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We prove: "If $M$ is a compact hypersurface of the hyperbolic space, convex by horospheres and evolving by the volume preserving mean curvature flow, then it flows for all time, convexity by horospheres is preserved and the flow converges, exponentially, to a geodesic sphere". In addition, we show that the same conclusions about long time existence and convergence hold if $M$ is not convex by horospheres but it is close enough to a geodesic sphere.
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arxiv:math/0611216
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Discussion of ``EQUI-energy sampler'' by Kou, Zhou and Wong [math.ST/0507080]
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arxiv:math/0611219
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There is a forgetful map from the mapping class group of a punctured surface to that of the surface with one fewer puncture. We prove that finitely generated purely pseudo-Anosov subgroups of the kernel of this map are convex cocompact in the sense of B. Farb and L. Mosher. In particular, we obtain an affirmative answer to their question of local convex cocompactness of K. Whittlesey's group. In the course of the proof, we obtain a new proof of a theorem of I. Kra. We also relate the action of this kernel on the curve complex to a family of actions on trees. This quickly yields a new proof of a theorem of J. Harer.
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arxiv:math/0611241
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We formulate and analyze a new method for solving optimal control problems for systems governed by Volterra integral equations. Our method utilizes discretization of the original Volterra controlled system and a novel type of dynamic programming jn which the Hamilton-Jacobi function is parametrized by the control function (rather than the state, as in the case of ordinary dynamic programming). We also derive estimates for the computational cost of our method.
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arxiv:math/0611243
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It\^{o} processes are the most common form of continuous semimartingales, and include diffusion processes. This paper is concerned with the nonparametric regression relationship between two such It\^{o} processes. We are interested in the quadratic variation (integrated volatility) of the residual in this regression, over a unit of time (such as a day). A main conceptual finding is that this quadratic variation can be estimated almost as if the residual process were observed, the difference being that there is also a bias which is of the same asymptotic order as the mixed normal error term. The proposed methodology, ``ANOVA for diffusions and It\^{o} processes,'' can be used to measure the statistical quality of a parametric model and, nonparametrically, the appropriateness of a one-regressor model in general. On the other hand, it also helps quantify and characterize the trading (hedging) error in the case of financial applications.
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arxiv:math/0611274
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We show that the elementary obstruction to the existence of 0-cycles of degree 1 on an arbitrary variety X (over an arbitrary field) can be expressed in terms of the Albanese 1-motives associated with dense open subsets of X. Arithmetic applications are given.
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arxiv:math/0611284
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Let $G$ be a co-amenable compact quantum group. We show that a right coideal of $G$ is of quotient type if and only if it is the range of a conditional expectation preserving the Haar state and is globally invariant under the left action of the dual discrete quantum group. We apply this result to theory of Poisson boundaries introduced by Izumi for discrete quantum groups and generalize a work of Izumi-Neshveyev-Tuset on $SU_q(N)$ for co-amenable compact quantum groups with the commutative fusion rules. More precisely, we prove that the Poisson integral is an isomorphism between the Poisson boundary and the right coideal of quotient type by maximal quantum subgroup of Kac type. In particular, the Poisson boundary and the quantum flag manifold are isomorphic for any q-deformed classical compact Lie group.
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arxiv:math/0611327
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Recently Alberto Elduque listed all simple and graded modulo 2 finite dimensional Lie algebras and superalgebras whose odd component is the spinor representation of the orthogonal Lie algebra equal to the even component, and discovered one exceptional such Lie superalgebra in characteristic 5. For this Lie superalgebra all inequivalent Cartan matrices (in other words, inequivalent systems of simple roots) are listed together with defining relations between analogs of its Chevalley generators.
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arxiv:math/0611392
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A doubly nonlinear parabolic equation of the form $\alpha(u_t)-\Delta u+W'(u)= f$, complemented with initial and either Dirichlet or Neumann homogeneous boundary conditions, is addressed. The two nonlinearities are given by the maximal monotone function $\alpha$ and by the derivative $W'$ of a smooth but possibly nonconvex potential $W$; $f$ is a known source. After defining a proper notion of solution and recalling a related existence result, we show that from any initial datum emanates at least one solution which gains further regularity for $t>0$. Such "regularizing solutions" constitute a semiflow $S$ for which uniqueness is satisfied for strictly positive times and we can study long time behavior properties. In particular, we can prove existence of both global and exponential attractors and investigate the structure of $\omega$-limits of single trajectories.
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arxiv:math/0611464
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This paper has been withdrawn by the authors, due a crucial error in the proof of the main theorem.
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arxiv:math/0611487
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The Eisenbud-Green-Harris conjecture states that a homogeneous ideal in k[x_1,...,x_n] containing a homogeneous regular sequence f_1,...,f_n with deg(f_i)=a_i has the same Hilbert function as an ideal containing x_i^{a_i} for 1 \leq i \leq n. In this paper we prove the Eisenbud-Green-Harris conjecture when a_j> sum_{i=1}^{j-1} (a_i-1) for all j>1. This result was independently obtained by the two authors.
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arxiv:math/0611488
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We introduce a concept of cyclotomic association scheme C over a finite near-field. It is proved that if C is nontrivial, then Aut(C)<AGL(V) where V is the linear space associated with the near-field. In many cases we are able to get more specific information about Aut(C).
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arxiv:math/0611495
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We use the theory of vertex operator algebras and intertwining operators to obtain systems of q-difference equations satisfied by the graded dimensions of the principal subspaces of certain level k standard modules for \hat{\goth{sl}(3)}. As a consequence we establish new formulas for the graded dimensions of the principal subspaces corresponding to the highest-weights i\Lambda_1+(k-i)\Lambda_2, where 1 \leq i \leq k and \Lambda_1 and \Lambda_2 are fundamental weights of \hat{\goth{sl}(3)}.
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arxiv:math/0611540
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In this paper, we show that the quotient space of the domain by the reflection group for an elliptic root system has a structure of Frobenius manifold for the case of codimension 1. We also give a characterization of this Frobenius manifold structure under some suitable condition.
