Criteria for embedding of spaces constructed by the method of means with arbitrary quasi-concave functional parameters

We consider a generalization ?(X₀,X₁)_p0,p1 of the method of means to arbitrary non-degenerate functional parameter. In this case non-trivial embedding ?(X₀,X₁)_p0,p1⊂ψ(X₀,X₁)_q0,q1 take place. We find necessary and sufficient condition for such embedding if 1?q₀?p₀?∞ and 1?q₁?p₁?∞ or 1?p₀?q₀?∞ and 1?p₁?q₁?∞.     

J-inner matrix functions, interpolation and inverse problems for canonical systems, V: The inverse input scattering problem for Wiener class and rational p×q input scattering matrices

The general formulas developed in the fourth paper in this series are applied to solve the inverse input scattering problem for canonical integral systems in the special cases that the input scattering matrix is ap×q matrix valued function in the Wiener class (and the associated pairs are homogeneous). These formulas are then further specialized to the rational case. Whenp=q, these formulas are connected to the earlier results of Alpay-Gohberg and Gohberg-Kaashoek-Sakhnovich, who studied inverse problems for a related system of differential equations.This research was partially supported by a Minerva Foundation grant that is acknowledged with thanks.     

Champagne subregions of the disk whose bubbles carry harmonic measure

We show that for any and any region G whose outer boundary equals , there is a sequence of pairwise disjoint closed disks in G such that is the set of accumulation points of and (harmonic measure on the boundary of for evaluation at some in ) is supported on . Received: 10 March 2000 / Revised version: 6 November 2001/Published online: 28 February 2002     

Conditional measures and operators

A detailed study of the structure of conditional expectations and conditional probability measures is presented. Some characterizations of conditional expectations as a subclass of projection operators on Banach function spaces, and similarly conditional probabilities as a subclass of vector valued measures on such spaces are included. As applications of these results, a representation of Reynolds operators and related unified formulation of ergodic-martingale theorems are given.     

Spectral measures,I: General theory in a topological vector space

Part I of this paper is devoted to the general theory of spectral measures in topological vector spaces. We extend the Hilbert space theory to this setting and generalize the notion of spectral measure in some useful ways to provide a framework for Part II, etc.     

Convex risk measures for portfolio optimization and concepts of flexibility

Due to their axiomatic foundation and their favorable computational properties convex risk measures are becoming a powerful tool in financial risk management. In this paper we will review the fundamental structural concepts of convex risk measures within the framework of convex analysis. Then we will exploit it for deriving strong duality relations in a generic portfolio optimization context. In particular, the duality relationship can be used for designing new, efficient approximation algorithms based on Nesterov's smoothing techniques for non-smooth convex optimization. Furthermore, the presented concepts enable us to formalize the notion of flexibility as the (marginal) risk absorption capacity of a technology or (available) resources. This paper is dedicated to R.T. Rockafellar for his stimulating and impressive work in convex optimization for decades. We thank you for the insights and inspirations we gained from your fundamental research.     

A Characterization of Intermediate Weyl Coefficients

 In connection with an indefinite analogue of canonical systems of differential equations some subclasses of the Nevanlinna class come up. We give a criterion for a function to belong to in terms of its poles and residues. Received 5 December 2000; in revised form 31 October 2001