Enlargement of the Wiener filtration by an absolutely continuous random variable via Malliavin’s calculus

Summary. The analytic treatment of problems related to the asymptotic behaviour of random dynamical systems generated by stochastic differential equations suffers from the presence of non-adapted random invariant measures. Semimartingale theory becomes accessible if the underlying Wiener filtration is enlarged by the information carried by the orthogonal projectors on the Oseledets spaces of the (linearized) system. We study the corresponding problem of preservation of the semimartingale property and the validity of a priori inequalities between the norms of stochastic integrals in the enlarged filtration and norms of their quadratic variations in case the random element F enlarging the filtration is real valued and possesses an absolutely continuous law. Applying the tools of Malliavin’s calculus, we give smoothness conditions on F under which the semimartingale property is preserved and a priori martingale inequalities are valid. Received: 12 April 1995 / In revised form: 7 March 1996     

Searching for losers

We investigate the following process: N people select b losers by flipping coins. The 0-party continues until there are less than b losers; then the 1-party has to find the other losers by the same process. The average time for this process is about long₂ N, but this result requires rather advanced methods. Furthermore, the average size of a binary tree associated to this process and the average number of coin flippings are computed. The method used in this article can be used to give asympotical solutions of a special type of bivariate recurrences. © 1993 John Wiley & Sons, Inc.     

Analogue Models of and for Gravity

Condensed matter systems, such as acoustics in flowing fluids, light in moving dielectrics, or quasiparticles in a moving superfluid, can be used to mimic aspects of general relativity. More precisely these systems (and others) provide experimentally accessible models of curved-space quantum field theory. As such they mimic kinematic aspects of general relativity, though typically they do not mimic the dynamics. Although these analogue models are thereby limited in their ability to duplicate all the effects of Einstein gravity they nevertheless are extremely important—they provide black hole analogues (some of which have already been seen experimentally) and lead to tests of basic principles of curved-space quantum field theory. Currently these tests are still in the realm of gedanken-experiments, but there are plausible candidate models that should lead to laboratory experiments in the not too distant future.     

Electromagnetic field singularities

An integral transform based method is given for determining information about the locating and properties of singularities of electromagnetic fields associated with axially symmetric radiating sources.     

Numerical methods for finding multiple eigenvalues of matrices depending on parameters

Summary. Let be a square matrix dependent on parameters and , of which we choose as the eigenvalue parameter. Many computational problems are equivalent to finding a point such that has a multiple eigenvalue at . An incomplete decomposition of a matrix dependent on several parameters is proposed. Based on the developed theory two new algorithms are presented for computing multiple eigenvalues of with geometric multiplicity . A third algorithm is designed for the computation of multiple eigenvalues with geometric multiplicity but which also appears to have local quadratic convergence to semi-simple eigenvalues. Convergence analyses of these methods are given. Several numerical examples are presented which illustrate the behaviour and applications of our methods. Received December 19, 1994 / Revised version received January 18, 1996     

Nitrostyrene Derivatives of Adenosine 5′-Glutarates Modified with an Alkyl Spacer and their inhibitory activity on epidermal growth factor receptor protein tyrosine kinase

β-Nitrostyrene derivatives of adenosine 5′-glutarates are potent and selective bisubstrate-type inhibitors of the epidermal growth factor receptor protein tyrosine kinase (EGF-R PTK). In an attempt to improve the inhibitory activity, this type of compounds was modified with alkyl spacers of varying length between the nitrostyrene and the glutaryl units. The spacers consisted of 1, 3, 4, and 5 atoms to give compounds of the benzyl, oxyethyl, oxypropyl, and oxybutyl series, respectively (Schemes 1 and 2). Adenosine 5′-esters were prepared in the benzyl and oxypropyl series only. Compared to the compounds in the parent series without spacer (IC₅₀ = 0.7–12 μM ), most of the modified compounds inhibited the EGF-R PTK only marginally or were inactive (IC₅₀ ≥ 100 μM ). The only exceptions were the free acids 19 and 20 with IC₅₀ values of ca. 5 μM . It is noteworthy that esterification of these two hydrogen glutarates with either MeOH or adenosine yielded inactive compounds, which is in contrast to the corresponding substances without spacers.