1. Let X and Y be normed spaces and let T B(X, Y ).


 Rachel Benson
 2 years ago
 Views:
Transcription
1 Uppsala Universitet Matematiska Institutionen Andreas Strömbergsson Prov i matematik Funktionalanalys Kurs: NVP, Frist Skrivtid: Tillåtna hjälpmedel: Manuella skrivdon, Kreyszigs bok Introductory Functional Analysis with Applications och Strömbergssons häfte Spectral theorem for compact, selfadjoint operators. 1. Let X and Y be normed spaces and let T B(X, Y ). (a) Prove that if T is surjective then T is injective. (3p) (b) Prove that T is surjective if and only if T is injective and T 1 B(R(T ), X). (4p) 2. Let n 2 be an integer and let A : H H be a bounded positive selfadjoint operator on the Hilbert space H. (a) Prove that there exists a bounded positive selfadjoint operator S : H H such that S n = A. (4p) (b) Prove that S in (a) is unique, i.e. if S 1, S 2 B(H, H) are both positive and selfadjoint and S n 1 = S n 2 = A, then S 1 = S 2. (3p) (Hints: In Part (a) you may eg. use the theory in 9.9 and Part (b) is difficult and gives few scores, hence skip it unless you quickly see an approach, or you have finished the other problems. You may use the fact which I have stated in class, that given T as in Thm , there exists only one spectral family (E λ ) such that the formula T = λde λ holds.) 3. (a) Prove that there exists an f (l ) such that f((ξ n )) = lim n ξ n holds for every (ξ n ) c. (Recall that c = {(ξ n ) l lim n ξ n exists}). (b) Let e n = (0, 0,..., 1, 0,...) l, with 1 in the nth place, and v k = k n=1 e n. Prove that the sequence v 1, v 2, v 3,... is not weakly convergent in l. (Hint: You may want to use f (l ) from (a), and also, for j = 1, 2, 3,..., use f j (l ) defined by f j ((ξ n )) = ξ j.) (c) Prove that the sequence e 1, e 2, e 3,... is weakly convergent in l to (0, 0, 0,...). GOOD LUCK!
2 2 Solutions 1.(a) Assume that T is surjective. Let f Y and assume T f = 0. Then for all x X we have T f(x) = 0, that is, f(t x) = 0. Since T is surjective this implies f(y) = 0 for all y Y. Hence f = 0. This proves that T is injective. (b) Assume that T is injective and T 1 B(R(T ), X). Let g X. Then g T 1 B(R(T ), K), i.e. g T 1 is a bounded linear functional on R(T ). Hence by the HahnBanach Theorem 4.32, there exists some f Y such that f(y) = g T 1 (y) for all y R(T ). Now, for all x X we have T x R(T ), and hence T f(x) = f(t x) = g(t 1 (T x)) = g(x). Hence T f = g. This proves that T is surjective. Conversely, assume that T : Y X is surjective. We know that Y and X are Banach spaces (cf. Thm ), hence by the Open Mapping Theorem (more precisely the Open unit ball Lemma ), there is a constant r > 0 such that B X (0, r) T (B Y (0, 1)), i.e. f X : f < r = g Y : g < 1 and T g = f. Scaling all the vectors in this statement with a factor 2/r we obtain: ( ) f X : f < 2 = g Y : g < 2/r and T g = f. Now take x X, x 0 arbitrary. By Theorem there is some f X such that f = 1 and f(x) = x. Hence, by (*), there is some g Y with g < 2/r such that T g = f. Now ( ) x = f(x) = T g(x) = g(t x) g T x < (2/r) T x. In particular, since x 0 and x > 0 we have T x > 0 and T x 0; this proves that T is injective so that T 1 : R(T ) X exists. Also note that y = T x runs through all of R(T ) when x runs through X; hence (**) gives T 1 y < (2/r) y, for all nonzero y R(T ). Hence T 1 B(R(T ), X).
