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.

On the strong uniqueness of some finite dimensional Dirichlet operators

We prove essential self-adjointness of a class of Dirichlet operators in ℝn using the hyperbolic equation approach. This method allows one to prove essential self-adjointness under minimal conditions on the logarithmic derivative of the density and a condition of Muckenhoupt type on the density itself.

On a Gromoll-Meyer type theorem in globally hyperbolic stationary spacetimes

Following the lines of the celebrated Riemannian result of Gromoll and Meyer, we use infinite dimensional equivariant Morse theory to establish the existence of infinitely many geometrically distinct closed geodesics in a class of globally hyperbolic stationary Lorentzian manifolds.

On the manifold structure of the set of unparameterized embeddings with low regularity

Given manifolds M and N, with M compact, we study the geometrical structure of the space of embeddings of M into N, having less regularity than C(infinity) quotiented by the group of diffeomorphisms of M.

On Ponzi schemes in infinite horizon collateralized economies with default penalties

Araujo, Páscoa and Torres-Martínez (2002) showed that, without imposing any debt constraint, Ponzi schemes are ruled out in infinite horizon economies with limited commitment when collateral is the only mechanism that partially secures loans. Páscoa and Seghir (2009) presented two examples in which they argued that Ponzi schemes may reappear if, additionally to the seizure of the collateral, there are sufficiently harsh default penalties assessed (directly in terms of utility) against the defaulters. Moreover, they claimed that if default penalties are moderate then Ponzi schemes are ruled out and existence of a competitive equilibrium is restored. This paper questions the validity of the claims made in Páscoa and Seghir (2009). First, we show that it is not true that harsh default penalties lead to Ponzi schemes in the examples they have proposed. A competitive equilibrium with no trade can be supported due to unduly pessimistic expectations on asset deliveries. We subsequently refine the equilibrium concept in the spirit of Dubey, Geanakoplos and Shubik (2005) in order to rule out spurious inactivity on asset markets due to irrational expectations. Our second contribution is to provide a specific example of an economy with moderate default penalties in which Ponzi schemes reappear when overpessimistic beliefs on asset deliveries are ruled out. Our finding shows that, contrary to what is claimed by Páscoa and Seghir (2009), moderate default penalties do not always prevent agents to run a Ponzi scheme.

Studies in non-Gaussian analysis

This thesis presents general methods in non-Gaussian analysis in infinite dimensional spaces. As main applications we study Poisson and compound Poisson spaces. Given a probability measure μ on a co-nuclear space, we develop an abstract theory based on the generalized Appell systems which are bi-orthogonal. We study its properties as well as the generated Gelfand triples. As an example we consider the important case of Poisson measures. The product and Wick calculus are developed on this context. We provide formulas for the change of the generalized Appell system under a transformation of the measure. The L² structure for the Poisson measure, compound Poisson and Gamma measures are elaborated. We exhibit the chaos decomposition using the Fock isomorphism. We obtain the representation of the creation, annihilation operators. We construct two types of differential geometry on the configuration space over a differentiable manifold. These two geometries are related through the Dirichlet forms for Poisson measures as well as for its perturbations. Finally, we construct the internal geometry on the compound configurations space. In particular, the intrinsic gradient, the divergence and the Laplace-Beltrami operator. As a result, we may define the Dirichlet forms which are associated to a diffusion process. Consequently, we obtain the representation of the Lie algebra of vector fields with compact support. All these results extends directly for the marked Poisson spaces.

A model for Hopfions on the space-time S(3)xR

We construct static and time dependent exact soliton solutions for a theory of scalar fields taking values on a wide class of two dimensional target spaces, and defined on the four dimensional space-time S-3 X R. The construction is based on an ansatz built out of special coordinates on S3. The requirement for finite energy introduce boundary conditions that determine an infinite discrete spectrum of frequencies for the oscillating solutions. For the case where the target space is the sphere S-2, we obtain static soliton solutions with nontrivial Hopf topological charges. In addition, such Hopfions can oscillate in time, preserving their topological Hopf charge, with any of the frequencies belonging to that infinite discrete spectrum. (C) 2005 American Institute of Physics.

