Can we identify Walrasian allocations?

[eng] We consider a discrete time, pure exchange infinite horizon economy with two or more consumers and at least one concumption good per period. Within the framework of decentralized mechanisms, we show that for a given consumption trade at any period of time, say at time one, the consumers will need, in general, an infinite dimensional (informational) space to identigy such a trade as an intemporal Walrasian one. However, we show and characterize a set of enviroments where the Walrasian trades at each period of time can be achieved as the equilibrium trades of a sequence of decentralized competitive mechanisms, using only both current prices and quantities to coordinate decisions.

On the relationship between connections and the asymptotic properties of predictive distributions

In a recent paper, Komaki studied the second-order asymptotic properties of predictive distributions, using the Kullback-Leibler divergence as a loss function. He showed that estimative distributions with asymptotically efficient estimators can be improved by predictive distributions that do not belong to the model. The model is assumed to be a multidimensional curved exponential family. In this paper we generalize the result assuming as a loss function any f divergence. A relationship arises between alpha connections and optimal predictive distributions. In particular, using an alpha divergence to measure the goodness of a predictive distribution, the optimal shift of the estimate distribution is related to alpha-covariant derivatives. The expression that we obtain for the asymptotic risk is also useful to study the higher-order asymptotic properties of an estimator, in the mentioned class of loss functions.

Geometria de superficies: una aproximació a la figura de Gausss

Gauss va publicar l’any 1827 Disquisitiones generales circa superficies curvas, obra que ha resultat fonamental en el desenvolupament de la geometria diferencial a partir del segle XIX. La documentació de la qual es disposa sobre la gènesi i el desenvolupament de les idees d’aquesta obra, ens permet, a més de presentar els principals resultats que hi apareixen, fer una aproximació a la figura de Gauss, al seu estil matemàtic

Symmetries of the free Schrödinger equation in the non-commutative plane

We study all the symmetries of the free Schr odinger equation in the non-commu- tative plane. These symmetry transformations form an infinite-dimensional Weyl algebra that appears naturally from a two-dimensional Heisenberg algebra generated by Galilean boosts and momenta. These infinite high symmetries could be useful for constructing non-relativistic interacting higher spin theories. A finite-dimensional subalgebra is given by the Schröodinger algebra which, besides the Galilei generators, contains also the dilatation and the expansion. We consider the quantization of the symmetry generators in both the reduced and extended phase spaces, and discuss the relation between both approaches.

Symmetries of the free Schrödinger equation in the non-commutative plane

We study all the symmetries of the free Schrödinger equation in the non-commu- tative plane. These symmetry transformations form an infinite-dimensional Weyl algebra that appears naturally from a two-dimensional Heisenberg algebra generated by Galilean boosts and momenta. These infinite high symmetries could be useful for constructing non-relativistic interacting higher spin theories. A finite-dimensional subalgebra is given by the Schröodinger algebra which, besides the Galilei generators, contains also the dilatation and the expansion. We consider the quantization of the symmetry generators in both the reduced and extended phase spaces, and discuss the relation between both approaches.

A lower bound in Nehari's theorem on the polydisc

By theorems of Ferguson and Lacey ($d=2$) and Lacey and Terwilleger ($d>2$), Nehari's theorem is known to hold on the polydisc $\D^d$ for $d>1$, i.e., if $H_\psi$ is a bounded Hankel form on $H^2(\D^d)$ with analytic symbol $\psi$, then there is a function $\varphi$ in $L^\infty(\T^d)$ such that $\psi$ is the Riesz projection of $\varphi$. A method proposed in Helson's last paper is used to show that the constant $C_d$ in the estimate $\|\varphi\|_\infty\le C_d \|H_\psi\|$ grows at least exponentially with $d$; it follows that there is no analogue of Nehari's theorem on the infinite-dimensional polydisc.

Limit Cycles for a class of three dimensional polynomial differential systems

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

Second differential of the entropy as a criterion for the stability in low-dimensional climate models

The second differential of the entropy is used for analysing the stability of a thermodynamic climatic model. A delay time for the heat flux is introduced whereby it becomes an independent variable. Two different expressions for the second differential of the entropy are used: one follows classical irreversible thermodynamics theory; the second is related to the introduction of response time and is due to the extended irreversible thermodynamics theory. the second differential of the classical entropy leads to unstable solutions for high values of delay times. the extended expression always implies stable states for an ice-free earth. When the ice-albedo feedback is included, a discontinuous distribution of stable states is found for high response times. Following the thermodynamic analysis of the model, the maximum rates of entropy production at the steady state are obtained. A latitudinally isothermal earth produces the extremum in global entropy production. the material contribution to entropy production (by which we mean the production of entropy by material transport of heat) is a maximum when the latitudinal distribution of temperatures becomes less homogeneous than present values

Periodic orbits near a heteroclinic loop formed by one dimensional orbit and a 2-dimensional manifold: application to the charged collinear 3-body problem

The paper is devoted to the study of a type of differential systems which appear usually in the study of some Hamiltonian systems with 2 degrees of freedom. We prove the existence of infinitely many periodic orbits on each negative energy level. All these periodic orbits pass near the total collision. Finally we apply these results to study the existence of periodic orbits in the charged collinear 3–body problem.

