Frames and the Feichtinger conjecture

We show that the conjectured generalization of the Bourgain-Tzafriri restricted-invertibility theorem is equivalent to the conjecture of Feichtinger, stating that every bounded frame can be written as a finite union of Riesz basic sequences. We prove that any bounded frame can at least be written as a finite union of linearly independent sequences. We further show that the two conjectures are implied by the paving conjecture. Finally, we show that Weyl-Heisenberg frames over rational lattices are finite unions of Riesz basic sequences.

     

Perturbations of Banach Frames and Atomic Decompositions

Banach frames and atomic decompositions are sequences that have basis-like properties but which need not be bases. In particular, they allow elements of a Banach space to be written as linear combinations of the frame or atomic decomposition elements in a stable manner. In this paper we prove several functional — analytic properties of these decompositions, and show how these properties apply to Gabor and wavelet systems. We first prove that frames and atomic decompositions are stable under small perturbations. This is inspired by corresponding classical perturbation results for bases, including the Paley — Wiener basis stability criteria and the perturbation theorem el kato. We introduce new and weaker conditions which ensure the desired stability. We then prove quality properties of atomic decompositions and consider some consequences for Hilbert frames. Finally, we demonstrate how our results apply in the practical case of Gabor systems in weighted L² spaces. Such systems can form atomic decompositions for L²_w(IR), but cannot form Hilbert frames but L²_w(IR) unless the weight is trivial.     

Explicit constructions and properties of generalized shift-invariant systems in $L^{2}(\mathbb {R})$

Generalized shift-invariant (GSI) systems, originally introduced by Hernández et al. and Ron and Shen, provide a common frame work for analysis of Gabor systems, wavelet systems, wave packet systems, and other types of structured function systems. In this paper we analyze three important aspects of such systems. First, in contrast to the known cases of Gabor frames and wavelet frames, we show that for a GSI system forming a frame, the Calderón sum is not necessarily bounded by the lower frame bound. We identify a technical condition implying that the Calderón sum is bounded by the lower frame bound and show that under a weak assumption the condition is equivalent with the local integrability condition introduced by Hernández et al. Second, we provide explicit and general constructions of frames and dual pairs of frames having the GSI-structure. In particular, the setup applies to wave packet systems and in contrast to the constructions in the literature, these constructions are not based on characteristic functions in the Fourier domain. Third, our results provide insight into the local integrability condition (LIC).     

Optimal decision under ambiguity for diffusion processes

In this paper we consider stochastic optimization problems for an ambiguity averse decision maker who is uncertain about the parameters of the underlying process. In a first part we consider problems of optimal stopping under drift ambiguity for one-dimensional diffusion processes. Analogously to the case of ordinary optimal stopping problems for one-dimensional Brownian motions we reduce the problem to the geometric problem of finding the smallest majorant of the reward function in a two-parameter function space. In a second part we solve optimal stopping problems when the underlying process may crash down. These problems are reduced to one optimal stopping problem and one Dynkin game. Examples are discussed.     

Microsoft Excel as a supplement in a high school statistics course

This study was conducted in the spring of 2002 at Arlington High School in a Probability and Statistics course for junior and senior level students. Two sections of the class were compared with respect to the use/non-use of EXCEL in the course. The experimental group (the one using EXCEL) outperformed the control group on five of the six teacher-created unit tests and on both of the criterion referenced assessments used by the district; however, the differences were not statistically significant at the 0.05 level. Furthermore, the experimental group expressed very positive feelings towards the use of the software in a survey administered at the conclusion of the course.     

Finite-dimensional approximation of the inverse frame operator

A frame in a Hilbert space allows every element in to be written as a linear combination of the frame elements, with coefficients called frame coefficients. Calculations of those coefficients and many other situations where frames occur, requires knowledge of the inverse frame operator. But usually it is hard to invert the frame operator if the underlying Hilbert space is infinite dimensional. In the present paper we introduce a method for approximation of the inverse frame operator using finite subsets of the frame. In particular this allows to approximate the frame coefficients (even inl ²) using finite-dimensional linear algebra. We show that the general method simplifies in the important cases of Weil-Heisenberg frames and wavelet frames.     

Local Rings of Embedding Codepth 3. Examples

A complete local ring of embedding codepth 3 has a minimal free resolution of length 3 over a regular local ring. Such resolutions carry a differential graded algebra structure, based on which one can classify local rings of embedding codepth 3. We give examples of algebra structures that have been conjectured not to occur.     

No Arbitrage and the Growth Optimal Portfolio

Abstract

Recently, several papers have expressed an interest in applying the Growth Optimal Portfolio (GOP) for pricing derivatives. We show that the existence of a GOP is equivalent to the existence of a strictly positive martingale density. Our approach circumvents two assumptions usually set forth in the literature: 1) infinite expected growth rates are permitted and 2) the market does not need to admit an equivalent martingale measure. In particular, our approach shows that models featuring credit constrained arbitrage may still allow a GOP to exist because this type of arbitrage can be removed by a change of numéraire. However, if the GOP exists the market admits an equivalent martingale measure under some numéraire and hence derivatives can be priced. The structure of martingale densities is used to provide a new characterization of the GOP which emphasizes the relation to other methods of pricing in incomplete markets. The case where GOP denominated asset prices are strict supermartingales is analyzed in the case of pure jump driven uncertainty.     

Quantitative analysis of WC grain shape in sintered WC-Co cemented carbides

The morphology of WC grains is examined by ab initio calculations, and by transmission electron microscopy in a WC-Co cemented carbide. Two compositions are studied to determine the effect of carbon chemical potential on the shape development. The WC grains are found to be truncated triangles, and the grain morphology is adequately reproduced by the ab initio calculations. The energy difference between the two types of grain facets is shown to be due to the formation of stronger bonds with more covalent character between low coordinated W and Co atoms at one type of facet.     

A Mass for ALF Manifolds

We prove a positive mass theorem on ALF manifolds, i.e. complete noncompact manifolds that are asymptotic to a circle fibration over a Euclidean base, with fibers of asymptotically constant length.