76 resultados para Martingale representation theorem


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An axis-parallel k-dimensional box is a Cartesian product R-1 x R-2 x...x R-k where R-i (for 1 <= i <= k) is a closed interval of the form [a(i), b(i)] on the real line. For a graph G, its boxicity box(G) is the minimum dimension k, such that G is representable as the intersection graph of (axis-parallel) boxes in k-dimensional space. The concept of boxicity finds applications in various areas such as ecology, operations research etc. A number of NP-hard problems are either polynomial time solvable or have much better approximation ratio on low boxicity graphs. For example, the max-clique problem is polynomial time solvable on bounded boxicity graphs and the maximum independent set problem for boxicity d graphs, given a box representation, has a left perpendicular1 + 1/c log n right perpendicular(d-1) approximation ratio for any constant c >= 1 when d >= 2. In most cases, the first step usually is computing a low dimensional box representation of the given graph. Deciding whether the boxicity of a graph is at most 2 itself is NP-hard. We give an efficient randomized algorithm to construct a box representation of any graph G on n vertices in left perpendicular(Delta + 2) ln nright perpendicular dimensions, where Delta is the maximum degree of G. This algorithm implies that box(G) <= left perpendicular(Delta + 2) ln nright perpendicular for any graph G. Our bound is tight up to a factor of ln n. We also show that our randomized algorithm can be derandomized to get a polynomial time deterministic algorithm. Though our general upper bound is in terms of maximum degree Delta, we show that for almost all graphs on n vertices, their boxicity is O(d(av) ln n) where d(av) is the average degree.

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The images of Hermite and Laguerre-Sobolev spaces under the Hermite and special Hermite semigroups (respectively) are characterized. These are used to characterize the image of Schwartz class of rapidly decreasing functions f on R-n and C-n under these semigroups. The image of the space of tempered distributions is also considered and a Paley-Wiener theorem for the windowed (short-time) Fourier transform is proved.

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In quantum theory, symmetry has to be defined necessarily in terms of the family of unit rays, the state space. The theorem of Wigner asserts that a symmetry so defined at the level of rays can always be lifted into a linear unitary or an antilinear antiunitary operator acting on the underlying Hilbert space. We present two proofs of this theorem which are both elementary and economical. Central to our proofs is the recognition that a given Wigner symmetry can, by post-multiplication by a unitary symmetry, be taken into either the identity or complex conjugation. Our analysis often focuses on the behaviour of certain two-dimensional subspaces of the Hilbert space under the action of a given Wigner symmetry, but the relevance of this behaviour to the larger picture of the whole Hilbert space is made transparent at every stage.

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This study views each protein structure as a network of noncovalent connections between amino acid side chains. Each amino acid in a protein structure is a node, and the strength of the noncovalent interactions between two amino acids is evaluated for edge determination. The protein structure graphs (PSGs) for 232 proteins have been constructed as a function of the cutoff of the amino acid interaction strength at a few carefully chosen values. Analysis of such PSGs constructed on the basis of edge weights has shown the following: 1), The PSGs exhibit a complex topological network behavior, which is dependent on the interaction cutoff chosen for PSG construction. 2), A transition is observed at a critical interaction cutoff, in all the proteins, as monitored by the size of the largest cluster (giant component) in the graph. Amazingly, this transition occurs within a narrow range of interaction cutoff for all the proteins, irrespective of the size or the fold topology. And 3), the amino acid preferences to be highly connected (hub frequency) have been evaluated as a function of the interaction cutoff. We observe that the aromatic residues along with arginine, histidine, and methionine act as strong hubs at high interaction cutoffs, whereas the hydrophobic leucine and isoleucine residues get added to these hubs at low interaction cutoffs, forming weak hubs. The hubs identified are found to play a role in bringing together different secondary structural elements in the tertiary structure of the proteins. They are also found to contribute to the additional stability of the thermophilic proteins when compared to their mesophilic counterparts and hence could be crucial for the folding and stability of the unique three-dimensional structure of proteins. Based on these results, we also predict a few residues in the thermophilic and mesophilic proteins that can be mutated to alter their thermal stability.

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A set of sufficient conditions to construct lambda-real symbol Maximum Likelihood (ML) decodable STBCs have recently been provided by Karmakar et al. STBCs satisfying these sufficient conditions were named as Clifford Unitary Weight (CUW) codes. In this paper, the maximal rate (as measured in complex symbols per channel use) of CUW codes for lambda = 2(a), a is an element of N is obtained using tools from representation theory. Two algebraic constructions of codes achieving this maximal rate are also provided. One of the constructions is obtained using linear representation of finite groups whereas the other construction is based on the concept of right module algebra over non-commutative rings. To the knowledge of the authors, this is the first paper in which matrices over non-commutative rings is used to construct STBCs. An algebraic explanation is provided for the 'ABBA' construction first proposed by Tirkkonen et al and the tensor product construction proposed by Karmakar et al. Furthermore, it is established that the 4 transmit antenna STBC originally proposed by Tirkkonen et al based on the ABBA construction is actually a single complex symbol ML decodable code if the design variables are permuted and signal sets of appropriate dimensions are chosen.

