A generalization of the primitive normal basis theorem

The primitive normal basis theorem asks whether every finite field extension has a primitive normal basis of this extension. The proof of this problem has recently been completed by Lenstra and Schoof (1987) [6], and another proof is given by Cohen and Huczynska (2003) [3]. We present a more general result, where the primitive element generating a normal basis is replaced by a primitive element generating the finite Carlitz module. Such generators always exist except for finitely many cases which might not exist.     

Results on uniqueness of entire functions whose difference polynomials share a polynomial

In this paper, we use the concept of weighted sharing of values to investigate the uniqueness results when two difference polynomials of entire functions share a nonzero polynomial or a small function with a finite weight.We also investigate the situation when the original functions share 0 CM. The obtained results improve some recent related results of X. Li et al. [Ann. Polon. Math, 102 (2011), 111-127] and that of W. Li et al. [Bull. Malay. Math. Sci. Soc., 39 (2016), 499-515].     

Complete Convergence for Randomly Weighted Sums of Random Variables Satisfying Some Moment Inequalities

For random variables and random weights satisfying Marcinkiewicz-Zygmund and Rosenthal type moment inequalities, we establish complete convergence results for randomly weighted sums of the random variables. Our results generalize those of(Thanh et al. SIAM J. Control Optim., 49,106–124(2011), Han and Xiang J. Ineq. Appl., 2016, 313(2016), Li et al. J. Ineq. Appl., 2017, 182(2017), and Wang et al. Statistics, 52, 503–518(2018).)     

CRITICAL EXTINCTION EXPONENTS FOR POLYTROPIC FILTRATION EQUATIONS WITH NONLOCAL SOURCE AND ABSORPTION

In this article,by applying the super-solution and sub-solution methods,instead of energy estimate methods,the authors investigate the critical extinction exponents for a polytropic filtration equation with a nonlocal source and an absorption term,and give a classification of the exponents and coefficients for the solutions to vanish in finite time or not,which improve one of our results(Applicable Analysis,92(2013),636-650) and the results of Zheng et al(Math.Meth.Appl.Sci.,36(2013),730-743).     

扇的倍图的邻点可区别边色数

设G(V,E)是阶数至少是3的简单连通图,若f是图G的k-正常边染色,使得对任意的uv∈E(G),C(u)≠C(v),那么称f是图G的k-邻点可区别边染色(k-ASEC),其中C(u)={f(uw)│uw∈E(G)},而χa′s(G)=min{k│存在G的一个k-ASEC},称为G的邻点可区别边色数.本文给出扇的倍图D(Fm)的邻点可区别边色数.     

A new concatenated type construction for LCD codes and isometry codes

We give a new concatenated type construction for linear codes with complementary dual (LCD) over small finite fields. In this construction,we need a special class of inner codes that we call isometry codes. Our construction generalizes a recent construction of Carlet et al. (2014–2016) and of Güneri et al. (2016). In particular, it allows us to construct LCD codes with improved parameters directly.     

Optimal admission control for two station tandem queues with loss

We consider a two-station tandem queue with a buffer size of one at the first station and a finite buffer size at the second station. Silva et al. (2013) gave a criterion determining the optimal admission control policy for this model. In this paper, we improve the results of Silva et al. (2013) and also solve the problem conjectured by Silva et al. (2013).     

Spatio-Temporal Organization in a Morphochemical Electrodeposition Model: Analysis and Numerical Simulation of Spiral Waves

In this paper we derive Hopf instability conditions for the morphochemical mathematical model for alloy electrodeposition introduced and experimentally validated in Bozzini et al. (J. Solid State Electrochem., 17:467–479, 2013). Using normal form theory we show that in the neighborhood of the Hopf bifurcation, essential features of the system dynamics are captured by a specific Complex Ginzburg-Landau Equation (CGLE). The derived CGLE yields analytical results on the existence and stability of spiral waves. Moreover, the arising of spiral instability is discussed in terms of the relevant system parameters and the related phenomenology is investigated numerically. To face with the numerical approximation of the spiral structures and of their longtime oscillating behavior we apply an Alternating Direction Implicit (ADI) method based on high order finite differences in space.     

