A characterization of an order ideal in Riesz spaces

In this paper we give a characterization of order ideals in Riesz spaces.

     

Ideals and Subalgebras in BCI-Algebras

We prove that there exists a maximal ideal of a BCI-algebra X in which each subalgebra is an ideal.AMS Subject Classification (1991): 06F35, 03G25.The second author was supported by the LG Yonam Foundation (1995).     

The core of zero-dimensional monomial ideals

The core of an ideal is the intersection of all its reductions. We describe the core of a zero-dimensional monomial ideal I as the largest monomial ideal contained in a general reduction of I. This provides a new interpretation of the core in the monomial case as well as an efficient algorithm for computing it. We relate the core to adjoints and first coefficient ideals, and in dimension two and three we give explicit formulas.     

A note on δ-I-sets

We characterize δ-I-sets, discuss the relation between δ-sets, δ-I-sets and I _δ-sets and generalize some of the results.     

Trace Equivalence in SU(2, 1)

In this paper it is shown that one can choose an arbitrarily large number of inconjugate elements of the group Z/2Z*Z/2Z*Z/2Z which have the property that, under all representations of the group in SU(2,1) as a discrete complex hyperbolic ideal triangle group, the elements are hyperbolic and correspond to closed geodesics of equal length on the associated complex hyperbolic surface. This is an analogue of the geometric fact that the multiplicity of the length spectrum of a Riemann surface is never bounded or the equivalent algebraic phenomenon that an arbitrarily large number of conjugacy classes in a free group can have the same trace under all representations in SL(2,R ).     

The Maximal Closed Classes of Unary Functions in p-Valued Logic

In many-valued logic the decision of functional completeness is a basic and important problem, and the thorough solution to this problem depends on determining all maximal closed sets in the set of many-valued logic functions. It includes three famous problems, i.e., to determine all maximal closed sets in the set of the total, of the partial and of the unary many-valued logic functions, respectively. The first two problems have been completely solved ([1], [2], [8]), and the solution to the third problem boils down to determining all maximal subgroups in the k-degree symmetric group S_k, which is an open problem in the finite group theory. In this paper, all maximal closed sets in the set of unary p-valued logic functions are determined, where p is a prime. Mathematics Subject Classification: 03B50, 20B35.     

Transient flow towards a well in an aquifer including the effect of fluid inertia

Transient propagation of weak pressure perturbations in a homogeneous, isotropic, fluid saturated aquifer has been studied. A damped wave equation for the pressure in the aquifer is derived using the macroscopic, volume averaged, mass conservation and momentum equations. The equation is applied to the case of a well in a closed aquifer and analytical solutions are obtained to two different flow cases. It is shown that the radius of influence propagates with a finite velocity. The results show that the effect of fluid inertia could be of importance where transient flow in porous media is studied.List of symbols b Thickness of the aquifer, m - c ₀ Wave velocity, m/s - k Permeability of the porous medium, m² - n Porosity of the porous medium - p( ,t) Pressure, N/m² - Q Volume flux, m³/s - r Radial coordinate, m - r _w Radius of the well, m - s Transform variable - S Storativity of the aquifer - S _d(r, t) Drawdown, m - t Time, s - T Transmissivity of the aquifer, m²/s - ( ,t) Velocity of the fluid, m/s - Coordinate vector, m - z Vertical coordinate, m - Coefficient of compressibility, m²/N - Coefficient of fluid compressibility, m²/N - Relaxation time, s - (r, t) Hydraulic potential, m - Dynamic viscosity of the fluid, Ns/m² - Dimensionless radius - Density of the fluid, Ns²/m⁴ - (, ) Dimensionless drawdown - Dimensionless time - , x Dummy variables - ₀, ₁ Auxilary functions     

Hypersurfaces of prescribed mean curvature enclosing a given body

Given a smooth domain Ω in ℝ ^m+1 with compact closure and a smooth integrable functionh: ℝ ^m+1→ℝ satisfyingh(x)≥H _∂Ω (x) on ∂Ω whereH _∂ω denotes the mean curvature of ∂Ω calculated w.r.t. the interior unit normal we show that there is a setA⊂ℝ ^m+1 with the properties andH _∂A=h on ∂A.     

Cohen and multiple Cohen strongly summing multilinear operators

Considering the successful theory of multiple summing multilinear operators as a prototype, we introduce the classes of multiple Cohen strongly p-summing multilinear operators and polynomials. The adequacy of these classes under the viewpoint of the theory of multilinear and polynomial ideals and holomorphy types is discussed in detail.     

Statistical inference and modelling of momentum in stock prices

The following results are obtained, (i) It is possible to obtain a time series of market data {y(t)} in which the fluctuations in fundamental value have been compensated for. An objective test of the efficient market hypothesis (EMH), which would predict random correlations about a constant value, is thereby possible, (ii) A time series procedure can be used to determine the extent to which the differences in the data and the moving averages are significant. This provides a model of the form y(t)-y(t-l)=0.5{y(t- l)-y(t-2)}+ε(t)+0.8ε(r-1) where ε(t) is the error at time t, and the coefficients 0.5 and 0.8 are determined from the data. One concludes that today's price is not a random perturbation from yesterday's; rather, yesterday's rate of change is a significant predictor of today's rate of change. This confirms the concept of momentum that is crucial to market participants. (iii) The model provides out-of-sample predictions that can be tested statistically. (iv) The model and coefficients obtained in this way can be used to make predictions on laboratory experiments to establish an objective and quantitative link between the experiments and the market data. These methods circumvent the central difficulty in testing market data, namely, that changes in fundamentals obscure intrinsic trends and autocorrelations. This procedure is implemented by considering the ratio of two similar funds (Germany and Future Germany) with the same manager and performing a set of statistical tests that have excluded fluctuations in fundamental factors. For the entire data of the first 1149 days beginning with the introduction of the latter fund, a standard runs test indicates that the data is 29 standard deviations away from that which would be expected under a hypothesis of random fluctuations about the fundamental value. This and other tests provide strong evidence against the efficient market hypothesis and in favour of autocorrelations in the data. An ARIMA time series finds strong evidence (9.6 and 21.6 standard deviations in the two coefficients) that the data is described by a model that involves the first difference, indicating that momentum is the significant factor. The first quarter's data is used to make out-of-sample predictions for the second quarter with results that are significant to 3 standard deviations. Finally, the ARIMA model and coefficients are used to make predictions on laboratory experiments of Porter and Smith in which the intrinsic value is clear. The model's forecasts are decidedly more accurate than that of the null hypothesis of random fluctuations about the fundamental value.