Uniqueness of the embedding continuous convolution semigroup of a Gaussian probability measure on the affine group and an application in mathematical finance

Let $\{\mu _{t}^{(i)}\}_{t\ge 0}$ ( $i=1,2$ ) be continuous convolution semigroups (c.c.s.) of probability measures on $\mathbf{Aff(1)}$ (the affine group on the real line). Suppose that $\mu _{1}^{(1)}=\mu _{1}^{(2)}$ . Assume furthermore that $\{\mu _{t}^{(1)}\}_{t\ge 0}$ is a Gaussian c.c.s. (in the sense that its generating distribution is a sum of a primitive distribution and a second-order differential operator). Then $\mu _{t}^{(1)}=\mu _{t}^{(2)}$ for all $t\ge 0$ . We end up with a possible application in mathematical finance.     

Scaling relationship between the copositive cone and Parrilo’s first level approximation

We investigate the relation between the cone ${\mathcal{C}^{n}}$ of n × n copositive matrices and the approximating cone ${\mathcal{K}_{n}^{1}}$ introduced by Parrilo. While these cones are known to be equal for n ≤ 4, we show that for n ≥ 5 they are not equal. This result is based on the fact that ${\mathcal{K}_{n}^{1}}$ is not invariant under diagonal scaling. We show that for any copositive matrix which is not the sum of a nonnegative and a positive semidefinite matrix we can find a scaling which is not in ${\mathcal{K}_{n}^{1}}$ . In fact, we show that if all scaled versions of a matrix are contained in ${\mathcal{K}_{n}^{r}}$ for some fixed r, then the matrix must be in ${\mathcal{K}_{n}^{0}}$ . For the 5 × 5 case, we show the more surprising result that we can scale any copositive matrix X into ${\mathcal{K}_{5}^{1}}$ and in fact that any scaling D such that ${(DXD)_{ii} \in \{0,1\}}$ for all i yields ${DXD \in \mathcal{K}_{5}^{1}}$ . From this we are able to use the cone ${\mathcal{K}_{5}^{1}}$ to check if any order 5 matrix is copositive. Another consequence of this is a complete characterisation of ${\mathcal{C}^{5}}$ in terms of ${\mathcal{K}_{5}^{1}}$ . We end the paper by formulating several conjectures.     

Planar Beurling Transform and Bergman Type Spaces

In this paper we describe the actions of the operator $S_\mathbb{D }$ or its adjoint $S_\mathbb{D }^*$ on the poly-Bergman spaces of the unit disk $\mathbb{D }.$ Let $k$ and $j$ be positive integers. We prove that $(S_\mathbb{D })^{j}$ is an isometric isomorphism between the true poly-Bergman subspace $\mathcal{A }_{(k)}^2(\mathbb{D })\ominus N_{(k),j}$ onto the true poly-Bergman space $\mathcal{A }_{(j+k)}^2(\mathbb{D }),$ where the linear space $N_{(k),j}$ have finite dimension $j.$ The action of $(S_\mathbb{D })^{j-1}$ on the canonical Hilbert base for the Bergman subspace $\mathcal{A }^2(\mathbb{D })\ominus \mathcal{P }_{j-1},$ gives a Hilbert base $\{ \phi _{ j , k } \}_{ k }$ for $\mathcal{A }_{(j)}^2(\mathbb{D }).$ It is shown that $\{ \phi _{ j , k } \}_{ j, k }$ is a Hilbert base for $L^2(\mathbb{D },d A)$ such that whenever $j$ and $k$ remain constant we obtain a Hilbert base for the true poly-Bergman space $\mathcal{A }_{(j)}^2(\mathbb{D })$ and $\mathcal{A }_{(-k)}^2(\mathbb{D }),$ respectively. The functions $\phi _{ j , k }$ are polynomials in $z$ and $\overline{z}$ and are explicitly given in terms of the $(2,1)$ -hypergeometric polynomials. We prove explicit representations for the true poly-Bergman kernels and the Koshelev representation for the poly-Bergman kernels of $\mathbb{D }.$ The action of $S_\Pi $ on the true poly-Bergman spaces of the upper half-plane $\Pi $ allows one to introduce Hilbert bases for the true poly-Bergman spaces, and to give explicit representations of the true poly-Bergman and poly-Bergman kernels.     

