984 resultados para Infinite dimensional strategy spaces


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In this paper, we prove that infinite-dimensional vector spaces of α-dense curves are generated by means of the functional equations f(x)+f(2x)+⋯+f(nx)=0, with n≥2, which are related to the partial sums of the Riemann zeta function. These curves α-densify a large class of compact sets of the plane for arbitrary small α, extending the known result that this holds for the cases n=2,3. Finally, we prove the existence of a family of solutions of such functional equation which has the property of quadrature in the compact that densifies, that is, the product of the length of the curve by the nth power of the density approaches the Jordan content of the compact set which the curve densifies.

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Operator bases are discussed in connection with the construction of phase space representatives of operators in finite-dimensional spaces, and their properties are presented. It is also shown how these operator bases allow for the construction of a finite harmonic oscillator-like coherent state. Creation and annihilation operators for the Fock finite-dimensional space are discussed and their expressions in terms of the operator bases are explicitly written. The relevant finite-dimensional probability distributions are obtained and their limiting behavior for an infinite-dimensional space are calculated which agree with the well known results. (C) 1996 Academic Press, Inc.

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The original motivation for this paper was to provide an efficient quantitative analysis of convex infinite (or semi-infinite) inequality systems whose decision variables run over general infinite-dimensional (resp. finite-dimensional) Banach spaces and that are indexed by an arbitrary fixed set J. Parameter perturbations on the right-hand side of the inequalities are required to be merely bounded, and thus the natural parameter space is l ∞(J). Our basic strategy consists of linearizing the parameterized convex system via splitting convex inequalities into linear ones by using the Fenchel–Legendre conjugate. This approach yields that arbitrary bounded right-hand side perturbations of the convex system turn on constant-by-blocks perturbations in the linearized system. Based on advanced variational analysis, we derive a precise formula for computing the exact Lipschitzian bound of the feasible solution map of block-perturbed linear systems, which involves only the system’s data, and then show that this exact bound agrees with the coderivative norm of the aforementioned mapping. In this way we extend to the convex setting the results of Cánovas et al. (SIAM J. Optim. 20, 1504–1526, 2009) developed for arbitrary perturbations with no block structure in the linear framework under the boundedness assumption on the system’s coefficients. The latter boundedness assumption is removed in this paper when the decision space is reflexive. The last section provides the aimed application to the convex case.

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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.

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Kuranishi's fundamental result (1962) associates to any compact complex manifold X&sub&0&/sub& a finite-dimensional analytic space which has to be thought of as a local moduli space of complex structures close to X&sub&0&/sub&. In this paper, we give an analogous statement for Levi-flat CR manifolds fibering properly over the circle by describing explicitely an infinite-dimensional Kuranishi type local moduli space of Levi-flat CR structures. We interpret this result in terms of Kodaira-Spencer deformation theory making clear the likenesses as well as the differences with the classical case. The article ends with applications and examples.

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We give a sufficient condition for a set of block subspaces in an infinite-dimensional Banach space to be weakly Ramsey. Using this condition we prove that in the Levy-collapse of a Mahlo cardinal, every projective set is weakly Ramsey. This, together with a construction of W. H. Woodin, is used to show that the Axiom of Projective Determinacy implies that every projective set is weakly Ramsey. In the case of co we prove similar results for a stronger Ramsey property. And for hereditarily indecomposable spaces we show that the Axiom of Determinacy plus the Axiom of Dependent Choices imply that every set is weakly Ramsey. These results are the generalizations to the class of projective sets of some theorems from W. T. Gowers, and our paper "Weakly Ramsey sets in Banach spaces."

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Operator spaces of Hilbertian JC∗ -triples E are considered in the light of the universal ternary ring of operators (TRO) introduced in recent work. For these operator spaces, it is shown that their triple envelope (in the sense of Hamana) is the TRO they generate, that a complete isometry between any two of them is always the restriction of a TRO isomorphism and that distinct operator space structures on a fixed E are never completely isometric. In the infinite-dimensional cases, operator space structure is shown to be characterized by severe and definite restrictions upon finite-dimensional subspaces. Injective envelopes are explicitly computed.