Reflected Backward Stochastic Differential Equation with Jumps and RCLL Obstacle

In this paper we study one-dimensional reflected backward stochastic differential equation when the noise is driven by a Brownian motion and an independent Poisson point process when the solution is forced to stay above a right continuous left-hand limited obstacle. We prove existence and uniqueness of the solution by using a penalization method combined with a monotonic limit theorem.

Infinite time aggregation for the critical Patlak-Keller-Segel model in R2

We analyze the two-dimensional parabolic-elliptic Patlak-Keller-Segel model in the whole Euclidean space R2. Under the hypotheses of integrable initial data with finite second moment and entropy, we first show local in time existence for any mass of "free-energy solutions", namely weak solutions with some free energy estimates. We also prove that the solution exists as long as the entropy is controlled from above. The main result of the paper is to show the global existence of free-energy solutions with initial data as before for the critical mass 8 Π/Χ. Actually, we prove that solutions blow-up as a delta dirac at the center of mass when t→∞ keeping constant their second moment at any time. Furthermore, all moments larger than 2 blow-up as t→∞ if initially bounded.

The existence of periodic solutions of a two dimensional Lattice

We consider a two dimensional lattice coupled with nearest neighbor interaction potential of power type. The existence of infinite many periodic solutions is shown by using minimax methods.

Contact melting of a three-dimensional phase change material on a flat substrate

In this paper a model is developed to describe the three dimensional contact melting process of a cuboid on a heated surface. The mathematical description involves two heat equations (one in the solid and one in the melt), the Navier-Stokes equations for the flow in the melt, a Stefan condition at the phase change interface and a force balance between the weight of the solid and the countering pressure in the melt. In the solid an optimised heat balance integral method is used to approximate the temperature. In the liquid the small aspect ratio allows the Navier-Stokes and heat equations to be simplified considerably so that the liquid pressure may be determined using an igenfunction expansion and finally the problem is reduced to solving three first order ordinary differential equations. Results are presented showing the evolution of the melting process. Further reductions to the system are made to provide simple guidelines concerning the process. Comparison of the solutions with experimental data on the melting of n-octadecane shows excellent agreement.

Differential epipolar constraint in mobile robot egomotion estimation

The estimation of camera egomotion is a well established problem in computer vision. Many approaches have been proposed based on both the discrete and the differential epipolar constraint. The discrete case is mainly used in self-calibrated stereoscopic systems, whereas the differential case deals with a unique moving camera. The article surveys several methods for mobile robot egomotion estimation covering more than 0.5 million samples using synthetic data. Results from real data are also given

Aitchison Geometry for Probability and Likelihood as a new approach to mathematical statistics

The Aitchison vector space structure for the simplex is generalized to a Hilbert space structure A2(P) for distributions and likelihoods on arbitrary spaces. Centralnotations of statistics, such as Information or Likelihood, can be identified in the algebraical structure of A2(P) and their corresponding notions in compositional data analysis, such as Aitchison distance or centered log ratio transform.In this way very elaborated aspects of mathematical statistics can be understoodeasily in the light of a simple vector space structure and of compositional data analysis. E.g. combination of statistical information such as Bayesian updating,combination of likelihood and robust M-estimation functions are simple additions/perturbations in A2(Pprior). Weighting observations corresponds to a weightedaddition of the corresponding evidence.Likelihood based statistics for general exponential families turns out to have aparticularly easy interpretation in terms of A2(P). Regular exponential families formfinite dimensional linear subspaces of A2(P) and they correspond to finite dimensionalsubspaces formed by their posterior in the dual information space A2(Pprior).The Aitchison norm can identified with mean Fisher information. The closing constant itself is identified with a generalization of the cummulant function and shown to be Kullback Leiblers directed information. Fisher information is the local geometry of the manifold induced by the A2(P) derivative of the Kullback Leibler information and the space A2(P) can therefore be seen as the tangential geometry of statistical inference at the distribution P.The discussion of A2(P) valued random variables, such as estimation functionsor likelihoods, give a further interpretation of Fisher information as the expected squared norm of evidence and a scale free understanding of unbiased reasoning