Uniqueness of the Embedding Continuous Convolution Semigroup of a Gaussian Probability Measure on the Affine Group and an Application in Mathematical Finance

Let {μ(i)t}t≥0 ( i=1,2 ) be continuous convolution semigroups (c.c.s.) of probability measures on Aff(1) (the affine group on the real line). Suppose that μ(1)1=μ(2)1 . Assume furthermore that {μ(1)t}t≥0 is a Gaussian c.c.s. (in the sense that its generating distribution is a sum of a primitive distribution and a second-order differential operator). Then μ(1)t=μ(2)t for all t≥0 . We end up with a possible application in mathematical finance.

4-Engel groups are locally nilpotent

Questions about nilpotency of groups satisfying Engel conditions have been considered since 1936, when Zorn proved that finite Engel groups are nilpotent. We prove that 4-Engel groups are locally nilpotent. Our proof makes substantial use of both hand and machine calculations.

Groups with the Minimal Condition on Non-“Nilpotent-by-Finite” Subgroups

We characterize the groups which do not have non-trivial perfect sections and such that any strictly descending chain of non-“nilpotent-by-finite” subgroups is finite.

Comparing Entire Prototypes at Semigroup Homomorphisms and Specifically at Regular Languages Substitutions

The following statements are proven: A correspondence of a semigroup in another one is a homomorphism if and only if when the entire prototype of the product of images contains (always) the product of their entire prototypes. The Kleene closure of the maximal rewriting of a regular language at a regular language substitution contains in the maximal rewriting of the Kleene closure of the initial regular language at the same substitution. Let the image of the maximal rewriting of a regular language at a regular language substitution covers the entire given regular language. Then the image of any word from the maximal rewriting of the Kleene closure of the initial regular language covers by the image of a set of some words from the Kleene closure of the maximal rewriting of this given regular language everything at the same given regular language substitution. The purposefulness of the ¯rst statement is substantiated philosophically and epistemologically connected with the spirit of previous mathematical results of the author. A corollary of its is indicated about the membership problem at a regular substitution.

Triangular Models and Asymptotics of Continuous Curves with Bounded and Unbounded Semigroup Generators

2000 Mathematics Subject Classification: Primary 47A48, Secondary 60G12.

On the Semigroup of all Increasing Full Transformations

Илинка А. Димитрова - Полугрупата Tn от всички пълни преобразувания върху едно n-елементно множество е изучавана в различни аспекти ог редица автори. Обект на разглеждане в настоящата работа е полугрупата Incn състояща се от всички нарастващи пълни преобразувания. Очевидно Incn е подполугрупа на Tn. Доказано е, че всеки елемент на полугрупата Incn от ранг r може да се представи като произведение на идемпотенти от същия ранг и всеки идемпотент от ранг по-малък или равен на r може да се представи като произведение на идемпотенти от ранг r. С помощта на тези твърдения е показано, че полугрупата Incn се поражда от множеството на всички идемпотенти от ранг n − 1 и тъждественото преобразувание. Освен това е доказано, че идемпотентите от ранг n − 1 са неразложими в полугрупата Incn. В резултат на това е получено, че рангът и идемпотичниат ранг на разглежданата полугрупа са равни. Като са използвани тези твърдения е направена пълна класификация на маскималните подполугрупи на полугрупата Incn.

Classification of the Maximal Subsemigroups of the Semigroup of all Partial Order-Preserving Transformations

Илинка А. Димитрова, Цветелина Н. Младенова - Моноида P Tn от всички частични преобразования върху едно n-елементно множество относно операцията композиция на преобразования е изучаван в различни аспекти от редица автори. Едно частично преобразование α се нарича запазващо наредбата, ако от x ≤ y следва, че xα ≤ yα за всяко x, y от дефиниционното множество на α. Обект на разглеждане в настоящата работа е моноида P On състоящ се от всички частични запазващи наредбата преобразования. Очевидно P On е под-моноид на P Tn. Направена е пълна класификация на максималните подполугрупи на моноида P On. Доказано е, че съществуват пет различни вида максимални подполугрупи на разглеждания моноид. Броят на всички максимални подполугрупи на POn е точно 2^n + 2n − 2.

