On Subspaces and Quotients of Banach Spaces C(K, X)

 We study the relation of to the subspaces and quotients of Banach spaces of continuous vector-valued functions , where K is an arbitrary dispersed compact set. More precisely, we prove that every infinite dimensional closed subspace of totally incomparable to X contains a copy of complemented in . This is a natural continuation of results of Cembranos-Freniche and Lotz-Peck-Porta. We also improve our result when K is homeomorphic to an interval of ordinals. Next we show that complemented subspaces (resp., quotients) of which contain no copy of are isomorphic to complemented subspaces (resp., quotients) of some finite sum of X. As a consequence, we prove that every infinite dimensional quotient of which is quotient incomparable to X, contains a complemented copy of . Finally we present some more geometric properties of spaces. Received 8 November 2000; in revised form 7 December 2001     

Non-trivial simple poles at negative integers and mass concentration at singularity

Let (X,0) be the germ of a normal space of dimension n+1 and let f be the germ at 0 of a holomorphic function on X. Assume both X and f have an isolated singularity at 0. Denote by J the image of the restriction map , where F is the Milnor fibre of f at 0. We prove that the canonical Hermitian form on , given by poles of order at in the meromorphic extension of , passes to the quotient by J and is non-degenerate on . We show that any non-zero element in J produces a “mass concentration” at the singularity which is related to a simple pole concentrated at for (in a non-na?ve sense). We conclude with an application to the asymptotic expansion of oscillatory integrals , for , when . Received: 28 May 2001 / Published online: 26 April 2002     

Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints

   Abstract. This paper deals with an extension of Merton's optimal investment problem to a multidimensional model with stochastic volatility and portfolio constraints. The classical dynamic programming approach leads to a characterization of the value function as a viscosity solution of the highly nonlinear associated Bellman equation. A logarithmic transformation expresses the value function in terms of the solution to a semilinear parabolic equation with quadratic growth on the derivative term. Using a stochastic control representation and some approximations, we prove the existence of a smooth solution to this semilinear equation. An optimal portfolio is shown to exist, and is expressed in terms of the classical solution to this semilinear equation. This reduction is useful for studying numerical schemes for both the value function and the optimal portfolio. We illustrate our results with several examples of stochastic volatility models popular in the financial literature.     

Reformulation of the support set selection problem in the logical analysis of data

The paper is concerned with the problem of binary classification of data records, given an already classified training set of records. Among the various approaches to the problem, the methodology of the logical analysis of data (LAD) is considered. Such approach is based on discrete mathematics, with special emphasis on Boolean functions. With respect to the standard LAD procedure, enhancements based on probability considerations are presented. In particular, the problem of the selection of the optimal support set is formulated as a weighted set covering problem. Testable statistical hypothesis are used. Accuracy of the modified LAD procedure is compared to that of the standard LAD procedure on datasets of the UCI repository. Encouraging results are obtained and discussed.     

Electroencephalogram (EEG) time series classification: Applications in epilepsy

Epilepsy is among the most common brain disorders. Approximately 25–30% of epilepsy patients remain unresponsive to anti-epileptic drug treatment, which is the standard therapy for epilepsy. In this study, we apply optimization-based data mining techniques to classify the brain's normal and epilepsy activity using intracranial electroencephalogram (EEG), which is a tool for evaluating the physiological state of the brain. A statistical cross validation and support vector machines were implemented to classify the brain's normal and abnormal activities. The results of this study indicate that it may be possible to design and develop efficient seizure warning algorithms for diagnostic and therapeutic purposes. Research was partially supported by the Rutgers Research Council grant-202018, the NSF grants DBI-980821, CCF-0546574, IIS-0611998, and NIH grant R01-NS-39687-01A1.     

A characterization of the \Sigma_1-definable functions of KP\omega + (uniform\; AC)

The subject of this paper is a characterization of the -definable set functions of Kripke-Platek set theory with infinity and a uniform version of axiom of choice: . This class of functions is shown to coincide with the collection of set functionals of type 1 primitive recursive in a given choice functional and . This goal is achieved by a G?del Dialectica-style functional interpretation of and a computability proof for the involved functionals. Received October 9, 1996     

Dimensional reduction for Helmholtz's equation on a bounded domain

Summary. The dimensional reduction method for solving boundary value problems of Helmholtz's equation in domain by replacing them with systems of equations in dimensional space are investigated. It is proved that the existence and uniqueness for the exact solution and the dimensionally reduced solution of the boundary value problem if the input data on the faces are in some class of functions. In addition, the difference between and in is estimated as and are fixed. Finally, some numerical experiments in a domain are given in order to compare theretical results. Received April 2, 1996 / Revised version received July 30, 1990     

An isolic generalization of Cauchy's theorem for finite groups

In his note [5] Hausner states a simple combinatorial principle, namely: