Boundedness and convergence of singular integrals on fractal type sets

The topic of this dissertation lies in the intersection of harmonic analysis and fractal geometry. We particulary consider singular integrals in Euclidean spaces with respect to general measures, and we study how the geometric structure of the measures affects certain analytic properties of the operators. The thesis consists of three research articles and an overview. In the first article we construct singular integral operators on lower dimensional Sierpinski gaskets associated with homogeneous Calderón-Zygmund kernels. While these operators are bounded their principal values fail to exist almost everywhere. Conformal iterated function systems generate a broad range of fractal sets. In the second article we prove that many of these limit sets are porous in a very strong sense, by showing that they contain holes spread in every direction. In the following we connect these results with singular integrals. We exploit the fractal structure of these limit sets, in order to establish that singular integrals associated with very general kernels converge weakly. Boundedness questions consist a central topic of investigation in the theory of singular integrals. In the third article we study singular integrals of different measures. We prove a very general boundedness result in the case where the two underlying measures are separated by a Lipshitz graph. As a consequence we show that a certain weak convergence holds for a large class of singular integrals.

Geometric Characterizations for Patterson-Sullivan Measures of Geometrically Finite Kleinian Groups

The main results of this thesis show that a Patterson-Sullivan measure of a non-elementary geometrically finite Kleinian group can always be characterized using geometric covering and packing constructions. This means that if the standard covering and packing constructions are modified in a suitable way, one can use either one of them to construct a geometric measure which is identical to the Patterson-Sullivan measure. The main results generalize and modify results of D. Sullivan which show that one can sometimes use the standard covering construction to construct a suitable geometric measure and sometimes the standard packing construction. Sullivan has shown also that neither or both of the standard constructions can be used to construct the geometric measure in some situations. The main modifications of the standard constructions are based on certain geometric properties of limit sets of Kleinian groups studied first by P. Tukia. These geometric properties describe how closely the limit set of a given Kleinian group resembles euclidean planes or spheres of varying dimension on small scales. The main idea is to express these geometric properties in a quantitative form which can be incorporated into the gauge functions used in the modified covering and packing constructions. Certain estimation results for general conformal measures of Kleinian groups play a crucial role in the proofs of the main results. These estimation results are generalizations and modifications of similar results considered, among others, by B. Stratmann, D. Sullivan, P. Tukia and S. Velani. The modified constructions are in general defined without reference to Kleinian groups, so they or their variants may prove useful in some other contexts in addition to that of Kleinian groups.

On Games on Non-Wellfounded Sets and Stationary Sets

In this thesis we study a few games related to non-wellfounded and stationary sets. Games have turned out to be an important tool in mathematical logic ranging from semantic games defining the truth of a sentence in a given logic to for example games on real numbers whose determinacies have important effects on the consistency of certain large cardinal assumptions. The equality of non-wellfounded sets can be determined by a so called bisimulation game already used to identify processes in theoretical computer science and possible world models for modal logic. Here we present a game to classify non-wellfounded sets according to their branching structure. We also study games on stationary sets moving back to classical wellfounded set theory. We also describe a way to approximate non-wellfounded sets with hereditarily finite wellfounded sets. The framework used to do this is domain theory. In the Banach-Mazur game, also called the ideal game, the players play a descending sequence of stationary sets and the second player tries to keep their intersection stationary. The game is connected to precipitousness of the corresponding ideal. In the pressing down game first player plays regressive functions defined on stationary sets and the second player responds with a stationary set where the function is constant trying to keep the intersection stationary. This game has applications in model theory to the determinacy of the Ehrenfeucht-Fraisse game. We show that it is consistent that these games are not equivalent.

Combined Tevatron upper limit on gg->H->W+W- and constraints on the Higgs boson mass in fourth-generation fermion models

We combine results from searches by the CDF and D0 collaborations for a standard model Higgs boson (H) in the process gg->H->W+W- in p=pbar collisions at the Fermilab Tevatron Collider at sqrt{s}=1.96 TeV. With 4.8 fb-1 of integrated luminosity analyzed at CDF and 5.4 fb-1 at D0, the 95% Confidence Level upper limit on \sigma(gg->H) x B(H->W+W-) is 1.75 pb at m_H=120 GeV, 0.38 pb at m_H=165 GeV, and 0.83 pb at m_H=200 GeV. Assuming the presence of a fourth sequential generation of fermions with large masses, we exclude at the 95% Confidence Level a standard-model-like Higgs boson with a mass between 131 and 204 GeV.

A Method for Comparing Scholarly Journals as Service Providers to Authors

When authors of scholarly articles decide where to submit their manuscripts for peer review and eventual publication, they often base their choice of journals on very incomplete information abouthow well the journals serve the authors’ purposes of informing about their research and advancing their academic careers. The purpose of this study was to develop and test a new method for benchmarking scientific journals, providing more information to prospective authors. The method estimates a number of journal parameters, including readership, scientific prestige, time from submission to publication, acceptance rate and service provided by the journal during the review and publication process. Data directly obtainable from the web, data that can be calculated from such data, data obtained from publishers and editors, and data obtained using surveys with authors are used in the method, which has been tested on three different sets of journals, each from a different discipline. We found a number of problems with the different data acquisition methods, which limit the extent to which the method can be used. Publishers and editors are reluctant to disclose important information they have at hand (i.e. journal circulation, web downloads, acceptance rate). The calculation of some important parameters (for instance average time from submission to publication, regional spread of authorship) can be done but requires quite a lot of work. It can be difficult to get reasonable response rates to surveys with authors. All in all we believe that the method we propose, taking a “service to authors” perspective as a basis for benchmarking scientific journals, is useful and can provide information that is valuable to prospective authors in selected scientific disciplines.

Essays on Market Microstructure: Price Discovery and Informed Trading

Market microstructure is “the study of the trading mechanisms used for financial securities” (Hasbrouck (2007)). It seeks to understand the sources of value and reasons for trade, in a setting with different types of traders, and different private and public information sets. The actual mechanisms of trade are a continually changing object of study. These include continuous markets, auctions, limit order books, dealer markets, or combinations of these operating as a hybrid market. Microstructure also has to allow for the possibility of multiple prices. At any given time an investor may be faced with a multitude of different prices, depending on whether he or she is buying or selling, the quantity he or she wishes to trade, and the required speed for the trade. The price may also depend on the relationship that the trader has with potential counterparties. In this research, I touch upon all of the above issues. I do this by studying three specific areas, all of which have both practical and policy implications. First, I study the role of information in trading and pricing securities in markets with a heterogeneous population of traders, some of whom are informed and some not, and who trade for different private or public reasons. Second, I study the price discovery of stocks in a setting where they are simultaneously traded in more than one market. Third, I make a contribution to the ongoing discussion about market design, i.e. the question of which trading systems and ways of organizing trading are most efficient. A common characteristic throughout my thesis is the use of high frequency datasets, i.e. tick data. These datasets include all trades and quotes in a given security, rather than just the daily closing prices, as in traditional asset pricing literature. This thesis consists of four separate essays. In the first essay I study price discovery for European companies cross-listed in the United States. I also study explanatory variables for differences in price discovery. In my second essay I contribute to earlier research on two issues of broad interest in market microstructure: market transparency and informed trading. I examine the effects of a change to an anonymous market at the OMX Helsinki Stock Exchange. I broaden my focus slightly in the third essay, to include releases of macroeconomic data in the United States. I analyze the effect of these releases on European cross-listed stocks. The fourth and last essay examines the uses of standard methodologies of price discovery analysis in a novel way. Specifically, I study price discovery within one market, between local and foreign traders.