Set-valued loss-based risk measures

In this paper, we introduce a new class of set-valued risk measures, named set-valued convex loss-based risk measures. Representation results are provided. This new class can be considered as a set-valued extension of those introduced by Cont et al. (Stat Risk Model Appl Finance Insur 30(2):133–167, 2013) and Chen et al. (Positivity, 2017). Finally, examples are also given to illustrate the set-valued convex loss-based risk measures.     

Simultaneous cartoon and texture image inpainting using morphological component analysis (MCA)

This paper describes a novel inpainting algorithm that is capable of filling in holes in overlapping texture and cartoon image layers. This algorithm is a direct extension of a recently developed sparse-representation-based image decomposition method called MCA (morphological component analysis), designed for the separation of linearly combined texture and cartoon layers in a given image (see [J.-L. Starck, M. Elad, D.L. Donoho, Image decomposition via the combination of sparse representations and a variational approach, IEEE Trans. Image Process. (2004), in press] and [J.-L. Starck, M. Elad, D.L. Donoho, Redundant multiscale transforms and their application for morphological component analysis, Adv. Imag. Electron Phys. (2004) 132]). In this extension, missing pixels fit naturally into the separation framework, producing separate layers as a by-product of the inpainting process. As opposed to the inpainting system proposed by Bertalmio et al., where image decomposition and filling-in stages were separated as two blocks in an overall system, the new approach considers separation, hole-filling, and denoising as one unified task. We demonstrate the performance of the new approach via several examples.     

On the analytic extension of Stirling numbers of the first kind

We present an analytic extension of the unsigned Stirling numbers of the first kind that is in a certain sense unique in its coincidence with the Stirling polynomials. We examine and compare our extension to previous extensions of (signed) Stirling numbers of the first kind given by Butzer et al. (2007, J. Difference Equ. Appl., 13) and of the unsigned numbers given by Adamchik (1997, J. Comput. Appl. Math., 79). We also see a connection to the Riemann zeta function.     

关于Stokes和线性Navier-Stokes方程的广义维数分裂迭代方法

本文研究了鞍点问题的迭代法.在Benzi等人提出的维数分裂(DS)迭代方法的基础上,提出了具有三个参数的广义维数分裂(GDS)迭代法,该方法包含了DS迭代法,理论分析表明该方法是无条件收敛的.通过对有限差分法和有限元法离散的Stokes问题及有限元法离散的Oseen问题的数值结果表明,本文所给方法是有效的.     

Trace class multipliers and spectral variation of normal matrices

In this article we show how to estimate the trace multiplier norm of a rank 2 matrix. As an application, an alternative proof of a theorem of Holbrook et al. (Maximal spectral distance, Linear Algebra Appl., 249 (1996) 197–205) on the maximal spectral distance between two normal matrices with prescribed eigenvalues is given.     

关于微分多项式的唯一性

研究了涉及亚纯函数及其导数具有三个公共值的唯一性问题,得到的结果改进了Lahiri I.,张庆彩和仪洪勋等的有关定理,并有例子表明所得结果是精确的.     

L log L criterion for a class of multitype superdiffusions with non-local branching mechanisms

In this paper, we provide a pathwise spine decomposition for multitype superdiffusions with nonlocal branching mechanisms under a martingale change of measure. As an application of this decomposition,we obtain a necessary and sufficient condition(called the L log L criterion) for the limit of the fundamental martingale to be non-degenerate. This result complements the related results obtained in Kyprianou et al.(2012),Kyprianou and Murillo-Salas(2013) and Liu et al.(2009) for superprocesses with purely local branching mechanisms and in Kyprianou and Palau(2018) for super Markov chains.     

