Robust return risk measures

In this paper we provide an axiomatic foundation to Orlicz risk measures in terms of properties of their acceptance sets, by exploiting their natural correspondence with shortfall risk Föllmer and Schied (Stochastic finance. De Gruyter, Berlin, 2011), thus paralleling the characterization in Weber (Math Financ 16:419–442, 2006). From a financial point of view, Orlicz risk measures assess the stochastic nature of returns, in contrast to the common use of risk measures to assess the stochastic nature of a position’s monetary value. The correspondence with shortfall risk leads to several robustified versions of Orlicz risk measures, and of their optimized translation invariant extensions (Rockafellar and Uryasev in J Risk 2:21–42, 2000, Goovaerts et al. in Insur Math Econ 34:505–516, 2004), arising from an ambiguity averse approach as in Gilboa and Schmeidler (J Math Econ 18:141–153, 1989), Maccheroni et al. (Econometrica 74:1447–1498, 2006), Chateauneuf and Faro (J Math Econ 45:535–558, 2010), or from a multiplicity of Young functions. We study the properties of these robust Orlicz risk measures, derive their dual representations, and provide some examples and applications.     

Fourier transforms and bent functions on faithful actions of finite abelian groups

Let G be a finite abelian group acting faithfully on a finite set X. The G-bentness and G-perfect nonlinearity of functions on X are studied by Poinsot and co-authors (Discret Appl Math 157:1848–1857, 2009; GESTS Int Trans Comput Sci Eng 12:1–14, 2005) via Fourier transforms of functions on G. In this paper we introduce the so-called \(G\)-dual set \(\widehat{X}\) of X, which plays the role similar to the dual group \(\widehat{G}\) of G, and develop a Fourier analysis on X, a generalization of the Fourier analysis on the group G. Then we characterize the bentness and perfect nonlinearity of functions on X by their own Fourier transforms on \(\widehat{X}\). Furthermore, we prove that the bentness of a function on X can be determined by its distance from the set of G-linear functions. As direct consequences, many known results in Logachev et al. (Discret Math Appl 7:547–564, 1997), Carlet and Ding (J Complex 20:205–244, 2004), Poinsot (2009), Poinsot et al. (2005) and some new results about bent functions on G are obtained. In order to explain the theory developed in this paper clearly, examples are also presented.     

Congruences of two-variable <Emphasis Type="Italic">p</Emphasis>-adic <Emphasis Type="Italic">L</Emphasis>-functions of congruent modular forms of different weights

Vatsal (Duke Math J 98(2):397–419, 1999) proved that there are congruences between the p-adic L-functions (constructed by Mazur and Swinnerton-Dyer in Invent Math 25:1–61, 1974) of congruent modular forms of the same weight under some conditions. On the other hand, Kim (J Number Theory 144: 188–218, 2014), the second author, constructed two-variable p-adic L-functions of modular forms attached to imaginary quadratic fields generalizing Hida’s work (Invent Math 79:159–195, 1985), and the novelty of his construction was that it works whether p is an ordinary prime or not. In this paper, we prove congruences between the two-variable p-adic L-functions (of the second author) of congruent modular forms of different but congruent weights under some conditions when p is a nonordinary prime for the modular forms. This result generalizes the work of Emerton et al. (Invent Math 163(3): 523–580, 2006), who proved similar congruences between the p-adic L-functions of congruent modular forms of congruent weights when p is an ordinary prime.     

Generalized growth and best approximation of entire functions in <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript>-norm in several complex variables

The paper deals with the characterization of generalized order and generalized type of entire functions in several complex variables in terms of the coefficients of the development with respect to the sequence of extremal polynomials and the best L ^p -approximation and interpolation errors, 0 < p ≤ ∞, on a compact set K with respect to the set

$K_r = \left\{z \in \mathbb{C}^n, {\rm exp} (V_K (z)) \leq r\right\}$

where V _K is the Siciak extremal function of a L-regular compact set K or V _K is the pluricomplex Green function with a pole at infinity. It has been noticed that in the study of growth of entire functions, the set K _r has not been used so extensively in comparison to disk. Our results apply satisfactorily for slow growth in \({\mathbb{C}^n}\) , replacing the circle \({\{z \in \mathbb{C}; |z| = r\}}\) by the set K _r and improve and extend various results of Harfaoui (Int J Maths Math Sci 2010:1–15, 2010), Seremeta (Am Math Soc Transl 88(2):291–301, 1970), Shah (J Approx Theory 19:315–324, 1977) and Vakarchuk and Zhir (Ukr Math J 54(9):1393–1401, 2002).