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Let E be an infinite dimensional complex Banach space. We prove the existence of an infinitely generated algebra, an infinite dimensional closed subspace and a dense subspace of entire functions on E whose non-zero elements are functions of unbounded type. We also show that the τδ topology on the space of all holomorphic functions cannot be obtained as a countable inductive limit of Fr´echet spaces. RESUMEN. Sea E un espacio de Banach complejo de dimensión infinita y sea H(E) el espacio de funciones holomorfas definidas en E. En el artículo se demuestra la existencia de un álgebra infinitamente generada en H(E), un subespacio vectorial en H(E) cerrado de dimensión infinita y un subespacio denso en H(E) cuyos elementos no nulos son funciones de tipo no acotado. También se demuestra que el espacio de funciones holomorfas con la topología ? no es un límite inductivo numberable de espacios de Fréchet.

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Studiamo l'operatore di Ornstein-Uhlenbeck e il semigruppo di Ornstein-Uhlenbeck in un sottoinsieme aperto convesso $\Omega$ di uno spazio di Banach separabile $X$ dotato di una misura Gaussiana centrata non degnere $\gamma$. In particolare dimostriamo la disuguaglianza di Sobolev logaritmica e la disuguaglianza di Poincaré, e grazie a queste disuguaglianze deduciamo le proprietà spettrali dell'operatore di Ornstein-Uhlenbeck. Inoltre studiamo l'equazione ellittica $\lambdau+L^{\Omega}u=f$ in $\Omega$, dove $L^\Omega$ è l'operatore di Ornstein-Uhlenbeck. Dimostriamo che per $\lambda>0$ e $f\in L^2(\Omega,\gamma)$ la soluzione debole $u$ appartiene allo spazio di Sobolev $W^{2,2}(\Omega,\gamma)$. Inoltre dimostriamo che $u$ soddisfa la condizione di Neumann nel senso di tracce al bordo di $\Omega$. Questo viene fatto finita approssimazione dimensionale.

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Let E be an infinite dimensional separable space and for e ∈ E and X a nonempty compact convex subset of E, let qX(e) be the metric antiprojection of e on X. Let n ≥ 2 be an arbitrary integer. It is shown that for a typical (in the sence of the Baire category) compact convex set X ⊂ E the metric antiprojection qX(e) has cardinality at least n for every e in a dense subset of E.

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In this paper we consider a primal-dual infinite linear programming problem-pair, i.e. LPs on infinite dimensional spaces with infinitely many constraints. We present two duality theorems for the problem-pair: a weak and a strong duality theorem. We do not assume any topology on the vector spaces, therefore our results are algebraic duality theorems. As an application, we consider transferable utility cooperative games with arbitrarily many players.

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We say that a (countably dimensional) topological vector space X is orbital if there is T∈L(X) and a vector x∈X such that X is the linear span of the orbit {Tnx:n=0,1,…}. We say that X is strongly orbital if, additionally, x can be chosen to be a hypercyclic vector for T. Of course, X can be orbital only if the algebraic dimension of X is finite or infinite countable. We characterize orbital and strongly orbital metrizable locally convex spaces. We also show that every countably dimensional metrizable locally convex space X does not have the invariant subset property. That is, there is T∈L(X) such that every non-zero x∈X is a hypercyclic vector for T. Finally, assuming the Continuum Hypothesis, we construct a complete strongly orbital locally convex space.

As a byproduct of our constructions, we determine the number of isomorphism classes in the set of dense countably dimensional subspaces of any given separable infinite dimensional Fréchet space X. For instance, in X=ℓ2×ω, there are exactly 3 pairwise non-isomorphic (as topological vector spaces) dense countably dimensional subspaces.

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An extension of the uniform invariance principle for ordinary differential equations with finite delay is developed. The uniform invariance principle allows the derivative of the auxiliary scalar function V to be positive in some bounded sets of the state space while the classical invariance principle assumes that. V <= 0. As a consequence, the uniform invariance principle can deal with a larger class of problems. The main difficulty to prove an invariance principle for functional differential equations is the fact that flows are defined on an infinite dimensional space and, in such spaces, bounded solutions may not be precompact. This difficulty is overcome by imposing the vector field taking bounded sets into bounded sets.

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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.

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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.