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arxiv:math/0611553
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The notion of $L^p$-distributions is introduced on Riemannian symmetric spaces of noncompact type and their main properties are established. We use a geometric description for the topology of the space of test functions in terms of the Laplace-Beltrami operator. The techniques are based on a-priori estimates for elliptic operators. We show that structure theorems, similar to $\Rn$, hold on symmetric spaces. We give estimates for the convolutions.
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arxiv:math/0611570
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Consider a testing problem for the null hypothesis $H_0:\theta\in\Theta_0$. The standard frequentist practice is to reject the null hypothesis when the p-value is smaller than a threshold value $\alpha$, usually 0.05. We ask the question how many of the null hypotheses a frequentist rejects are actually true. Precisely, we look at the Bayesian false discovery rate $\delta_n=P_g(\theta\in\Theta_0|p-value<\alpha)$ under a proper prior density $g(\theta)$. This depends on the prior $g$, the sample size $n$, the threshold value $\alpha$ as well as the choice of the test statistic. We show that the Benjamini--Hochberg FDR in fact converges to $\delta_n$ almost surely under $g$ for any fixed $n$. For one-sided null hypotheses, we derive a third order asymptotic expansion for $\delta_n$ in the continuous exponential family when the test statistic is the MLE and in the location family when the test statistic is the sample median. We also briefly mention the expansion in the uniform family when the test statistic is the MLE. The expansions are derived by putting together Edgeworth expansions for the CDF, Cornish--Fisher expansions for the quantile function and various Taylor expansions. Numerical results show that the expansions are very accurate even for a small value of $n$ (e.g., $n=10$). We make many useful conclusions from these expansions, and specifically that the frequentist is not prone to false discoveries except when the prior $g$ is too spiky. The results are illustrated by many examples.
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arxiv:math/0611671
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An important statistical inference problem in sequential analysis is the construction of confidence intervals following sequential tests, to which Michael Woodroofe has made fundamental contributions. This paper reviews Woodroofe's method and other approaches in the literature. In particular it shows how a bias-corrected pivot originally introduced by Woodroofe can be used as an improved root for sequential bootstrap confidence intervals.
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arxiv:math/0611677
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A new finite element formulation for the Kirchhoff plate model is presented. The method is a displacement formulation with the deflection and the rotation vector as unknowns and it is based on ideas stemming from a stabilized method for the Reissner--Mindlin model and a method to treat a free boundary. Optimal a-priori and a-posteriori error estimates are derived.
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arxiv:math/0611690
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In this short notes we will derive an inequality for scaled $q^{-1}$-Hermite orthogonal polynomials of Ismail and Masson, an inequality for scaled Stieltjes-Wigert, two inequalities for Ramanujan function and two definite integrals for Ramanujan function.
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arxiv:math/0611703
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This paper is concerned with the statistical development of our spatial-temporal data mining procedure, LASR (pronounced ``laser''). LASR is the abbreviation for Longitudinal Analysis with Self-Registration of large-$p$-small-$n$ data. It was motivated by a study of ``Neuromuscular Electrical Stimulation'' experiments, where the data are noisy and heterogeneous, might not align from one session to another, and involve a large number of multiple comparisons. The three main components of LASR are: (1) data segmentation for separating heterogeneous data and for distinguishing outliers, (2) automatic approaches for spatial and temporal data registration, and (3) statistical smoothing mapping for identifying ``activated'' regions based on false-discovery-rate controlled $p$-maps and movies. Each of the components is of interest in its own right. As a statistical ensemble, the idea of LASR is applicable to other types of spatial-temporal data sets beyond those from the NMES experiments.
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arxiv:math/0611722
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We introduce a new self-interacting random walk on the integers in a dynamic random environment and show that it converges to a pure diffusion in the scaling limit. We also find a lower bound on the diffusion coefficient in some special cases. With minor changes the same argument can be used to prove the scaling limit of the corresponding walk in Z^d.
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arxiv:math/0611734
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The word `double' was used by Ehresmann to mean `an object X in the category of all X'. Double categories, double groupoids and double vector bundles are instances, but the notion of Lie algebroid cannot readily be doubled in the Ehresmann sense, since a Lie algebroid bracket cannot be defined diagrammatically. In this paper we use the duality of double vector bundles to define a notion of double Lie algebroid, and we show that this abstracts the infinitesimal structure (at second order) of a double Lie groupoid. We further show that the cotangent of either Lie algebroid in a Lie bialgebroid has a double Lie algebroid structure, and that a pair of Lie algebroid structures on dual vector bundles forms a Lie bialgebroid if and only if the structures which they canonically induce on their cotangents form a double Lie algebroid. In particular, the Drinfel'd double of a Lie bialgebra has a double Lie algebroid structure. We also show that matched pairs of Lie algebroids, as used by J.-H. Lu in the classification of Poisson group actions, are in bijective correspondence with vacant double Lie algebroids.
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arxiv:math/0611799
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In this note the fractional analytic index, for a projective elliptic operator associated to an Azumaya bundle, of DG/0402329 is related to the equivariant index of Atiyah and Singer for an associated transversally elliptic operator.
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arxiv:math/0611819
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We prove that a closed arithmetic hyperbolic 3-manifold with positive first betti number has virtually infinite first betti number.
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arxiv:math/0611828
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The centralizer algebra of a matrix consists of those matrices that commute with it. We investigate the basic representation-theoretic invariants of centralizer algebras, namely their radicals, projective indecomposable modules, injective indecomposable modules, simple modules and Cartan matrices. With the help of our Cartan matrix calculations we determine their global dimensions. Many of these algebras are of infinite global dimension.
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arxiv:math/0611897
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This is Part II of the series of our papers under the title "Toward resolution of singularities over a field of positive characteristic (The Idealistic Filtration Program)". See http://arxiv.org/abs/math/0607009 for Part I.
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arxiv:math/0612008
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In this paper we prove tight bounds on the combinatorial and topological complexity of sets defined in terms of $n$ definable sets belonging to some fixed definable family of sets in an o-minimal structure. This generalizes the combinatorial parts of similar bounds known in the case of semi-algebraic and semi-Pfaffian sets, and as a result vastly increases the applicability of results on combinatorial and topological complexity of arrangements studied in discrete and computational geometry. As a sample application, we extend a Ramsey-type theorem due to Alon et al., originally proved for semi-algebraic sets of fixed description complexity to this more general setting.