3 2. (a) By the Spectral Theorem there exists a spectral family (E λ ) such that A = λ de λ. In fact, by that theorem, (E λ ) is a spectral family on [m, M], and A = M m 0 λ de λ, where m = inf T x, x, M x =1 = sup T x, x. x =1 Here m 0, since A is positive (see definition on p. 470). Set f(λ) = λ 1/n ; this is a welldefined, continuous and realvalued function on the interval [0, ), and in particular on [m, M]. Now S = f(a) is a bounded selfadjoint operator on H which is defined on p. 513 (and a formula for f(a) is given in Theorem ). Using Theorem (c) repeatedly we find that S n = f(t ) n = g(t ), where g(λ) = f(λ) n = (λ 1/n ) n = λ on [m, M], hence g(t ) = T, i.e. we have S n = A. Finally, note that λ 1/n 0 for all λ [m, M]; hence by Theorem (d) we have S = f(a) 0. (b) Assume that S has all the properties as stated in (a). By the Spectral Theorem there exists a spectral family (F λ ) such that S = λ df λ. Arguing as in (a) we see that (F λ ) is in fact a spectral family on a finite interval [m 1, M 1 ] where m 1 0, and S = M 1 λ df λ. By Theorem 9.91, A = S n = λ n df λ. Now let (G λ ) be the spectral family which is defined by { F G λ = λ 1/n if λ 0 0 if λ < 0 (It follows by direct inspection in the definition on p. 495 that (G λ ) is indeed a spectral family.) It follows from the definition of the Riemann Stieltjes integral over a spectral family that A = S n = λ n df λ = M n 1 m n 1 0 λ dg λ. 3
4 4 [Proof: If P is any partition of [m 1, M 1 ], say m 1 = t 0 < t 1 < < t v = M 1 then we let Q be the partition m n 1 = tn 0 < tn 1 < < tn v = M 1 n of [m n 1, M1 n ]. Then by the definition of G λ, v v ( ) s 1 (P ) = t n 0 F t 0 + t n j (F t j F tj 1 ) = t n 0 G t n + t n 0 j (G t n G j t n ) = s j 1 2(Q), that is, the P Riemann sum s 1 (P ) for the integral M 1 λn df λ equals the QRiemann sum s 2 (Q) for the integral n λ dg m λ. Note also that n 1 0 η(q) = max 1 j v (tn j tn j 1 ) = max 1 j v tj = nm n 1 1 max 1 j v (t j t j 1 ) = nm n 1 1 η(p ). tj nx n 1 dx max n M1 n 1 dx t 1 j v j 1 t j 1 Hence if P runs through a sequence of partitions such that η(p ) 0, then η(q) 0, and hence s 2 (Q) n λ dg m n 1 0 λ and s 1 (P ) λn df λ. Using (*) this proves the claim.] By an almost identical argument, one also proves ( ) S = λ df λ = λ 1/n dg λ. But we have proved A = n λ dg m λ, and by the uniqueness of the n 1 0 spectral family in Theorem 9.91, (G λ ) is the unique spectral family associated with A, i.e. equal to the family (E λ ) which we used in (a). Hence G λ = E λ for all λ R. Hence by (**), we have S = λ1/n de λ = λ1/n de λ. Hence we have proved that there is only one operator S which has all the properties stated in (a). 3. (a) We know that c is a subspace of l. We define a bounded linear functional g c by g((ξ n )) = lim n ξ n. (g is easily checked to be bounded and linerar.) By the HahnBanach theorem there exists a bounded linear functional f (l ) such that f((ξ n )) = g((ξ n )) for all (ξ n ) c. In other words, we now have f((ξ n )) = lim n ξ n for all (ξ n ) c. (b) For each n we define f j (l ) by f j ((ξ n )) = ξ j. Now assume that (v k ) is weakly convergent in l to v = (η n ) l. Then for each j we have lim k f j (v k ) = f j (v). But note that f j (v k ) = 1 for all k j,
5 and f j (v) = η j ; hence lim k 1 = η j, i.e. η j = 1. Hence v = (1, 1, 1,...). However, let f (l ) be as in (a). Then f(v k ) = 0 for each k, whereas f(v) = 1. Hence lim k f(v k ) f(v). This contradicts the fact that v k is weakly convergent to v. (c) Assume the contrary, i.e. that (e n ) is not weakly convergent to (0, 0, 0,...) in l. Then there is some f (l ) such that we do not have lim n f(e n ) = f((0, 0, 0,...)) = 0. Hence there is some ε > 0 and a sequence 1 n 1 < n 2 <... such that f(e nj ) > ε for all j. Now define for each k 1: Then w k = 1, and f(w k ) = w k = f(e nj ) f(e nj ) e n j l. f(e nj ) f(e nj ) f(e n j ) = f(e nj ) > kε. This implies f > kε. But this cannot be true for all k 1, i.e. we have arrived at a contradiction. Hence (e n ) is weakly convergent to (0, 0, 0,...). 5
Metric Spaces. Chapter 1
Chapter 1 Metric Spaces Many of the arguments you have seen in several variable calculus are almost identical to the corresponding arguments in one variable calculus, especially arguments concerning convergence
More informationSOLUTIONS TO EXERCISES FOR. MATHEMATICS 205A Part 3. Spaces with special properties
SOLUTIONS TO EXERCISES FOR MATHEMATICS 205A Part 3 Fall 2008 III. Spaces with special properties III.1 : Compact spaces I Problems from Munkres, 26, pp. 170 172 3. Show that a finite union of compact subspaces
More informationMA651 Topology. Lecture 6. Separation Axioms.
