THE LOWER CENTRAL AND DERIVED SERIES OF THE BRAID GROUPS OF THE FINITELY-PUNCTURED SPHERE

Motivated in part by the study of Fadell-Neuwirth short exact sequences, we determine the lower central and derived series for the braid groups of the finitely-punctured sphere. For n >= 1, the class of m-string braid groups B(m)(S(2)\{x(1), ... , x(n)}) of the n-punctured sphere includes the usual Artin braid groups B(m) (for n = 1), those of the annulus, which are Artin groups of type B (for n = 2), and affine Artin groups of type (C) over tilde (for n = 3). We first consider the case n = 1. Motivated by the study of almost periodic solutions of algebraic equations with almost periodic coefficients, Gorin and Lin calculated the commutator subgroup of the Artin braid groups. We extend their results, and show that the lower central series (respectively, derived series) of B(m) is completely determined for all m is an element of N (respectively, for all m not equal 4). In the exceptional case m = 4, we obtain some higher elements of the derived series and its quotients. When n >= 2, we prove that the lower central series (respectively, derived series) of B(m)(S(2)\{x(1), ... , x(n)}) is constant from the commutator subgroup onwards for all m >= 3 (respectively, m >= 5). The case m = 1 is that of the free group of rank n - 1. The case n = 2 is of particular interest notably when m = 2 also. In this case, the commutator subgroup is a free group of infinite rank. We then go on to show that B(2)(S(2)\{x(1), x(2)}) admits various interpretations, as the Baumslag-Solitar group BS(2, 2), or as a one-relator group with non-trivial centre for example. We conclude from this latter fact that B(2)(S(2)\{x(1), x(2)}) is residually nilpotent, and that from the commutator subgroup onwards, its lower central series coincides with that of the free product Z(2) * Z. Further, its lower central series quotients Gamma(i)/Gamma(i+1) are direct sums of copies of Z(2), the number of summands being determined explicitly. In the case m >= 3 and n = 2, we obtain a presentation of the derived subgroup, from which we deduce its Abelianization. Finally, in the case n = 3, we obtain partial results for the derived series, and we prove that the lower central series quotients Gamma(i)/Gamma(i+1) are 2-elementary finitely-generated groups.

Skew-symmetric identities of octonions

Quadratic alternative superalgebras are introduced and their super-identities and central functions on one odd generator are described. As a corollary, all multilinear skew-symmetric identities and central polynomials of octonions are classified. (C) 2008 Elsevier B.V. All rights reserved.

Lie properties of crossed products

Let F-sigma(lambda)vertical bar G vertical bar be a crossed product of a group G and the field F. We study the Lie properties of F-sigma(lambda)vertical bar G vertical bar in order to obtain a characterization of those crossed products which are upper (lower) Lie nilpotent and Lie (n, m)-Engel. (C) 2008 Elsevier Inc. All rights reserved.

On spectra of abelian group rings

In this paper we study the spectrum of integral group rings of finitely generated abelian groups G from the scheme-theoretic viewpoint. We prove that the (closed) singular points of Spec Z[G], the (closed) intersection points of the irreducible components of Spec Z[G] and the (closed) points over the prime divisors of vertical bar t(G)vertical bar coincide. We also determine the formal completion of Spec Z[G] at a singular point.

REIDEMEISTER SPECTRUM FOR METABELIAN GROUPS OF THE FORM Q(n) x Z AND Z[1/p](n) x Z, p PRIME

In this paper, we study the Reidemeister spectrum for metabelian groups of the form Q(n) x Z and Z[1/p](n) x Z. Particular attention is given to the R(infinity)-property of a subfamily of these groups.

ON SPECIALITY OF BINARY-LIE ALGEBRAS

In the present work, binary-Lie, assocyclic, and binary (-1,1) algebras are studied. We prove that, for every assocyclic algebra A, the algebra A(-) is binary-Lie. We find a simple non-Malcev binary-Lie superalgebra T that cannot be embedded in A(-s) for an assocyclic superalgebra A. We use the Grassmann envelope of T to prove the similar result for algebras. This solve negatively a problem by Filippov (see [1, Problem 2.108]). Finally, we prove that the superalgebra T is isomorphic to the commutator superalgebra A(-s) for a simple binary (-1,1) superalgebra A.