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arxiv:math/0612050
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In this work we study the Plancherel-Rotach type asymptotics for Ismail-Masson orthogonal polynomials with complex scaling. The main term of the asymptotics contains Ramanujan function $A_{q}(z)$ for the scaling parameter on the vertical line $\Re(s)={1/2}$, while the main term of the asymptotics involves the theta functions for the scaling parameter in the strip $0<\Re(s)<{1/2}$. In the latter case the number theoretical property of the scaling parameter completely determines the order of the error term. $ $These asymptotic formulas may provide insights to some new random matrix models and also add a new link between special functions and number theory.
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arxiv:math/0612059
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In this paper one extends the binomial and trinomial coefficients to the concept of 'k-nomial' coefficients, and one obtains some properties of these. As an application one generalizes Pascal's triangle.
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arxiv:math/0612062
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This paper is a survey on the structure of manifolds with a lower Ricci curvature bound.
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arxiv:math/0612107
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In this paper, we obtain an explicit formula for the Chern character of a locally abelian parabolic bundle in terms of its constituent bundles. Several features and variants of parabolic structures are discussed. Parabolic bundles arising from logarithmic connections form an important class of examples. As an application, we consider the situation when the local monodromies are semi-simple and are of finite order at infinity. In this case the parabolic Chern classes of the associated locally abelian parabolic bundle are deduced to be zero in the rational Deligne cohomology in degrees $\geq 2$.
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arxiv:math/0612144
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We investigate the Knizhnik-Zamolodchikov linear differential system. The coefficients of this system are rational functions. We prove that the solution of the KZ system is rational when $k$ is equal to two and $n$ is equal to three. While doing so, we found the coefficients of expansion in a neighborhood of a singular point.
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arxiv:math/0612153
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In this paper, it is elaborated the theory the Ricci flows for manifolds enabled with nonintegrable (nonholonomic) distributions defining nonlinear connection structures. Such manifolds provide a unified geometric arena for nonholonomic Riemannian spaces, Lagrange mechanics, Finsler geometry, and various models of gravity (the Einstein theory and string, or gauge, generalizations). We follow the method of nonholonomic frames with associated nonlinear connection structure and define certain classes of nonholonomic constraints on Riemann manifolds for which various types of generalized Finsler geometries can be modelled by Ricci flows. We speculate on possible applications of the nonholnomic flows in modern geometry, geometric mechanics and physics.
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arxiv:math/0612162
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This paper considers multiple regression procedures for analyzing the relationship between a response variable and a vector of covariates in a nonparametric setting where both tuning parameters and the number of covariates need to be selected. We introduce an approach which handles the dilemma that with high dimensional data the sparsity of data in regions of the sample space makes estimation of nonparametric curves and surfaces virtually impossible. This is accomplished by abandoning the goal of trying to estimate true underlying curves and instead estimating measures of dependence that can determine important relationships between variables.
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arxiv:math/0612248
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In an earlier paper, we showed that a large class of fast recursive matrix multiplication algorithms is stable in a normwise sense, and that in fact if multiplication of $n$-by-$n$ matrices can be done by any algorithm in $O(n^{\omega + \eta})$ operations for any $\eta > 0$, then it can be done stably in $O(n^{\omega + \eta})$ operations for any $\eta > 0$. Here we extend this result to show that essentially all standard linear algebra operations, including LU decomposition, QR decomposition, linear equation solving, matrix inversion, solving least squares problems, (generalized) eigenvalue problems and the singular value decomposition can also be done stably (in a normwise sense) in $O(n^{\omega + \eta})$ operations.
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arxiv:math/0612264
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We classify all simply connected Riemannian manifolds whose isotropy groups act with cohomogeneity less than or equal to two.
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arxiv:math/0612314
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Explicit expressions are presented that describe the input-output behaviour of a nonlinear system in both the frequency and the time domain. The expressions are based on a set of coefficients that do not depend on the input to the system and are universal for a given system. The anharmonic oscillator is chosen as an example and is discussed for different choices of its physical parameters. It is shown that the typical approach for the determination of the Volterra Series representation is not valid for the important case when the nonlinear system exhibits oscillatory behaviour and the input has a pole at the origin (in the frequency domain), e.g. the unit-step function. For this case, resonant effects arise and the analysis requires additional care.
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arxiv:math/0612319
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This paper gives examples of explicit arbitrage-free term structure models with L\'evy jumps via state price density approach. By generalizing quadratic Gaussian models, it is found that the probability density function of a L\'evy process is a "natural" scale for the process to be the state variable of a market.
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arxiv:math/0612341
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Chvatal, Roedl, Szemeredi and Trotter proved that the Ramsey numbers of graphs of bounded maximum degree are linear in their order. In previous work, we proved the same result for 3-uniform hypergraphs. Here we extend this result to k-uniform hypergraphs, for any integer k > 3. As in the 3-uniform case, the main new tool which we prove and use is an embedding lemma for k-uniform hypergraphs of bounded maximum degree into suitable k-uniform `quasi-random' hypergraphs.
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arxiv:math/0612351
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Numerical estimates are given for the spectral radius of simple random walks on Cayley graphs. Emphasis is on the case of the fundamental group of a closed surface, for the usual system of generators.
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arxiv:math/0612409
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In this paper we describe all Lie bialgebra structures on the polynomial Lie algebra $\mathbf{g}[u]$, where $\mathbf{g}$ is a simple, finite dimensional, complex Lie algebra. The results are based on an unpublished paper Montaner and Zelmanov. Further, we introduce quasi-rational solutions of the CYBE and describe all quasi-rational $r$-matrices for $\mathbf{sl}(2)$.
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arxiv:math/0612423
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We prove that the existence of a Kahler-Einstein metric on a Fano manifold is equivalent to the properness of the energy functionals defined by Bando, Chen, Ding, Mabuchi and Tian on the set of Kahler metrics with positive Ricci curvature. We also prove that these energy functionals are bounded from below on this set if and only if one of them is. This answers two questions raised by X.-X. Chen. As an application, we obtain a new proof of the classical Moser-Trudinger-Onofri inequality on the two-sphere, as well as describe a canonical enlargement of the space of Kahler potentials on which this inequality holds on higher-dimensional Fano Kahler-Einstein manifolds.