MA651 Topology. Lecture 6. Separation Axioms. This text is based on the following books: Fundamental concepts of topology by Peter O Neil Elements of Mathematics: General Topology by Nicolas Bourbaki Counterexamples
More information9 More on differentiation
Tel Aviv University, 2013 Measure and category 75 9 More on differentiation 9a Finite Taylor expansion............... 75 9b Continuous and nowhere differentiable..... 78 9c Differentiable and nowhere monotone......
More information1 The Brownian bridge construction
The Brownian bridge construction The Brownian bridge construction is a way to build a Brownian motion path by successively adding finer scale detail. This construction leads to a relatively easy proof
More informationMathematics Course 111: Algebra I Part IV: Vector Spaces
Mathematics Course 111: Algebra I Part IV: Vector Spaces D. R. Wilkins Academic Year 19967 9 Vector Spaces A vector space over some field K is an algebraic structure consisting of a set V on which are
More informationChapter 20. Vector Spaces and Bases
Chapter 20. Vector Spaces and Bases In this course, we have proceeded stepbystep through lowdimensional Linear Algebra. We have looked at lines, planes, hyperplanes, and have seen that there is no limit
More informationminimal polyonomial Example
Minimal Polynomials Definition Let α be an element in GF(p e ). We call the monic polynomial of smallest degree which has coefficients in GF(p) and α as a root, the minimal polyonomial of α. Example: We
More informationChapter 5. Banach Spaces
9 Chapter 5 Banach Spaces Many linear equations may be formulated in terms of a suitable linear operator acting on a Banach space. In this chapter, we study Banach spaces and linear operators acting on
More informationThe Heat Equation. Lectures INF2320 p. 1/88
The Heat Equation Lectures INF232 p. 1/88 Lectures INF232 p. 2/88 The Heat Equation We study the heat equation: u t = u xx for x (,1), t >, (1) u(,t) = u(1,t) = for t >, (2) u(x,) = f(x) for x (,1), (3)
More informationRANDOM INTERVAL HOMEOMORPHISMS. MICHA L MISIUREWICZ Indiana University Purdue University Indianapolis
RANDOM INTERVAL HOMEOMORPHISMS MICHA L MISIUREWICZ Indiana University Purdue University Indianapolis This is a joint work with Lluís Alsedà Motivation: A talk by Yulij Ilyashenko. Two interval maps, applied
More informationCHAPTER II THE LIMIT OF A SEQUENCE OF NUMBERS DEFINITION OF THE NUMBER e.
CHAPTER II THE LIMIT OF A SEQUENCE OF NUMBERS DEFINITION OF THE NUMBER e. This chapter contains the beginnings of the most important, and probably the most subtle, notion in mathematical analysis, i.e.,
More informationALMOST COMMON PRIORS 1. INTRODUCTION
ALMOST COMMON PRIORS ZIV HELLMAN ABSTRACT. What happens when priors are not common? We introduce a measure for how far a type space is from having a common prior, which we term prior distance. If a type
More information2.3 Convex Constrained Optimization Problems
42 CHAPTER 2. FUNDAMENTAL CONCEPTS IN CONVEX OPTIMIZATION Theorem 15 Let f : R n R and h : R R. Consider g(x) = h(f(x)) for all x R n. The function g is convex if either of the following two conditions
More informationFIRST YEAR CALCULUS. Chapter 7 CONTINUITY. It is a parabola, and we can draw this parabola without lifting our pencil from the paper.
FIRST YEAR CALCULUS WWLCHENW L c WWWL W L Chen, 1982, 2008. 2006. This chapter originates from material used by the author at Imperial College, University of London, between 1981 and 1990. It It is is
More informationBasic Concepts of Point Set Topology Notes for OU course Math 4853 Spring 2011
Basic Concepts of Point Set Topology Notes for OU course Math 4853 Spring 2011 A. Miller 1. Introduction. The definitions of metric space and topological space were developed in the early 1900 s, largely
More informationThe HenstockKurzweilStieltjes type integral for real functions on a fractal subset of the real line
The HenstockKurzweilStieltjes type integral for real functions on a fractal subset of the real line D. Bongiorno, G. Corrao Dipartimento di Ingegneria lettrica, lettronica e delle Telecomunicazioni,
More information1 = (a 0 + b 0 α) 2 + + (a m 1 + b m 1 α) 2. for certain elements a 0,..., a m 1, b 0,..., b m 1 of F. Multiplying out, we obtain
Notes on realclosed fields These notes develop the algebraic background needed to understand the model theory of realclosed fields. To understand these notes, a standard graduate course in algebra is
More information4. Expanding dynamical systems
4.1. Metric definition. 4. Expanding dynamical systems Definition 4.1. Let X be a compact metric space. A map f : X X is said to be expanding if there exist ɛ > 0 and L > 1 such that d(f(x), f(y)) Ld(x,
More informationON COMPLETELY CONTINUOUS INTEGRATION OPERATORS OF A VECTOR MEASURE. 1. Introduction
ON COMPLETELY CONTINUOUS INTEGRATION OPERATORS OF A VECTOR MEASURE J.M. CALABUIG, J. RODRÍGUEZ, AND E.A. SÁNCHEZPÉREZ Abstract. Let m be a vector measure taking values in a Banach space X. We prove that
More informationOn the representability of the biuniform matroid
On the representability of the biuniform matroid Simeon Ball, Carles Padró, Zsuzsa Weiner and Chaoping Xing August 3, 2012 Abstract Every biuniform matroid is representable over all sufficiently large
More informationt := maxγ ν subject to ν {0,1,2,...} and f(x c +γ ν d) f(x c )+cγ ν f (x c ;d).