Minimal Lagrangian surfaces in the tangent bundle of a Riemannian surface

Given an oriented Riemannian surface (Sigma, g), its tangent bundle T Sigma enjoys a natural pseudo-Kahler structure, that is the combination of a complex structure 2, a pseudo-metric G with neutral signature and a symplectic structure Omega. We give a local classification of those surfaces of T Sigma which are both Lagrangian with respect to Omega and minimal with respect to G. We first show that if g is non-flat, the only such surfaces are affine normal bundles over geodesics. In the flat case there is, in contrast, a large set of Lagrangian minimal surfaces, which is described explicitly. As an application, we show that motions of surfaces in R(3) or R(1)(3) induce Hamiltonian motions of their normal congruences, which are Lagrangian surfaces in TS(2) or TH(2) respectively. We relate the area of the congruence to a second-order functional F = f root H(2) - K dA on the original surface. (C) 2010 Elsevier B.V. All rights reserved.

Partial projective representations and partial actions

The concept of a partial projective representation of a group is introduced and studied. The interaction with partial actions is explored. It is shown that the factor sets of partial projective representations over a field K are exactly the K-valued twistings of crossed products by partial actions. (C) 2009 Elsevier B.V. All rights reserved.

Associated Family of G-Structure Preserving Minimal Immersions in Semi-Riemannian Manifolds

We prove the existence of an associated family of G-structure preserving minimal immersions into semi-Riemannian manifolds endowed with a compatible infinitesimally homogeneous G-structure. We will study in more details minimal embeddings into product of space forms.

Optical Characterization and Optimization of Display Components : Some Applications to Liquid-Crystal-Based and Electrochromics-Based Devices

This dissertation is focused on theoretical and experimental studies of optical properties of materials and multilayer structures composing liquid crystal displays (LCDs) and electrochromic (EC) devices. By applying spectroscopic ellipsometry, we have determined the optical constants of thin films of electrochromic tungsten oxide (WOx) and nickel oxide (NiOy), the films’ thickness and roughness. These films, which were obtained at spattering conditions possess high transmittance that is important for achieving good visibility and high contrast in an EC device. Another application of the general spectroscopic ellipsometry relates to the study of a photo-alignment layer of a mixture of azo-dyes SD-1 and SDA-2. We have found the optical constants of this mixture before and after illuminating it by polarized UV light. The results obtained confirm the diffusion model to explain the formation of the photo-induced order in azo-dye films. We have developed new techniques for fast characterization of twisted nematic LC cells in transmissive and reflective modes. Our techniques are based on the characteristics functions that we have introduced for determination of parameters of non-uniform birefringent media. These characteristic functions are found by simple procedures and can be utilised for simultaneous determination of retardation, its wavelength dispersion, and twist angle, as well as for solving associated optimization problems. Cholesteric LCD that possesses some unique properties, such as bistability and good selective scattering, however, has a disadvantage – relatively high driving voltage (tens of volts). The way we propose to reduce the driving voltage consists of applying a stack of thin (~1µm) LC layers. We have studied the ability of a layer of a surface stabilized ferroelectric liquid crystal coupled with several retardation plates for birefringent color generation. We have demonstrated that in order to accomplish good color characteristics and high brightness of the display, one or two retardation plates are sufficient.

Term structure dynamics and no-arbitrage under the Taylor rule

A determinação da taxa de juros estrutura a termo é um dos temas principais da gestão de ativos financeiros. Considerando a grande importância dos ativos financeiros para a condução das políticas econômicas, é fundamental para compreender a estrutura que é determinado. O principal objetivo deste estudo é estimar a estrutura a termo das taxas de juros brasileiras, juntamente com taxa de juros de curto prazo. A estrutura a termo será modelado com base em um modelo com uma estrutura afim. A estimativa foi feita considerando a inclusão de três fatores latentes e duas variáveis ​​macroeconômicas, através da técnica Bayesiana da Cadeia de Monte Carlo Markov (MCMC).