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arxiv:math/0612440
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This paper is devoted to the study of the embeddings of a complex submanifold $S$ inside a larger complex manifold $M$; in particular, we are interested in comparing the embedding of $S$ in $M$ with the embedding of $S$ as the zero section in the total space of the normal bundle $N_S$ of $S$ in $M$. We explicitely describe some cohomological classes allowing to measure the difference between the two embeddings, in the spirit of the work by Grauert, Griffiths, and Camacho-Movasati-Sad; we are also able to explain the geometrical meaning of the separate vanishing of these classes. Our results holds for any codimension, but even for curves in a surface we generalize previous results due to Laufert and Camacho-Movasati-Sad.
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arxiv:math/0612449
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We present a method to prove nonlinear instability of solitary waves in dispersive models. Two examples are analyzed: we prove the nonlinear long time instability of the KdV solitary wave (with respect to periodic transverse perturbations) under a KP-I flow and the transverse nonlinear instability of solitary waves for the cubic nonlinear Schr\"odinger equation.
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arxiv:math/0612494
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Let G be a connected reductive group. To any irreducible G-variety one associates a certain linear group generated by reflections called the Weyl group. Weyl groups play an important role in the study of embeddings of homogeneous spaces. We establish algorithms for computing Weyl groups for homogeneous spaces and affine homogeneous vector bundles. For some special classes of G-varieties (affine homogeneous vector bundles of maximal rank, affine homogeneous spaces, homogeneous spaces of maximal rank with discrete group of central automorphisms) we compute Weyl groups more or less explicitly.
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arxiv:math/0612559
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Geometric models and Teichm\"uller structures have been introduced for the space of smooth expanding circle endomorphisms and for the space of uniformly symmetric circle endomorphisms. The latter one is the completion of the previous one under the Techm\"uller metric. Moreover, the spaces of geometric models as well as the Teichm\"uller spaces can be described as the space of H\"older continuous scaling functions and the space of continuous scaling functions on the dual symbolic space. The characterizations of these scaling functions have been also investigated. The Gibbs measure theory and the dual Gibbs measure theory for smooth expanding circle dynamics have been viewed from the geometric point of view. However, for uniformly symmetric circle dynamics, an appropriate Gibbs measure theory is unavailable, but a dual Gibbs type measure theory has been developed for the uniformly symmetric case. This development extends the dual Gibbs measure theory for the smooth case from the geometric point of view. In this survey article, We give a review of these developments which combines ideas and techniques from dynamical systems, quasiconformal mapping theory, and Teichm\"uller theory. There is a measure-theoretical version which is called $g$-measure theory and which corresponds to the dual geometric Gibbs type measure theory. We briefly review it too.
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arxiv:math/0612578
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We prove Leavitt path algebra versions of the two uniqueness theorems of graph C*-algebras. We use these uniqueness theorems to analyze the ideal structure of Leavitt path algebras and give necessary and sufficient conditions for their simplicity. We also use these results to give a proof of the fact that for any graph E the Leavitt path algebra $L_\mathbb{C}(E)$ embeds as a dense *-subalgebra of the graph C*-algebra C*(E). This embedding has consequences for graph C*-algebras, and we discuss how we obtain new information concerning the construction of C*(E).
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arxiv:math/0612628
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We study a random graph model which is a superposition of the bond percolation model on $Z^d$ with probability $p$ of an edge, and a classical random graph $G(n, c/n)$. We show that this model, being a {\it homogeneous} random graph, has a natural relation to the so-called "rank 1 case" of {\it inhomogeneous} random graphs. This allows us to use the newly developed theory of inhomogeneous random graphs to describe the phase diagram on the set of parameters $c\geq 0$ and $0 \leq p<p_c$, where $p_c=p_c(d)$ is the critical probability for the bond percolation on $Z^d$. The phase transition is similar to the classical random graph, it is of the second order. We also find the scaled size of the largest connected component above the phase transition.
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arxiv:math/0612644
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Almost sure bounds are established on the uniform error of smoothing spline estimators in nonparametric regression with random designs. Some results of Einmahl and Mason (2005) are used to derive uniform error bounds for the approximation of the spline smoother by an ``equivalent'' reproducing kernel regression estimator, as well as for proving uniform error bounds on the reproducing kernel regression estimator itself, uniformly in the smoothing parameter over a wide range. This admits data-driven choices of the smoothing parameter.
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arxiv:math/0612776
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Rejoinder on Causal Inference Through Potential Outcomes and Principal Stratification: Application to Studies with ``Censoring'' Due to Death by D. B. Rubin [math.ST/0612783]
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arxiv:math/0612789
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This work is divided into three parts. The first part concerns polynomials in one variable with all real roots. We consider linear transformations that preserve real rootedness, as well as matrices that preserve interlacing. The second part covers polynomials in several variables that generalize polynomials with all real roots. We introduce generating functions and use them to establish properties of a linear transformation. We also consider matrices and matrix polynomials. The third part considers polynomials with complex roots. The two main classes considered are polynomials with all roots in the left half plane (stable polynomials) and those with all roots in the lower half plane (Upper half plane polynomials). These naturally generalize to polynomials in many variables. And, of course, there is much more.
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arxiv:math/0612833
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We reexamine the Riemann Rearrangement Theorem for different types of convergence. We consider series convergence with respect to a filter. We describe the Sum Range (SR) of a series along the 2n-filter and for statistically convergent series.
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arxiv:math/0612840
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This paper has been withdrawn as the statements in Proposition 4.4 and Theorem 1.4(i) are not correct.
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arxiv:math/0612859
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An efficient matrix formalism for finding power series solutions to boundary value problems typical for technological plasticity is developed. Hyperbolic system of two first order quasilinear PDEs that models two-dimensional plastic flow of von Mises material is converted to the telegraph equation by the hodograph transformation. Solutions to the boundary value problems are found in terms of hypergeometric functions. Convergence issue is also addressed. The method is illustrated by two test problems of metal forming.
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arxiv:math/0701047
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We define ''convergence'' for noncommutative power series and construct two topologies on the algebra of power series, convergent with respect to a positive radius. We indicate all finite dimensional continuous representations of this algebra and prove completeness for both topologies.