     

O $$\varvec{}$$-orm preservers ad the Aleksadrov coservative $$\varvec{}$$-distace problem

The goal of this paper is to point out that the results obtained in the recent papers (Chen and Song in Nonlinear Anal 72:1895–1901, 2010; Chu in J Math Anal Appl 327:1041–1045, 2007; Chu et al. in Nonlinear Anal 59:1001–1011, 2004a, J. Math Anal Appl 289:666–672, 2004b) can be seriously strengthened in the sense that we can significantly relax the assumptions of the main results so that we still get the same conclusions. In order to do this first, we prove that for \(n \ge 3\) any transformation which preserves the n-norm of any n vectors is automatically plus-minus linear. This will give a re-proof of the well-known Mazur–Ulam-type result that every n-isometry is automatically affine (\(n \ge 2\)) which was proven in several papers, e.g. in Chu et al. (Nonlinear Anal 70:1068–1074, 2009). Second, following the work of Rassias and ?emrl (Proc Am Math Soc 118:919–925, 1993), we provide the solution of a natural Aleksandrov-type problem in n-normed spaces, namely, we show that every surjective transformation which preserves the unit n-distance in both directions (\(n\ge 2\)) is automatically an n-isometry.     

Construction of cyclotomic codebooks nearly meeting the Welch bound

Ding and Feng (IEEE Trans Inform Theory 52(9):4229–4235, 2006, IEEE Trans Inform Theory 53(11):4245–4250, 2007) constructed series of (N, K) codebooks which meet or nearly meet the Welch bound \({\sqrt{\frac{N-K}{(N-1)K}}}\) by using difference set (DS) or almost difference set (ADS) in certain finite abelian group respectively. In this paper, we generalize the cyclotomic constructions considered in (IEEE Trans Inform Theory 52(9):4229–4235, 2006, IEEE Trans Inform Theory 53(11):4245–4250, 2007) and (IEEE Trans Inform Theory 52(5), 2052–2061, 2006) to present more series of codebooks which nearly meet the Welch bound under looser conditions than ones required by DS and ADS.     

A note on uncountable groups with modular subgroup lattice

In this paper, we obtain a rigidity theorem by modifying Cheng–Yau’s technique to linear Weingarten submanifolds in the unit sphere S^n+p(1) with parallel normalized mean curvature vector. As a corollary, we have Theorem 1.3 in Guo and Li (Tohoku Math J 65:331–339, 2013) and Theorem 2 in Li (Math Ann 305:665–672, 1996).     

Vanishing theorems for constructible sheaves on abelian varieties over finite fields

Let \(\kappa \) be a field, finitely generated over its prime field, and let k denote an algebraically closed field containing \(\kappa \). For a perverse \(\overline{\mathbb {Q}}_\ell \)-adic sheaf \(K_0\) on an abelian variety \(X_0\) over \(\kappa \), let K and X denote the base field extensions of \(K_0\) and \(X_0\) to k. Then, the aim of this note is to show that the Euler–Poincare characteristic of the perverse sheaf K on X is a non-negative integer, i.e. \(\chi (X,K)=\sum _\nu (-1)^\nu \dim _{\overline{\mathbb {Q}}_\ell }(H^\nu (X,K))\ge 0\). This generalizes the result of Franecki and Kapranov [9] for fields of characteristic zero. Furthermore we show that \(\chi (X,K)=0\) implies K to be translation invariant. This result allows to considerably simplify the proof of the generic vanishing theorems for constructible sheaves on complex abelian varieties of [11]. Furthermore it extends these vanishing theorems to constructible sheaves on abelian varieties over finite fields.     

