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Register a new userPfaffians, hafnians and products of real linear functionals
بفافيان، هافنيان ومنتجات المتغيرات الخطية الحقيقية
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Authors
Peter E. Frenkel
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نحطط بأن البفافيان والهافني
We prove pfaffian and hafni
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The goal of this paper is to present examples of families of homogeneous ideals in the polynomial ring over a field that satisfy the following condition: every product of ideals of the family has a linear free resolution. As we will see, this condition is strongly correlated to good primary decompositions of the products and good homological and arithmetical properties of the associated multi-Rees algebras. The following families will be discussed in detail: polymatroidal ideals, ideals generated by linear forms and Borel fixed ideals of maximal minors. The main tools are Grobner bases and Sagbi deformation.
In this paper, sums represented in (3) are studied. The expressions are derived in terms of Bessel functions of the first and second kinds and their integrals. Further, we point out the integrals can be written as a Meijer G function.
Exponential functionals of Brownian motion have been extensively studied in financial and insurance mathematics due to their broad applications, for example, in the pricing of Asian options. The Black-Scholes model is appealing because of mathematical tractability, yet empirical evidence shows that geometric Brownian motion does not adequately capture features of market equity returns. One popular alternative for modeling equity returns consists in replacing the geometric Brownian motion by an exponential of a Levy process. In this paper we use this latter model to study variable annuity guaranteed benefits and to compute explicitly the distribution of certain exponential functionals.
A great challenge in the analysis of the discrepancy function D_N is to obtain universal lower bounds on the L-infty norm of D_N in dimensions d geq 3. It follows from the average case bound of Klaus Roth that the L-infty norm of D_N is at least (log N) ^{(d-1)/2}. It is conjectured that the L-infty bound is significantly larger, but the only definitive result is that of Wolfgang Schmidt in dimension d=2. Partial improvements of the Roth exponent (d-1)/2 in higher dimensions have been established by the authors and Armen Vagharshakyan. We survey these results, the underlying methods, and some of their connections to other subjects in probability, approximation theory, and analysis.
A symmetrization inequality of Rogers and of Brascamp-Lieb-Luttinger states that for a certain class of multilinear integral expressions, among tuples of sets of prescribed Lebesgue measures, tuples of balls centered at the origin are among the maximizers. Under natural hypotheses, we characterize all maximizing tuples for these inequalities for dimensions strictly greater than 1. We establish a sharpened form of the inequality.
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