Cluster Categories and Their Relation to Cluster Algebras and Semi-invariants

Cluster categories were introduced in the paper “Tilting theory and cluster combinatorics” [8] in order to better understand the combinatorics of cluster algebras, by giving new, module theoretic and categorical meanings to the combinatorics of the well known cluster algebras [20]. Subsequently, correspondences between the many notions in these two areas were given, e.g. [5, 6, 11, 9] and others. This proved to be quite useful and productive approach with even further connections to semi-invariants of quivers [26]. However, in order to get this connection, one needs to define and study virtual representation spaces for vectors having both positive and negative dimensions at the vertices of a quiver without oriented cycles. Then, the virtual semi-invariants satisfy the three basic theorems: the First Fundamental Theorem (determinantal), the Saturation theorem and the Canonical Decomposition theorem. From the above theorems it follows that in the case of Dynkin quivers there is a nice relationship between supports of the semi-invariants and the tilting triangulation of the (n – 1)-sphere. Lecture held in the Seminario Matematico e Fisico on September 26, 2007. Received: September 2008     

Generating random correlation matrices based on vines and extended onion method

We extend and improve two existing methods of generating random correlation matrices, the onion method of Ghosh and Henderson [S. Ghosh, S.G. Henderson, Behavior of the norta method for correlated random vector generation as the dimension increases, ACM Transactions on Modeling and Computer Simulation (TOMACS) 13 (3) (2003) 276–294] and the recently proposed method of Joe [H. Joe, Generating random correlation matrices based on partial correlations, Journal of Multivariate Analysis 97 (2006) 2177–2189] based on partial correlations. The latter is based on the so-called D-vine. We extend the methodology to any regular vine and study the relationship between the multiple correlation and partial correlations on a regular vine. We explain the onion method in terms of elliptical distributions and extend it to allow generating random correlation matrices from the same joint distribution as the vine method. The methods are compared in terms of time necessary to generate 5000 random correlation matrices of given dimensions.     

Global weak solutions of the wave map system to compact homogeneous spaces

We construct global weak solutions of the wave map problem in the class of maps with bounded energy, with values in an arbitrary compact homogeneous space, for arbitrary initial data inH _c ¹ . The proof proceeds by a ‘penalty approximation’ method, which generalizes J.Shatah's [5] argument for the case of maps with values in then-sphere. Supported in part by a grant from the National Science Foundation and Science Alliance.     

Moment matching approximation of Asian basket option prices

In this paper we propose some moment matching pricing methods for European-style discrete arithmetic Asian basket options in a Black & Scholes framework. We generalize the approach of [M. Curran, Valuing Asian and portfolio by conditioning on the geometric mean price, Management Science 40 (1994) 1705-1711] and of [G. Deelstra, J. Liinev, M. Vanmaele, Pricing of arithmetic basket options by conditioning, Insurance: Mathematics & Economics 34 (2004) 55-57] in several ways. We create a framework that allows for a whole class of conditioning random variables which are normally distributed. We moment match not only with a lognormal random variable but also with a log-extended-skew-normal random variable. We also improve the bounds of [G. Deelstra, I. Diallo, M. Vanmaele, Bounds for Asian basket options, Journal of Computational and Applied Mathematics 218 (2008) 215-228]. Numerical results are included and on the basis of our numerical tests, we explain which method we recommend depending on moneyness and time-to-maturity.     

Consistent first-return Riemann sums for Lebesgue integrals

U. B. Darji and M. J. Evans [1] showed previously that it is possible to obtain the integral of a Lebesgue integrable function on the interval [0,1] via a Riemann type process, where one chooses the selected point in each partition interval using a first-return algorithm based on a sequence {x _n} which is dense in [0,1]. Here we show that if the same is true for every rearrangement of {x _n}, then the function must be equal almost everywhere to a Riemann integrable function. This revised version was published online in June 2006 with corrections to the Cover Date.     

Weighted Strichartz estimates for the wave equation in even space dimensions

We prove the weighted Strichartz estimates for the wave equation in even space dimensions with radial symmetry in space. Although the odd space dimensional cases have been treated in our previous paper [5], the lack of the Huygens principle prevents us from a similar treatment in even space dimensions. The proof is based on the two explicit representations of solutions due to Rammaha [11] and Takamura [14] and to Kubo-Kubota [6]. As in the odd space dimensional cases [5], we are also able to construct self-similar solutions to semilinear wave equations on the basis of the weighted Strichartz estimates.Mathematics Subject Classification (2000): 35L05, 35B45, 35L70COE fellowDedicated to Professor Mitsuru Ikawa on the occasion of his sixtieth birthday     