On a Classification of 4-d Gradient Ricci Solitons with Harmonic Weyl Curvature

We study a characterization of 4-dimensional (not necessarily complete) gradient Ricci solitons (M, g, f) which have harmonic Weyl curvature, i.e., \(\delta W=0\). Roughly speaking, we prove that the soliton metric g is locally isometric to one of the following four types: an Einstein metric, the product \( \mathbb {R}^2 \times N_{\lambda }\) of the Euclidean metric and a 2-d Riemannian manifold of constant curvature \({\lambda } \ne 0\), a certain singular metric and a locally conformally flat metric. The method here is motivated by Cao–Chen’s works (in Trans Am Math Soc 364:2377–2391, 2012; Duke Math J 162:1003–1204, 2013) and Derdziński’s study on Codazzi tensors (in Math Z 172:273–280, 1980). Combined with the previous results on locally conformally flat solitons, our characterization yields a new classification of 4-d complete steady solitons with \(\delta W=0\). For the shrinking case, it re-proves the rigidity result (Fernández-López and García-Río in Math Z 269:461–466, 2011; Munteanu and Sesum in J. Geom Anal 23:539–561, 2013) in 4-d. It also helps to understand the expanding case; we now understand all 4-d non-conformally flat ones with \(\delta W=0\). We also characterize locally 4-d (not necessarily complete) gradient Ricci solitons with harmonic curvature.     

Extensions of the Noncommutative Integration

In this paper we will continue the analysis undertaken in Bagarello et al. (Rend Circ Mat Palermo (2) 55:21–28, 2006), Bongiorno et al. (Rocky Mt J Math 40(6):1745–1777, 2010), Triolo (Rend Circ Mat Palermo (2) 60(3):409–416, 2011) on the general problem of extending the noncommutative integration in a *-algebra of measurable operators. As in Aiena et al. (Filomat 28(2):263–273, 2014), Bagarello (Stud Math 172(3):289–305, 2006) and Bagarello et al. (Rend Circ Mat Palermo (2) 55:21–28, 2006), the main problem is to represent different types of partial *-algebras into a *-algebra of measurable operators in Segal’s sense, provided that these partial *-algebras posses a sufficient family of positive linear functionals (states) (Fragoulopoulou et al., J Math Anal Appl 388(2):1180–1193, 2012; Trapani and Triolo, Stud Math 184(2):133–148, 2008; Trapani and Triolo, Rend Circolo Mat Palermo 59:295–302, 2010; La Russa and Triolo, J Oper Theory, 69:2, 2013; Triolo, J Pure Appl Math, 43(6):601–617, 2012). In this paper, a new condition is given in an attempt to provide a extension of the non commutative integration.     

Uniform Sublevel Radon-like Inequalities

This paper is concerned with establishing uniform weighted L ^p –L ^q estimates for a class of operators generalizing both Radon-like operators and sublevel set operators. Such estimates are shown to hold under general circumstances whenever a sublevel-type inequality is satisfied by certain associated measures (the inequality is of the sort studied by Oberlin (Math. Proc. Camb. Philos. Soc. 129(3):517–526, 2000), relating measures of parallelepipeds to powers of their Euclidean volumes). These ideas lead to previously unknown, weighted affine-invariant estimates for Radon-like operators as well as new L ^p -improving estimates for degenerate Radon-like operators with folding canonical relations which satisfy an additional curvature condition of Greenleaf and Seeger (J. Reine Angew. Math. 455:35–56, 1994) for FIOs (building on the ideas of Sogge (Invent. Math. 104(2):349–376, 1991) and Mockenhaupt et al. (J. Am. Math. Soc. 6(1):65–130, 1993)); these new estimates fall outside the range of estimates which are known to hold in the generality of the FIO context.     

Local properties of Richardson varieties in the Grassmannian via a bounded Robinson-Schensted-Knuth correspondence

The Richardson variety X _α ^γ in the Grassmannian is defined to be the intersection of the Schubert variety X ^γ and opposite Schubert variety X _α . We give an explicit Gröbner basis for the ideal of the tangent cone at any T-fixed point of X _α ^γ , thus generalizing a result of Kodiyalam-Raghavan (J. Algebra 270(1):28–54, 2003) and Kreiman-Lakshmibai (Algebra, Arithmetic and Geometry with Applications, 2004). Our proof is based on a generalization of the Robinson-Schensted-Knuth (RSK) correspondence, which we call the bounded RSK (BRSK). We use the Gröbner basis result to deduce a formula which computes the multiplicity of X _α ^γ at any T-fixed point by counting families of nonintersecting lattice paths, thus generalizing a result first proved by Krattenthaler (Sém. Lothar. Comb. 45:B45c, 2000/2001; J. Algebr. Comb. 22:273–288, 2005).     