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arxiv:math/0701048
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In this paper we study the relationship between the optimal value of a homogeneous quadratic optimization problem and that of its Semidefinite Programming (SDP) relaxation. We consider two quadratic optimization models: (1) $\min \{x^* C x \mid x^* A_k x \ge 1, x\in\mathbb{F}^n, k=0,1,...,m\}$; and (2) $\max \{x^* C x \mid x^* A_k x \le 1, x\in\mathbb{F}^n, k=0,1,...,m\}$. If \emph{one} of $A_k$'s is indefinite while others and $C$ are positive semidefinite, we prove that the ratio between the optimal value of (1) and its SDP relaxation is upper bounded by $O(m^2)$ when $\mathbb{F}$ is the real line $\mathbb{R}$, and by $O(m)$ when $\mathbb{F}$ is the complex plane $\mathbb{C}$. This result is an extension of the recent work of Luo {\em et al.} \cite{LSTZ}. For (2), we show that the same ratio is bounded from below by $O(1/\log m)$ for both the real and complex case, whenever all but one of $A_k$'s are positive semidefinite while $C$ can be indefinite. This result improves the so-called approximate S-Lemma of Ben-Tal {\em et al.} \cite{BNR02}. We also consider (2) with multiple indefinite quadratic constraints and derive a general bound in terms of the problem data and the SDP solution. Throughout the paper, we present examples showing that all of our results are essentially tight.
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arxiv:math/0701070
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High dimensionality comparable to sample size is common in many statistical problems. We examine covariance matrix estimation in the asymptotic framework that the dimensionality $p$ tends to $\infty$ as the sample size $n$ increases. Motivated by the Arbitrage Pricing Theory in finance, a multi-factor model is employed to reduce dimensionality and to estimate the covariance matrix. The factors are observable and the number of factors $K$ is allowed to grow with $p$. We investigate impact of $p$ and $K$ on the performance of the model-based covariance matrix estimator. Under mild assumptions, we have established convergence rates and asymptotic normality of the model-based estimator. Its performance is compared with that of the sample covariance matrix. We identify situations under which the factor approach increases performance substantially or marginally. The impacts of covariance matrix estimation on portfolio allocation and risk management are studied. The asymptotic results are supported by a thorough simulation study.
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arxiv:math/0701124
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We give a combinatorial classification for the class of postcritically fixed Newton maps of polynomials and indicate potential for extensions. As our main tool, we show that for a large class of Newton maps that includes all hyperbolic ones, every component of the basin of an attracting fixed point can be connected to infinity through a finite chain of such components.
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arxiv:math/0701176
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The aim of this paper is to establish new series transforms of Bailey type and to show that these Bailey type transforms work as efficiently as the classical one and give not only new $q$-hypergeometric identities, converting double or triple series into a very-well-poised $_{10}\Phi_9$ or $_{12}\Phi_{11}$ series but can also be utilized to derive new double and triple series Rogers-Ramanujan type identities and corresponding infinite families of Rogers-Ramanujan type identities.
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arxiv:math/0701192
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We consider estimation of a multivariate normal mean vector under sum of squared error loss. We propose a new class of smooth estimators parameterized by \alpha dominating the James-Stein estimator. The estimator for \alpha=1 corresponds to the generalized Bayes estimator with respect to the harmonic prior. When \alpha goes to infinity, the estimator converges to the James-Stein positive-part estimator. Thus the class of our estimators is a bridge between the admissible estimator (\alpha=1) and the inadmissible estimator (\alpha=\infty). Although the estimators have quasi-admissibility which is a weaker optimality than admissibility, the problem of determining whether or not the estimator for \alpha>1 admissible is still open.
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arxiv:math/0701206
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R. Zimmer proved that, on a compact manifold, a foliation with a dense leaf, a suitable leafwise Riemannian symmetric metric and a transverse Lie structure has arithmetic holonomy group. In this work we improve such result for totally geodesic foliations by showing that the manifold itself is arithmetic. This also gives a positive answer, for some special cases, to a conjecture of E. Ghys.
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arxiv:math/0701233
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(Below, \Box means "perfect square") Let $P$ and $Q$ be non-zero integers. The Lucas sequence $\{U_n(P,Q)\}$ is defined by $U_0=0$, $U_1=1$, $U_n=P U_{n-1}-Q U_{n-2}$, $(n \geq 2)$. Historically, there has been much interest in when the terms of such sequences are perfect squares (or higher powers). Here, we summarize results on this problem, and investigate for fixed $k$ solutions of $U_n(P,Q)= k\Box$, $(P,Q)=1$. We show finiteness of the number of solutions, and under certain hypotheses on $n$, describe explicit methods for finding solutions. These involve solving finitely many Thue-Mahler equations. As an illustration of the methods, we find all solutions to $U_n(P,Q)=k\Box$ where $k=\pm1,\pm2$, and $n$ is a power of 2.
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arxiv:math/0701252
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We show how localization and smoothing techniques can be used to establish universality in the bulk of the spectrum for a fixed positive measure mu on [-1,1]. Assume that mu is a regular measure, and is absolutely continuous in an open interval containing some closed subinterval J of (-1,1). Assume that in J, the absolutely continuous component mu' is positive and continuous. Then universality in J for mu follows from universality for the classical Legendre weight. We also establish universality in an L_{p} sense under weaker assumptions on mu.
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arxiv:math/0701307
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We prove that every commutative differential graded algebra whose cohomology is a simply-connected Poincare duality algebra is quasi-isomorphic to one whose underlying algebra is simply-connected and satisfies Poincare duality in the same dimension. This has application in particular to the study of CDGA models of configuration spaces on a closed manifold.
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arxiv:math/0701309
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This paper deals with the following types of problems: Assume a Banach space $X$ has some property (P). Can it be embedded into some Banach space $Z$ with a finite dimensional decomposition having property (P), or more generally, having a property related to (P)? Secondly, given a class of Banach spaces, does there exist a Banach space in this class, or in a closely related one, which is universal for this class?