1. Line Search Methods Let f : R n R be given and suppose that x c is our current best estimate of a solution to P min x R nf(x). A standard method for improving the estimate x c is to choose a direction
More informationIRREDUCIBLE OPERATOR SEMIGROUPS SUCH THAT AB AND BA ARE PROPORTIONAL. 1. Introduction
IRREDUCIBLE OPERATOR SEMIGROUPS SUCH THAT AB AND BA ARE PROPORTIONAL R. DRNOVŠEK, T. KOŠIR Dedicated to Prof. Heydar Radjavi on the occasion of his seventieth birthday. Abstract. Let S be an irreducible
More informationSystems with Persistent Memory: the Observation Inequality Problems and Solutions
Chapter 6 Systems with Persistent Memory: the Observation Inequality Problems and Solutions Facts that are recalled in the problems wt) = ut) + 1 c A 1 s ] R c t s)) hws) + Ks r)wr)dr ds. 6.1) w = w +
More information8.1 Examples, definitions, and basic properties
8 De Rham cohomology Last updated: May 21, 211. 8.1 Examples, definitions, and basic properties A kform ω Ω k (M) is closed if dω =. It is exact if there is a (k 1)form σ Ω k 1 (M) such that dσ = ω.
More informationSome stability results of parameter identification in a jump diffusion model
Some stability results of parameter identification in a jump diffusion model D. Düvelmeyer Technische Universität Chemnitz, Fakultät für Mathematik, 09107 Chemnitz, Germany Abstract In this paper we discuss
More informationProperties of BMO functions whose reciprocals are also BMO
Properties of BMO functions whose reciprocals are also BMO R. L. Johnson and C. J. Neugebauer The main result says that a nonnegative BMOfunction w, whose reciprocal is also in BMO, belongs to p> A p,and
More informationSection 3.7. Rolle s Theorem and the Mean Value Theorem. Difference Equations to Differential Equations
Difference Equations to Differential Equations Section.7 Rolle s Theorem and the Mean Value Theorem The two theorems which are at the heart of this section draw connections between the instantaneous rate
More informationGambling Systems and MultiplicationInvariant Measures
Gambling Systems and MultiplicationInvariant Measures by Jeffrey S. Rosenthal* and Peter O. Schwartz** (May 28, 997.. Introduction. This short paper describes a surprising connection between two previously
More information1 Formulating The Low Degree Testing Problem
6.895 PCP and Hardness of Approximation MIT, Fall 2010 Lecture 5: Linearity Testing Lecturer: Dana Moshkovitz Scribe: Gregory Minton and Dana Moshkovitz In the last lecture, we proved a weak PCP Theorem,
More informationThe Goldberg Rao Algorithm for the Maximum Flow Problem
The Goldberg Rao Algorithm for the Maximum Flow Problem COS 528 class notes October 18, 2006 Scribe: Dávid Papp Main idea: use of the blocking flow paradigm to achieve essentially O(min{m 2/3, n 1/2 }
More informationChapter 7. Continuity
Chapter 7 Continuity There are many processes and eects that depends on certain set of variables in such a way that a small change in these variables acts as small change in the process. Changes of this
More informationA new continuous dependence result for impulsive retarded functional differential equations
CADERNOS DE MATEMÁTICA 11, 37 47 May (2010) ARTIGO NÚMERO SMA#324 A new continuous dependence result for impulsive retarded functional differential equations M. Federson * Instituto de Ciências Matemáticas
More informationIntroduction to Finite Fields (cont.)