The Reich–Zaslavski property and fixed points of non-self multivalued mappings

Let (X, d) be a metric space, Y be a nonempty subset of X, and let \(T:Y \rightarrow P(X)\) be a non-self multivalued mapping. In this paper, by a new technique we study the fixed point theory of multivalued mappings under the assumption of the existence of a bounded sequence \((x_n)_n\) in Y such that \(T^nx_n\subseteq Y,\) for each \(n \in \mathbb {N}\). Our main result generalizes fixed point theorems due to Matkowski (Diss. Math. 127, 1975), W?grzyk (Diss. Math. (Rozprawy Mat.) 201, 1982), Reich and Zaslavski (Fixed Point Theory 8:303–307, 2007), Petru?el et al. (Set-Valued Var. Anal. 23:223–237, 2015) and provides a solution to the problems posed in Petru?el et al. (Set-Valued Var. Anal. 23:223–237, 2015) and Rus and ?erban (Miskolc Math. Notes 17:1021–1031, 2016).     

Stark points and the Hida–Rankin <Emphasis Type="Italic">p</Emphasis>-adic <Emphasis Type="Italic">L</Emphasis>-function

This article is devoted to the elliptic Stark conjecture formulated by Darmon (Forum Math Pi 3:e8, 2015), which proposes a formula for the transcendental part of a p-adic avatar of the leading term at \(s=1\) of the Hasse–Weil–Artin L-series \(L(E,\varrho _1\otimes \varrho _2,s)\) of an elliptic curve \(E/\mathbb {Q}\) twisted by the tensor product \(\varrho _1\otimes \varrho _2\) of two odd 2-dimensional Artin representations, when the order of vanishing is two. The main ingredient of this formula is a \(2\times 2\) p-adic regulator involving the p-adic formal group logarithm of suitable Stark points on E. This conjecture was proved by Darmon (Forum Math Pi 3:e8, 2015) in the setting where \(\varrho _1\) and \(\varrho _2\) are induced from characters of the same imaginary quadratic field K. In this note, we prove a refinement of this result that was discovered experimentally by Darmon (Forum Math Pi 3:e8, 2015, [Remark 3.4]) in a few examples. Namely, we are able to determine the algebraic constant up to which the main theorem of Darmon (Forum Math Pi 3:e8, 2015) holds in a particular setting where the Hida–Rankin p-adic L-function associated to a pair of Hida families can be exploited to provide an alternative proof of the same result. This constant encodes local and global invariants of both E and K.     

Taut contact circles and bi-contact metric structures on three-manifolds

Geiges and Gonzalo (Invent. Math. 121:147–209 1995, J. Differ. Geom. 46:236–286 1997, Acta. Math. Vietnam 38:145–164 2013) introduced and studied the notion of taut contact circle on a three-manifold. In this paper, we introduce a Riemannian approach to the study of taut contact circles on three-manifolds. We characterize the existence of a taut contact metric circle and of a bi-contact metric structure. Then, we give a complete classification of simply connected three-manifolds which admit a bi-H-contact metric structure. In particular, a simply connected three-manifold admits a homogeneous bi-contact metric structure if and only if it is diffeomorphic to one of the following Lie groups: SU(2), \({\widetilde{SL}}(2,{\mathbb {R}})\), \({\widetilde{E}}(2)\), E(1, 1). Moreover, we obtain a classification of three-manifolds which admit a Cartan structure \((\eta _1,\eta _2)\) with the so-called Webster function \({\mathcal {W}}\) constant along the flow of \(\xi _1\) (equivalently \(\xi _2\)). Finally, we study the metric cone, i.e., the symplectization, of a bi-contact metric three-manifold. In particular, the notion of bi-contact metric structure is related to the notions of conformal symplectic couple (in the sense of Geiges (Duke Math. J. 85:701–711 1996)) and symplectic pair (in the sense of Bande and Kotschick (Trans. Am. Math. Soc. 358(4):1643–1655 2005)).     