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arxiv:math/0701324
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In this paper, we investigate the performance of pseudo-spectral methods in computing nearly singular solutions of fluid dynamics equations. We consider two different ways of removing the aliasing errors in a pseudo-spectral method. The first one is the traditional 2/3 dealiasing rule. The second one is a high (36th) order Fourier smoothing which keeps a significant portion of the Fourier modes beyond the 2/3 cut-off point in the Fourier spectrum for the 2/3 dealiasing method. Both the 1D Burgers equation and the 3D incompressible Euler equations are considered. We demonstrate that the pseudo-spectral method with the high order Fourier smoothing gives a much better performance than the pseudo-spectral method with the 2/3 dealiasing rule. Moreover, we show that the high order Fourier smoothing method captures about $12 \sim 15%$ more effective Fourier modes in each dimension than the 2/3 dealiasing method. For the 3D Euler equations, the gain in the effective Fourier codes for the high order Fourier smoothing method can be as large as 20% over the 2/3 dealiasing method. Another interesting observation is that the error produced by the high order Fourier smoothing method is highly localized near the region where the solution is most singular, while the 2/3 dealiasing method tends to produce oscillations in the entire domain. The high order Fourier smoothing method is also found be very stable dynamically. No high frequency instability has been observed.
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arxiv:math/0701337
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We describe a modification of Khovanov homology (math.QA/9908171), in the spirit of Bar-Natan (math.GT/0410495), which makes the theory properly functorial with respect to link cobordisms. This requires introducing `disorientations' in the category of smoothings and abstract cobordisms between them used in Bar-Natan's definition. Disorientations have `seams' separating oppositely oriented regions, coming with a preferred normal direction. The seams satisfy certain relations (just as the underlying cobordisms satisfy relations such as the neck cutting relation). We construct explicit chain maps for the various Reidemeister moves, then prove that the compositions of chain maps associated to each side of each of Carter and Saito's movie moves (MR1238875, MR1445361) always agree. These calculations are greatly simplified by following arguments due to Bar-Natan and Khovanov, which ensure that the two compositions must agree, up to a sign. We set up this argument in our context by proving a result about duality in Khovanov homology, generalising previous results about mirror images of knots to a `local' result about tangles. Along the way, we reproduce Jacobsson's sign table (math.GT/0206303) for the original `unoriented theory', with a few disagreements.
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arxiv:math/0701339
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In this paper we give a necessary and sufficient condition in which a sequence of Kleinian punctured torus groups converges. This result tells us that every exotically convergent sequence of Kleinian punctured torus groups is obtained by the method due to Anderson and Canary. Thus we obtain a complete description of the set of points at which the space of Kleinian punctured torus groups self-bumps. We also discuss geometric limits of sequences of Bers slices.
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arxiv:math/0701342
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We apply the Pade technique to find rational approximations to % \[h^{\pm}(q_1,q_2)=\sum_{k=1}^\infty\frac{\q_1^k}{1\pm \q_2^k}, 0<q_1,q_2<1, q_1\in\mathbb{Q}, q_2=1/p_2, p_2\in\mathbb{N}\setminus\{1\}.\] % A separate section is dedicated to the special case $q_i=q^{r_i}, r_i\in\mathbb{N}, q=1/p, p\in\mathbb{N}\setminus\{1\}$. In this construction we make use of little $q$-Jacobi polynomials. Our rational approximations are good enough to prove the irrationality of $h^{\pm}(q_1,q_2)$ and give an upper bound for the irrationality measure.
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arxiv:math/0701345
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F.Giroire has recently proposed an algorithm which returns the approximate number of distincts elements in a large sequence of words, under strong constraints coming from the analysis of large data bases. His estimation is based on statistical properties of uniform random variables in $[0,1]$. In this note we propose an optimal estimation, using Kullback information and estimation theory.
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arxiv:math/0701347
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In this paper, we proved the quantum layer over a surface which is ruled outside a compact set, asymptotically flat but not totally geodesic admits ground states.
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arxiv:math/0701349
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We study the growth of the rank of subgroups of finite index in residually finite groups, by relating it to the notion of cost. As a by-product, we show that the `Rank vs. Heegaard genus' conjecture on hyperbolic 3-manifolds is incompatible with the `Fixed Price problem' in topological dynamics.
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arxiv:math/0701361
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We investigate existence and regularity properties of one-phase free boundary graphs, in connection with the question of whether there exists a complete non-planar free boundary graph in high dimensions.
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arxiv:math/0701416
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We study Markov bases of decomposable graphical models consisting of primitive moves (i.e., square-free moves of degree two) by determining the structure of fibers of sample size two. We show that the number of elements of fibers of sample size two are powers of two and we characterize primitive moves in Markov bases in terms of connected components of induced subgraphs of the independence graph of a hierarchical model. This allows us to derive a complete description of minimal Markov bases and minimal invariant Markov bases for decomposable models.
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arxiv:math/0701429
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Three spheres type theorem is proved for the p-harmonic functions defined on the complement of k-balls in the Euclidean n-dimensional space.
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arxiv:math/0701439
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Recent works emphasized the interest of numerical solution of PDE's with wavelets. In their works, A.Cohen, W.Dahmen and R.DeVore focussed on the non linear approximation aspect of the wavelet approximation of PDE's to prove the relevance of such methods. In order to extend these results, we focuss on the convergence of the iterative algorithm, and we consider different possibilities offered by the wavelet theory: the tensorial wavelets and the derivation/integration of wavelet bases. We also investigate the use of wavelet packets. We apply these extended results to prove in the case of the Shannon wavelets, the convergence of the Leray projector algorithm with divergence-free wavelets.
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arxiv:math/0701444
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We prove some new equivalences of the paving conjecture and obtain some estimates on the paving constants. In addition we give a new family of counterexamples to one of the Akemann-Anderson conjectures.
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arxiv:math/0701450
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Following Gorokhovsky and Lott and using an extension of the b-pseudodifferential calculus of Melrose, we give a formula for the Chern character of the Dirac index class of a longitudinal Dirac type operators on a foliated manifold with boundary. For this purpose we use the Bismut local index formula in the context of non commutative geometry. This paper uses heavily the methods and technical results developed by E.Leichtnam and P.Piazza.
