Bounds on Randi? indices

The general Randi? index of a molecular graph G is the sum of [d(u)d(v)]^α over all edges uv∈G, where d(v) denotes the degree of the vertex v in G and α is an arbitrary number. When α=−1/2, it is called the Randi? index. Delorme et al. stated a best possible lower bound on the Randi? index of a triangle-free graph with given minimum degree. Their false proof was pointed out by Liu et al. In this note, we derive some sharp bounds on the general Randi? index which implies their lower bound for triangle-free graphs of order n with maximum degree at most n/4, and also prove it for triangle-free graphs with small minimum degree.     

Analytic Continuations of Fourier and Stieltjes Transforms and Generalized Moments of?Probability?Measures

We consider analytic continuations of Fourier transforms and Stieltjes transforms. This enables us to define what we call complex moments for some class of probability measures which do not have moments in the usual sense. There are two ways to generalize moments accordingly to Fourier and Stieltjes transforms; however these two turn out to coincide. As applications, we give short proofs of the convergence of probability measures to Cauchy distributions with respect to tensor, free, Boolean and monotone convolutions.     

Option Pricing and Hedging under a Markov Switching Lévy Process Model

In this paper,we consider a Markov switching Lévy process model in which the underlying risky assets are driven by the stochastic exponential of Markov switching Lévy process and then apply the model to option pricing and hedging.In this model,the market interest rate,the volatility of the underlying risky assets and the N-state compensator,depend on unobservable states of the economy which are modeled by a continuous-time Hidden Markov process.We use the MEMM(minimal entropy martingale measure) as the equivalent martingale measure.The option price using this model is obtained by the Fourier transform method.We obtain a closed-form solution for the hedge ratio by applying the local risk minimizing hedging.     

Moments of Ramanujan?s generalized elliptic integrals and extensions of Catalan?s constant

We undertake a thorough investigation of the moments of Ramanujan?s alternative elliptic integrals and of related hypergeometric functions. Along the way we are able to give some surprising closed forms for Catalan-related constants and various new hypergeometric identities.     

Credit Derivatives Pricing Based on Lévy Field Driven Term Structure

We use Lévy random fields to model the term structure of forward default intensity, which allows to describe the contagion risks. We consider the pricing of credit derivatives, notably of defaultable bonds in our model. The main result is to prove the pricing kernel as the unique solution of a parabolic integro-differential equation by constructing a suitable contractible operator and then considering the limit case for an unbounded terminal condition. Finally, we illustrate the impact of contagious jump risks on the defaultable bond price by numerical examples.     

Bounds on the clique-transversal number of regular graphs

A clique-transversal set D of a graph G is a set of vertices of G such that D meets all cliques of G.The clique-transversal number,denoted Tc(G),is the minimum cardinality of a clique- transversal set in G.In this paper we present the bounds on the clique-transversal number for regular graphs and characterize the extremal graphs achieving the lower bound.Also,we give the sharp bounds on the clique-transversal number for claw-free cubic graphs and we characterize the extremal graphs achieving the lower bound.     

A Relaxation Scheme for Solving the Boltzmann Equation Based on the Chapman-Enskog Expansion

Abstract In [16] a visco-elastic relaxation system, called the relaxed Burnett system, was proposed by Jinand Slemrod as a moment approximation to the Boltzmann equation. The relaxed Burnett system is weaklyparabolic, has a linearly hyperbolic convection part, and is endowed with a generalized eotropy inequality. Itagrees with the solution of the Boltzmann equation up to the Burnett order via the Chapman-Enskog expansion. We develop a one-dimensional non-oscillatory numerical scheme based on the relaxed Burnett system forthe Boltzmann equation. We compare numerical results for stationary shocks based on this relaxation scheme,and those obtained by the DSMC (Direct Simulation Monte Carlo), by the Navier-Stokes equations and bythe extended thermodynamics with thirteen moments (the Grad equations). Our numerical experiments showthat the relaxed Burnett gives more accurate approximations to the shock profiles of the Boltzmann equationobtained by the DSMC, for a range of Mach numbers for hypersonic flows, th     

Fractional Moments of Automorphic L-Functions on GL（m）

Let π be an irreducible unitary cuspidal representation of GLm(AQ), m ≥ 2. Assume that π is self-contragredient. The author gets upper and lower bounds of the same order for fractional moments of automorphic L-function L(s, π) on the critical line under Generalized Ramanujan Conjecture; the upper bound being conditionally subject to the truth of Generalized Riemann Hypothesis.     

Bounds of Singular Integrals on Weighted Hardy Spaces and Discrete Littlewood–Paley Analysis

We apply the discrete version of Calderón??s reproducing formula and Littlewood?CPaley theory with weights to establish the $H^{p}_{w} \to H^{p}_{w}$ (0<p<??) and $H^{p}_{w}\to L^{p}_{w}$ (0<p??1) boundedness for singular integral operators and derive some explicit bounds for the operator norms of singular integrals acting on these weighted Hardy spaces when we only assume w??A _??. The bounds will be expressed in terms of the A _q constant of w if q>q _w =inf?{s:w??A _s }. Our results can be regarded as a natural extension of the results about the growth of the A _p constant of singular integral operators on classical weighted Lebesgue spaces $L^{p}_{w}$ in Hytonen et al. (arXiv:1006.2530, 2010; arXiv:0911.0713, 2009), Lerner (Ill.?J.?Math. 52:653?C666, 2008; Proc. Am. Math. Soc. 136(8):2829?C2833, 2008), Lerner et?al. (Int.?Math. Res. Notes 2008:rnm 126, 2008; Math. Res. Lett. 16:149?C156, 2009), Lacey et?al. (arXiv:0905.3839v2, 2009; arXiv:0906.1941, 2009), Petermichl (Am. J. Math. 129(5):1355?C1375, 2007; Proc. Am. Math. Soc. 136(4):1237?C1249, 2008), and Petermichl and Volberg (Duke Math. J. 112(2):281?C305, 2002). Our main result is stated in Theorem?1.1. Our method avoids the atomic decomposition which was usually used in proving boundedness of singular integral operators on Hardy spaces.     

