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Register a new userHoeffding spaces and Specht modules
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Authors
Giovanni Peccati
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It is proved that each Hoeffding space associated with a random permutation (or, equivalently, with extractions without replacement from a finite population) carries an irreducible representation of the symmetric group, equivalent to a two-block Specht module.
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We derive upper and lower bounds on the expectation of $f(mathbf{S})$ under dependence uncertainty, i.e. when the marginal distributions of the random vector $mathbf{S}=(S_1,dots,S_d)$ are known but their dependence structure is partially unknown. We solve the problem by providing improved FH bounds on the copula of $mathbf{S}$ that account for additional information. In particular, we derive bounds when the values of the copula are given on a compact subset of $[0,1]^d$, the value of a functional of the copula is prescribed or different types of information are available on the lower dimensional marginals of the copula. We then show that, in contrast to the two-dimensional case, the bounds are quasi-copulas but fail to be copulas if $d>2$. Thus, in order to translate the improved FH bounds into bounds on the expectation of $f(mathbf{S})$, we develop an alternative representation of multivariate integrals with respect to copulas that admits also quasi-copulas as integrators. By means of this representation, we provide an integral characterization of orthant orders on the set of quasi-copulas which relates the improved FH bounds to bounds on the expectation of $f(mathbf{S})$. Finally, we apply these results to compute model-free bounds on the prices of multi-asset options that take partial information on the dependence structure into account, such as correlations or market prices of other traded derivatives. The numerical results show that the additional information leads to a significant improvement of the option price bounds compared to the situation where only the marginal distributions are known.
Veldkamp polygons are certain graphs $Gamma=(V,E)$ such that for each $vin V$, $Gamma_v$ is endowed with a symmetric anti-reflexive relation $equiv_v$. These relations are all trivial if and only if $Gamma$ is a thick generalized polygon. A Veldkamp polygon is called flat if no two vertices have the same set of vertices that are opposite in a natural sense. We explore the connection between Veldkamp quadrangles and polar spaces. Using this connection, we give the complete classification of flat Veldkamp quadrangles in which some but not all of the relations $equiv_v$ are trivial.
We prove Clifford theoretic results on the representations of finite groups which only hold in characteristic $2$. Let $G$ be a finite group, let $N$ be a normal subgroup of $G$ and let $varphi$ be an irreducible $2$-Brauer character of $N$ which is self-dual. We prove that there is a unique self-dual irreducible Brauer character $theta$ of $G$ such that $varphi$ occurs with odd multiplicity in the restriction of $theta$ to $N$. Moreover this multiplicity is $1$. Conversely if $theta$ is an irreducible $2$-Brauer character of $G$ which is self-dual but not of quadratic type, the restriction of $theta$ to $N$ is a sum of distinct self-dual irreducible Brauer character of $N$, none of which have quadratic type. Let $b$ be a real $2$-block of $N$. We show that there is a unique real $2$-block of $G$ covering $b$ which is weakly regular.
The purpose of this paper is to apply the framework of non- commutative differential geometry to quantum deformations of a class of Kahler manifolds. For the examples of the Cartan domains of type I and flat space, we construct Fredholm modules over the quantized manifolds using the supercharges which arise in the quantization of supersymmetric generalizations of the manifolds. We compute the explicit formula for the Chern character on generators of the Toeplitz C^* -algebra.
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