Normal and Normally Outer Automorphisms of Free Metabelian Nilpotent Lie Algebras

2000 Mathematics Subject Classification: 17B01, 17B30, 17B40.

On the Character of Growth of a Non-Contracting Semigroup

2000 Mathematics Subject Classification: 47A45.

Locally quasi-nilpotent elementary operators

Let A be a unital dense algebra of linear mappings on a complex vector space X. Let φ = Σⁿ _i=1 M_ai,_bi be a locally quasi-nilpotent elementary operator of length n on A. We show that, if {a1, . . . , an} is locally linearly independent, then the local dimension of V (φ) = span{b_ia_j : 1 ≤ i, j ≤ n} is at most n(n−1) 2 . If ldim V (φ) = n(n−1) 2 , then there exists a representation of φ as φ = Σⁿ _i=1 M_ui,_vi with v_iu_j = 0 for i ≥ j. Moreover, we give a complete characterization of locally quasinilpotent elementary operators of length 3.

Optimal 5-step nilpotent quadratic algebras

By the Golod–Shafarevich theorem, an associative algebra $R$ given by $n$ generators and $<n^2/3$ homogeneous quadratic relations is not 5-step nilpotent. We prove that this estimate is optimal. Namely, we show that for every positive integer $n$, there is an algebra $R$ given by $n$ generators and $\lceil n^2/3\rceil$ homogeneous quadratic relations such that $R$ is 5-step nilpotent.

Approximate solution of u'=-A2u using a relation between exp(-tA2) and exp(itA)

Let A be a positive definite operator in a Hilbert space and consider the initial value problem for u(t) = -A(2)u. Using a representation of the semigroup exp(-A(2)t) in terms of the group exp(iAt) we express u in terms of the solution of the standard heat equation w(t) = W-yy, with initial values v solving the initial value problem for v(y) = iAv. This representation is used to construct a method for approximating u in terms of approximations of v. In the case that A is a 2(nd) order elliptic operator the method is combined with finite elements in the spatial variable and then reduces the solution of the 4(th) order equation for u to that of the 2(nd) order equation for v, followed by the solution of the heat equation in one space variable.

Tannakian Formalism Applied to the Category of Mixed Hodge Structures

Many problems in analysis have been solved using the theory of Hodge structures. P. Deligne started to treat these structures in a categorical way. Following him, we introduce the categories of mixed real and complex Hodge structures. Category of mixed Hodge structures over the field of real or complex numbers is a rigid abelian tensor category, and in fact, a neutral Tannakian category. Therefore it is equivalent to the category of representations of an affine group scheme. The direct sums of pure Hodge structures of different weights over real or complex numbers can be realized as a representation of the torus group, whose complex points is the Cartesian product of two punctured complex planes. Mixed Hodge structures turn out to consist of information of a direct sum of pure Hodge structures of different weights and a nilpotent automorphism. Therefore mixed Hodge structures correspond to the representations of certain semidirect product of a nilpotent group and the torus group acting on it.

Linear time algorithms for Abelian group isomorphism and related problems

We consider the problem of determining if two finite groups are isomorphic. The groups are assumed to be represented by their multiplication tables. We present an O(n) algorithm that determines if two Abelian groups with n elements each are isomorphic. This improves upon the previous upper bound of O(n log n) [Narayan Vikas, An O(n) algorithm for Abelian p-group isomorphism and an O(n log n) algorithm for Abelian group isomorphism, J. Comput. System Sci. 53 (1996) 1-9] known for this problem. We solve a more general problem of computing the orders of all the elements of any group (not necessarily Abelian) of size n in O(n) time. Our algorithm for isomorphism testing of Abelian groups follows from this result. We use the property that our order finding algorithm works for any group to design a simple O(n) algorithm for testing whether a group of size n, described by its multiplication table, is nilpotent. We also give an O(n) algorithm for determining if a group of size n, described by its multiplication table, is Abelian. (C) 2007 Elsevier Inc. All rights reserved.