A new proof of the Gasca–Maeztu conjecture for

In the Chung–Yao construction of poised nodes for bivariate polynomial interpolation [K.C. Chung, T.H. Yao, On lattices admitting unique Lagrange interpolations, SIAM J. Numer. Anal. 14 (1977) 735–743], the interpolation nodes are intersection points of some lines. The Berzolari–Radon construction [L. Berzolari, Sulla determinazione di una curva o di una superficie algebrica e su alcune questioni di postulazione, Lomb. Ist. Rend. 47 (2) (1914) 556–564; J. Radon, Zur mechanischen Kubatur, Monatsh. Math. 52 (1948) 286–300] seems to be more general, since in this case the nodes of interpolation lie (almost) arbitrarily on some lines. In 1982 Gasca and Maeztu conjectured that every poised set allowing the Chung–Yao construction is of Berzolari–Radon type. So far, this conjecture has been confirmed only for polynomial spaces of small total degree n≤4, the result being evident for n≤2 and not hard to see for n=3. For the case n=4 two proofs are known: one of J.R. Busch [J.R. Busch, A note on Lagrange interpolation in , Rev. Un. Mat. Argentina 36 (1990) 33–38], and another of J.M. Carnicer and M. Gasca [J.M. Carnicer, M. Gasca, A conjecture on multivariate polynomial interpolation, Rev. R. Acad. Cienc. Exactas Fís. Nat. (Esp.) Ser. A Mat. 95 (2001) 145–153]. Here we present a third proof which seems to be more geometric in nature and perhaps easier. We also present some results for the case of n=5 and for general n which might be useful for later consideration of the problem.     

On exponential and other random variable generators

G. Marsaglia [6] proposed a new method for generating exponential random variables. In this note, his method is modified and generalized for generating χ² random variables with even degrees of freedom. Remarks refer to general χ² and normal random variable generators.     

The Algebraic Perturbation Method for Generalized Inverses

Algebraic perturbation methods were first proposed for the solution of nonsingular linear systems by R. E. Lynch and T. J. Aird [2]. Since then, the algebraic perturbation methods for generalized inverses have been discussed by many scholars [3]-[6]. In [4], a singular square matrix was perturbed algebraically to obtain a nonsingular matrix, resulting in the algebraic perturbation method for the Moore-Penrose generalized inverse. In [5], some results on the relations between nonsingular perturbations and generalized inverses of $m\times n$ matrices were obtained, which generalized the results in [4]. For the Drazin generalized inverse, the author has derived an algebraic perturbation method in [6]. In this paper, we will discuss the algebraic perturbation method for generalized inverses with prescribed range and null space, which generalizes the results in [5] and [6]. We remark that the algebraic perturbation methods for generalized inverses are quite useful. The applications can be found in [5] and [8]. In this paper, we use the same terms and notations as in [1].     

On a combination method of VDR and patchwork for generating uniform random points on a unit sphere

In this paper, we use a combination of VDR theory and patchwork method to derive an efficient algorithm for generating uniform random points on a unit d-sphere. We first propose an algorithm to generate random vector with uniform distribution on a unit 2-sphere on the plane. Then we use VDR theory to reduce random vector X_d with uniform distribution on a unit d-sphere into , such that the random vector (X_d-1,X_d) is uniformly distributed on a unit 2-sphere and X_d-2 has conditional uniform distribution on a (d-2)-sphere of radius , given V=v with V having the p.d.f. . Finally, we arrive by induction at an algorithm for generating uniform random points on a unit d-sphere.     

Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory

We consider asymptotics for orthogonal polynomials with respect to varying exponential weights w_n(x)dx = e^−nV(x) dx on the line as n → ∞. The potentials V are assumed to be real analytic, with sufficient growth at infinity. The principle results concern Plancherel‐Rotach‐type asymptotics for the orthogonal polynomials down to the axis. Using these asymptotics, we then prove universality for a variety of statistical quantities arising in the theory of random matrix models, some of which have been considered recently in [31] and also in [4]. An additional application concerns the asymptotics of the recurrence coefficients and leading coefficients for the orthonormal polynomials (see also [4]). The orthogonal polynomial problem is formulated as a Riemann‐Hilbert problem following [19, 20]. The Riemann‐Hilbert problem is analyzed in turn using the steepest‐descent method introduced in [12] and further developed in [11, 13]. A critical role in our method is played by the equilibrium measure dμ_V for V as analyzed in [8]. © 1999 John Wiley & Sons, Inc.     

