Let be Singer's invariant-theoretic model of the dual of the lambda algebra with , where denotes the mod 2 Steenrod algebra. We prove that the inclusion of the Dickson algebra, , into is a chain-level representation of the Lannes-Zarati dual homomorphism
The Lannes-Zarati homomorphisms themselves, , correspond to an associated graded of the Hurewicz map
Based on this result, we discuss some algebraic versions of the classical conjecture on spherical classes, which states that Only Hopf invariant one and Kervaire invariant one classes are detected by the Hurewicz homomorphism. One of these algebraic conjectures predicts that every Dickson element, i.e. element in , of positive degree represents the homology class in for 2$">.
We also show that factors through , where denotes the differential of . Therefore, the problem of determining should be of interest.
It is shown that the residue expansion of an elliptic Selberg integral gives rise to an integral representation for a multiple modular hypergeometric series. A conjectural evaluation formula for the integral then implies a closed summation formula for the series, generalizing both the multiple basic hypergeometric 87 sum of Milne-Gustafson type and the (one-dimensional) modular hypergeometric 87 sum of Frenkel and Turaev. Independently, the modular invariance ensures the asymptotic correctness of our multiple modular hypergeometric summation formula for low orders in a modular parameter. 相似文献
61. IntroductionLet (fi, F, P, {R}tZo) be a complete filtered probability space on which a standard onedimensional Brownian motion w(') is defined such that {R}tZo is the natural filtrationgenerated by w(.), augmented by all the p-null sets in i. We consider the following stateequationwhere T E T[0, TI, the set of all {R}tZo-stopping times taking values in [0, T], (E sigLlt (fi;IR"); A, B, C, D are matrix-valued {R}tZo-adapted bounded processes. In the above, u(.) EU[T, T]gLI(T, T… 相似文献
The xedni calculus attack on the elliptic curve discrete logarithm problem (ECDLP) involves lifting points from the finite field
to the rational numbers
and then constructing an elliptic curve over
that passes through them. If the lifted points are linearly dependent, then the ECDLP is solved. Our purpose is to analyze the practicality of this algorithm. We find that asymptotically the algorithm is virtually certain to fail, because of an absolute bound on the size of the coefficients of a relation satisfied by the lifted points. Moreover, even for smaller values of p experiments show that the odds against finding a suitable lifting are prohibitively high. 相似文献
The five parameter family of Koornwinder's multivariable analogues of the Askey-Wilson polynomials is studied with four parameters generically complex. The Koornwinder polynomials form an orthogonal system with respect to an explicit (in general complex) measure. A partly discrete orthogonality measure is obtained by shifting the contour to the torus while picking up residues. A parameter domain is given for which the partly discrete orthogonality measure is positive. The orthogonality relations and norm evaluations for multivariable -Racah polynomials and multivariable big and little -Jacobi polynomials are proved by taking suitable limits in the orthogonality relations for the Koornwinder polynomials. In particular new proofs of several well-known -analogues of the Selberg integral are obtained.
Let be a generalized body Schrödinger operator with very short range potentials. Using Melrose's scattering calculus, it is shown that the free channel `geometric' scattering matrix, defined via asymptotic expansions of generalized eigenfunctions of , coincides (up to normalization) with the free channel `analytic' scattering matrix defined via wave operators. Along the way, it is shown that the free channel generalized eigenfunctions of Herbst-Skibsted and Jensen-Kitada coincide with the plane waves constructed by Hassell and Vasy and if the potentials are very short range.
Most of the recent literature dealing with the modeling of financial assets assumes that the underlying dynamics of equity prices follow a jump process or a Lévy process. This is done to incorporate rare or extreme events not captured by Gaussian models. Of those financial models proposed, the most interesting include the CGMY, KoBoL and FMLS. All of these capture some of the most important characteristics of the dynamics of stock prices. In this article we show that for these particular Lévy processes, the prices of financial derivatives, such as European-style options, satisfy a fractional partial differential equation (FPDE). As an application, we use numerical techniques to price exotic options, in particular barrier options, by solving the corresponding FPDEs derived. 相似文献
Achieving phase only modulation from a spatial light modulator (SLM) is useful for many optical processing tasks. In this paper, we demonstrate a simple method of decoupling phase and amplitude modulation in a twisted nematic liquid crystal (TNLC) SLM using a double pass technique. A Jones calculus model is developed which matches our experimental data. 相似文献