On formally real modules

The aim of this paper is to develop the study of modules in real algebra. By introducing two kinds of reality for modules over commutative rings, we establish some results on semireal modules and real modules. Our results involve real radicals of submodules and orderings on modules.     

Poisson Morphisms and Reduced Affine Poisson Group Actions

We establish the concept of a quotient affine Poisson group, and study the reduced Poisson action of the quotient of an affine Poisson group G on the quotient of an affine Poisson-G-variety V. The Poisson morphisms (including equivariant cases) between Poisson affine varieties are also discussed. Received April 5, 1999, Accepted March 5, 2001     

蕴含K5-e图的度序列

设σ（G，n）是具有下述性质的最小正偶数，每一项和至少为σ（G．n）的n项可图序列π都有一个实现包台G作为于图．本文给出σ（K5-e，7）=32,σ（K5-e,8）=36。以及当n≥9时．σ（K5-e,n）=2[（5n/6）/2]．     

Pitfalls of the Fourier Transform Method in Affine Models,and Remedies

We study sources of potentially serious errors of popular numerical realizations of the Fourier method in affine models and explain that, in many cases, a calibration procedure based on such a realization will be able to find a “correct parameter set” only in a rather small region of the parameter space, with a blind spot: an interval of strikes depending on the model and time to maturity, where accurate calculations are extremely time-consuming. We explain how to construct more accurate and faster pricing and calibration procedures. An important ingredient of our method is the study of the analytic continuation of the solution of the associated system of generalized Riccati equations, and contour deformation techniques. As a byproduct, we show that the straightforward application of the Runge–Kutta method may lead to sizable errors, and suggest certain remedies. In the paper, the method is applied to a wide class of stochastic volatility models with stochastic interest rate and interest rate models of A_n(n) class. The methodology of the paper can be applied to other models (e.g., quadratic term structure models, Wishart dynamics, 3/2-model).     

Cut points in metric spaces

In this note, we will define topological and virtual cut points of finite metric spaces and show that, though their definitions seem to look rather distinct, they actually coincide. More specifically, let X denote a finite set, and let denote a metric defined on X. The tight span T(D) of D consists of all maps for which f(x)=sup_yX(xy−f(x)) holds for all xX. Define a map fT(D) to be a topological cut point of D if T(D)−{f} is disconnected, and define it to be a virtual cut point of D if there exists a bipartition (or split) of the support of f into two non-empty sets A and B such that ab=f(a)+f(b) holds for all points aA and bB. It will be shown that, for any given metric D, topological and virtual cut points actually coincide, i.e., a map fT(D) is a topological cut point of D if and only if it is a virtual cut point of D.     

On the determination of Kazhdan–Lusztig cells for affine Weyl groups with unequal parameters

Let W be a Coxeter group and L be a weight function on W. Following Lusztig, we have a corresponding decomposition of W into left cells which have important applications in representation theory. We study the case where W is an affine Weyl group of type . Using explicit computation with COXETER and CHEVIE, we show that (1) there are only finitely many possible decompositions into left cells and (2) the number of left cells is finite in each case, thus confirming some of Lusztig's conjectures in this case. A key ingredient of the proof is a general result which shows that the Kazhdan–Lusztig polynomials of affine Weyl group are invariant under (large enough) translations.     

A Bernstein property of solutions to a class of prescribed affine mean curvature equations

Let \(x: M \rightarrow A^{n+1}\) be a locally strongly convex hypersurface, given as the graph of a locally strongly convex function x _n+1 = z(x ₁, ..., x _n ). In this paper we prove a Bernstein property for hypersurfaces which are complete with respect to the metric \(G^{\sharp} = \sum \left( \frac{\partial^{2}z}{\partial x_{i} \partial x_{j}} \right) dx_{i} dx_{j}\) and which satisfy a certain Monge–Ampère type equation. This generalises in some sense the earlier result of Li and Jia for affine maximal hypersurfaces of dimension n = 2 and n = 3 (Li, A.-M., Jia, F.: A Bernstein property of affine maximal hypersurfaces. Ann. Glob. Anal. Geom. 23, 359–372 (2003)), related results (Li, A.-M., Jia, F.: Locally strongly convex hypersurfaces with constant affine mean curvature. Diff. Geom. Appl. 22(2), 199–214 (2005)) and results for n = 2 of Trudinger and Wang (Trudinger, N.S., Wang, X.-J.: Bernstein-Jörgens theorem for a fourth order partial differential equation. J. Partial Diff. Equ. 15(2), 78–88 (2002)).     

On affine frames with transcendental dilations

We answer a question of O. Christensen about affine systems in . Specifically, we show that if the dilation factor is transcendental, then cancellations cannot occur between different scales, in the conditions for the affine system to form a frame. Such cancellations are known to occur when is an integer.