Stochastic systems with memory and jumps

Stochastic systems with memory naturally appear in life science, economy, and finance. We take the modelling point of view of stochastic functional delay equations and we study these structures when the driving noises admit jumps. Our results concern existence and uniqueness of strong solutions, estimates for the moments and the fundamental tools of calculus, such as the Itô formula. We study the robustness of the solution to the change of noises. Specifically, we consider the noises with infinite activity jumps versus an adequately corrected Gaussian noise. The study is presented in two different frameworks: we work with random variables in infinite dimensions, where the values are considered either in an appropriate $L^p$-type space or in the space of càdlàg paths. The choice of the value space is crucial from the modelling point of view, as the different settings allow for the treatment of different models of memory or delay. Our techniques involve tools of infinite dimensional calculus and the stochastic calculus via regularisation.     

Expectation of intrinsic volumes of random polytopes

Let K be a convex body in ℝ ^d , let j ∈ {1, …, d−1}, and let K(n) be the convex hull of n points chosen randomly, independently and uniformly from K. If ∂K is C ₊², then an asymptotic formula is known due to M. Reitzner (and due to I. Bárány if ∂K is C ₊³) for the difference of the jth intrinsic volume of K and the expectation of the jth intrinsic volume of K(n). We extend this formula to the case when the only condition on K is that a ball rolls freely inside K. Funded by the Marie-Curie Research Training Network “Phenomena in High-Dimensions” (MRTN-CT-2004-511953).     

Degrees of stretched Kostka coefficients

Given a partition λ and a composition β, the stretched Kostka coefficient is the map n ↦ K _{n λ,n β} sending each positive integer n to the Kostka coefficient indexed by n λ and n β. Kirillov and Reshetikhin (J. Soviet Math. 41(2), 925–955, 1988) have shown that stretched Kostka coefficients are polynomial functions of n. King, Tollu, and Toumazet have conjectured that these polynomials always have nonnegative coefficients (CRM Proc. Lecture Notes 34, 99–112, 2004), and they have given a conjectural expression for their degrees (Séminaire Lotharingien de Combinatoire 54A, 2006). We prove the values conjectured by King, Tollu, and Toumazet for the degrees of stretched Kostka coefficients. Our proof depends upon the polyhedral geometry of Gelfand–Tsetlin polytopes and uses tilings of GT-patterns, a combinatorial structure introduced in De Loera and McAllister, (Discret. Comput. Geom. 32(4), 459–470, 2004). Research supported by NSF VIGRE Grant No. DMS-0135345 and by NWO Mathematics Cluster DIAMANT.     

Ehrhart polynomials of lattice-face polytopes

There is a simple formula for the Ehrhart polynomial of a cyclic polytope. The purpose of this paper is to show that the same formula holds for a more general class of polytopes, lattice-face polytopes. We develop a way of decomposing any -dimensional simplex in general position into signed sets, each of which corresponds to a permutation in the symmetric group and reduce the problem of counting lattice points in a polytope in general position to that of counting lattice points in these special signed sets. Applying this decomposition to a lattice-face simplex, we obtain signed sets with special properties that allow us to count the number of lattice points inside them. We are thus able to conclude the desired formula for the Ehrhart polynomials of lattice-face polytopes.

     

质子核磁共振谱的偶极魔角旋转边带强度的矩的展开

对于包含分子和分子基团绕至少一个轴高速运动的固体体系,本文推导出其质子核磁共振谱的偶极魔角旋转边带强度的理论计算表达式,建立了用其静态粉末谱的矩的展开的计算方法,计算出旋转边带强度按三十阶矩展开的系数,它可以处理包含高达十五阶边带的谱     

An Adjacency Criterion for Coxeter Matroids

A Coxeter matroid is a generalization of matroid, ordinary matroid being the case corresponding to the family of Coxeter groups A _n , which are isomorphic to the symmetric groups. A basic result in the subject is a geometric characterization of Coxeter matroid in terms of the matroid polytope, a result first stated by Gelfand and Serganova. This paper concerns properties of the matroid polytope. In particular, a criterion is given for adjacency of vertices in the matroid polytope.     

Moment Sets of Bell–Shaped Distributions: Extreme Points,Extremal Decomposition and Chebysheff Inequalities

The paper deals with sets of distributions which are given by moment conditions and convex constraints on derivatives of their cumulative distribution functions. A general albeit simple method for the study of their extremal structure, extremal decomposition and topological or measure theoretical properties is developed. Its power is demonstrated by the application to bell–shaped distributions. Extreme points of their moment sets are characterized completely (thus filling a gap in the previous theory) and inequalities of Chebysheff type are derived by means of general integral representation theorems.     

On permutation polytopes

In this paper we lay the foundations for the study of permutation polytopes: the convex hull of a group of permutation matrices.We clarify the relevant notions of equivalence, prove a product theorem, and discuss centrally symmetric permutation polytopes. We provide a number of combinatorial properties of (faces of) permutation polytopes. As an application, we classify ?4-dimensional permutation polytopes and the corresponding permutation groups. Classification results and further examples are made available online.We conclude with several questions suggested by a general finiteness result.     

On locally spherical polytopes of type {5, 3, 5}

There are only finitely many locally projective regular polytopes of type {5, 3, 5}. They are covered by a locally spherical polytope whose automorphism group is J₁×J₁×L₂(19), where J₁ is the first Janko group, of order 175560, and L₂(19) is the projective special linear group of order 3420. This polytope is minimal, in the sense that any other polytope that covers all locally projective polytopes of type {5, 3, 5} must in turn cover this one.