Truncation error estimates for generalized Hermite sampling

The generalized Hermite sampling uses samples from the function itself and its derivatives up to order r. In this paper, we investigate truncation error estimates for the generalized Hermite sampling series on a complex domain for functions from Bernstein space. We will extend some known techniques to derive those estimates and the bounds of Jagerman (SIAM J. Appl. Math. 14, 714–723 1966), Li (J. Approx. Theory 93, 100–113 1998), Annaby-Asharabi (J. Korean Math. Soc. 47, 1299–1316 2010), and Ye and Song (Appl. Math. J. Chinese Univ. 27, 412–418 2012) will be special cases for our results. Some examples with tables and figures are given at the end of the paper.     

A new unicity theorem and Erdös’ problem for polarized semi-abelian varieties

In 1988 Erdös asked if the prime divisors of x ⁿ ? 1 for all n = 1, 2, … determine the given integer x; the problem was affirmatively answered by Corrales-Rodrigáñez and Schoof (J Number Theory 64:276–290, 1997) [but a solution could also be deduced from an earlier result of Schinzel (Bull Acad Polon Sci 8:307–309, 2007)] together with its elliptic version. Analogously, Yamanoi (Forum Math 16:749–788, 2004) proved that the support of the pulled-back divisor f ^* D of an ample divisor on an abelian variety A by an algebraically non-degenerate entire holomorphic curve f : C → A essentially determines the pair (A, D). By making use of the main theorem of Noguchi (Forum Math 20:469–503, 2008) we here deal with this problem for semi-abelian varieties; namely, given two polarized semi-abelian varieties (A ₁, D ₁), (A ₂, D ₂) and algebraically non-degenerate entire holomorphic curves f _i : C → A _i , i = 1, 2, we classify the cases when the inclusion \({{\rm{Supp}}\, f_1^*D_1\subset {\rm{Supp}}\, f_2^* D_2}\) holds. We shall remark in §5 that these methods yield an affirmative answer to a question of Lang formulated in 1966. Our answer is more general and more geometric than the original question. Finally, we interpret the main result of Corvaja and Zannier (Invent Math 149:431–451, 2002) to provide an arithmetic counterpart in the toric case.     

Rigid Binary Relations on a 4-Element Domain

An n-ary relation ρ on a set U is strongly rigid if it is preserved only by trivial operations. It is projective if the only idempotent operations in P o l ρ are projections. Rosenberg, (Rocky Mt. J. Math. 3, 631–639, 1973) characterized all strongly rigid relations on a set with two elements and found a strongly rigid binary relation on every domain U of at least 3 elements. Larose and Tardif (Mult.-Valued Log. 7(5-6), 339–362, 2001) studied the projective and strongly rigid graphs and constructed large families of strongly rigid graphs. ?uczak and Ne?et?il (J. Graph Theory. 47, 81–86, 2004) settled in the affirmative a conjecture of Larose and Tardif that most graphs on a large set are projective, and characterized all homogenous graphs that are projective. ?uczak and Ne?et?il (SIAM J. Comput. 36(3), 835–843, 2006) confirmed a conjecture of Rosenberg that most relations on a big set are strongly rigid. In this paper, we characterize all strongly rigid relations on a set with at least three elements to answer an open question by Rosenberg, (Rocky Mt. J. Math. 3, 631–639, 1973) and we classify the binary relations on the 4-element domain by rigidity and demonstrate that there are merely 40 pairwise nonisomorphic rigid binary relations on the same domain (among them 25 are pairwise nonisomorphic strongly rigid).     

Set-valued Brownian motion

Brownian motions, martingales, and Wiener processes are introduced and studied for set valued functions taking values in the subfamily of compact convex subsets of arbitrary Banach spaces X. The present paper is an application of the paper (Labuschagne et al. in Quaest Math 30(3):285–308, 2007) in which an embedding result is obtained which considers also the ordered structure of the family of compact convex subsets of a Banach space X and of Grobler and Labuschagne (J Math Anal Appl 423(1):797–819, 2015; J Math Anal Appl 423(1):820–833, 2015) in which these processes are considered in f-algebras. Moreover, in the space of continuous functions defined on a Stonian space, a direct Levy’s result follows.