Bayesian Analysis of Linear Inverse Problems with Applications in Economics and Finance

In my PhD thesis I propose a Bayesian nonparametric estimation method for structural econometric models where the functional parameter of interest describes the economic agent's behavior. The structural parameter is characterized as the solution of a functional equation, or by using more technical words, as the solution of an inverse problem that can be either ill-posed or well-posed. From a Bayesian point of view, the parameter of interest is a random function and the solution to the inference problem is the posterior distribution of this parameter. A regular version of the posterior distribution in functional spaces is characterized. However, the infinite dimension of the considered spaces causes a problem of non continuity of the solution and then a problem of inconsistency, from a frequentist point of view, of the posterior distribution (i.e. problem of ill-posedness). The contribution of this essay is to propose new methods to deal with this problem of ill-posedness. The first one consists in adopting a Tikhonov regularization scheme in the construction of the posterior distribution so that I end up with a new object that I call regularized posterior distribution and that I guess it is solution of the inverse problem. The second approach consists in specifying a prior distribution on the parameter of interest of the g-prior type. Then, I detect a class of models for which the prior distribution is able to correct for the ill-posedness also in infinite dimensional problems. I study asymptotic properties of these proposed solutions and I prove that, under some regularity condition satisfied by the true value of the parameter of interest, they are consistent in a "frequentist" sense. Once I have set the general theory, I apply my bayesian nonparametric methodology to different estimation problems. First, I apply this estimator to deconvolution and to hazard rate, density and regression estimation. Then, I consider the estimation of an Instrumental Regression that is useful in micro-econometrics when we have to deal with problems of endogeneity. Finally, I develop an application in finance: I get the bayesian estimator for the equilibrium asset pricing functional by using the Euler equation defined in the Lucas'(1978) tree-type models.

Pseudodifferential operators on Hilbert space riggings with associated psi *-algebras and generalized Hörmander classes

The present thesis is concerned with certain aspects of differential and pseudodifferential operators on infinite dimensional spaces. We aim to generalize classical operator theoretical concepts of pseudodifferential operators on finite dimensional spaces to the infinite dimensional case. At first we summarize some facts about the canonical Gaussian measures on infinite dimensional Hilbert space riggings. Considering the naturally unitary group actions in $L^2(H_-,gamma)$ given by weighted shifts and multiplication with $e^{iSkp{t}{cdot}_0}$ we obtain an unitary equivalence $F$ between them. In this sense $F$ can be considered as an abstract Fourier transform. We show that $F$ coincides with the Fourier-Wiener transform. Using the Fourier-Wiener transform we define pseudodifferential operators in Weyl- and Kohn-Nirenberg form on our Hilbert space rigging. In the case of this Gaussian measure $gamma$ we discuss several possible Laplacians, at first the Ornstein-Uhlenbeck operator and then pseudo-differential operators with negative definite symbol. In the second case, these operators are generators of $L^2_gamma$-sub-Markovian semi-groups and $L^2_gamma$-Dirichlet-forms. In 1992 Gramsch, Ueberberg and Wagner described a construction of generalized Hörmander classes by commutator methods. Following this concept and the classical finite dimensional description of $Psi_{ro,delta}^0$ ($0leqdeltaleqroleq 1$, $delta< 1$) in the $C^*$-algebra $L(L^2)$ by Beals and Cordes we construct in both cases generalized Hörmander classes, which are $Psi^*$-algebras. These classes act on a scale of Sobolev spaces, generated by our Laplacian. In the case of the Ornstein-Uhlenbeck operator, we prove that a large class of continuous pseudodifferential operators considered by Albeverio and Dalecky in 1998 is contained in our generalized Hörmander class. Furthermore, in the case of a Laplacian with negative definite symbol, we develop a symbolic calculus for our operators. We show some Fredholm-criteria for them and prove that these Fredholm-operators are hypoelliptic. Moreover, in the finite dimensional case, using the Gaussian-measure instead of the Lebesgue-measure the index of these Fredholm operators is still given by Fedosov's formula. Considering an infinite dimensional Heisenberg group rigging we discuss the connection of some representations of the Heisenberg group to pseudo-differential operators on infinite dimensional spaces. We use this connections to calculate the spectrum of pseudodifferential operators and to construct generalized Hörmander classes given by smooth elements which are spectrally invariant in $L^2(H_-,gamma)$. Finally, given a topological space $X$ with Borel measure $mu$, a locally compact group $G$ and a representation $B$ of $G$ in the group of all homeomorphisms of $X$, we construct a Borel measure $mu_s$ on $X$ which is invariant under $B(G)$.