Chapter 6 Introduction to Finite Fields (cont.) 6.1 Recall Theorem. Z m is a field m is a prime number. Theorem (Subfield Isomorphic to Z p ). Every finite field has the order of a power of a prime number
More informationTHE FUNDAMENTAL THEOREM OF ALGEBRA VIA PROPER MAPS
THE FUNDAMENTAL THEOREM OF ALGEBRA VIA PROPER MAPS KEITH CONRAD 1. Introduction The Fundamental Theorem of Algebra says every nonconstant polynomial with complex coefficients can be factored into linear
More informationit is easy to see that α = a
21. Polynomial rings Let us now turn out attention to determining the prime elements of a polynomial ring, where the coefficient ring is a field. We already know that such a polynomial ring is a UF. Therefore
More informationAbout the inverse football pool problem for 9 games 1
Seventh International Workshop on Optimal Codes and Related Topics September 61, 013, Albena, Bulgaria pp. 15133 About the inverse football pool problem for 9 games 1 Emil Kolev Tsonka Baicheva Institute
More informationH/wk 13, Solutions to selected problems
H/wk 13, Solutions to selected problems Ch. 4.1, Problem 5 (a) Find the number of roots of x x in Z 4, Z Z, any integral domain, Z 6. (b) Find a commutative ring in which x x has infinitely many roots.
More informationCHAPTER SIX IRREDUCIBILITY AND FACTORIZATION 1. BASIC DIVISIBILITY THEORY
January 10, 2010 CHAPTER SIX IRREDUCIBILITY AND FACTORIZATION 1. BASIC DIVISIBILITY THEORY The set of polynomials over a field F is a ring, whose structure shares with the ring of integers many characteristics.
More informationInner products on R n, and more
Inner products on R n, and more Peyam Ryan Tabrizian Friday, April 12th, 2013 1 Introduction You might be wondering: Are there inner products on R n that are not the usual dot product x y = x 1 y 1 + +
More informationIdeal Class Group and Units
Chapter 4 Ideal Class Group and Units We are now interested in understanding two aspects of ring of integers of number fields: how principal they are (that is, what is the proportion of principal ideals
More informationLectures 56: Taylor Series
Math 1d Instructor: Padraic Bartlett Lectures 5: Taylor Series Weeks 5 Caltech 213 1 Taylor Polynomials and Series As we saw in week 4, power series are remarkably nice objects to work with. In particular,
More informationThe Dirichlet Unit Theorem
Chapter 6 The Dirichlet Unit Theorem As usual, we will be working in the ring B of algebraic integers of a number field L. Two factorizations of an element of B are regarded as essentially the same if
More informationGROUPS ACTING ON A SET
GROUPS ACTING ON A SET MATH 435 SPRING 2012 NOTES FROM FEBRUARY 27TH, 2012 1. Left group actions Definition 1.1. Suppose that G is a group and S is a set. A left (group) action of G on S is a rule for
More information3. INNER PRODUCT SPACES
. INNER PRODUCT SPACES.. Definition So far we have studied abstract vector spaces. These are a generalisation of the geometric spaces R and R. But these have more structure than just that of a vector space.
More informationCost Minimization and the Cost Function
Cost Minimization and the Cost Function Juan Manuel Puerta October 5, 2009 So far we focused on profit maximization, we could look at a different problem, that is the cost minimization problem. This is
More informationSOLUTIONS TO ASSIGNMENT 1 MATH 576
SOLUTIONS TO ASSIGNMENT 1 MATH 576 SOLUTIONS BY OLIVIER MARTIN 13 #5. Let T be the topology generated by A on X. We want to show T = J B J where B is the set of all topologies J on X with A J. This amounts
More informationConvex analysis and profit/cost/support functions
CALIFORNIA INSTITUTE OF TECHNOLOGY Division of the Humanities and Social Sciences Convex analysis and profit/cost/support functions KC Border October 2004 Revised January 2009 Let A be a subset of R m
More informationTaylor and Maclaurin Series
Taylor and Maclaurin Series In the preceding section we were able to find power series representations for a certain restricted class of functions. Here we investigate more general problems: Which functions
More informationCONTINUOUS REINHARDT DOMAINS PROBLEMS ON PARTIAL JB*TRIPLES
CONTINUOUS REINHARDT DOMAINS PROBLEMS ON PARTIAL JB*TRIPLES László STACHÓ Bolyai Institute Szeged, Hungary stacho@math.uszeged.hu www.math.uszeged.hu/ Stacho 13/11/2008, Granada László STACHÓ () CONTINUOUS
More informationPUTNAM TRAINING POLYNOMIALS. Exercises 1. Find a polynomial with integral coefficients whose zeros include 2 + 5.
PUTNAM TRAINING POLYNOMIALS (Last updated: November 17, 2015) Remark. This is a list of exercises on polynomials. Miguel A. Lerma Exercises 1. Find a polynomial with integral coefficients whose zeros include
More informationStationary random graphs on Z with prescribed iid degrees and finite mean connections
Stationary random graphs on Z with prescribed iid degrees and finite mean connections Maria Deijfen Johan Jonasson February 2006 Abstract Let F be a probability distribution with support on the nonnegative
More informationMathematics for Econometrics, Fourth Edition
Mathematics for Econometrics, Fourth Edition Phoebus J. Dhrymes 1 July 2012 1 c Phoebus J. Dhrymes, 2012. Preliminary material; not to be cited or disseminated without the author s permission. 2 Contents
More informationE3: PROBABILITY AND STATISTICS lecture notes
E3: PROBABILITY AND STATISTICS lecture notes 2 Contents 1 PROBABILITY THEORY 7 1.1 Experiments and random events............................ 7 1.2 Certain event. Impossible event............................