Nonfacets for shellable spheres

We generalize the notion of a map on a 2-sphere to maps on then-sphere and then show that there exist combinatorial types of countries that cannot be the only type of country for a shellablen-sphere. This generalizes the well known theorem that there are no maps on the 2-sphere all of whose countries arek-gons for anyk≧6. Research supported by N.S.F. grant, number GP-42941     

Isoparametric functions on exotic spheres

This paper extends widely the work in [11]. Existence and non-existence results of isoparametric functions on exotic spheres and Eells–Kuiper projective planes are established. In particular, every homotopy n  -sphere (n>4$n>4$) carries an isoparametric function (with certain metric) with 2 points as the focal set, in strong contrast to the classification of cohomogeneity one actions on homotopy spheres [26] (only exotic Kervaire spheres admit cohomogeneity one actions besides the standard spheres). As an application, we improve a beautiful result of Bérard-Bergery [2] (see also pp. 234–235 of [3]).     

Efficient generation of random nonsingular matrices

We present an efficient algorithm for generating an n × n nonsingular matrix uniformly over a finite field. This algorithm is useful for several cryptographic and checking applications. Over GF[2] our algorithm runs in expected time M(n) + O(n²), where M(n) is the time needed to multiply two n × n matrices, and the expected number of random bits it uses is n² + 3. (Over other finite fields we use n² + O(1) random field elements on average.) This is more efficient than the standard method for solving this problem, both in terms of expected running time and the expected number of random bits used. The standard method is to generate random n × n matrices until we produce one with nonzero determinant. In contrast, our technique directly produces a random matrix guaranteed to have nonzero determinant. We also introduce efficient algorithms for related problems such as uniformly generating singular matrices or matrices with fixed determinant. © 1993 John Wiley & Sons, Inc.     

Quasi-randomness and the distribution of copies of a fixed graph

We show that if a graph G has the property that all subsets of vertices of size n/4 contain the “correct” number of triangles one would expect to find in a random graph G(n, 1/2), then G behaves like a random graph, that is, it is quasi-random in the sense of Chung, Graham, and Wilson [6]. This answers positively an open problem of Simonovits and Sós [10], who showed that in order to deduce that G is quasi-random one needs to assume that all sets of vertices have the correct number of triangles. A similar improvement of [10] is also obtained for any fixed graph other than the triangle, and for any edge density other than 1/2. The proof relies on a theorem of Gottlieb [7] in algebraic combinatorics, concerning the rank of set inclusion matrices.     

Random perturbations of transformations of an interval

Let μ^ε be invariant measures of the Markov chainsx _n ^F which are small random perturbations of an endomorphismf of the interval [0,1] satisfying the conditions of Misiurewicz [6]. It is shown here that in the ergodic case μ^ε converges as ε→0 to the smoothf-invariant measure which exists according to [6]. This result exhibits the first example of stability with respect to random perturbations while stability with respect to deterministic perturbations does not take place.     

Introduction to Actions of Discrete Groups on Pseudo-Riemannian Homogeneous Manifolds

Isometric actions of discrete groups are not always properly discontinuous for pseudo-Riemannian manifolds. This short exposition gives an up-to-date survey of some of the basic questions about discontinuous groups for pseudo-Riemannian homogeneous spaces, on which a rapid development has been made since late 1980s.The first half includes an elementary geometric motivation, the Calabi–Markus phenomenon, the discontinuous dual, and deformation. These topics are rebuilt on a criterion of properly discontinuous actions on homogeneous spaces of reductive groups, obtained by Kobayashi [Math. Ann. 1989] and generalized independently by Benoist [Ann. Math. 1996] and Kobayashi [J. Lie Theory 1996].The second half discusses the existence problem of compact Clifford–Klein forms of pseudo-Riemannian homogeneous spaces, for which many new methods from different areas have been recently employed. We examine these various approaches in some typical cases. We also point out that Zimmer's examples on SL(n)/SL(m) [J. Amer. Math. Soc. 1994] and Shalom's examples on SL(n)/SL(2) [Ann. Math. 2000] are readily obtained as special cases of Kobayashi's criterion [Duke Math. J. 1992], where the former uses ergodic theory and restrictions of unitary representations, respectively, while the latter uses cohomologies of discrete groups.The article also explains some open problems and conjectures.     

Further consideration on normal random variable generator

Summary In a previous paper [3] the author considered a computer technique for generating exponential random variables and its applications to the generation of random variables of other types. He suggested to combine the new exponential random variable generator with J. C. Butcher’s method [1] to get normal random deviates. In this note, an improvement of the idea is shown with a remark on the rejection technique in the Monte Carlo method.