Gamma-convergence of nonlocal perimeter functionals

Given ${\Omega\subset\mathbb{R}^{n}}$ open, connected and with Lipschitz boundary, and ${s\in (0, 1)}$ , we consider the functional $$\mathcal{J}_s(E,\Omega)\,=\, \int_{E\cap \Omega}\int_{E^c\cap\Omega}\frac{dxdy}{|x-y|^{n+s}}+\int_{E\cap \Omega}\int_{E^c\cap \Omega^c}\frac{dxdy}{|x-y|^{n+s}}\,+ \int_{E\cap \Omega^c}\int_{E^c\cap \Omega}\frac{dxdy}{|x-y|^{n+s}},$$ where ${E\subset\mathbb{R}^{n}}$ is an arbitrary measurable set. We prove that the functionals ${(1-s)\mathcal{J}_s(\cdot, \Omega)}$ are equi-coercive in ${L^1_{\rm loc}(\Omega)}$ as ${s\uparrow 1}$ and that $$\Gamma-\lim_{s\uparrow 1}(1-s)\mathcal{J}_s(E,\Omega)=\omega_{n-1}P(E,\Omega),\quad \text{for every }E\subset\mathbb{R}^{n}\,{\rm measurable}$$ where P(E, ??) denotes the perimeter of E in ?? in the sense of De Giorgi. We also prove that as ${s\uparrow 1}$ limit points of local minimizers of ${(1-s)\mathcal{J}_s(\cdot,\Omega)}$ are local minimizers of P(·, ??).     

Explicit Matrix Realization of Clifford Algebras

In this paper, we construct associative subalgebras ${{L_{2}}{n}(\mathbb{R})}$ of the real ${2^{n} \times 2^{n}}$ matrix algebra ${{M_{2}}{n}(\mathbb{R})}$ , which is isomorphic to the real Clifford algebra ${C \ell_{0},n}$ for every ${n \in N}$ .     

A general LIL for trimmed sums of random fields in banach spaces

Given a field of independent identically distributed (i.i.d.) random variables $ \left\{ {X_{\bar n} ;\bar n \in \aleph ^d } \right\} $ indexed by d-tuples of positive integers and taking values in a separable Banach space B, let $ X_{\bar n}^{(r)} = X_{\bar m} $ is the r-th maximum of $ \left\{ {\left\| {X_{\bar k} } \right\|;\bar k \leqq \bar n} \right\} $ and let $ ^{(r)} S_{\bar n} = S_{\bar n} - \left( {X_{\bar n}^{(1)} + \cdots + X_{\bar n}^{(r)} } \right) $ be the trimmed sums, where $ S_{\bar n} = \sum\nolimits_{\bar k \leqq \bar n} {X_{\bar k} } $ . This paper aims to obtain a general law of the iterated logarithm (LIL) for the trimmed sums which improves previous works.     

Large free sets in powers of universal algebras

We prove that for each universal algebra ${(A, \mathcal{A})}$ of cardinality ${|A| \geq 2}$ and infinite set X of cardinality ${|X| \geq | \mathcal{A}|}$ , the X-th power ${(A^{X}, \mathcal{A}^{X})}$ of the algebra ${(A, \mathcal{A})}$ contains a free subset ${\mathcal{F} \subset A^{X}}$ of cardinality ${|\mathcal{F}| = 2^{|X|}}$ . This generalizes the classical Fichtenholtz–Kantorovitch–Hausdorff result on the existence of an independent family ${\mathcal{I} \subset \mathcal{P}(X)}$ of cardinality ${|\mathcal{I}| = |\mathcal{P}(X)|}$ in the Boolean algebra ${\mathcal{P}(X)}$ of subsets of an infinite set X.     

Postulation of Disjoint Unions of Lines and Double Lines in {\mathbb{P}^3}

A double line ${C \subset \mathbb{P}^3}$ is a connected divisor of type (2, 0) on a smooth quadric surface. Fix ${(a, c) \in \mathbb{N}^2\ \backslash\ \{(0, 0)\}}$ . Let ${X \subset \mathbb{P}^3}$ be a general disjoint union of a lines and c double lines. Then X has maximal rank, i.e. for each ${t \in \mathbb{Z}}$ either ${h^1(\mathcal{I}_X(t)) = 0}$ or ${h^0(\mathcal{I}_X(t)) = 0}$ .     