Optimal trade execution under endogenous pressure to liquidate: Theory and numerical solutions

We study optimal liquidation of a trading position (so-called block order or meta-order) in a market with a linear temporary price impact (Kyle, 1985). We endogenize the pressure to liquidate by introducing a downward drift in the unaffected asset price while simultaneously ruling out short sales. In this setting the liquidation time horizon becomes a stopping time determined endogenously, as part of the optimal strategy. We find that the optimal liquidation strategy is consistent with the square-root law which states that the average price impact per share is proportional to the square root of the size of the meta-order (Bershova & Rakhlin,2013; Farmer et?al., 2013; Donier et?al., 2015; Tóth (2016).Mathematically, the Hamilton–Jacobi–Bellman equation of our optimization leads to a severely singular and numerically unstable ordinary differential equation initial value problem. We provide careful analysis of related singular mixed boundary value problems and devise a numerically stable computation strategy by re-introducing time dimension into an otherwise time-homogeneous task.     

Uniform infinite planar quadrangulations with a boundary

We introduce and study the uniform infinite planar quadrangulation (UIPQ) with a boundary via an extension of the construction of Curien et al. (Curien et al., Lat Am J Probab Math Stat 49 (2013) 340–373). We then relate this object to its simple boundary analog using a pruning procedure. This enables us to study the aperture of these maps, that is, the maximal graph distance between two points on the boundary, which in turn sheds new light on the geometry of the UIPQ. In particular we prove that the self‐avoiding walk on the UIPQ is at most diffusive. © 2014 Wiley Periodicals, Inc. Random Struct. Alg., 47, 30–58, 2015     

Completely normal elements in some finite abelian extensions

We present some completely normal elements in the maximal real subfields of cyclotomic fields over the field of rational numbers, relying on the criterion for normal element developed in [Jung H.Y., Koo J.K., Shin D.H., Normal bases of ray class fields over imaginary quadratic fields, Math. Z., 2012, 271(1–2), 109–116]. And, we further find completely normal elements in certain abelian extensions of modular function fields in terms of Siegel functions.     

Static super-replicating strategies for a class of exotic options

In this paper, we investigate static super-replicating strategies for European-type call options written on a weighted sum of asset prices. This class of exotic options includes Asian options and basket options among others. We assume that there exists a market where the plain vanilla options on the different assets are traded and hence their prices can be observed in the market. Both the infinite market case (where prices of the plain vanilla options are available for all strikes) and the finite market case (where only a finite number of plain vanilla option prices are observed) are considered. We prove that the finite market case converges to the infinite market case when the number of observed plain vanilla option prices tends to infinity.We show how to construct a portfolio consisting of the plain vanilla options on the different assets, whose pay-off super-replicates the pay-off of the exotic option. As a consequence, the price of the super-replicating portfolio is an upper bound for the price of the exotic option. The super-hedging strategy is model-free in the sense that it is expressed in terms of the observed option prices on the individual assets, which can be e.g. dividend paying stocks with no explicit dividend process known. This paper is a generalization of the work of Simon et al. [Simon, S., Goovaerts, M., Dhaene, J., 2000. An easy computable upper bound for the price of an arithmetic Asian option. Insurance Math. Econom. 26 (2–3), 175–184] who considered this problem for Asian options in the infinite market case. Laurence and Wang [Laurence, P., Wang, T.H., 2004. What’s a basket worth? Risk Mag. 17, 73–77] and Hobson et al. [Hobson, D., Laurence, P., Wang, T.H., 2005. Static-arbitrage upper bounds for the prices of basket options. Quant. Fin. 5 (4), 329–342] considered this problem for basket options, in the infinite as well as in the finite market case.As opposed to Hobson et al. [Hobson, D., Laurence, P., Wang, T.H., 2005. Static-arbitrage upper bounds for the prices of basket options. Quant. Fin. 5 (4), 329–342] who use Lagrange optimization techniques, the proofs in this paper are based on the theory of integral stochastic orders and on the theory of comonotonic risks.