Conjugations on 6-manifolds

Conjugation spaces are spaces with an involution such that the fixed point set of the involution has \({\mathbb{Z} _2}\)-cohomology ring isomorphic to the \({\mathbb{Z} _2}\)-cohomology of the space itself, with the difference that all degrees are divided by two (e.g. \({\mathbb{C} {\rm P}^n}\) with the complex conjugation has \({\mathbb{R} {\rm P}^n}\) as fixed point set). One also requires that a certain conjugation equation is fulfilled. We give a new characterisation of conjugation spaces and apply it to the following realization problem: given M, a closed orientable 3-manifold, does there exist a simply connected 6-manifold X and a conjugation on X with fixed point set M? We give an affirmative answer.     

Weakly dependent chains with infinite memory

We prove the existence of a weakly dependent strictly stationary solution of the equation _Xt=F(_Xt−1,_Xt−2,_Xt−3,…;_ξt)$X_t=F(X_{t-1},X_{t-2},X_{t-3},\dots ;{\xi }_t)$ called a chain with infinite memory. Here the innovations  _ξt${\xi }_t$ constitute an independent and identically distributed sequence of random variables. The function F$F$ takes values in some Banach space and satisfies a Lipschitz-type condition. We also study the interplay between the existence of moments, the rate of decay of the Lipschitz coefficients of the function F$F$ and the weak dependence properties. From these weak dependence properties, we derive strong laws of large number, a central limit theorem and a strong invariance principle.     

Transcendental values of the digamma function

Let ψ(x) denote the digamma function, that is, the logarithmic derivative of Euler's Γ-function. Let q be a positive integer greater than 1 and γ denote Euler's constant. We show that all the numbers

     

On the rate of convergence of the binomial tree scheme for American options

An American put option can be modelled as a variational inequality. With a penalization approximation to this variational inequality, the convergence rate of the Binomial Tree Scheme is obtained in this paper.     

A completion theorem for pro-G-spectra

We give a very general completion theorem for pro-spectra. We show that, if G is a compact Lie group, M[∗] is a pro-G-spectrum, and F is a family of (closed) subgroups of G, then the mapping pro-spectrum F(EF₊,M[∗]) is the F-adic completion of M[∗], in the sense that the map M[∗]→F(EF₊,M[∗]) is the universal map into an algebraically F-adically complete pro-spectrum. Here, F(EF₊,M[∗]) denotes the pro-G-spectrum , where runs over the finite subcomplexes of EF₊.     

Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments

Let F$F$ be a distribution function with negative mean and regularly varying right tail. Under a mild smoothness condition we derive higher order asymptotic expansions for the tail distribution of the maxima of the random walk generated by F$F$. The expansion is based on an expansion for the right Wiener–Hopf factor which we derive first. An application to ruin probabilities is developed.     

The degree of maps of free G-manifolds and the average

Suppose that G is a compact Lie group, M and N are orientable, free G-manifolds and f : M → N is an equivariant map. We show that the degree of f satisfies a formula involving data given by the classifying maps of the orbit spaces M/G and N/G. In particular, if the generator of the top dimensional cohomology of M/G with integer coefficients is in the image of the cohomology map induced by the classifying map for M, then the degree is one. The condition that the map be equivariant can be relaxed: it is enough to require that it be “nearly equivariant”, up to a positive constant. We will also discuss the G-average construction and show that the requirement that the map be equivariant can be replaced by a somewhat weaker condition involving the average of the map. These results are applied to maps into real, complex and quaternionic Stiefel manifolds. In particular, we show that a nearly equivariant map of a complex or quaternionic Stiefel manifold into itself has degree one. Dedicated to the memory of Jean Leray     

The degree of maps of free G-manifolds

Suppose that M and N are orientable, closed, connected manifolds with free actions of compact Lie groups G and H of the same dimension, and suppose that u : G → H is a homomorphism. We study the degree of maps f : M → N that are “equivariant up to u”. For abelian actions and for a power map such maps satisfy the condition f(λx) = λ ^r x. To Albrecht Dold and Edward Fadell