Calabi Product Lagrangian Immersions in Complex Projective Space and Complex Hyperbolic Space

Starting from two Lagrangian immersions and a Legendre curve ${\tilde{\gamma}(t)}$ in ${\mathbb{S}^3(1)}$ $({\rm or\,in}\,{\mathbb{H}_1^3(-1)})$ , it is possible to construct a new Lagrangian immersion in ${\mathbb{CP}^n(4)}$ $({\rm or\,in}\,{\mathbb{CH}^n(-4)})$ , which is called a warped product Lagrangian immersion. When ${\tilde{\gamma}(t)=(r_1e^{i(\frac{r_2}{r_1}at)}, \;r_2e^{i(- \frac{r_1}{r_2}at)})}$ $({\rm or}\,{\tilde{\gamma}(t)=(r_1e^{i(\frac{r_2}{r_1}at)}, \;r_2e^{i( \frac{r_1}{r_2}at)})})$ , where r ₁, r ₂, and a are positive constants with ${r_1^2+r_2^2=1}$ $({\rm or}\,{-r_1^2+r_2^2=-1})$ , we call the new Lagrangian immersion a Calabi product Lagrangian immersion. In this paper, we study the inverse problem: how to determine from the properties of the second fundamental form whether a given Lagrangian immersion of ${\mathbb{CP}^n(4)}$ or ${\mathbb{CH}^n(-4)}$ is a Calabi product Lagrangian immersion. When the Calabi product is minimal, or is Hamiltonian minimal, or has parallel second fundamental form, we give some further characterizations.     

Order Bounded Weighted Composition Operators Mapping into the Bergman Space

We will investigate the order boundedness of weighted composition operators ${uC_{\varphi}}$ from weighted Bergman spaces ${L_{a}^p(dA_{\alpha})}$ , weighted-type spaces ${H_{\alpha}^{\infty}}$ or Bloch-type spaces ${\mathcal{B}_{\alpha}}$ into the space ${L_{a}^q(dA_{\beta})}$ .     

Tiling Convex Polygons with Congruent Equilateral Triangles

We study the sets $\mathcal{T}_{v}=\{m \in\{1,2,\ldots\}: \mbox{there is a convex polygon in }\mathbb{R}^{2}\mbox{ that has }v\mbox{ vertices and can be tiled with $m$ congruent equilateral triangles}\}$ , v=3,4,5,6. $\mathcal{T}_{3}$ , $\mathcal{T}_{4}$ , and $\mathcal{T}_{6}$ can be quoted completely. The complement $\{1,2,\ldots\} \setminus\mathcal{T}_{5}$ of $\mathcal{T}_{5}$ turns out to be a subset of Euler’s numeri idonei. As a consequence, $\{1,2,\ldots\} \setminus\mathcal{T}_{5}$ can be characterized with up to two exceptions, and a complete characterization is given under the assumption of the Generalized Riemann Hypothesis.     

Euclidean hypersurfaces with genuine deformations in codimension two

We classify hypersurfaces of rank two of Euclidean space ${\mathbb{R}^{n+1}}$ that admit genuine isometric deformations in ${\mathbb{R}^{n+2}}$ . That an isometric immersion ${\hat{f}\colon M^n \to \mathbb{R}^{n+2}}$ is a genuine isometric deformation of a hypersurface ${f\colon M^n\to\mathbb{R}^{n+1}}$ means that ${\hat f}$ is nowhere a composition ${\hat f=\hat F\circ f}$ , where ${\hat{F} \colon V\subset \mathbb{R}^{n+1} \to\mathbb{R}^{n+2}}$ is an isometric immersion of an open subset V containing the hypersurface.     

