Contractions in the 2-wasserstein lenght space and thermalization of granular media

An algebraic decay rate is derived which bounds the time required for velocities to equilibrate in a spatially homogeneous flow-through model representing the continuum limit of a gas of particles interacting through slightly inelastic collisions. This rate is obtained by reformulating the dynamical problem as the gradient flow of a convex energy on an infinite-dimensional manifold. An abstract theory is developed for gradient flows in length spaces, which shows how degenerate convexity (or even non-convexity) | if uniformly controlled | will quantify contractivity (limit expansivity) of the flow.

The normal distribution in some constrained sample spaces

Phenomena with a constrained sample space appear frequently in practice. This is the case e.g. with strictly positive data, or with compositional data, like percentages or proportions. If the natural measure of difference is not the absolute one, simple algebraic properties show that it is more convenient to work with a geometry different from the usual Euclidean geometry in real space, and with a measure different from the usual Lebesgue measure, leading to alternative models which better fit the phenomenon under study. The general approach is presented and illustrated using the normal distribution, both on the positive real line and on the D-part simplex. The original ideas of McAlister in his introduction to the lognormal distribution in 1879, are recovered and updated

Bayes linear spaces

Linear spaces consisting of σ-finite probability measures and infinite measures (improper priors and likelihood functions) are defined. The commutative group operation, called perturbation, is the updating given by Bayes theorem; the inverse operation is the Radon-Nikodym derivative. Bayes spaces of measures are sets of classes of proportional measures. In this framework, basic notions of mathematical statistics get a simple algebraic interpretation. For example, exponential families appear as affine subspaces with their sufficient statistics as a basis. Bayesian statistics, in particular some well-known properties of conjugated priors and likelihood functions, are revisited and slightly extended

The normal distribution in some constrained sample spaces

Phenomena with a constrained sample space appear frequently in practice. This is the case e.g. with strictly positive data, or with compositional data, like percentages or proportions. If the natural measure of difference is not the absolute one, simple algebraic properties show that it is more convenient to work with a geometry different from the usual Euclidean geometry in real space, and with a measure different from the usual Lebesgue measure, leading to alternative models which better fit the phenomenon under study. The general approach is presented and illustrated using the normal distribution, both on the positive real line and on the D-part simplex. The original ideas of McAlister in his introduction to the lognormal distribution in 1879, are recovered and updated

Linear stochastic differential algebraic equations with constant coefficients

We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson and Fernique). We provide sufficient conditions for the law of the variables of the solution process to be absolutely continuous with respect to Lebesgue measure.

Search and bargaining in large markets with homogeneous traders

We study pair-wise decentralized trade in dynamic markets with homogeneous, non-atomic, buyers and sellers that wish to exchange one unit. Pairs of traders are randomly matched and bargaining a price under rules that offer the freedom to quit the match at any time. Market equilbria, prices and trades over time, are characterized. The asymptotic behavior of prices and trades as frictions (search costs and impatience) vanish, and the conditions for (non) convergence to walrasian prices are explored. As a side product of independent interest, we present a self-contained theory of non-cooperative bargaining with two-sided, time-varying, outside options.

Algebraic extensions in free groups

The aim of this paper is to unify the points of view of three recent and independent papers (Ventura 1997, Margolis, Sapir and Weil 2001 and Kapovich and Miasnikov 2002), where similar modern versions of a 1951 theorem of Takahasi were given. We develop a theory of algebraic extensions for free groups, highlighting the analogies and differences with respect to the corresponding classical fieldt heoretic notions, and we discuss in detail the notion of algebraic closure. We apply that theory to the study and the computation of certain algebraic properties of subgroups (e.g. being malnormal, pure, inert or compressed, being closed in certain profinite topologies) and the corresponding closure operators. We also analyze the closure of a subgroup under the addition of solutions of certain sets of equations.

Tropical varieties for non-archimedean analytic spaces

"Vegeu el resum a l'inici del document del fitxer adjunt."

Diophantine approximation on projective varieties I: algebraic distance and metric Bézout theorem

"Vegeu el resum a l'inici del document del fitxer adjunt."

Weighted Hardy spaces for the unit disc: approximation properties

In this paper we study basic properties of the weighted Hardy space for the unit disc with the weight function satisfying Muckenhoupt's (Aq) condition, and study related approximation problems (expansion, moment and interpolation) with respect to two incomplete systems of holomorphic functions in this space.

Norm inequalities in multidimensional Lorentz spaces

In this paper we obtain necessary and sufficient conditions for double trigonometric series to belong to generalized Lorentz spaces, not symmetric in general. Estimates for the norms are given in terms of coefficients.

Variational inequalities in Hilbert spaces with measures and optimal stopping problems

We study the existence theory for parabolic variational inequalities in weighted L2 spaces with respect to excessive measures associated with a transition semigroup. We characterize the value function of optimal stopping problems for finite and infinite dimensional diffusions as a generalized solution of such a variational inequality. The weighted L2 setting allows us to cover some singular cases, such as optimal stopping for stochastic equations with degenerate diffusion coeficient. As an application of the theory, we consider the pricing of American-style contingent claims. Among others, we treat the cases of assets with stochastic volatility and with path-dependent payoffs.

Una aproximació al pensament algebraic a l'Espanya del segle XVI: estudi del manuscrit 2294 de la Biblioteca de la Universitat de Salamanca

Aquest treball analitza el “Tratado y libro de arte mayor o álgebra” que forma part del manuscrit 2294 de la Biblioteca de la Universitat de Salamanca, datat el 1590. El seu autor és Diego Pérez de Mesa. L’objectiu d’aquest estudi és aportar nous elements que ajudin a entendre quin era l’estatus de l’àlgebra a la Península Ibèrica en un segle que va ser clau en el seu desenvolupament. Primer es descriu el manuscrit i després es reflexiona sobre les seves aportacions a la matemàtica, mostrant algunes característiques originals d’aquesta àlgebra enfront d’altres àlgebres de la Península Ibèrica del segle XVI.