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arxiv:math/0701482
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Let R be a Noetherian standard graded ring, and M and N two finitely generated graded R-modules. We introduce reg_R (M,N) by using the notion of generalized local cohomology instead of local cohomology, in the definition of regularity. We prove that reg_R (M,N)is finite in several cases. In the case that the base ring is a field, we show that reg_R (M,N)=reg (N)-indeg (M). This formula, together with a graded version of duality for generalized local cohomology, gives a formula for the minimum of the initial degrees of some Ext modules(in the case R is Cohen-Macaulay), of which the three usual definitions of regularity are special cases. Bounds for regularity of certain Ext modules are obtained, using the same circle of ideas.
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arxiv:math/0701509
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We consider the Noetherian properties of the ring of differential operators of an affine semigroup algebra. First we show that it is always right Noetherian. Next we give a condition, based on the data of the difference between the semigroup and its scored closure, for the ring of differential operators being anti-isomorphic to another ring of differential operators. Using this, we prove that the ring of differential operators is left Noetherian if the condition is satisfied. Moreover we give some other conditions for the ring of differential operators being left Noetherian. Finally we conjecture necessary and sufficient conditions for the ring of differential operators being left Noetherian.
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arxiv:math/0701529
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Let K, K' be convex cones residing in finite-dimensional real vector spaces E, E'. An element in the tensor product E \otimes E' is K \otimes K'-separable if it can be represented as finite sum \sum_l x_l \otimes x'_l with x_l \in K and x_l' \in K' for all l. Let S(n), H(n), Q(n) be the spaces of n x n real symmetric, complex hermitian and quaternionic hermitian matrices, respectively. Let further S_+(n), H_+(n), Q_+(n) be the cones of positive semidefinite matrices in these spaces. If a matrix in H(mn) = H(m) \otimes H(n) is H_+(m) \otimes H_+(n)-separable, then it fulfills also the so-called PPT condition, i.e. it is positive semidefinite and has a positive semidefinite partial transpose. The same implication holds for matrices in the spaces S(m) \otimes S(n), H(m) \otimes S(n), and for m < 3 in the space Q(m) \otimes S(n). We provide a complete enumeration of all pairs (n,m) when the inverse implication is also true for each of the above spaces, i.e. the PPT condition is sufficient for separability. We also show that a matrix in Q(n) \otimes S(2) is Q_+(n) \otimes S_+(2)-separable if and only if it is positive semidefinite.
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arxiv:math/0701571
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We obtain quantitative versions of the Balog-Szemeredi-Gowers and Freiman theorems in the model case of a finite field geometry F_2^n, improving the previously known bounds in such theorems. For instance, if A is a subset of F_2^n such that |A+A| <= K|A| (thus A has small additive doubling), we show that there exists an affine subspace V of F_2^n of cardinality |V| >> K^{-O(\sqrt{K})} |A| such that |A \cap V| >> |V|/2K. Under the assumption that A contains at least |A|^3/K quadruples with a_1 + a_2 + a_3 + a_4 = 0 we obtain a similar result, albeit with the slightly weaker condition |V| >> K^{-O(K)}|A|.
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arxiv:math/0701585
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Let $R$ be a commutative ring with identity and let $I$ be an ideal of $R$. Let $R\Join I$ be the subring of $R\times R$ consisting of the elements $(r,r+i)$ for $r\in R$ and $i\in I$. We study the diameter and girth of the zero-divisor graph of the ring $R\Join I$.
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arxiv:math/0701631
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In this letter I shall review my joint results with Vadim Kuznetsov and Evgeny Sklyanin [Indag. Math. 14 (2003), 451-482, math.CA/0306242] on separation of variables for the $A_n$ Jack polynomials. This approach originated from the work [RIMS Kokyuroku 919 (1995), 27-34, solv-int/9508002] where the integral representations for the $A_2$ Jack polynomials was derived. Using special polynomial bases I shall obtain a more explicit expression for the $A_2$ Jack polynomials in terms of generalised hypergeometric functions.
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arxiv:math/0701677
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The following problem is considered: if $H$ is a semiregular abelian subgroup of a transitive permutation group $G$ acting on a finite set $X$, find conditions for (non) existence of $G$-invariant partitions of $X$. Conditions presented in this paper are derived by studying spectral properties of associated $G$-invariant digraphs. As an essential tool, irreducible complex characters of $H$ are used. Questions of this kind arise naturally when classifying combinatorial objects which enjoy a certain degree of symmetry. As an illustration, a new and short proof of an old result of Frucht, Graver and Watkins ({\it Proc. Camb. Phil. Soc.}, {\bf 70} (1971), 211-218) classifying edge-transitive generalized Petersen graphs, is given.
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arxiv:math/0701686
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A quasigroup identity is of Bol-Moufang type if two of its three variables occur once on each side, the third variable occurs twice on each side, the order in which the variables appear on both sides is the same, and the only binary operation used is the multiplication, viz. $((xy)x)z=x(y(xz))$. Many well-known varieties of quasigroups are of Bol-Moufang type. We show that there are exactly 26 such varieties, determine all inclusions between them, and provide all necessary counterexamples. We also determine which of these varieties consist of loops or one-sided loops, and fully describe the varieties of commutative quasigroups of Bol-Moufang type. Some of the proofs are computer-generated.
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arxiv:math/0701715
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The mild sufficient conditions for exponential ergodicity of a Markov process, defined as the solution to SDE with a jump noise, are given. These conditions include three principal claims: recurrence condition R, topological irreducibility condition S and non-degeneracy condition N, the latter formulated in the terms of a certain random subspace of \Re^m, associated with the initial equation. The examples are given, showing that, in general, none of three principal claims can be removed without losing ergodicity of the process. The key point in the approach, developed in the paper, is that the local Doeblin condition can be derived from N and S via the stratification method and criterium for the convergence in variations of the family of induced measures on \Re^m.
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arxiv:math/0701747
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We deal with the asymptotic enumeration of combinatorial structures on planar maps. Prominent instances of such problems are the enumeration of spanning trees, bipartite perfect matchings, and ice models. The notion of orientations with out-degrees prescribed by a function $\aa:V\to \NN$ unifies many different combinatorial structures, including the afore mentioned. We call these orientations $\aa$-orientations. The main focus of this paper are bounds for the maximum number of $\aa$-orientations that a planar map with $n$ vertices can have, for different instances of $\aa$. We give examples of triangulations with $2.37^n$ Schnyder woods, 3-connected planar maps with $3.209^n$ Schnyder woods and inner triangulations with $2.91^n$ bipolar orientations. These lower bounds are accompanied by upper bounds of $3.56^n$, $8^n$ and $3.97^n$ respectively. We also show that for any planar map $M$ and any $\alpha$ the number of $\alpha$-orientations is bounded from above by $3.73^n$ and describe a family of maps which have at least $2.598^n$ $\alpha$-orientations.
