Nonvanishing derivatives and normal families

We consider the differential operators Ψ _k , defined by Ψ₁(y) =y and Ψ _k+1(y)=yΨ _k y+d/dz(Ψ _k (y)) fork ∈ ℕ fork∈ ℕ. We show that ifF is meromorphic in ℂ and Ψ _k F has no zeros for somek≥3, and if the residues at the simple poles ofF are not positive integers, thenF has the formF(z)=((k-1)z+a)/(z ²+β z+γ) orF(z)=1/(az+β) where α, β, γ ∈ ℂ. If the residues at the simple poles ofF are bounded away from zero, then this also holds fork=2. We further show that, under suitable additional conditions, a family of meromorphic functionsF is normal if each Ψ _k (F) has no zeros. These conditions are satisfied, in particular, if there exists δ>0 such that Re (Res(F, a)) <−δ for all polea of eachF in the family. Using the fact that Ψ _k (f ^′/f) =f ^(k)/f, we deduce in particular that iff andf ^(k) have no zeros for allf in some familyF of meromorphic functions, wherek≥2, then {f ^′/f :f ∈F} is normal. The first author is supported by the German-Israeli Foundation for Scientific Research and Development G.I.F., G-643-117.6/1999, and INTAS-99-00089. The second author thanks the DAAD for supporting a visit to Kiel in June–July 2002. Both authors thank Günter Frank for helpful discussions.     

On a compromise social choice correspondence

This paper analyzes the compromise social choice correspondence derived from the τ-value of digraph games. Monotonicity of this correspondence is shown. A connection between several properties of social choice correspondences based on game theoretical solutions and game theoretical properties of the underlying solutions is given. Applications to several game theoretic solutions are provided.     

Non-existence of phase transition of oriented percolation on Sierpinski carpet lattices

 A percolation problem on Sierpinski carpet lattices is considered. It is obtained that the critical probability of oriented percolation is equal to 1. In contrast it was already shown that the critical probability p _c of percolation is strictly less than 1 in Kumagai [9]. This result shows a difference between fractal-like lattice and ℤ ^d lattice. Received: 15 May 2002 / Revised version: 11 October 2002 / Published online: 21 February 2003 Mathematics Subject Classification (2000): Primary: 60K35, 82B43; Secondary: 82B26     

Stability of Markovian structure observed in high frequency foreign exchange data

Contrary to the common sense in economics and financial engineering, price fluctuations at very fine level of motion exhibit various evidences against the efficient market hypothesis. We attempt to investigate this issue by studying extensive amount of foreign currency exchange data for over five years at the finest level of resolution. We specifically focus on the proposed stability in binomial conditional probabilities originally found in much smaller examples of financial time series. In order to handle very large data, we have written an efficient program in C that automatically generates those conditional probabilities. It is found that the stability is maintained for extremely large time duration that covers almost the entire period. Based on the length of conditions for which the conditional probabilities are distinguishable each other, we identify the length of memory being less than 3 movements.     

An additive problem in the Fourier coefficients of cusp forms

 We establish an estimate on sums of shifted products of Fourier coefficients coming from holomorphic or Maass cusp forms of arbitrary level and nebentypus. These sums are analogous to the binary additive divisor sum which has been studied extensively. As an application we derive, extending work of Duke, Friedlander and Iwaniec, a subconvex estimate on the critical line for L-functions associated to character twists of these cusp forms. Received: 2 October 2001 / Revised version: 9 September 2002 / Published online: 28 March 2003 Mathematics Subject Classification (2000): Primary 11F30, 11F37; Secondary 11M41.     

Ordinary differential operators in Hilbert spaces and Fredholm pairs

Let be a path of bounded operators on a real Hilbert space, hyperbolic at . We study the Fredholm theory of the operator . We relate the Fredholm property of to the stable and unstable linear spaces of the associated system . Several examples are included to point out the differences with respect to the finite dimensional case, in particular concerning the role of the spectral flow. We define a general class of paths A for which many properties typical of the finite dimensional framework still hold. Our motivation is to develop the linear theory which is necessary for the set-up of Morse homology on Hilbert manifolds. Received: 9 March 2001; in final form: 1 March 2002 / Published online: 2 December 2002     

Vanishing of local homology

 We study the vanishing properties of local homology of complexes of modules without assuming that its homology is artinian. Using vanishing results for local homology and cohomology we prove new vanishing results for Ext- and Tor-modules. Received: 1 August 2002; in final form: 23 September 2002 / Published online: 16 May 2003 Mathematics Subject Classification (1991): 13C12, 13D07, 13D45.     

Minimal entropy and collapsing with curvature bounded from below

We show that if a closed manifold M admits an ℱ-structure (not necessarily polarized, possibly of rank zero) then its minimal entropy vanishes. In particular, this is the case if M admits a non-trivial S ¹-action. As a corollary we obtain that the simplicial volume of a manifold admitting an ℱ-structure is zero.?We also show that if M admits an ℱ-structure then it collapses with curvature bounded from below. This in turn implies that M collapses with bounded scalar curvature or, equivalently, its Yamabe invariant is non-negative.?We show that ℱ-structures of rank zero appear rather frequently: every compact complex elliptic surface admits one as well as any simply connected closed 5-manifold.?We use these results to study the minimal entropy problem. We show the following two theorems: suppose that M is a closed manifold obtained by taking connected sums of copies of S ⁴, ℂP ², ²,S ²×S ²and the K3 surface. Then M has zero minimal entropy. Moreover, M admits a smooth Riemannian metric with zero topological entropy if and only if M is diffeomorphic to S ⁴,ℂP ²,S ²×S ²,ℂP ²#  ² or ℂP ²# ℂP ². Finally, suppose that M is a closed simply connected 5-manifold. Then M has zero minimal entropy. Moreover, M admits a smooth Riemannian metric with zero topological entropy if and only if M is diffeomorphic to S ⁵,S ³×S ², then on trivial S ³-bundle over S ² or the Wu-manifold SU(3)/SO(3). Oblatum 13-III-2002 & 12-VIII-2002?Published online: 8 November 2002 G.P. Paternain was partially supported by CIMAT, Guanajuato, México.?J. Petean is supported by grant 37558-E of CONACYT.     

Automorphisms with only infinite orbits on non-algebraic elements

 This paper generalizes results of F. K?rner from [4] where she established the existence of maximal automorphisms (i.e. automorphisms moving all non-algebraic elements). An ω-maximal automorphism is an automorphism whose powers are maximal automorphisms. We prove that any structure has an elementary extension with an ω-maximal automorphism. We also show the existence of ω-maximal automorphisms in all countable arithmetically saturated structures. Further we describe the pairs of tuples (ˉa,ˉb) for which there is an ω-maximal automorphism mapping ˉa to ˉb. Received: 12 December 2001 / Published online: 10 October 2002 Supported by the ``Fonds pour la Formation à la Recherche dans l'Industrie et dans l'Agriculture' Mathematics Subject Classification (2000): Primary: 03C50; Secondary: 03C57 Key words or phrases: Automorphism – Recursively saturated structure