Strong Grobner bases for polynomials over a principal ideal ring

Grobner bases have been generalised to polynomials over a commutative ring A in several ways. Here we focus on strong Grobner bases, also known as D-bases. Several authors have shown that strong Grobner bases can be effectively constructed over a principal ideal domain. We show that this extends to any principal ideal ring. We characterise Grobner bases and strong Grobner bases when A is a principal ideal ring. We also give algorithms for computing Grobner bases and strong Grobner bases which generalise known algorithms to principal ideal rings. In particular, we give an algorithm for computing a strong Grobner basis over a finite-chain ring, for example a Galois ring.

Subspace wavepacket evolution with Newton polynomials

Time-dependent wavepacket evolution techniques demand the action of the propagator, exp(-iHt/(h)over-bar), on a suitable initial wavepacket. When a complex absorbing potential is added to the Hamiltonian for combating unwanted reflection effects, polynomial expansions of the propagator are selected on their ability to cope with non-Hermiticity. An efficient subspace implementation of the Newton polynomial expansion scheme that requires fewer dense matrix-vector multiplications than its grid-based counterpart has been devised. Performance improvements are illustrated with some benchmark one and two-dimensional examples. (C) 2001 Elsevier Science B.V. All rights reserved.

On the permutation behaviour of Dickson polynomials of the second kind

The known permutation behaviour of the Dickson polynomials of the second kind in characteristic 3 is expanded and simplified. (C) 2002 Elsevier Science (USA).

The compositional inverse of a class of permutation polynomials over a finite field

A new class of bilinear permutation polynomials was recently identified. In this note we determine the class of permutation polynomials which represents the functional inverse of the bilinear class.

On the requirements of interpolating polynomials for path motion constraints

In the framework of multibody dynamics, the path motion constraint enforces that a body follows a predefined curve being its rotations with respect to the curve moving frame also prescribed. The kinematic constraint formulation requires the evaluation of the fourth derivative of the curve with respect to its arc length. Regardless of the fact that higher order polynomials lead to unwanted curve oscillations, at least a fifth order polynomials is required to formulate this constraint. From the point of view of geometric control lower order polynomials are preferred. This work shows that for multibody dynamic formulations with dependent coordinates the use of cubic polynomials is possible, being the dynamic response similar to that obtained with higher order polynomials. The stabilization of the equations of motion, always required to control the constraint violations during long analysis periods due to the inherent numerical errors of the integration process, is enough to correct the error introduced by using a lower order polynomial interpolation and thus forfeiting the analytical requirement for higher order polynomials.

Recurrence relations for Clifford algebra-valued orthogonal polynomials

The theory of orthogonal polynomials of one real or complex variable is well established as well as its generalization for the multidimensional case. Hypercomplex function theory (or Clifford analysis) provides an alternative approach to deal with higher dimensions. In this context, we study systems of orthogonal polynomials of a hypercomplex variable with values in a Clifford algebra and prove some of their properties.

Ehrhart polynomials, successive minima, and an Ehrhart theory for rational dilates of a rational polytope

Magdeburg, Univ., Fak. für Mathematik, Diss., 2011

Extremal self-dual codes

Magdeburg, Univ., Fak. für Mathematik, Diss., 2012

Low autocorrelation sequences and flat polynomials

Magdeburg, Univ., Fak. für Mathematik, Habil.-Schr., 2014

Asymptotics of orthogonal polynomials via the Koosis theorem

The main aim of this short paper is to advertize the Koosis theorem in the mathematical community, especially among those who study orthogonal polynomials. We (try to) do this by proving a new theorem about asymptotics of orthogonal polynomi- als for which the Koosis theorem seems to be the most natural tool. Namely, we consider the case when a SzegÄo measure on the unit circumference is perturbed by an arbitrary measure inside the unit disk and an arbitrary Blaschke sequence of point masses outside the unit disk.

On the zeroes of Goss polynomials

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A sharp Remez inequality for trigonometric polynomials

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Extremal properties of certain risk models

Cette thèse s'intéresse à étudier les propriétés extrémales de certains modèles de risque d'intérêt dans diverses applications de l'assurance, de la finance et des statistiques. Cette thèse se développe selon deux axes principaux, à savoir: Dans la première partie, nous nous concentrons sur deux modèles de risques univariés, c'est-à- dire, un modèle de risque de déflation et un modèle de risque de réassurance. Nous étudions le développement des queues de distribution sous certaines conditions des risques commun¬s. Les principaux résultats sont ainsi illustrés par des exemples typiques et des simulations numériques. Enfin, les résultats sont appliqués aux domaines des assurances, par exemple, les approximations de Value-at-Risk, d'espérance conditionnelle unilatérale etc. La deuxième partie de cette thèse est consacrée à trois modèles à deux variables: Le premier modèle concerne la censure à deux variables des événements extrême. Pour ce modèle, nous proposons tout d'abord une classe d'estimateurs pour les coefficients de dépendance et la probabilité des queues de distributions. Ces estimateurs sont flexibles en raison d'un paramètre de réglage. Leurs distributions asymptotiques sont obtenues sous certaines condi¬tions lentes bivariées de second ordre. Ensuite, nous donnons quelques exemples et présentons une petite étude de simulations de Monte Carlo, suivie par une application sur un ensemble de données réelles d'assurance. L'objectif de notre deuxième modèle de risque à deux variables est l'étude de coefficients de dépendance des queues de distributions obliques et asymétriques à deux variables. Ces distri¬butions obliques et asymétriques sont largement utiles dans les applications statistiques. Elles sont générées principalement par le mélange moyenne-variance de lois normales et le mélange de lois normales asymétriques d'échelles, qui distinguent la structure de dépendance de queue comme indiqué par nos principaux résultats. Le troisième modèle de risque à deux variables concerne le rapprochement des maxima de séries triangulaires elliptiques obliques. Les résultats théoriques sont fondés sur certaines hypothèses concernant le périmètre aléatoire sous-jacent des queues de distributions. -- This thesis aims to investigate the extremal properties of certain risk models of interest in vari¬ous applications from insurance, finance and statistics. This thesis develops along two principal lines, namely: In the first part, we focus on two univariate risk models, i.e., deflated risk and reinsurance risk models. Therein we investigate their tail expansions under certain tail conditions of the common risks. Our main results are illustrated by some typical examples and numerical simu¬lations as well. Finally, the findings are formulated into some applications in insurance fields, for instance, the approximations of Value-at-Risk, conditional tail expectations etc. The second part of this thesis is devoted to the following three bivariate models: The first model is concerned with bivariate censoring of extreme events. For this model, we first propose a class of estimators for both tail dependence coefficient and tail probability. These estimators are flexible due to a tuning parameter and their asymptotic distributions are obtained under some second order bivariate slowly varying conditions of the model. Then, we give some examples and present a small Monte Carlo simulation study followed by an application on a real-data set from insurance. The objective of our second bivariate risk model is the investigation of tail dependence coefficient of bivariate skew slash distributions. Such skew slash distributions are extensively useful in statistical applications and they are generated mainly by normal mean-variance mixture and scaled skew-normal mixture, which distinguish the tail dependence structure as shown by our principle results. The third bivariate risk model is concerned with the approximation of the component-wise maxima of skew elliptical triangular arrays. The theoretical results are based on certain tail assumptions on the underlying random radius.

Integral inequalities for algebraic and trigonometric polynomials

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Sobolev orthogonal polynomials on a simplex

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