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arxiv:math/0701771
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We prove the following conjecture recently formulated by Jakobson, Nadirashvili and Polterovich \cite{JNP}: on the Klein bottle $\mathbb{K}$, the metric of revolution $$g_0= {9+ (1+8\cos ^2v)^2\over 1+8\cos ^2v} (du^2 + {dv^2\over 1+8\cos ^2v}),$$ $0\le u <\frac\pi 2$, $0\le v <\pi$, is the \emph{unique} extremal metric of the first eigenvalue of the Laplacian viewed as a functional on the space of all Riemannian metrics of given area. The proof leads us to study a Hamiltonian dynamical system which turns out to be completely integrable by quadratures.
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arxiv:math/0701773
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We consider exact Lagrangian submanifolds in cotangent bundles. Under certain additional restrictions (triviality of the fundamental group of the cotangent bundle, and of the Maslov class and second Stiefel-Whitney class of the Lagrangian submanifold) we prove such submanifolds are Floer-cohomologically indistinguishable from the zero-section. This implies strong restrictions on their topology. An essentially equivalent result was recently proved independently by Nadler, using a different approach.
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arxiv:math/0701783
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We give a complete description of zero sets for some well-known subclasses of entire functions of exponential growth (bounded on real axis, Cartwright's class)
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arxiv:math/0701808
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We give necessary and sufficient conditions for a divisor in a tube domain to be the divisor of a holomorphic function with almost--periodic modulus.
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arxiv:math/0701811
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For a fixed dimension $N$ we compute the generating function of the numbers $t_N(n)$ (respectively $\bar{t}_N(n)$) of $PGL_{N+1}(k)$-orbits of rational $n$-sets (respectively rational $n$-multisets) of the projective space $\mathb{P}^N$ over a finite field $k=\mathbb{F}_q$. For $N=1,2$ these results provide concrete formulas for $t_N(n)$ and $\bar{t}_N(n)$ as a polynomial in $q$ with integer coefficients.
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arxiv:math/0701836
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In this work, we develop $L^p$ boundedness theory for pseudodifferential operators with rough (not even continuous in general) symbols in the $x$ variable. Moreover, the $B(L^p)$ operator norms are estimated explicitly in terms of scale invariant quantities involving the symbols. All the estimates are shown to be sharp with respect to the required smoothness in the $\xi$ variable. As a corollary, we obtain $L^p$ bounds for (smoothed out versions of) the maximal directional Hilbert transform and the Carleson operator.
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arxiv:math/0701856
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We consider the nonlinear Schrodinger equation with defocusing, smooth, nonlinearity. Below the critical Sobolev regularity, it is known that the Cauchy problem is ill-posed. We show that this is even worse: there is a loss of regularity, in the same spirit as the result due to G.Lebeau in the case of the wave equation. We use an isotropic change of variable, which reduces the problem to a super-critical WKB analysis. For super-cubic, smooth nonlinearity, this analysis is new, and relies on the introduction of a modulated energy functional a la Brenier.
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arxiv:math/0701857
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We prove that the Airy process, A(t), locally fluctuates like a Brownian motion. In the same spirit we also show that in a certain scaling limit, the so called discrete polynuclear growth (PNG) process behaves like a Brownian motion.
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arxiv:math/0701880
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It is possible to enumerate all computer programs. In particular, for every partial computable function, there is a shortest program which computes that function. f-MIN is the set of indices for shortest programs. In 1972, Meyer showed that f-MIN is Turing equivalent to 0'', the halting set with halting set oracle. This paper generalizes the notion of shortest programs, and we use various measures from computability theory to describe the complexity of the resulting "spectral sets." We show that under certain Godel numberings, the spectral sets are exactly the canonical sets 0', 0'', 0''', ... up to Turing equivalence. This is probably not true in general, however we show that spectral sets always contain some useful information. We show that immunity, or "thinness" is a useful characteristic for distinguishing between spectral sets. In the final chapter, we construct a set which neither contains nor is disjoint from any infinite arithmetic set, yet it is 0-majorized and contains a natural spectral set. Thus a pathological set becomes a bit more friendly. Finally, a number of interesting open problems are left for the inspired reader.
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arxiv:math/0701904
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We show that the quotient associated to a quasi-Hamiltonian space has a symplectic structure even when 1 is not a regular value of the momentum map: it is a disjoint union of symplectic manifolds of possibly different dimensions, which generalizes a result of Alekseev, Malkin and Meinrenken. We illustrate this theorem with the example of representation spaces of surface groups. As an intermediary step, we show that the isotropy submanifolds of a quasi-Hamiltonian space are quasi-Hamiltonian spaces themselves.
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arxiv:math/0701905
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We produce skew loops -- loops having no pair of parallel tangent lines -- homotopic to any loop in a flat torus or other quotient of R^n. The interesting case here is n=3. More subtly for any n, we characterize the homotopy classes that will contain a skew loop having a specified loop in the unit sphere as tangent indicatrix.
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arxiv:math/0701913
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We consider evaluation of proper posterior distributions obtained from improper prior distributions. Our context is estimating a bounded function $\phi$ of a parameter when the loss is quadratic. If the posterior mean of $\phi$ is admissible for all bounded $\phi$, the posterior is strongly admissible. We give sufficient conditions for strong admissibility. These conditions involve the recurrence of a Markov chain associated with the estimation problem. We develop general sufficient conditions for recurrence of general state space Markov chains that are also of independent interest. Our main example concerns the $p$-dimensional multivariate normal distribution with mean vector $\theta$ when the prior distribution has the form $g(\|\theta\|^2) d\theta$ on the parameter space $\mathbb{R}^p$. Conditions on $g$ for strong admissibility of the posterior are provided.
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arxiv:math/0701938
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