Subordination,rank, and determinism of multivariate stationary sequences

Necessary and sufficient conditions for an arbitrary q-variate stationary sequence x_t, t ∈ $\text{Z}$, to be deterministic are presented. A characterization of the rank r(x) of x_t, t ∈ $\text{Z}$, and a method to construct the Wold-Cramér decomposition for x_t, t ∈ $\text{Z}$, are given. Subordination of q-variate bounded orthogonally scattered vector measures is considered.     

Collapsing and the convex hull property in a soap film capillarity model

Soap films hanging from a wire frame are studied in the framework of capillarity theory. Minimizers in the corresponding variational problem are known to consist of positive volume regions with boundaries of constant mean curvature/pressure, possibly connected by “collapsed” minimal surfaces. We prove here that collapsing only occurs if the mean curvature/pressure of the bulky regions is negative, and that, when this last property holds, the whole soap film lies in the convex hull of its boundary wire frame.     

一类退化椭圆型方程边值问题的适定性

研究一类特殊退化椭圆型方程边值问题的适定性,该类问题与双曲空间中的极小图的Dirichlet问题,曲面的无穷小等距形变刚性问题等等的研究密切相关,而这类方程的特征形式在区域上是变号的,其适定性是值得深入讨论的.最后,得到这类边值问题的H~1弱解的存在性和唯一性.     

Quadratic Hedging Methods for Defaultable Claims

We apply the local risk-minimization approach to defaultable claims and we compare it with intensity-based evaluation formulas and the mean-variance hedging. We solve analytically the problem of finding respectively the hedging strategy and the associated portfolio for the three methods in the case of a default put option with random recovery at maturity.     

On the successive supersymmetric rank‐1 decomposition of higher‐order supersymmetric tensors

In this paper, a successive supersymmetric rank‐1 decomposition of a real higher‐order supersymmetric tensor is considered. To obtain such a decomposition, we design a greedy method based on iteratively computing the best supersymmetric rank‐1 approximation of the residual tensors. We further show that a supersymmetric canonical decomposition could be obtained when the method is applied to an orthogonally diagonalizable supersymmetric tensor, and in particular, when the order is 2, this method generates the eigenvalue decomposition for symmetric matrices. Details of the algorithm designed and the numerical results are reported in this paper. Copyright © 2007 John Wiley & Sons, Ltd.     

Achievable sets, brambles, and sparse treewidth obstructions

One consequence of the graph minor theorem is that for every k there exists a finite obstruction set Obs(TW?k). However, relatively little is known about these sets, and very few general obstructions are known. The ones that are known are the cliques, and graphs which are formed by removing a few edges from a clique. This paper gives several general constructions of minimal forbidden minors which are sparse in the sense that the ratio of the treewidth to the number of vertices n does not approach 1 as n approaches infinity. We accomplish this by a novel combination of using brambles to provide lower bounds and achievable sets to demonstrate upper bounds. Additionally, we determine the exact treewidth of other basic graph constructions which are not minimal forbidden minors.     

Generic initial ideals of Artinian ideals having Lefschetz properties or the strong Stanley property

For a standard Artinian k-algebra A=R/I, we give equivalent conditions for A to have the weak (or strong) Lefschetz property or the strong Stanley property in terms of the minimal system of generators of gin(I). Using the equivalent condition for the weak Lefschetz property, we show that some graded Betti numbers of gin(I) are determined just by the Hilbert function of I if A has the weak Lefschetz property. Furthermore, for the case that A is a standard Artinian k-algebra of codimension 3, we show that every graded Betti number of gin(I) is determined by the graded Betti numbers of I if A has the weak Lefschetz property. And if A has the strong Lefschetz (respectively Stanley) property, then we show that the minimal system of generators of gin(I) is determined by the graded Betti numbers (respectively by the Hilbert function) of I.     

Free boundary minimal hypersurfaces with spherical boundary

We first prove that a compact embedded minimal annulus in meeting two concentric spheres perpendicularly along the boundaries is part of a plane. We also prove that an embedded minimal hypersurface lying outside of a ball is part of either a catenoid or a hyperplane if it is perpendicular to the sphere along the boundary and has only one end that is asymptotic to either a catenoid if , or a hyperplane if .     

Subspace arrangements as generalized star configurations

In this note, we show that any projective subspace arrangement can be realized as a generalized star configuration variety. This type of interpolation result may be useful in designing linear codes with prescribed codewords of minimum weight, as well as in answering a couple of questions about the number of equations needed to define a generalized star configuration variety.     

On the Minimal Solutions of Variational Inequalities in Orlicz-Sobolev Spaces

In this paper, the author studies the existence of the minimal nonnegative solutions of some elliptic variational inequalities in Orlicz-Sobolev spaces on bounded or unbounded domains. She gets some comparison results between different solutions as tools to pass to the limit in the problems and to show the existence of the minimal solutions of the variational inequalities on bounded domains or unbounded domains. In both cases,coercive and noncoercive operators are handled. The sufficient and necessary conditions for the existence of the minimal nonnegative solution of the noncoercive variational inequality on bounded domains are established.