Functional Quantization and Small Ball Probabilities for Gaussian Processes

Quantization consists in studying the L ^r -error induced by the approximation of a random vector X by a vector (quantized version) taking a finite number n of values. We investigate this problem for Gaussian random vectors in an infinite dimensional Banach space and in particular, for Gaussian processes. A precise link proved by Fehringer⁽⁴⁾ and Dereich et al. ⁽³⁾ relates lower and upper bounds for small ball probabilities with upper and lower bounds for the quantization error, respectively. We establish a complete relationship by showing that the same holds for the direction from the quantization error to small ball probabilities. This allows us to compute the exact rate of convergence to zero of the minimal L ^r -quantization error from logarithmic small ball asymptotics and vice versa.     

Asymptotic behaviour of the least squares estimator of the mean of AR(1) models

The aim of the paper is to investigate the limit behaviour of the least squares estimator of the shift parameter of nearly unstable, nearly stable, and nearly explosive AR(1) models. Both zero start and stationary cases are treated. Connection with the maximum likelihood estimator of the shift parameter of continuous time AR(1) processes is also discussed.     

Algebraic Formulation of Quantum Decoherence

An algebraic formalism for quantum decoherence in systems with continuous evolution spectrum is introduced. A certain subalgebra, dense in the characteristic algebra of the system, is defined in such a way that Riemann–Lebesgue theorem can be used to explain decoherence in a well defined final pointer basis.     

The Calogero–Bogoyavlenskii–Schiff Equation in 2+1 Dimensions

We use the classical and nonclassical methods to obtain symmetry reductions and exact solutions of the (2+1)-dimensional integrable Calogero–Bogoyavlenskii–Schiff equation. Although this (2+1)-dimensional equation arises in a nonlocal form, it can be written as a system of differential equations and, in potential form, as a fourth-order partial differential equation. The classical and nonclassical methods yield some exact solutions of the (2+1)-dimensional equation that involve several arbitrary functions and hence exhibit a rich variety of qualitative behavior.     

Universality and summability of trigonometric polynomials and trigonometric series

Periodica Mathematica Hungarica -     

Quasi-free divisors and duality

We prove a duality theorem for some logarithmic $\text{D}$-modules associated with a class of divisors. We also give some results for the locally quasi-homogeneous case. To cite this article: F.J. Castro-Jiménez, J.M. Ucha-Enr??quez, C. R. Acad. Sci. Paris, Ser. I 338 (2004).     

The interlace polynomial of a graph

Motivated by circle graphs, and the enumeration of Euler circuits, we define a one-variable “interlace polynomial” for any graph. The polynomial satisfies a beautiful and unexpected reduction relation, quite different from the cut and fuse reduction characterizing the Tutte polynomial.It emerges that the interlace graph polynomial may be viewed as a special case of the Martin polynomial of an isotropic system, which underlies its connections with the circuit partition polynomial and the Kauffman brackets of a link diagram. The graph polynomial, in addition to being perhaps more broadly accessible than the Martin polynomial for isotropic systems, also has a two-variable generalization that is unknown for the Martin polynomial. We consider extremal properties of the interlace polynomial, its values for various special graphs, and evaluations which relate to basic graph properties such as the component and independence numbers.     

Constants of Motion for Several One-Dimensional Systems and Problems Associated with Getting Their Hamiltonians

The constants of motion of the following systems are deduced: a relativistic particle with linear dissipation; a no-relativistic particle with a time explicitly depending force; a no-relativistic particle with a constant force and time depending mass; and a relativistic particle under a conservative force with position depending mass. The Hamiltonian for these systems, which is determined by getting the velocity as a function of position and generalized linear momentum, can be found explicitly at first approximation for the first system. The Hamiltonians for the other systems are kept implicitly in their expressions for their constants of motion.     

R-Matrices for Leibniz Algebras

Leibniz agebras are a generalization of Lie algebras, where no symmetry properties of the bracket are required. In this Letter we introduce a notion of R-matrices for this structure and the related Yang–Baxter equations, and discuss some of their basic properties.