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This paper is concerned with a study of some of the properties of locally product and almost locally product structures on a differentiable manifold X n of class C k . Every locally product space has certain almost locally product structures which transform the local tangent space to X n at an arbitrary point P in a set fashion: this is studied in Theorem (2.2). Theorem (2.3) considers the nature of transformations that exist between two co-ordinate systems at a point whenever an almost locally product structure has the same local representation in each of these co-ordinate systems. A necessary and sufficient condition for X n to be a locally product manifold is obtained in terms of the pseudo-group of co-ordinate transformations on X n and the subpseudo-groups [cf., Theoren (2.1)]. Section 3 is entirely devoted to the study of integrable almost locally product structures.

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This paper presents an improved version of Dolezal's theorem, in the area of linear algebra with continuously parametrized elements. An extension of the theorem is also presented, and applications of these results to system theory are indicated.

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Hamilton’s theory of turns for the group SU(2) is exploited to develop a new geometrical representation for polarization optics. While pure polarization states are represented by points on the Poincaré sphere, linear intensity preserving optical systems are represented by great circle arcs on another sphere. Composition of systems, and their action on polarization states, are both reduced to geometrical operations. Several synthesis problems, especially in relation to the Pancharatnam-Berry-Aharonov-Anandan geometrical phase, are clarified with the new representation. The general relation between the geometrical phase, and the solid angle on the Poincaré sphere, is established.

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With the objective of better understanding the significance of New Car Assessment Program (NCAP) tests conducted by the National Highway Traffic Safety Administration (NHTSA), head-on collisions between two identical cars of different sizes and between cars and a pickup truck are studied in the present paper using LS-DYNA models. Available finite element models of a compact car (Dodge Neon), midsize car (Dodge Intrepid), and pickup truck (Chevrolet C1500) are first improved and validated by comparing theanalysis-based vehicle deceleration pulses against corresponding NCAP crash test histories reported by NHTSA. In confirmation of prevalent perception, simulation-bascd results indicate that an NCAP test against a rigid barrier is a good representation of a collision between two similar cars approaching each other at a speed of 56.3 kmph (35 mph) both in terms of peak deceleration and intrusions. However, analyses carried out for collisions between two incompatible vehicles, such as an Intrepid or Neon against a C1500, point to the inability of the NCAP tests in representing the substantially higher intrusions in the front upper regions experienced by the cars, although peak decelerations in cars arc comparable to those observed in NCAP tests. In an attempt to improve the capability of a front NCAP test to better represent real-world crashes between incompatible vehicles, i.e., ones with contrasting ride height and lower body stiffness, two modified rigid barriers are studied. One of these barriers, which is of stepped geometry with a curved front face, leads to significantly improved correlation of intrusions in the upper regions of cars with respect to those yielded in the simulation of collisions between incompatible vehicles, together with the yielding of similar vehicle peak decelerations obtained in NCAP tests.

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The different formalisms for the representation of thermodynamic data on dilute multicomponent solutions are critically reviewed. The thermodynamic consistency of the formalisms are examined and the interrelations between them are highlighted. The options are constraints in the use of the interaction parameter and Darken's quadratic formalisms for multicomponent solutions are discussed in the light of the available experimental data. Truncatred Maclaurin series expansion is thermodynamically inconsistent unless special relations between interaction parameters are invoked. However, the lack of strict mathematical consistency does not affect the practical use of the formalism. Expressions for excess partial properties can be integrated along defined composition paths without significant loss of accuracy. Although thermodynamically consistent, the applicability of Darken's quadratic formalism to strongly interacting systems remains to be established by experiment.

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A multiplier theorem for the sublaplacian on the Heisenberg group is proved using Littlewood-Paley-Stein theory of g-functions.

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A systematic structure analysis of the correlation functions of statistical quantum optics is carried out. From a suitably defined auxiliary two‐point function we are able to identify the excited modes in the wave field. The relative simplicity of the higher order correlation functions emerge as a byproduct and the conditions under which these are made pure are derived. These results depend in a crucial manner on the notion of coherence indices and of unimodular coherence indices. A new class of approximate expressions for the density operator of a statistical wave field is worked out based on discrete characteristic sets. These are even more economical than the diagonal coherent state representations. An appreciation of the subtleties of quantum theory obtains. Certain implications for the physics of light beams are cited.