equivalent models in multistage stochastic programs. The parameters EVPI and VSS were introduced for two-stage models. The parameter EVPI, the expected value of perfect information, measures how much it is reasonable to pay to obtain perfect information about the future. The parameter VSS, the value of the stochastic solution, allows us to obtain the goodness of the expected solution value when the expected values are replaced by the random values for the input variables. We extend the definition of these parameters to the multistage stochastic model and prove a similar chain of inequalities with the lower and upper bounds depending substantially on the structure of the problem. This research has been partially supported by the grants, 1/BBVA 00038.16421/2004 from Fundación BBVA, SEJ2005-05549/ECON from Ministerio de Educación y Ciencia and the grant GRUPOS79/04 from the Generalitat Valenciana, Spain.     

On the existence of a minimum integer representation for?weighted voting systems

A basic problem in the theory of simple games and other fields is to study whether a simple game (Boolean function) is weighted (linearly separable). A second related problem consists in studying whether a weighted game has a minimum integer realization. In this paper we simultaneously analyze both problems by using linear programming. For less than 9 voters, we find that there are 154 weighted games without minimum integer realization, but all of them have minimum normalized realization. Isbell in 1958 was the first to find a weighted game without a minimum normalized realization, he needed to consider 12 voters to construct a game with such a property. The main result of this work proves the existence of weighted games with this property with less than 12 voters. This research was partially supported by Grant MTM 2006-06064 of “Ministerio de Ciencia y Tecnología y el Fondo Europeo de Desarrollo Regional” and SGRC 2005-00651 of “Generalitat de Catalunya”, and by the Spanish “Ministerio de Ciencia y Tecnología” programmes ALINEX (TIN2005-05446 and TIN2006-11345).     

Spaces of p-integrable Functions with Respect to a Vector Measure

We study several properties of the Banach lattices L^p (m) and L^p_w (m) of p-integrable scalar functions and weakly p-integrable scalar functions with respect to a countably additive vector measure m. The relation between these two spaces plays a fundamental role in our analysis. This research has been partially supported by La Consejería de Educatión y Ciencia de la Junta de Andalucía.     

On the coherence function for stochastic systems

A practical implementation of the coherence function for evaluating the linear degree of a stochastic system is developed. It is applied to several well known linear and nonlinear systems. This paper has been partially supported by projects BFM2000-1466 and BFM2000-1103 from Plan Nacional de Investigación Científica, Desarrollo e Innovación Tecnológico. Ministerio de Ciencia y Tecnología. Spain. The authors are grateful to the Associated Editor and two anonymous referees whose comments and suggestions were helpful in improving the final version of this paper.     

Quantitative mixing results and inner functions

We study in this paper estimates on the size of the sets of points which are well approximated by orbits of other points under certain dynamical systems. We apply the results obtained to the particular case of the dynamical system generated by inner functions in the unit disk of the complex plane.D. Pestana was supported by Grants BFM2003-04780 and BFM-2003-06335-C03-02, Ministerio de Ciencia y Tecnología, Spain.J. L. Fernández and M. V. Melián were supported by Grant BFM2003-04780 from Ministerio de Ciencia y Tecnología, Spain.     

An envelope theorem and some applications to discounted Markov decision processes

In this paper, an Envelope Theorem (ET) will be established for optimization problems on Euclidean spaces. In general, the Envelope Theorems permit analyzing an optimization problem and giving the solution by means of differentiability techniques. The ET will be presented in two versions. One of them uses concavity assumptions, whereas the other one does not require such kind of assumptions. Thereafter, the ET established will be applied to the Markov Decision Processes (MDPs) on Euclidean spaces, discounted and with infinite horizon. As the first application, several examples (including some economic models) of discounted MDPs for which the et allows to determine the value iteration functions will be presented. This will permit to obtain the corresponding optimal value functions and the optimal policies. As the second application of the ET, it will be proved that under differentiability conditions in the transition law, in the reward function, and the noise of the system, the value function and the optimal policy of the problem are differentiable with respect to the state of the system. Besides, various examples to illustrate these differentiability conditions will be provided. This work was partially supported by Benemérita Universidad Aut ónoma de Puebla (BUAP) under grant VIEP-BUAP 38/EXC/06-G, by Consejo Nacional de Ciencia y Tecnología (CONACYT), and by Evaluation-orientation de la COopération Scientifique (ECOS) under grant CONACyT-ECOS M06-M01.     

