Other Mathematics Commons^™

White Noise Based Stochastic Calculus Associated With A Class Of Gaussian Processes, Daniel Alpay, Haim Attia, David Levanony

Mathematics, Physics, and Computer Science Faculty Articles and Research

Using the white noise space setting, we define and study stochastic integrals with respect to a class of stationary increment Gaussian processes. We focus mainly on continuous functions with values in the Kondratiev space of stochastic distributions, where use is made of the topology of nuclear spaces. We also prove an associated Ito formula.

An Interpolation Problem For Functions With Values In A Commutative Ring, Daniel Alpay, Haim Attia

Mathematics, Physics, and Computer Science Faculty Articles and Research

It was recently shown that the theory of linear stochastic systems can be viewed as a particular case of the theory of linear systems on a certain commutative ring of power series in a countable number of variables. In the present work we study an interpolation problem in this setting. A key tool is the principle of permanence of algebraic identities.

Schur Functions And Their Realizations In The Slice Hyperholomorphic Setting, Daniel Alpay, Fabrizio Colombo, Irene Sabadini

Mathematics, Physics, and Computer Science Faculty Articles and Research

In this paper we start the study of Schur analysis in the quaternionic setting using the theory of slice hyperholomorphic functions. The novelty of our approach is that slice hyperholomorphic functions allows to write realizations in terms of a suitable resolvent, the so called S-resolvent operator and to extend several results that hold in the complex case to the quaternionic case. We discuss reproducing kernels, positive definite functions in this setting and we show how they can be obtained in our setting using the extension operator and the slice regular product. We define Schur multipliers, and find their co-isometric realization …

On The Class Rsi Of J-Contractive Functions Intertwining Solutions Of Linear Differential Equations, Daniel Alpay, Andrey Melnikov, Victor Vinnikov

Mathematics, Physics, and Computer Science Faculty Articles and Research

In this paper we extend and solve in the class of functions RSI mentioned in the title, a number of problems originally set for the class RS of rational functions contractive in the open right-half plane, and unitary on the imaginary line with respect to some preassigned self-adjoint matrix. The problems we consider include the Schur algorithm, the partial realization problem and the Nevanlinna-Pick interpolation problem. The arguments rely on the one-to-one correspondence between elements in a given subclass of RSI and elements in RS. Another important tool in the arguments is a new result pertaining to the classical tangential …

Squaring, Cubing, And Cube Rooting, Arthur T. Benjamin

All HMC Faculty Publications and Research

I still recall my thrill and disappointment when I read Mathematical Carnival, by Martin Gardner. I was thrilled because, as my high school teacher had recommended, mathematics was presented in a playful way that I had never seen before. I was disappointed because it contained a formula that I thought I had "invented" a few years earlier. I have always had a passion for mental calculation, and the following formula appears in Gardner's chapter on "Lightning Calculators." It was used by the mathematician A. C. Aitken to mentally square large numbers.

Completeness For The Coalgebraic Cover Modality, Clemens Kupke, Alexander Kurz, Yde Venema

Engineering Faculty Articles and Research

We study the finitary version of the coalgebraic logic introduced by L. Moss. The syntax of this logic, which is introduced uniformly with respect to a coalgebraic type functor, required to preserve weak pullbacks, extends that of classical propositional logic with a so-called coalgebraic cover modality depending on the type functor. Its semantics is defined in terms of a categorically defined relation lifting operation.

As the main contributions of our paper we introduce a derivation system, and prove that it provides a sound and complete axiomatization for the collection of coalgebraically valid inequalities. Our soundness and completeness proof is algebraic, …

Coalgebraic Logics (Dagstuhl Seminar 12411), Ernst-Erich Doberkat, Alexander Kurz

Engineering Faculty Articles and Research

This report documents the program and the outcomes of Dagstuhl Seminar 12411 “Coalgebraic Logics”. The seminar deals with recent developments in the area of coalgebraic logic, a branch of logics which combines modal logics with coalgebraic semantics. Modal logic finds its uses when reasoning about behavioural and temporal properties of computation and communication, coalgebras have evolved into a general theory of systems. Consequently, it is natural to combine both areas for a mathematical description of system specification. Coalgebraic logics are closely related to the broader categories semantics/formal methods and verification/logic.

