Norm equalities and inequalities for three circulant operator matrices

In this paper, three new circulant operator matrices, scaled circulant operator matrices, diag-circulant operator matrices and retrocirculant operator matrices, are given respectively. Several norm equalities and inequalities for these operator matrices are proved. We show the special cases for norm equalities and inequalities, such as the usual operator norm and the Schatten p-norm. Pinching type inequality is also given for weakly unitarily invariant norms. These results are closely related to the nice structure of these special operator matrices. Furthermore, some special cases and specific examples are also considered.     

A Gibbs sampling method to determine biomarkers for asthma

PurposeTo identify potential biomarkers and to uncover the mechanisms underlying asthma based on Gibbs sampling.MethodsThe molecular functions (MFs) with genes greater than 5 were determined using AnnotationMFGO of BAGS package, and the obtained MFs were then transformed to Markov chain (MC). Gibbs sampling was conducted to obtain a new MC. Meanwhile, the average probabilities of MFs were computed via MC Monte Carlo (MCMC) algorithm, followed by identification of differentially expressed MFs based on the probabilities of MF more than 0.6. Moreover, the differentially expressed genes (DEGs) and their correlated genes were screened and merged, called as co-expressed genes. Pathways enrichment analysis was implemented for the co-expressed genes.ResultsBased on the gene set more than 5, overall 396 MFs were determined. After Gibbs sampling, 5 differentially expressed MF were acquired according to alfa.pi > 0.6. Moreover, the genes in these 5 differentially expressed MF were merged, and 110 DEGs were identified. Subsequently, 338 co-expressed genes were gained. Based on the P value < 0.01, the co-expressed genes were significantly enriched in 6 pathways. Among these, ubiquitin mediated proteolysis contained the maximum numbers of 35 co-expressed genes, and cell cycle were enriched by the second largest number of 11 co-expressed genes, respectively.ConclusionsThe identified pathways such as ubiquitin mediated proteolysis and cell cycle might play important roles in the development of asthma and may be useful for developing the credible therapeutic approaches for diagnosis and treatment of asthma in future.     

Unit-linked life insurance policies: Optimal hedging in partially observable market models

In this paper we investigate the hedging problem of a unit-linked life insurance contract via the local risk-minimization approach, when the insurer has a restricted information on the market. In particular, we consider an endowment insurance contract, that is a combination of a term insurance policy and a pure endowment, whose final value depends on the trend of a stock market where the premia the policyholder pays are invested. To allow for mutual dependence between the financial and the insurance markets, we use the progressive enlargement of filtration approach. We assume that the stock price process dynamics depends on an exogenous unobservable stochastic factor that also influences the mortality rate of the policyholder. We characterize the optimal hedging strategy in terms of the integrand in the Galtchouk–Kunita–Watanabe decomposition of the insurance claim with respect to the minimal martingale measure and the available information flow. We provide an explicit formula by means of predictable projection of the corresponding hedging strategy under full information with respect to the natural filtration of the risky asset price and the minimal martingale measure. Finally, we discuss applications in a Markovian setting via filtering.     

Recovery of Immersions from Their Metric Tensors and Nonlinear Korn Inequalities: A Brief Survey

The authors discuss the existence and uniqueness up to isometries of Enof immersions φ : Ω  R~n→ E~n with prescribed metric tensor field(g ij) : Ω→ S~n, and discuss the continuity of the mapping(gij) →φ defined in this fashion with respect to various topologies. In particular, the case where the function spaces have little regularity is considered. How, in some cases, the continuity of the mapping(gij) →φ can be obtained by means of nonlinear Korn inequalities is shown.     

Time Discrete Approximation of Weak Solutions to Stochastic Equations of Geophysical Fluid Dynamics and Applications

As a first step towards the numerical analysis of the stochastic primitive equations of the atmosphere and the oceans,the time discretization of these equations by an implicit Euler scheme is studied.From the deterministic point of view,the 3D primitive equations are studied in their full form on a general domain and with physically realistic boundary conditions.From the probabilistic viewpoint,this paper deals with a wide class of nonlinear,state dependent,white noise forcings which may be interpreted in either the It6 or the Stratonovich sense.The proof of convergence of the Euler scheme,which is carried out within an abstract framework,covers the equations for the oceans,the atmosphere,the coupled oceanic-atmospheric system as well as other related geophysical equations.The authors obtain the existence of solutions which are weak in both the PDE and probabilistic sense,a result which is new by itself to the best of our knowledge.     

The mean of the running maximum of an integrated Gauss–Markov process and the connection with its first-passage time

We find explicit formulae for the mean of the running maximum of conditional and unconditional Brownian motion; they are used to obtain the mean, a(t), of the running maximum of an integrated Gauss–Markov process. Then, we deal with the connection between the moments of its first-passage-time and a(t). As explicit examples, we consider integrated Brownian motion and integrated Ornstein–Uhlenbeck process.     

On stationary Markov processes with polynomial conditional moments

We study a class of stationary Markov processes with marginal distributions identifiable by moments such that every conditional moment of degree say m is a polynomial of degree at most m. We show that then under some additional, natural technical assumption there exists a family of orthogonal polynomial martingales. More precisely we show that such a family of processes is completely characterized by the sequence {(α_n, p_n)}_{n ? 0} where α′_ns are some positive reals while p′_ns are some monic orthogonal polynomials. Bakry and Mazet (Séminaire de Probabilit?s, vol. 37, 2003) showed that under some additional mild technical conditions each such sequence generates some stationary Markov process with polynomial regression.

We single out two important subclasses of the considered class of Markov processes. The class of harnesses that we characterize completely. The second one constitutes of the processes that have independent regression property and are stationary. Processes with independent regression property so to say generalize ordinary Ornstein–Uhlenbeck (OU) processes or can also be understood as time scale transformations of Lévy processes. We list several properties of these processes. In particular we show that if these process are time scale transforms of Lévy processes then they are not stationary unless we deal with classical OU process. Conversely, time scale transformations of stationary processes with independent regression property are not Lévy unless we deal with classical OU process.