More informationChapter 4, Arithmetic in F [x] Polynomial arithmetic and the division algorithm.
Chapter 4, Arithmetic in F [x] Polynomial arithmetic and the division algorithm. We begin by defining the ring of polynomials with coefficients in a ring R. After some preliminary results, we specialize
More informationAsymptotics of discounted aggregate claims for renewal risk model with risky investment
Appl. Math. J. Chinese Univ. 21, 25(2: 29216 Asymptotics of discounted aggregate claims for renewal risk model with risky investment JIANG Tao Abstract. Under the assumption that the claim size is subexponentially
More informationOn Nicely Smooth Banach Spaces
E extracta mathematicae Vol. 16, Núm. 1, 27 45 (2001) On Nicely Smooth Banach Spaces Pradipta Bandyopadhyay, Sudeshna Basu StatMath Unit, Indian Statistical Institute, 203 B.T. Road, Calcutta 700035,
More informationMICROLOCAL ANALYSIS OF THE BOCHNERMARTINELLI INTEGRAL
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY Volume 00, Number 0, Pages 000 000 S 00029939(XX)00000 MICROLOCAL ANALYSIS OF THE BOCHNERMARTINELLI INTEGRAL NIKOLAI TARKHANOV AND NIKOLAI VASILEVSKI
More informationChapter 2: Binomial Methods and the BlackScholes Formula
Chapter 2: Binomial Methods and the BlackScholes Formula 2.1 Binomial Trees We consider a financial market consisting of a bond B t = B(t), a stock S t = S(t), and a calloption C t = C(t), where the
More informationarxiv:0706.1300v1 [qfin.pr] 9 Jun 2007
THE QUANTUM BLACKSCHOLES EQUATION LUIGI ACCARDI AND ANDREAS BOUKAS arxiv:0706.1300v1 [qfin.pr] 9 Jun 2007 Abstract. Motivated by the work of Segal and Segal in [16] on the BlackScholes pricing formula
More informationLecture 13 Linear quadratic Lyapunov theory
EE363 Winter 289 Lecture 13 Linear quadratic Lyapunov theory the Lyapunov equation Lyapunov stability conditions the Lyapunov operator and integral evaluating quadratic integrals analysis of ARE discretetime
More informationARBITRAGEFREE OPTION PRICING MODELS. Denis Bell. University of North Florida
ARBITRAGEFREE OPTION PRICING MODELS Denis Bell University of North Florida Modelling Stock Prices Example American Express In mathematical finance, it is customary to model a stock price by an (Ito) stochatic
More informationANALYTIC NUMBER THEORY LECTURE NOTES BASED ON DAVENPORT S BOOK
ANALYTIC NUMBER THEORY LECTURE NOTES BASED ON DAVENPORT S BOOK ANDREAS STRÖMBERGSSON These lecture notes follow to a large extent Davenport s book [5], but with things reordered and often expanded. The
More informationVERTICES OF GIVEN DEGREE IN SERIESPARALLEL GRAPHS
VERTICES OF GIVEN DEGREE IN SERIESPARALLEL GRAPHS MICHAEL DRMOTA, OMER GIMENEZ, AND MARC NOY Abstract. We show that the number of vertices of a given degree k in several kinds of seriesparallel labelled
More informationFACTORING POLYNOMIALS IN THE RING OF FORMAL POWER SERIES OVER Z
FACTORING POLYNOMIALS IN THE RING OF FORMAL POWER SERIES OVER Z DANIEL BIRMAJER, JUAN B GIL, AND MICHAEL WEINER Abstract We consider polynomials with integer coefficients and discuss their factorization
More information(Basic definitions and properties; Separation theorems; Characterizations) 1.1 Definition, examples, inner description, algebraic properties
Lecture 1 Convex Sets (Basic definitions and properties; Separation theorems; Characterizations) 1.1 Definition, examples, inner description, algebraic properties 1.1.1 A convex set In the school geometry
More informationRIGIDITY OF HOLOMORPHIC MAPS BETWEEN FIBER SPACES
RIGIDITY OF HOLOMORPHIC MAPS BETWEEN FIBER SPACES GAUTAM BHARALI AND INDRANIL BISWAS Abstract. In the study of holomorphic maps, the term rigidity refers to certain types of results that give us very specific
More informationDate: April 12, 2001. Contents
2 Lagrange Multipliers Date: April 12, 2001 Contents 2.1. Introduction to Lagrange Multipliers......... p. 2 2.2. Enhanced Fritz John Optimality Conditions...... p. 12 2.3. Informative Lagrange Multipliers...........
