A Frobenius formula for the structure coefficients of double-class algebras of Gelfand pairs

After a careful consideration of some of the well known properties of irreducible characters of finite groups to zonal spherical functions of Gelfand pairs, we were able to deduce a Frobenius formula for Gelfand pairs. For a given Gelfand pair, the structure coe?cients of its associated double-class algebra can be written in terms of zonal spherical functions. This is a generalization of the Frobenius formula which expresses the structure coe?cients of the center of a finite group algebra in terms of irreducible characters.     

Representation and approximation of convex dynamic risk measures with respect to strong–weak topologies

We provide a representation for strong-weak continuous dynamic risk measures from L^p into L^p_t spaces where these spaces are equipped respectively with strong and weak topologies and p is a finite number strictly larger than one. Conversely, we show that any such representation that admits a compact (with respect to the product of weak topologies) sub-differential generates a dynamic risk measure that is strong--weak continuous. Furthermore, we investigate sufficient conditions on the sub-differential for which the essential supremum of the representation is attained. Finally, the main purpose is to show that any convex dynamic risk measure that is strong-weak continuous can be approximated by a sequence of convex dynamic risk measures which are strong--weak continuous and admit compact sub-differentials with respect to the product of weak topologies. Throughout the arguments, no conditional translation invariance or monotonicity assumptions are applied.     

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In this paper, we establish a local representation theorem for generators of reflected backward stochastic differential equations (RBSDEs), whose generators are continuous with linear growth. It generalizes some known representation theorems for generators of backward stochastic differential equations (BSDEs). As some applications, a general converse comparison theorem for RBSDEs is obtained and some properties of RBSDEs are discussed.     

Risk measuring under liquidity risk

We present a general framework for measuring the liquidity risk. The theoretical framework defines risk measures that incorporate the liquidity risk into the standard risk measures. We consider a one-period risk measurement model. The liquidity risk is defined as the risk that a security or a portfolio of securities cannot be sold or bought without causing changes in prices. The risk measures are decomposed into two terms, one measuring the risk of the future value of a given position in a security or a portfolio of securities and the other the initial cost of this position. Within the framework of coherent risk measures, the risk measures applied to the random part of the future value of a position in a determinate security are increasing monotonic and convex cash sub-additive on long positions. The contrary, in certain situations, holds for the sell positions. By using convex risk measures, we apply our framework to the situation in which large trades are broken into many small ones. Dual representation results are obtained for both positions in securities and portfolios. We give many examples of risk measures and derive for each of them the respective capital requirement. In particular, we discuss the VaR measure.     

$l^{0}(\{X_{i}\})$型赋$F$-范空间的共轭空间的表示定理

作者在《数学学报》(2016, {\bf 59}(4))上的一篇文章中, 给出了几个$l^{0}$型赋$F$-范空间的共轭空间的表示定理. 对于赋范空间序列$\{X_{i}\}$,本文研究$l^{0}(\{X_{i}\})$型赋$F$- 范空间的共轭空间的表示问题,得到代数表示连等式$\left(l^{0}(\{X_{i}\})\right)^{*}\stackrel{A}{=}\left(c^{0}_{00}(\{X_{i}\})\right)^{*}\stackrel{A}{=}c_{00}(\{X^{*}_{i}\})$,$$\left(l^{0}(X)\right)^{*}\stackrel{\mathrm{A}}{=}\left(c^{0}(X)\right)^{*}\stackrel{\mathrm{A}}{=}\left(c_{0}^{0}(X)\right)^{*}\stackrel{\mathrm{A}}{=}\left(c^{0}_{00}(X)\right)^{*}\stackrel{\mathrm{A}}{=}c_{00}(X^{*}),$$以及序列弱星拓扑下的拓扑表示定理$\left(c^{0}_{00}(\{X^{*}_{i}\}),sw^{*}\right)=c^{0}_{00}(\{X^{*}_{i}\})$. 对于内积空间序列与通常拓扑下的数域空间序列,文章最后给出了基本表示定理的具体表现形式.     

The polynomial representation of the type An−1 rational Cherednik algebra in characteristic p | n

We study the polynomial representation of the rational Cherednik algebra of type A_n?1 with generic parameter in characteristic p for p | n. We give explicit formulas for generators for the maximal proper graded submodule, show that they cut out a complete intersection, and thus compute the Hilbert series of the irreducible quotient. Our methods are motivated by taking characteristic p analogues of existing characteristic 0 results.     

On the structure of quantum permutation groups

The quantum permutation group of the set corresponds to the Hopf algebra . This is an algebra constructed with generators and relations, known to be isomorphic to for , and to be infinite dimensional for . In this paper we find an explicit representation of the algebra , related to Clifford algebras. For the representation is faithful in the discrete quantum group sense.

     

<Emphasis Type="Italic">K</Emphasis>-finite matrix elements of irreducible Harish-Chandra modules are hypergeometric functions

We show that each K-finite matrix element of an irreducible infinite-dimensional representation of a semisimple Lie group can be obtained from spherical functions by a finite collection of operations. In particular, each matrix element admits a finite expression via the Heckman-Opdam hypergeometric functions.     

Vector-valued nonstationary Gabor frames

As an extension of Gabor frames, nonstationary Gabor (NSG) frames were recently introduced in adaptive signal analysis. They allow for efficient reconstruction with flexible sampling and varying window functions. In this paper we generalize the notion of NSG frames from $L^2(\mathbb{R})$ to the vector-valued Hilbert space $L^2(\mathbb{R},{\mathbb{C}}^L)$, and investigate the resulting vector-valued NSG frames. We derive a Walnut's representation of the mixed frame operator, and provide some necessary/sufficient conditions for a vector-valued NSG system to be a frame for $L^2(\mathbb{R},{\mathbb{C}}^L)$. Furthermore, we show the existence of painless vector-valued NSG frames, and of vector-valued NSG frames with fast decaying window functions.