Averaged Pointwise Bounds for Deformations of Schrödinger Eigenfunctions

Let (M,g) be an n-dimensional, compact Riemannian manifold and ${P_0(\hbar) = -\hbar{^2} \Delta_g + V(x)}$ be a semiclassical Schrödinger operator with ${\hbar \in (0,\hbar_0]}$ . Let ${E(\hbar) \in [E-o(1),E+o(1)]}$ and ${(\phi_{\hbar})_{\hbar \in (0,\hbar_0]}}$ be a family of L ²-normalized eigenfunctions of ${P_0(\hbar)}$ with ${P_0(\hbar) \phi_{\hbar} = E(\hbar) \phi_{\hbar}}$ . We consider magnetic deformations of ${P_0(\hbar)}$ of the form ${P_u(\hbar) = - \Delta_{\omega_u}(\hbar) + V(x)}$ , where ${\Delta_{\omega_u}(\hbar) = (\hbar d + i \omega_u(x))^*({\hbar}d + i \omega_u(x))}$ . Here, u is a k-dimensional parameter running over ${B^k(\epsilon)}$ (the ball of radius ${\epsilon}$ ), and the family of the magnetic potentials ${(w_u)_{u\in B^k(\epsilon)}}$ satisfies the admissibility condition given in Definition 1.1. This condition implies that k ≥ n and is generic under this assumption. Consider the corresponding family of deformations of ${(\phi_{\hbar})_{\hbar \in (0, \hbar_0]}}$ , given by ${(\phi^u_{\hbar})_{\hbar \in(0, \hbar_0]}}$ , where $$\phi_{\hbar}^{(u)}:= {\rm e}^{-it_0 P_u(\hbar)/\hbar}\phi_{\hbar}$$ for ${|t_0|\in (0,\epsilon)}$ ; the latter functions are themselves eigenfunctions of the ${\hbar}$ -elliptic operators ${Q_u(\hbar): ={\rm e}^{-it_0P_u(\hbar)/\hbar} P_0(\hbar) {\rm e}^{it_0 P_u(\hbar)/\hbar}}$ with eigenvalue ${E(\hbar)}$ and ${Q_0(\hbar) = P_{0}(\hbar)}$ . Our main result, Theorem1.2, states that for ${\epsilon >0 }$ small, there are constants ${C_j=C_j(M,V,\omega,\epsilon) > 0}$ with j = 1,2 such that $$C_{1}\leq \int\limits_{\mathcal{B}^k(\epsilon)} |\phi_{\hbar}^{(u)}(x)|^2 \, {\rm d}u \leq C_{2}$$ , uniformly for ${x \in M}$ and ${\hbar \in (0,h_0]}$ . We also give an application to eigenfunction restriction bounds in Theorem 1.3.     

On p-tuples of the Grassmann manifolds

We provide a matrix invariant for isometry classes of p-tuples of points in the Grassmann manifold ${G_{n}\left(\mathbb{K}^{d}\right) }$ ( ${\mathbb{K=\mathbb{R}}}$ or ${\mathbb{C}}$ ). This invariant fully characterizes the p-tuple. We use it to classify the regular p-tuples of ${G_{2}\left(\mathbb{R}^{d}\right) }$ , ${G_{3}\left( \mathbb{R}^{d}\right) }$ and ${G_{2}\left( \mathbb{C}^{d}\right) }$ .     

Matrix Representations of the Low Order Real Clifford Algebras

In this paper we construct the matrix subalgebras ${L_{r,s}(\mathbb{R})}$ of the real matrix algebra ${M_{2^{r+s}} (\mathbb{R})}$ when 2 ≤ r + s ≤ 3 and we show that each ${L_{r,s}(\mathbb{R})}$ is isomorphic to the real Clifford algebra ${\mathcal{C} \ell_{r,s}}$ . In particular, we prove that the algebras ${L_{r,s}(\mathbb{R})}$ can be induced from ${L_{0,n}(\mathbb{R})}$ when 2 ≤ r + s = n ≤ 3 by deforming vector generators of ${L_{0,n}(\mathbb{R})}$ to multiply the specific diagonal matrices. Also, we construct two subalgebras ${T_4(\mathbb{C})}$ and ${T_2(\mathbb{H})}$ of matrix algebras ${M_4(\mathbb{C})}$ and ${M_2(\mathbb{H})}$ , respectively, which are both isomorphic to the Clifford algebra ${\mathcal{C} \ell_{0,3}}$ , and apply them to obtain the properties related to the Clifford group Γ_0,3.     

The Left Hilbert BVP for h-Regular Functions in Clifford Analysis

Consider the real Clifford algebra ${\mathbb{R}_{0,n}}$ generated by e ₁, e ₂, . . . , e _n satisfying ${e_{i}e_{j} + e_{j}e_{i} = -2\delta_{ij} , i, j = 1, 2, . . . , n, e_{0}}$ is the unit element. Let ${\Omega}$ be an open set in ${\mathbb{R}^{n+1}}$ . u(x) is called an h-regular function in ${\Omega}$ if $$D_{x}u(x) + \widehat{u}(x)h = 0, \quad\quad (0.1)$$ where ${D_x = \sum\limits_{i=0}^{n} e_{i}\partial_{xi}}$ is the Dirac operator in ${\mathbb{R}^{n+1}}$ , and ${\widehat{u}(x) = \sum \limits_{A} (-1)^{\#A}u_{A}(x)e_{A}, \#A}$ denotes the cardinality of A and ${h = \sum\limits_{k=0}^{n} h_{k}e_{k}}$ is a constant paravector. In this paper, we mainly consider the Hilbert boundary value problem (BVP) for h-regular functions in ${\mathbb{R}_{+}^{n+1}}$ .     

