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     

Chain spaces via Clifford algebras

In this note we show that the chain space belonging to a quadric can be embedded into the chain geometry over a Clifford algebra via a generalized stereographic projection.     

Phasenbeziehungen und Natriumionenleitung im quasi-binären System Na2SiF6/Na3AlF6

Phase Relations and Sodium Ion Conductivity within the Quasi-binary System Na₂SiF₆/Na₂AIF₆ . The phase diagram of the Na₂SiF₆/Na₃AlF₆ system has been determined by means of x-ray powder diffraction, thermal analysis and conductivity measurements in the sub-solidus region. Na₃AlF₆ accomodates up to 73 mol.-% Na₂SiF₆ maintaining the crystal structure type. The sodium ion conductivity increases by about five orders of magnitude upon doping Na₃AlF₆ with Na₂SiF₆.     

On the Moments of Overflow and Freed Carried Traffic for the GI/M/C/0 System

In circuit-switched networks call streams are characterized by their mean and peakedness (two-moment method). The GI/M/C/0 system is used to model a single link, where the GI-stream is determined by fitting moments appropriately. For the moments of the overflow traffic of a GI/M/C/0 system there are efficient numerical algorithms available. However, for the moments of the freed carried traffic, defined as the moments of a virtual link of infinite capacity to which the process of calls accepted by the link (carried arrival process) is virtually directed and where the virtual calls get fresh exponential i.i.d. holding times, only complex numerical algorithms are available. This is the reason why the concept of the freed carried traffic is not used. The main result of this paper is a numerically stable and efficient algorithm for computing the moments of freed carried traffic, in particular an explicit formula for its peakedness. This result offers a unified handling of both overflow and carried traffics in networks. Furthermore, some refined characteristics for the overflow and freed carried streams are derived.     

An algebraic characterization ofB-convergent Runge-Kutta methods

Summary In the analysis of discretization methods for stiff intial value problems, stability questions have received most part of the attention in the past.B-stability and the equivalent criterion algebraic stability are well known concepts for Runge-Kutta methods applied to dissipative problems. However, for the derivation ofB-convergence results — error bounds which are not affected by stiffness — it is not sufficient in many cases to requireB-stability alone. In this paper, necessary and sufficient conditions forB-convergence are determined.This paper was written while J. Schneid was visiting the Centre for Mathematics and Computer Science with an Erwin-Schrödinger stipend from the Fonds zur Förderung der wissenschaftlichen Forschung     

Point approximation of a space-homogeneous transport equation

Summary We present an approximation method of a space-homogeneous transport equation which we prove is convergent. The method is very promising for numerical computation. Comparison of a numerical computation with an exact solution is given for the Master equation.     

应力对M-Z型InP/InGaAsP-EAM偏振

采用Agilent 81910A光子全参量测试仪,首次实验研究了InP/In1－xGaxAs1－yPy-MQW（Multiple-Quantum-Well,MQW）材料与衬底间因应力而产生的M-Z型光调制器的PDL影响以及由此引起的由差分群时延(Differential Group Delay,DGD)表征的偏振模色散(Polarization Mode Dispersion,PMD).研究结果表明,半导体MQW光调制器的PDL与DGD是一致的.因此在半导体光器件的制作过程中,应尽可能地减小衬底与波导芯层之间的因残存应力的存在造成对光器件的高速性能的不利影响.     

Optimal tristance anticodes in certain graphs

For z₁,z₂,z₃∈Zⁿ, the tristance d₃(z₁,z₂,z₃) is a generalization of the L₁-distance on Zⁿ to a quantity that reflects the relative dispersion of three points rather than two. A tristance anticodeA_d of diameter d is a subset of Zⁿ with the property that d₃(z₁,z₂,z₃)?d for all z₁,z₂,z₃∈A_d. An anticode is optimal if it has the largest possible cardinality for its diameter d. We determine the cardinality and completely classify the optimal tristance anticodes in Z² for all diameters d?1. We then generalize this result to two related distance models: a different distance structure on Z² where d(z₁,z₂)=1 if z₁,z₂ are adjacent either horizontally, vertically, or diagonally, and the distance structure obtained when Z² is replaced by the hexagonal lattice A₂. We also investigate optimal tristance anticodes in Z³ and optimal quadristance anticodes in Z², and provide bounds on their cardinality. We conclude with a brief discussion of the applications of our results to multi-dimensional interleaving schemes and to connectivity loci in the game of Go.