More informationSequences and Series
Sequences and Series Consider the following sum: 2 + 4 + 8 + 6 + + 2 i + The dots at the end indicate that the sum goes on forever. Does this make sense? Can we assign a numerical value to an infinite
More informationON GALOIS REALIZATIONS OF THE 2COVERABLE SYMMETRIC AND ALTERNATING GROUPS
ON GALOIS REALIZATIONS OF THE 2COVERABLE SYMMETRIC AND ALTERNATING GROUPS DANIEL RABAYEV AND JACK SONN Abstract. Let f(x) be a monic polynomial in Z[x] with no rational roots but with roots in Q p for
More informationTHE KADISONSINGER PROBLEM IN MATHEMATICS AND ENGINEERING: A DETAILED ACCOUNT
THE ADISONSINGER PROBLEM IN MATHEMATICS AND ENGINEERING: A DETAILED ACCOUNT PETER G. CASAZZA, MATTHEW FICUS, JANET C. TREMAIN, ERIC WEBER Abstract. We will show that the famous, intractible 1959 adisonsinger
More informationThe Division Algorithm for Polynomials Handout Monday March 5, 2012
The Division Algorithm for Polynomials Handout Monday March 5, 0 Let F be a field (such as R, Q, C, or F p for some prime p. This will allow us to divide by any nonzero scalar. (For some of the following,
More informationTiers, Preference Similarity, and the Limits on Stable Partners
Tiers, Preference Similarity, and the Limits on Stable Partners KANDORI, Michihiro, KOJIMA, Fuhito, and YASUDA, Yosuke February 7, 2010 Preliminary and incomplete. Do not circulate. Abstract We consider
More informationUniversal Algorithm for Trading in Stock Market Based on the Method of Calibration
Universal Algorithm for Trading in Stock Market Based on the Method of Calibration Vladimir V yugin Institute for Information Transmission Problems, Russian Academy of Sciences, Bol shoi Karetnyi per.
More informationLinear Algebra I. Ronald van Luijk, 2012
Linear Algebra I Ronald van Luijk, 2012 With many parts from Linear Algebra I by Michael Stoll, 2007 Contents 1. Vector spaces 3 1.1. Examples 3 1.2. Fields 4 1.3. The field of complex numbers. 6 1.4.
More information1 The Line vs Point Test
6.875 PCP and Hardness of Approximation MIT, Fall 2010 Lecture 5: Low Degree Testing Lecturer: Dana Moshkovitz Scribe: Gregory Minton and Dana Moshkovitz Having seen a probabilistic verifier for linearity
More informationRolle s Theorem. q( x) = 1
Lecture 1 :The Mean Value Theorem We know that constant functions have derivative zero. Is it possible for a more complicated function to have derivative zero? In this section we will answer this question
More informationNonparametric adaptive age replacement with a onecycle criterion
Nonparametric adaptive age replacement with a onecycle criterion P. CoolenSchrijner, F.P.A. Coolen Department of Mathematical Sciences University of Durham, Durham, DH1 3LE, UK email: Pauline.Schrijner@durham.ac.uk
More informationTools for the analysis and design of communication networks with Markovian dynamics
1 Tools for the analysis and design of communication networks with Markovian dynamics Arie Leizarowitz, Robert Shorten, Rade Stanoević Abstract In this paper we analyze the stochastic properties of a class
More informationOptimal shift scheduling with a global service level constraint
Optimal shift scheduling with a global service level constraint Ger Koole & Erik van der Sluis Vrije Universiteit Division of Mathematics and Computer Science De Boelelaan 1081a, 1081 HV Amsterdam The
More informationPrime power degree representations of the symmetric and alternating groups
Prime power degree representations of the symmetric and alternating groups Antal Balog, Christine Bessenrodt, Jørn B. Olsson, Ken Ono Appearing in the Journal of the London Mathematical Society 1 Introduction
More informationSingle machine parallel batch scheduling with unbounded capacity
Workshop on Combinatorics and Graph Theory 21th, April, 2006 Nankai University Single machine parallel batch scheduling with unbounded capacity Yuan Jinjiang Department of mathematics, Zhengzhou University
More informationGeometrical Characterization of RNoperators between Locally Convex Vector Spaces
Geometrical Characterization of RNoperators between Locally Convex Vector Spaces OLEG REINOV St. Petersburg State University Dept. of Mathematics and Mechanics Universitetskii pr. 28, 198504 St, Petersburg
More informationInvertible elements in associates and semigroups. 1
Quasigroups and Related Systems 5 (1998), 53 68 Invertible elements in associates and semigroups. 1 Fedir Sokhatsky Abstract Some invertibility criteria of an element in associates, in particular in nary