Essays in macroeconomics and public finance

Esta tese dedica-se ao estudo dos sistemas tributários. Eu investigo como um sistema tributário afeta as escolhas dos indivíduos e consequentemente os recursos do país. Eu mostro como um sistema tributário induz as escolhas das pessoas, determinado assim as alocações de trabalho, produto e consumo da economia. No primeiro e segundo capítulo eu examino a taxação sobre os indivíduos, enquanto que no terceiro e quarto capítulos analiso a incidîncia tributária sobre os diferentes agentes da sociedade. No capítulo um, eu examino o sistema tributário ótimo, seguindo Mirrlees (1971) e Saez (2001). Eu mostro como seria este sistema tributário no Brasil, país com profunda desigualdade de renda entre os indivíduos. Ademais, eu investigo o sistema tributário afim, considerado uma alternativa entre os sistemas atual e o ótimo. No segundo capítulo eu analiso o sistema tributário conhecido como sacríficio igual. Mostro como o sistema tribuária derivado por Young (1987), redesenhado por Berliant and Gouveia (1993), se comporta no teste de eficiência derivado por Werning (2007). No terceiro e quarto capítulo eu examino como propostas de reforma tribuária afetariam a economia brasileira. No capítulo três investigo como uma reforma tributária atingiria as diferentes classes socias. No capítulo quatro, eu estudo as melhores direções para uma reforma tributária no Brasil, mostrando qual arranjo de impostos é menos ineficiente para o país. Por fim, investigo os efeitos de duas propostas de reforma tributária sobre a economia brasileira. Explicito quais os ganhos de produto e bem estar de cada proposta. Dedico especial atenção aos ganhos/perdas de curto prazo, pois estes podem inviabilizar uma reforma tributária, mesmo esta gerando ganhos de longo prazo.

Ensaios sobre a estrutura a termo da taxa de juros

Esta tese é composta de três artigos que analisam a estrutura a termo das taxas de juros usando diferentes bases de dados e modelos. O capítulo 1 propõe um modelo paramétrico de taxas de juros que permite a segmentação e choques locais na estrutura a termo. Adotando dados do tesouro americano, duas versões desse modelo segmentado são implementadas. Baseado em uma sequência de 142 experimentos de previsão, os modelos propostos são comparados à benchmarks e concluí-se que eles performam melhor nos resultados das previsões fora da amostra, especialmente para as maturidades curtas e para o horizonte de previsão de 12 meses. O capítulo 2 acrescenta restrições de não arbitragem ao estimar um modelo polinomial gaussiano dinâmico de estrutura a termo para o mercado de taxas de juros brasileiro. Esse artigo propõe uma importante aproximação para a série temporal dos fatores de risco da estrutura a termo, que permite a extração do prêmio de risco das taxas de juros sem a necessidade de otimização de um modelo dinâmico completo. Essa metodologia tem a vantagem de ser facilmente implementada e obtém uma boa aproximação para o prêmio de risco da estrutura a termo, que pode ser usada em diferentes aplicações. O capítulo 3 modela a dinâmica conjunta das taxas nominais e reais usando um modelo afim de não arbitagem com variáveis macroeconômicas para a estrutura a termo, afim de decompor a diferença entre as taxas nominais e reais em prêmio de risco de inflação e expectativa de inflação no mercado americano. Uma versão sem variáveis macroeconômicas e uma versão com essas variáveis são implementadas e os prêmios de risco de inflação obtidos são pequenos e estáveis no período analisado, porém possuem diferenças na comparação dos dois modelos analisados.

Do options contain information about excess bond returns ?

There is strong empirical evidence that risk premia in long-term interest rates are time-varying. These risk premia critically depend on interest rate volatility, yet existing research has not examined the im- pact of time-varying volatility on excess returns for long-term bonds. To address this issue, we incorporate interest rate option prices, which are very sensitive to interest rate volatility, into a dynamic model for the term structure of interest rates. We estimate three-factor affine term structure models using both swap rates and interest rate cap prices. When we incorporate option prices, the model better captures interest rate volatility and is better able to predict excess returns for long-term swaps over short-term swaps, both in- and out-of-sample. Our results indicate that interest rate options contain valuable infor- mation about risk premia and interest rate dynamics that cannot be extracted from interest rates alone.

A systematic component of the jump-risk premium in an AJD model

We develop an affine jump diffusion (AJD) model with the jump-risk premium being determined by both idiosyncratic and systematic sources of risk. While we maintain the classical affine setting of the model, we add a finite set of new state variables that affect the paths of the primitive, under both the actual and the risk-neutral measure, by being related to the primitive's jump process. Those new variables are assumed to be commom to all the primitives. We present simulations to ensure that the model generates the volatility smile and compute the "discounted conditional characteristic function'' transform that permits the pricing of a wide range of derivatives.