The tetrahedron algebra and its finite-dimensional irreducible modules

Recently Terwilliger and the present author found a presentation for the three-point sl₂ loop algebra via generators and relations. To obtain this presentation we defined a Lie algebra ? by generators and relations and displayed an isomorphism from ? to the three-point sl₂ loop algebra. In this paper we classify the finite-dimensional irreducible ?-modules.     

Engel Values in Residually Finite Groups

The following theorem is proved. Let n be a positive integer and q a power of a prime p. There exists a number m = m(n, q) depending only on n and q such that if G is any residually finite group satisfying the identity ([x _1,n y ₁] ⋯ [x _m,n y _m ])^q ≡ 1, then the verbal subgroup of G corresponding to the nth Engel word is locally finite.     

Ordered OLPS and CF Nth numerators

Definitions, theorems and examples are established for a general model of Laurent polynomial spaces and ordered orthogonal Laurent polynomial sequences, ordered with respect to ordered bases and orthogonal with respect to inner products ·=L°⊙ decomposed into transition functional ⊙ and strong moment functional, or, more generally, sample functional L couplings. Under this formulation that is shown to subsume those in the existing literature, new fundamental results are produced, including necessary and sufficient conditions for ordered OLPS to be sequences of nth numerators of continued fractions, in contrast to the classical result concerning nth denominators which is shown to hold only in special cases.     

Estimation of intrinsic processes affected by additive fractal noise

Fractal Gaussian models have been widely used to represent the singular behavior of phenomena arising in different applied fields; for example, fractional Brownian motion and fractional Gaussian noise are considered as monofractal models in subsurface hydrology and geophysical studies Mandelbrot [The Fractal Geometry of Nature, Freeman Press, San Francisco, 1982 [13]]. In this paper, we address the problem of least-squares linear estimation of an intrinsic fractal input random field from the observation of an output random field affected by fractal noise (see Angulo et al. [Estimation and filtering of fractional generalised random fields, J. Austral. Math. Soc. A 69 (2000) 1-26 [2]], Ruiz-Medina et al. [Fractional generalized random fields on bounded domains, Stochastic Anal. Appl. 21 (2003a) 465-492], Ruiz-Medina et al. [Fractional-order regularization and wavelet approximation to the inverse estimation problem for random fields, J. Multivariate Anal. 85 (2003b) 192-216]. Conditions on the fractality order of the additive noise are studied to obtain a bounded inversion of the associated Wiener-Hopf equation. A stable solution is then obtained in terms of orthogonal bases of the reproducing kernel Hilbert spaces associated with the random fields involved. Such bases are constructed from orthonormal wavelet bases (see Angulo and Ruiz-Medina [Multiresolution approximation to the stochastic inverse problem, Adv. in Appl. Probab. 31 (1999) 1039-1057], Angulo et al. [Wavelet-based orthogonal expansions of fractional generalized random fields on bounded domains, Theoret. Probab. Math. Stat. (2004), in press]). A simulation study is carried out to illustrate the influence of the fractality orders of the output random field and the fractal additive noise on the stability of the solution derived.     

Locally compact spaces of countable core and Alexandroff compactification

We introduce a new cardinal invariant, core of a space, defined for any locally compact Hausdorff space X and denoted by cor(X). Locally compact spaces of countable core generalize locally compact σ-compact spaces in a way that is slightly exotic, but still quite natural. We show in Section 1 that under a broad range of conditions locally compact spaces of countable core must be σ-compact. In particular, normal locally compact spaces of countable core and realcompact locally compact spaces of countable core are σ-compact. Perfect mappings preserve the class of spaces of countable core in both directions (Section 2). The Alexandroff compactification aX is weakly first countable at the Alexandroff point a if and only if cor(X)=ω (Section 3). Two examples of non-σ-compact locally compact spaces of countable core are discussed in Section 3. We also extend the well-known theorem of Alexandroff and Urysohn on the cardinality of perfectly normal compacta to compacta satisfying a weak version of perfect normality. Several open problems are formulated.     

The Riesz decomposition of finely superharmonic functions

This paper answers a question of Fuglede about minimal positive harmonic functions associated with irregular boundary points. As a consequence, an old and central problem of fine potential theory, concerning the Riesz decomposition, is resolved. Namely, it is shown that, on certain fine domains, there exist positive finely superharmonic functions which do not admit any positive finely harmonic minorant and yet are not fine potentials.     

On a modification of the classical risk process

In this paper, we present the classical risk process with two-step premium function. This means that the gross risk premium rate changes if the insurer’s surplus reaches a certain threshold level. The formula for the infinite-time ruin probability is obtained. The asymptotic behaviour of the ruin probability in the case where the claim size distribution has a light tail is considered as well.     

Regular variation of order 1 nonlinear AR-ARCH models

We prove both geometric ergodicity and regular variation of the stationary distribution for a class of nonlinear stochastic recursions that includes nonlinear AR-ARCH models of order 1. The Lyapounov exponent for the model, the index of regular variation and the spectral measure for the regular variation all are characterized by a simple two-state Markov chain.     

A large deviation principle for 2D stochastic Navier–Stokes equation

In this paper one specifies the ergodic behavior of the 2D-stochastic Navier–Stokes equation by giving a Large Deviation Principle for the occupation measure for large time. It describes the exact rate of exponential convergence. The considered random force is non-degenerate and compatible with the strong Feller property.