More informationA simple criterion on degree sequences of graphs
Discrete Applied Mathematics 156 (2008) 3513 3517 Contents lists available at ScienceDirect Discrete Applied Mathematics journal homepage: www.elsevier.com/locate/dam Note A simple criterion on degree
More informationUltraproducts and Applications I
Ultraproducts and Applications I Brent Cody Virginia Commonwealth University September 2, 2013 Outline Background of the Hyperreals Filters and Ultrafilters Construction of the Hyperreals The Transfer
More informationFixed Point Theorems in Topology and Geometry
Fixed Point Theorems in Topology and Geometry A Senior Thesis Submitted to the Department of Mathematics In Partial Fulfillment of the Requirements for the Departmental Honors Baccalaureate By Morgan Schreffler
More informationL q solutions to the Cosserat spectrum in bounded and exterior domains
L q solutions to the Cosserat spectrum in bounded exterior domains by Stephan Weyers, November 2005 Contents Introduction 3 Part I: Preliminaries 12 1 Notations 12 2 The space Ĥ1,q () 15 3 The space Ĥ2,q
More informationNonArbitrage and the Fundamental Theorem of Asset Pricing: Summary of Main Results
Proceedings of Symposia in Applied Mathematics Volume 00, 1997 NonArbitrage and the Fundamental Theorem of Asset Pricing: Summary of Main Results Freddy Delbaen and Walter Schachermayer Abstract. The
More information1 Local Brouwer degree
1 Local Brouwer degree Let D R n be an open set and f : S R n be continuous, D S and c R n. Suppose that the set f 1 (c) D is compact. (1) Then the local Brouwer degree of f at c in the set D is defined.
More informationINTRODUCTORY SET THEORY
M.Sc. program in mathematics INTRODUCTORY SET THEORY Katalin Károlyi Department of Applied Analysis, Eötvös Loránd University H1088 Budapest, Múzeum krt. 68. CONTENTS 1. SETS Set, equal sets, subset,
More informationLecture 13: Martingales
Lecture 13: Martingales 1. Definition of a Martingale 1.1 Filtrations 1.2 Definition of a martingale and its basic properties 1.3 Sums of independent random variables and related models 1.4 Products of
More informationDEGREES OF ORDERS ON TORSIONFREE ABELIAN GROUPS
DEGREES OF ORDERS ON TORSIONFREE ABELIAN GROUPS ASHER M. KACH, KAREN LANGE, AND REED SOLOMON Abstract. We construct two computable presentations of computable torsionfree abelian groups, one of isomorphism
More informationA Uniform Asymptotic Estimate for Discounted Aggregate Claims with Subexponential Tails
12th International Congress on Insurance: Mathematics and Economics July 1618, 2008 A Uniform Asymptotic Estimate for Discounted Aggregate Claims with Subexponential Tails XUEMIAO HAO (Based on a joint
More informationSome representability and duality results for convex mixedinteger programs.
Some representability and duality results for convex mixedinteger programs. Santanu S. Dey Joint work with Diego Morán and Juan Pablo Vielma December 17, 2012. Introduction About Motivation Mixed integer
More informationNotes from Week 1: Algorithms for sequential prediction
CS 683 Learning, Games, and Electronic Markets Spring 2007 Notes from Week 1: Algorithms for sequential prediction Instructor: Robert Kleinberg 2226 Jan 2007 1 Introduction In this course we will be looking
More informationCONSTANTSIGN SOLUTIONS FOR A NONLINEAR NEUMANN PROBLEM INVOLVING THE DISCRETE plaplacian. Pasquale Candito and Giuseppina D Aguí
Opuscula Math. 34 no. 4 2014 683 690 http://dx.doi.org/10.7494/opmath.2014.34.4.683 Opuscula Mathematica CONSTANTSIGN SOLUTIONS FOR A NONLINEAR NEUMANN PROBLEM INVOLVING THE DISCRETE plaplacian Pasquale
More informationMath 34560 Abstract Algebra I Questions for Section 23: Factoring Polynomials over a Field
Math 34560 Abstract Algebra I Questions for Section 23: Factoring Polynomials over a Field 1. Throughout this section, F is a field and F [x] is the ring of polynomials with coefficients in F. We will
More informationMath 312 Homework 1 Solutions
Math 31 Homework 1 Solutions Last modified: July 15, 01 This homework is due on Thursday, July 1th, 01 at 1:10pm Please turn it in during class, or in my mailbox in the main math office (next to 4W1) Please
More informationLebesgue Measure on R n
8 CHAPTER 2 Lebesgue Measure on R n Our goal is to construct a notion of the volume, or Lebesgue measure, of rather general subsets of R n that reduces to the usual volume of elementary geometrical sets
More information