Outer Restricted Derivations Of Nilpotent Restricted Lie Algebras, Jorg Feldvoss, Salvatore Siciliano, Thomas Weigel

University Faculty and Staff Publications

In this paper we prove that every finite-dimensional nilpotent restricted Lie algebra over a field of prime characteristic has an outer restricted derivation whose square is zero unless the restricted Lie algebra is a torus or it is one-dimensional or it is isomorphic to the three-dimensional Heisenberg algebra in characteristic two as an ordinary Lie algebra. This result is the restricted analogue of a result of Tôgô on the existence of nilpotent outer derivations of ordinary nilpotent Lie algebras in arbitrary characteristic and the Lie-theoretic analogue of a classical group-theoretic result of Gaschütz on the existence of p-power automorphisms …

A Wealth Of Numbers: An Anthology Of 500 Years Of Popular Mathematics Writing, By Benjamin Wardhaugh. Princeton University Press: Princeton, 2012 (Book Review), John A. Adam

Mathematics & Statistics Faculty Publications

(First paragraph) To describe the landscape encompassed by this book I can do no better than to quote the dust jacket: "A Wealth of Numbers includes recreational, classroom, and work mathematics; mathematical histories and biographies; accounts of higher mathematics; explanations of mathematical instruments; discussions of how math should be taught and learned; reflections on the place of math in the world; and math in fiction and humor." More such details can be found on the Princeton University Press website. I shall use this as a point of departure to describe the highlights of my own trajectory through the book. Not …

A Fast-Slow Analysis Of The Dynamics Of Rem Sleep, Victoria Booth, Cecilia G. Diniz Behn

Math Faculty Publications

Waking and sleep states are regulated by the coordinated activity of a number of neuronal population in the brainstem and hypothalamus whose synaptic interactions compose a sleep-wake regulatory network. Physiologically based mathematical models of the sleep-wake regulatory network contain mechanisms operating on multiple time scales including relatively fast synaptic-based interations between neuronal populations, and much slower homeostatic and circadian processes that modulate sleep-wake temporal patterning. In this study, we exploit the naturally arising slow time scale of the homeostatic sleep drive in a reduced sleep-wake regulatory network model to utilize fast-slow analysis to investigate the dynamics of rapid eye movement …

New Topological C-Algebras With Applications In Linear Systems Theory, Daniel Alpay, Guy Salomon

Mathematics, Physics, and Computer Science Faculty Articles and Research

Motivated by the Schwartz space of tempered distributions S′ and the Kondratiev space of stochastic distributions S−1 we define a wide family of nuclear spaces which are increasing unions of (duals of) Hilbert spaces H′p,p∈N, with decreasing norms |⋅|p. The elements of these spaces are functions on a free commutative monoid. We characterize those rings in this family which satisfy an inequality of the form |f∗g|p≤A(p−q)|f|q|g|p for all p≥q+d, where * denotes the convolution in the monoid, A(p−q) is a strictly positive number and d is a fixed natural number (in this case we obtain commutative topological C-algebras). Such an …

Perturbation Of Burkholder's Martingale Transform And Monge-Ampère Equation, Nicholas Boros, Prabhu Janakiraman, Alexander Volberg

Faculty Scholarship – Mathematics

Given a sequence of martingale differences, Burkholder found the

sharp constant for the Lp-norm of the corresponding martingale transform. We

are able to determine the sharp Lp-norm of a small "quadratic perturbations"

of the martingale transform in Lp. By "quadratic perturbation" of the martin-

gale transform we mean the Lp norm of the square root of the squares of the

martingale transform and the original martingale (with small constant). The

problem of perturbation of martingale transform appears naturally if one wants

to estimate the linear combination of Riesz transforms (as, for example, in the

case of Ahlfors{Beurling operator).

Stochastic Processes Induced By Singular Operators, Daniel Alpay, Palle Jorgensen

Mathematics, Physics, and Computer Science Faculty Articles and Research

In this paper we study a general family of multivariable Gaussian stochastic processes. Each process is prescribed by a fixed Borel measure σ on Rn. The case when σ is assumed absolutely continuous with respect to Lebesgue measure was stud- ied earlier in the literature, when n = 1. Our focus here is on showing how different equivalence classes (defined from relative absolute continuity for pairs of measures) translate into concrete spectral decompositions of the corresponding stochastic processes under study. The measures σ we consider are typically purely singular. Our proofs rely on the theory of (singular) unbounded operators in …