Training selective use of a complex categorisation strategy

The present study aims to encourage selective use of a complex categorisation strategy. More specifically, participants will be trained to use a two dimensional strategy in one region of category space and a more complex three-dimensional strategy in another region of category space. In the 2–3 conditions, participants will be presented with stimuli requiring the two-dimensional strategy in the first phase of training and the three-dimensional strategy in the second phase of training. In the 3-2 conditions, participants will be presented with stimuli requiring the three-dimensional strategy in the first phase of training and the two-dimensional strategy in the second phase of training. The main dependent measure will be performance on exceptions to the two-dimensional strategy. If participants learn to selectively use the three-dimensional strategy, then we expect them to correctly classify novel exceptions that occur in the three-dimensional region of the category space and incorrectly classify novel exceptions that occur in the two-dimensional region of the category space.

Gaussian regression and optimal finite dimensional linear models

The problem of regression under Gaussian assumptions is treated generally. The relationship between Bayesian prediction, regularization and smoothing is elucidated. The ideal regression is the posterior mean and its computation scales as O(n³), where n is the sample size. We show that the optimal m-dimensional linear model under a given prior is spanned by the first m eigenfunctions of a covariance operator, which is a trace-class operator. This is an infinite dimensional analogue of principal component analysis. The importance of Hilbert space methods to practical statistics is also discussed.

Numerical invariants for measurable cocycles

The theory of numerical invariants for representations can be generalized to measurable cocycles. This provides a natural notion of maximality for cocycles associated to complex hyperbolic lattices with values in groups of Hermitian type. Among maximal cocycles, the class of Zariski dense ones turns out to have a rigid behavior. An alternative implementation of numerical invariants can be given by using equivariant maps at the level of boundaries and by exploiting the Burger-Monod approach to bounded cohomology. Due to their crucial role in this theory, we prove existence results in two different contexts. Precisely, we construct boundary maps for non-elementary cocycles into the isometry group of CAT(0)-spaces of finite telescopic dimension and for Zariski dense cocycles into simple Lie groups. Then we approach numerical invariants. Our first goal is to study cocycles from complex hyperbolic lattices into the Hermitian group SU(p,q). Following the theory recently developed by Moraschini and Savini, we define the Toledo invariant by using the pullback along cocycles, also by involving boundary maps. For cocycles Γ × X → SU(p,q) with 1infinite dimensional version of PU(p,q). We show that maximal cocycles are reducible, namely that, modulo cohomology, their image is contained in a finite dimensional algebraic subgroup of PU(p,∞). Finally, we classify Zariski dense measurable cocycles Γ × X → G from finitely generated groups into Hermitian groups not of tube-type. Precisely, we show that the pullback of the Kahler class completely determines the cohomology class of such cocycles.

DJKM ALGEBRAS I: THEIR UNIVERSAL CENTRAL EXTENSION

The purpose of this paper is to explicitly describe in terms of generators and relations the universal central extension of the infinite dimensional Lie algebra, g circle times C[t, t(-1), u vertical bar u(2) = (t(2) - b(2))(t(2) - c(2))], appearing in the work of Date, Jimbo, Kashiwara and Miwa in their study of integrable systems arising from the Landau-Lifshitz differential equation.

INTEGRABLE MODULES FOR AFFINE LIE SUPERALGEBRAS

Irreducible nonzero level modules with finite-dimensional weight spaces are discussed for nontwisted affine Lie superalgebras. A complete classification of such modules is obtained for superalgebras of type A(m, n)(boolean AND) and C(n)(boolean AND) using Mathieu's classification of cuspidal modules over simple Lie algebras. In other cases the classification problem is reduced to the classification of cuspidal modules over finite-dimensional cuspidal Lie superalgebras described by Dimitrov, Mathieu and Penkov. Based on these results a. complete classification of irreducible integrable (in the sense of Kac and Wakimoto) modules is obtained by showing that any such module is of highest weight, in which case the problem was solved by Kac and Wakimoto.

Induced Modules for Affine Lie Algebras

We study induced modules of nonzero central charge with arbitrary multiplicities over affine Lie algebras. For a given pseudo parabolic subalgebra P of an affine Lie algebra G, our main result establishes the equivalence between a certain category of P-induced G-modules and the category of weight P-modules with injective action of the central element of G. In particular, the induction functor preserves irreducible modules. If P is a parabolic subalgebra with a finite-dimensional Levi factor then it defines a unique pseudo parabolic subalgebra P(ps), P subset of P(ps). The structure of P-induced modules in this case is fully determined by the structure of P(ps)-induced modules. These results generalize similar reductions in particular cases previously considered by V. Futorny, S. Konig, V. Mazorchuk [Forum Math. 13 (2001), 641-661], B. Cox [Pacific J. Math. 165 (1994), 269-294] and I. Dimitrov, V. Futorny, I. Penkov [Comm. Math. Phys. 250 (2004), 47-63].