Hyperfine effects in the nuclear magnetic resonance of paramagnetic molecules

Paramagnetic, or open-shell, systems are often encountered in the context of metalloproteins, and they are also an essential part of molecular magnets. Nuclear magnetic resonance (NMR) spectroscopy is a powerful tool for chemical structure elucidation, but for paramagnetic molecules it is substantially more complicated than in the diamagnetic case. Before the present work, the theory of NMR of paramagnetic molecules was limited to spin-1/2 systems and it did not include relativistic corrections to the hyperfine effects. It also was not systematically expandable. --- The theory was first expanded by including hyperfine contributions up to the fourth power in the fine structure constant α. It was then reformulated and its scope widened to allow any spin state in any spatial symmetry. This involved including zero-field splitting effects. In both stages the theory was implemented into a separate analysis program. The different levels of theory were tested by demonstrative density functional calculations on molecules selected to showcase the relative strength of new NMR shielding terms. The theory was also tested in a joint experimental and computational effort to confirm assignment of 11 B signals. The new terms were found to be significant and comparable with the terms in the earlier levels of theory. The leading-order magnetic-field dependence of shielding in paramagnetic systems was formulated. The theory is now systematically expandable, allowing for higher-order field dependence and relativistic contributions. The prevailing experimental view of pseudocontact shift was found to be significantly incomplete, as it only includes specific geometric dependence, which is not present in most of the new terms introduced here. The computational uncertainty in density functional calculations of the Fermi contact hyperfine constant and zero-field splitting tensor sets a limit for quantitative prediction of paramagnetic shielding for now.

Playing Games on Sets and Models

The most prominent objective of the thesis is the development of the generalized descriptive set theory, as we call it. There, we study the space of all functions from a fixed uncountable cardinal to itself, or to a finite set of size two. These correspond to generalized notions of the universal Baire space (functions from natural numbers to themselves with the product topology) and the Cantor space (functions from natural numbers to the {0,1}-set) respectively. We generalize the notion of Borel sets in three different ways and study the corresponding Borel structures with the aims of generalizing classical theorems of descriptive set theory or providing counter examples. In particular we are interested in equivalence relations on these spaces and their Borel reducibility to each other. The last chapter shows, using game-theoretic techniques, that the order of Borel equivalence relations under Borel reduciblity has very high complexity. The techniques in the above described set theoretical side of the thesis include forcing, general topological notions such as meager sets and combinatorial games of infinite length. By coding uncountable models to functions, we are able to apply the understanding of the generalized descriptive set theory to the model theory of uncountable models. The links between the theorems of model theory (including Shelah's classification theory) and the theorems in pure set theory are provided using game theoretic techniques from Ehrenfeucht-Fraïssé games in model theory to cub-games in set theory. The bottom line of the research declairs that the descriptive (set theoretic) complexity of an isomorphism relation of a first-order definable model class goes in synch with the stability theoretical complexity of the corresponding first-order theory. The first chapter of the thesis has slightly different focus and is purely concerned with a certain modification of the well known Ehrenfeucht-Fraïssé games. There we (me and my supervisor Tapani Hyttinen) answer some natural questions about that game mainly concerning determinacy and its relation to the standard EF-game

Distributed algorithms for edge dominating sets

An edge dominating set for a graph G is a set D of edges such that each edge of G is in D or adjacent to at least one edge in D. This work studies deterministic distributed approximation algorithms for finding minimum-size edge dominating sets. The focus is on anonymous port-numbered networks: there are no unique identifiers, but a node of degree d can refer to its neighbours by integers 1, 2, ..., d. The present work shows that in the port-numbering model, edge dominating sets can be approximated as follows: in d-regular graphs, to within 4 − 6/(d + 1) for an odd d and to within 4 − 2/d for an even d; and in graphs with maximum degree Δ, to within 4 − 2/(Δ − 1) for an odd Δ and to within 4 − 2/Δ for an even Δ. These approximation ratios are tight for all values of d and Δ: there are matching lower bounds.