The Distribution Of Individual Stock Returns In A Modified Black-Scholes Option Pricing Model, Daniel Lee Richey

Electronic Theses and Dissertations

Author's abstract: There have been many attempts to find a model that can accurately price options. These models are built on many assumptions, including which probability distribution stock returns follow. In this paper, we test several distributions to see which best fit the log returns of 20 different companies over a period between November 1, 2006 to October 31, 2011. If a "best" distribution is found, a modified Black-Scholes model will be defined by modifying the Weiner process. We use Monte Carlo simulations to generate estimated prices under specified parameters, and compare these prices to those simulated by the model …

Characterizing Conflict In Wikipedia, Nathaniel Miller

Mathematics, Statistics, and Computer Science Honors Projects

Wikipedia serves as the Internet's most widely viewed reference. In order to ensure its success, editors who create and maintain articles must resolve conflicts over appropriate article content. Previous research has measured Wikipedia conflict at two levels: single articles and categories of pages. I observe conflicts within small groups of articles, identifying their frequency, size, and intensity. Additionally, I identify individual conflicts spanning multiple articles and effects of conflict upon users' editing habits. I analyze cross-article conflict in three stages. First, I cluster a group of 1.4 million Wikipedia articles. Next, I find individual user conflicts within each article cluster …

Supermodular Lattices, Florentin Smarandache, Iqbal Unnisa, W.B. Vasantha Kandasamy

Branch Mathematics and Statistics Faculty and Staff Publications

In lattice theory the two well known equational class of lattices are the distributive lattices and the modular lattices. All distributive lattices are modular however a modular lattice in general is not distributive.

In this book, new classes of lattices called supermodular lattices and semi-supermodular lattices are introduced and characterized as follows: A subdirectly irreducible supermodular lattice is isomorphic to the two element chain lattice C2 or the five element modular lattice M3. A lattice L is supermodular if and only if L is a subdirect union of a two element chain C2 and the five element modular lattice M3.

Non Associative Algebraic Structures Using Finite Complex Numbers, Florentin Smarandache, W.B. Vasantha Kandasamy

Branch Mathematics and Statistics Faculty and Staff Publications

Authors in this book for the first time have constructed nonassociative structures like groupoids, quasi loops, non associative semirings and rings using finite complex modulo integers. The Smarandache analogue is also carried out. We see the nonassociative complex modulo integers groupoids satisfy several special identities like Moufang identity, Bol identity, right alternative and left alternative identities. P-complex modulo integer groupoids and idempotent complex modulo integer groupoids are introduced and characterized. This book has six chapters. The first one is introductory in nature. Second chapter introduces complex modulo integer groupoids and complex modulo integer loops.

The Geometry Of Homological Triangles, Florentin Smarandache, Ion Patrascu

Branch Mathematics and Statistics Faculty and Staff Publications

This book is addressed to students, professors and researchers of geometry, who will find herein many interesting and original results. The originality of the book The Geometry of Homological Triangles consists in using the homology of triangles as a “filter” through which remarkable notions and theorems from the geometry of the triangle are unitarily passed. Our research is structured in seven chapters, the first four are dedicated to the homology of the triangles while the last ones to their applications. In the first chapter one proves the theorem of homological triangles (Desargues, 1636), one survey the remarkable pairs of homological …

Applications Of Extenics To 2d-Space And 3d-Space, Florentin Smarandache, Victor Vladareanu

Branch Mathematics and Statistics Faculty and Staff Publications

In this article one proposes several numerical examples for applying the extension set to 2D- and 3D-spaces. While rectangular and prism geometrical figures can easily be decomposed from 2D and 3D into 1D linear problems, similarly for the circle and the sphere, it is not possible in general to do the same for other geometrical figures.

Innovative Uses Of Matrices, Florentin Smarandache, W.B. Vasantha Kandasamy, Indra Venkatbabu

Branch Mathematics and Statistics Faculty and Staff Publications

In this book authors bring out the innovative applications of matrices defined, described and developed by them. Here they do not include the natural product on matrices newly described and defined by them in the book on ‘natural product ×n on matrices’.

This book is organized into seven chapters. The first one is introductory in nature. In the second chapter authors give the unique and new way of analyzing the data which is time dependent. We construct three types of matrices called Average Time Dependent data matrix (ATD matrix), Refined Time Dependent Data matrix (RTD matrix) and Combined Effective Time …