The limits of determinacy in second order arithmetic: consistency and complexity strength

We prove that determinacy for all Boolean combinations of \({F_{\sigma \delta }}\) (Π ₃ ⁰ ) sets implies the consistency of second-order arithmetic and more. Indeed, it is equivalent to the statement saying that for every set X and every number n, there exists a β-model of Π _n ¹ -comprehension containing X. We prove this result by providing a careful level-by-level analysis of determinacy at the finite level of the difference hierarchy on \({F_{\sigma \delta }}\) (Π ₃ ⁰ ) sets in terms of both reverse mathematics, complexity and consistency strength. We show that, for n ≥ 1, determinacy for sets at the nth level in this difference hierarchy lies strictly between (in the reverse mathematical sense of logical implication) the existence of β-models of Π _n+2 ¹ -comprehension containing any given set X, and the existence of β-models of Δ _n+2 ¹ -comprehension containing any given set X. Thus the nth of these determinacy axioms lies strictly between Π _n+2 ¹ -comprehension and Δ _n+2 ¹ -comprehension in terms of consistency strength. The major new technical result on which these proof theoretic ones are based is a complexity theoretic one. The nth determinacy axiom implies closure under the operation taking a set X to the least Σ _n+1 admissible containing X (for n = 1; this is due to Welch [9]).     

Wavelet-based dynamic time warping

Dynamic Time Warping (DTW), a pattern matching technique traditionally used for restricted vocabulary speech recognition, is based on a temporal alignment of the input signal with the template models. The principal drawback of DTW is its high computational cost as the lengths of the signals increase. This paper shows extended results over our previously published conference paper, which introduces an optimized version of the DTW that is based on the Discrete Wavelet Transform (DWT).     

Robust international portfolio management

We present an international portfolio optimization model where we take into account the two different sources of return of an international asset: the local returns denominated in the local currency, and the returns on the foreign exchange rates. The explicit consideration of the returns on exchange rates introduces non-linearities in the model, both in the objective function (return maximization) and in the triangulation requirement of the foreign exchange rates. The uncertainty associated with both types of returns is incorporated directly in the model by the use of robust optimization techniques. We show that, by using appropriate assumptions regarding the formulation of the uncertainty sets, the proposed model has a semidefinite programming formulation and can be solved efficiently. While robust optimization provides a guaranteed minimum return inside the uncertainty set considered, we also discuss an extension of our formulation with additional guarantees through trading in quanto options for the foreign assets and in equity options for the domestic assets.     

Spectral Properties for Matrix Algebras

We consider Banach algebras of infinite matrices defined in terms of a weight measuring the off-diagonal decay of the matrix entries. If a given matrix $A$ is invertible as an operator on $\ell ^2$ we analyze the decay of its inverse matrix entries in the case where the matrix algebra is not inverse closed in ${\mathcal B} (\ell ^2),$ the Banach algebra of bounded operators on $\ell ^2.$ To this end we consider a condition on sequences of weights which extends the notion of GRS-condition. Finally we focus on the behavior of inverses of pseudodifferential operators whose Weyl symbols belong to weighted modulation spaces and the weights lack the GRS condition.     

Strongly prime alternative pairs with minimal inner ideals

In this paper, we use the known classification of the finite capacity simple alternative pairs and the version of the Litoff Theorem for Jordan pairs to describe all the strongly prime alternative pairs with nonzero socle. We study the inheritance of some properties (primeness, nondegenerancy,…) when passing from the original alternative pair to the symmetrized pair. Thus, we can apply Jordan theoretical results to the alternative case. This work has been partially supported by 1) the “Plan Andaluz de Investigación y Desarrollo Tecnológico” with project no. 1027 and 2) the DGICYT with project no. PB93-0990     

Hyperovals and Hadamard designs

In this paper, we investigatec-sets in 2-designs, with particular regard to sets of type (0,n) in projective planes. In particular, we associate a Hadamard design to a hyperoval of a projective plane of even orderq and we investigate some properties of its lines. This gives information on the order of the projective plane.     

On a problem on chamber systems

It is well known that a geometry belonging to a disconnected diagram is the direct sum of geometries corresponding to the connected components of the diagram. On the other hand, chamber systems with a disconnected diagram exist which do not split as direct products of components of smaller rank. Many finite examples of this kind are discussed in Groups of Lie Type and their Geometries (CUP, 1995, pp. 185–214), but none of them is simply connected. In this article, we construct a simply connected finite example.     

Beyond Canonical DC-Optimization: The Single Reverse Polar Problem

We propose a novel generalization of the Canonical Difference of Convex problem (CDC), and we study the convergence of outer approximation algorithms for its solution, which use an approximated oracle for checking the global optimality conditions. Although the approximated optimality conditions are similar to those of CDC, this new class of problems is shown to significantly differ from its special case. Indeed, outer approximation approaches for CDC need be substantially modified in order to cope with the more general problem, bringing to new algorithms. We develop a hierarchy of conditions that guarantee global convergence, and we build three different cutting plane algorithms relying on them.     

Surfaces in {\mathbb{R}^4} with constant principal angles with respect to a plane

We study surfaces in ${\mathbb{R}^4}$ whose tangent spaces have constant principal angles with respect to a plane. Using a PDE we prove the existence of surfaces with arbitrary constant principal angles. The existence of such surfaces turns out to be equivalent to the existence of a special local symplectomorphism of ${\mathbb{R}^2}$ . We classify all surfaces with one principal angle equal to 0 and observe that they can be constructed as the union of normal holonomy tubes. We also classify the complete constant angles surfaces in ${\mathbb{R}^4}$ with respect to a plane. They turn out to be extrinsic products. We characterize which surfaces with constant principal angles are compositions in the sense of Dajczer-Do Carmo. Finally, we classify surfaces with constant principal angles contained in a sphere and those with parallel mean curvature vector field.