Local Rings of Rings of Quotients

The aim of this paper is to characterize those elements in a semiprime ring R for which taking local rings at elements and rings of quotients are commuting operations. If Q denotes the maximal ring of left quotients of R, then this happens precisely for those elements if R which are von Neumann regular in Q. An intrinsic characterization of such elements is given. We derive as a consequence that the maximal left quotient ring of a prime ring with a nonzero PI-element is primitive and has nonzero socle. If we change Q to the Martindale symmetric ring of quotients, or to the maximal symmetric ring of quotients of R, we obtain similar results: an element a in R is von Neumann regular if and only if the ring of quotients of the local ring of R at a is isomorphic to the local ring of Q at a. Partially supported by the Ministerio de Educación y Ciencia and Fondos Feder, jointly, trough projects MTM2004-03845, MTM2007-61978 and MTM2004-06580-C02-02, MTM2007-60333, by the Junta de Andalucía, FQM-264, FQM336 and FQM02467 and by the Plan de Investigación del Principado de Asturias FICYT-IB05-017.     

Optimality Conditions for Metrically Consistent Approximate Solutions in Vector Optimization

In this paper, approximate solutions of vector optimization problems are analyzed via a metrically consistent ε-efficient concept. Several properties of the ε-efficient set are studied. By scalarization, necessary and sufficient conditions for approximate solutions of convex and nonconvex vector optimization problems are provided; a characterization is obtained via generalized Chebyshev norms, attaining the same precision in the vector problem as in the scalarization. This research was partially supported by the Ministerio de Educación y Ciencia (Spain), Project MTM2006-02629 and by the Consejería de Educación de la Junta de Castilla y León (Spain), Project VA027B06. The authors are grateful to the anonymous referees for helpful comments and suggestions.     

A Sharp Form of the Cramér–Wold Theorem

The Cramér–Wold theorem states that a Borel probability measure P on ℝ ^d is uniquely determined by its one-dimensional projections. We prove a sharp form of this result, addressing the problem of how large a subset of these projections is really needed to determine P. We also consider extensions of our results to measures on a separable Hilbert space. First author partially supported by the Spanish Ministerio de Ciencia y Tecnología, grant BFM2002-04430-C02-02. Second author partially supported by Instituto de Cooperación Iberoamericana, Programa de Cooperación Interuniversitaria AL-E 2003. Third author partially supported by grants from NSERC and the Canada research chairs program.     

Stone-weierstrass theorems for group-valued functions

Constructive groups were introduced by Sternfeld in [6] as a class of metrizable groupsG for which a suitable version of the Stone-Weierstrass theorem on the group ofG-valued functionsC(X, G) remains valid. As a way of exploring the existence of such Stone-Weierstrass-type theorems in this context we address the question raised in [6] as to which groups are constructive and prove that a locally compact group with more than two elements is constructive if and only if it is either totally disconnected or homeomorphic to some vector group ℝ ⁿ . It may therefore be concluded that the Stone-Weierstrass theorem can be extended to some noncommutative Lie groups — exactly to those not containing any nontrivial compact subgroup. Research partially supported by Grant CTIDIB/2002/192 of theAgencia Valenciana de Ciencia y Tecnología, and Fundació Caixa-Castelló, grant P1 B2001-08.     

Contractive Mapping Theorems in Partially Ordered Sets and Applications to Ordinary Differential Equations

We prove the existence and uniqueness of solution for a first-order ordinary differential equation with periodic boundary conditions admitting only the existence of a lower solution. To this aim, we prove an appropriate fixed point theorem in partially ordered sets. ★ Partially supported by Ministerio de Ciencia y Tecnología/ FEDER, project BFM2001-3884-C02-01; and by Xunta de Galicia/ FEDER, project PGIDIT02PXIC20703PN.     

Functional approach to the random mean of a compound Cox process

The parametric process and counting statistics of a marked point process whose marks belong to a given subset of the mark space of a compound Cox process are derived in this paper by means of functional data analysis. They are illustrated by means of an example and simulation study with different intensity processes for the CCP. This work was partially supported by projects MTM2004-05992 of Dirección General de Investigación, and MTM2004-04230 of Plan Nacional de I+D+I, Ministerio de Ciencia y Tecnología jointly by the FEDER.