Validation of a Computational Algorithm Based on the Discontinuous Galerkin Method for the Baer–Nunziato Relaxation Model

Differential Equations - The Runge–Kutta/Discontinuous Galerkin (RK/DG) method is considered to simulate the dynamics of two-phase media in the framework of a completely nonequilibrium...     

Moments and Distribution of the Local Times of a Transient Random Walk on ℤ d

Consider an arbitrary transient random walk on ℤ ^d with d∈ℕ. Pick α∈[0,∞), and let L _n (α) be the spatial sum of the αth power of the n-step local times of the walk. Hence, L _n (0) is the range, L _n (1)=n+1, and for integers α, L _n (α) is the number of the α-fold self-intersections of the walk. We prove a strong law of large numbers for L _n (α) as n→∞. Furthermore, we identify the asymptotic law of the local time in a random site uniformly distributed over the range. These results complement and contrast analogous results for recurrent walks in two dimensions recently derived by Černy (Stoch. Proc. Appl. 117:262–270, 2007). Although these assertions are certainly known to experts, we could find no proof in the literature in this generality.      

Heat Semigroup Bounds on BV(Ω) and Related Estimates

Let \(\overline{\Omega}\) be a compact Riemannian manifold with nonempty boundary. We note that if \(f\in C^\infty(\overline{\Omega})\) does not vanish identically on the boundary, then the heat semigroup \(e^{t\Delta_D}\) (with the Dirichlet boundary condition) acting on f produces a family bounded in \(H^{1,p}(\overline{\Omega})\) if and only if p?=?1. This observation motivates the main result of this paper, which is that the heat semigroup is uniformly bounded on BV(Ω), the space of functions on Ω with bounded variation.     

Bounds on the Non-real Spectrum of a Singular Indefinite Sturm-Liouville Operator on ℝ

A simple explicit bound on the absolute values of the non-real eigenvalues of a singular indefinite Sturm-Liouville operator on the real line with the weight function sgn(·) and an integrable, continuous potential q is obtained. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Bounds on the vertex–edge domination number of a tree

A vertex–edge dominating set of a graph G is a set D of vertices of G such that every edge of G is incident with a vertex of D or a vertex adjacent to a vertex of D. The vertex–edge domination number of a graph G  , denoted by γ_ve(T)${\gamma }_{\mathrm{ve}}(T)$, is the minimum cardinality of a vertex–edge dominating set of G. We prove that for every tree T   of order n?3$n?3$ with l leaves and s   support vertices, we have (n−l−s+3)/4?γ_ve(T)?n/3$(n-l-s+3)/4?{\gamma }_{\mathrm{ve}}(T)?n/3$, and we characterize the trees attaining each of the bounds.     

Bounds on the density of states for Schrödinger operators

We establish bounds on the density of states measure for Schrödinger operators. These are deterministic results that do not require the existence of the density of states measure, or, equivalently, of the integrated density of states. The results are stated in terms of a “density of states outer-measure” that always exists, and provides an upper bound for the density of states measure when it exists. We prove log-Hölder continuity for this density of states outer-measure in one, two, and three dimensions for Schrödinger operators, and in any dimension for discrete Schrödinger operators.     

Bounds for Two Classes of Graph Spectrum and Proof of Their Conjectures

Let λ_k be the kth greatest eigenvalue of forest F (or tree T) on n vertices, then λ_k=-λ_(n-k 1). Hong Yuan proposed the following conjecture: Conjecture 1. Suppose T is a tree with n vertices and edge independence number q. For k≤q, λ_k(T)≥λ_k(S_(n-2k 2)~(2h-2) with equality iff T≌S_(n-2k 2)~(2k-2), where S_(n-2k 2)~(2k-2) is formed from a K_(1,n-2k 1) and a path P_(2k-2) by joining with an edge a vertex of degree one of P_(2k-2) to the vertex of degree n-2k 1 of K_(1,n-2k 1).     

Estimates for the Upper Bounds of the First Eigenvalue on Submanifolds

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Bounds on the degree of APN polynomials: the case of x ?1?+?g(x)

In this paper we consider APN functions ${f:\mathcal{F}_{2^m}\to \mathcal{F}_{2^m}}$ of the form f(x) = x ^?1 + g(x) where g is any non ${\mathcal{F}_{2}}$ -affine polynomial. We prove a lower bound on the degree of the polynomial g. This bound in particular implies that such a function f is APN on at most a finite number of fields ${\mathcal{F}_{2^m}}$ . Furthermore we prove that when the degree of g is less than 7 such functions are APN only if m ?? 3 where these functions are equivalent to x ³.     

On Fast Polynomial Algorithms and Lower Bounds of the Linear Complexity

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