Inclusion isotonicity of circular complex centered forms

This paper presents a proof for the fact that the circular complex centered form is inclusion isotone for arbitrary analytic functions.     

Variational principles and convergence of finite element approximations of a holonomic elastic-plastic problem

Summary It is shown that a boundary-value problem based on a holonomic elastic-plastic constitutive law may be formulated equivalently as a variational inequality of the second kind. A regularised form of the problem is analysed, and finite element approximations are considered. It is shown that solutions based on finite element approximation of the regularised problem converge.     

Arbitrage possibilities in Bessel processes and their relations to local martingales

Summary We show that, if we allow general admissible integrands as trading strategies, the three dimensional Bessel process, Bes³, admits arbitrage possibilities. This is in contrast with the fact that the inverse process is a local martingale and hence is arbitrage free. This leads to some economic interpretation for the analysis of the property of arbitrage in foreign exchange rates. This notion (relative to general admissible integrands) does depend on the fact, which of the two currencies under consideration is chosen as numéraire. The results rely on a general construction of strictly positive local martingales. The construction is related to the Föllmer measure of a positive super-martingale.Part of this research was supported by the European Community Stimulation Plan for Economic Science contract Number SPES-CT91-0089     

Efficient nonparametric estimation of distribution density in the basis of algebraic polynomials

A nonparametric estimatef ^* of an unknown distribution densityf W is called locally minimax iff it is minimax for all not too small neighborhoodsW _g ,g W, simultaneously, whereW is some dense subset ofW. Radaviius and Rudzkis proved the existence of such an estimate under some general conditions. However, the construction of the estimate is rather complicated. In this paper, a new estimate is proposed. This estimate is locally minimax under some additional assumptions which usually hold for orthobases of algebraic polynomial and is almost as simple as the linear projective estimate. Thus, it takes a form convenient for the construction of an adaptive estimator, which does not usea-priori information about the smoothness of the density. The adaptive estimation problem is briefly discussed and an unknown density fitting by Jacobi polynomials is investigated more explicitly.     

Arbitrariness of the general solution and symmetries

The computation of a number of arbitrary functions in the general solution is briefly reviewed. The results are used to study normal systems and their symmetry reduction. We discuss the treatment of gauge systems, especially the analysis of gauge fixing conditions. As examples, the Yang-Mills equations with the Lorentz gauge and Einstein's vacuum field equations with harmonic coordinates are considered.     

Pointwise consistency of the hermite series density estimate

The Hermite series estimate of a density f?L_p, p > 1, convergessin the mean square to f (x) for almost all x? |R, ifN (n) → ∞ and N (n) / n² → ) as n → ∞, where N is the number of the Hermite functions in the estimate while n is the number of observations. Moreover, the mean square and weak consistency are equivalent. For m times differentiable densities, the mean squares convergence rate is O(n^?(2m?1)/2m). Results for complete convergence are also given.     

Betti numbers of 3-Sasakian manifolds

A vanishing theorem and constraints are given for the Betti numbers of compact 3-Sasakian manifolds.     

Relations on the period mapping giving extensions of mixed hodge structures on compact Riemann surfaces

We consider a period map from Teichmüller space to , which is a real vector bundle over the Siegel upper half space. This map lifts the Torelli map. We study the action of the mapping class group on this period map. We show that the period map from Teichmüller space modulo the Johnson kernel is generically injective. We derive relations that the quadratic periods must satisfy. These identities are generalizations of the symmetry of the Riemann period matrix. Using these higher bilinear relations, we show that the period map factors through a translation of the subbundle and is completely determined by the purely holomorphic quadratic periods. We apply this result to strengthen some theorems in the literature. One application is that the quadratic periods, along with the abelian periods, determine a generic marked compact Riemann surface up to an element of the kernel of Johnson's homomorphism. Another application is that we compute the cocycle that exhibits the mapping class group modulo the Johnson kernel as an extension of the group SP _g () by the group .