Uniqueness of integrable solutions to {\nabla \zeta=G \zeta, \zeta|_\Gamma = 0} for integrable tensor coefficients G and applications to elasticity

Let ${\Omega \subset \mathbb{R}^{N}}$ be a Lipschitz domain and Γ be a relatively open and non-empty subset of its boundary ${\partial\Omega}$ . We show that the solution to the linear first-order system $$\nabla \zeta = G\zeta, \, \, \zeta|_\Gamma = 0 \quad \quad \quad (1)$$ is unique if ${G \in \textsf{L}^{1}(\Omega; \mathbb{R}^{(N \times N) \times N})}$ and ${\zeta \in \textsf{W}^{1,1}(\Omega; \mathbb{R}^{N})}$ . As a consequence, we prove $$||| \cdot ||| : \textsf{C}_{o}^{\infty}(\Omega, \Gamma; \mathbb{R}^{3}) \rightarrow [0, \infty), \, \, u \mapsto \parallel {\rm sym}(\nabla uP^{-1})\parallel_{\textsf{L}^{2}(\Omega)}$$ to be a norm for ${P \in \textsf{L}^{\infty}(\Omega; \mathbb{R}^{3 \times 3})}$ with Curl ${P \in \textsf{L}^{p}(\Omega; \mathbb{R}^{3 \times 3})}$ , Curl ${P^{-1} \in \textsf{L}^{q}(\Omega; \mathbb{R}^{3 \times 3})}$ for some p, q > 1 with 1/p + 1/q = 1 as well as det ${P \geq c^+ > 0}$ . We also give a new and different proof for the so-called ‘infinitesimal rigid displacement lemma’ in curvilinear coordinates: Let ${\Phi \in \textsf{H}^{1}(\Omega; \mathbb{R}^{3})}$ satisfy sym ${(\nabla\Phi^\top\nabla\Psi) = 0}$ for some ${\Psi \in \textsf{W}^{1,\infty}(\Omega; \mathbb{R}^{3}) \cap \textsf{H}^{2}(\Omega; \mathbb{R}^{3})}$ with det ${\nabla\Psi \geq c^+ > 0}$ . Then, there exist a constant translation vector ${a \in \mathbb{R}^{3}}$ and a constant skew-symmetric matrix ${A \in \mathfrak{so}(3)}$ , such that ${\Phi = A\Psi + a}$ .     

Some Inverse Problems for d-Orthogonal Polynomials

This paper is devoted to the study of the generalized inverse problem of the left product of a d–dimensional vector form by a polynomial. The objective is to find the regularity conditions of the vector linear form ${\mathcal{V}}$ defined by ${\mathcal{U} = \mathcal{RV}}$ , where ${\mathcal{R}}$ is a d × d matrix polynomial. In such a case, the d–OPS {Q _n } _{n ≥ 0} corresponding to ${\mathcal{V}}$ is d–quasi– orthogonal of order l with respect to ${\mathcal{U}}$ . Secondly, we study the inverse problem: Given a d -OPS P _{n n ≥ 0} with respect to ${\mathcal{U}}$ , characterize the parameters ${\{a^{(i)}_{n}\}{^{dl}_{i=1}}}$ such that the sequence $${Q_{n+dl} = P_{n+dl} + \sum _{i=1}^{dl} a_{n+dl}^{(i)}P_{n+dl-i},\quad n\geq 0}$$ , is d–orthogonal with respect to some regular vector linear form ${\mathcal{V}}$ . As an immediate consequence, find the explicit relation between ${\mathcal{U}}$ and ${\mathcal{V}}$ .     

Representation of Polynomials by Linear Combinations of Radial Basis Functions

Let ${\mathcal {P}_{n}^{d}}$ denote the space of polynomials on ? ^d of total degree n. In this work, we introduce the space of polynomials ${\mathcal {Q}_{2 n}^{d}}$ such that ${\mathcal {P}_{n}^{d}}\subset {\mathcal {Q}_{2 n}^{d}}\subset\mathcal{P}_{2n}^{d}$ and which satisfy the following statement: Let h be any fixed univariate even polynomial of degree n and $\mathcal{A}$ be a finite set in ? ^d . Then every polynomial P from the space  ${\mathcal {Q}_{2 n}^{d}}$ may be represented by a linear combination of radial basis functions of the form h(∥x+a∥), $a\in \mathcal{A}$ , if and only if the set $\mathcal{A}$ is a uniqueness set for the space  ${\mathcal {Q}_{2 n}^{d}}$ .