Charakterisierung und Konvergenz mehrdimensionaler kontinuierlicher Verzweigungsprozesse

In dieser Arbeit wird eine Klasse von stochastischen Prozessen untersucht, die eine abstrakte Verzweigungseigenschaft besitzen. Die betrachteten Prozesse sind homogene Markov-Prozesse in stetiger Zeit mit Zuständen im mehrdimensionalen reellen Raum und dessen Ein-Punkt-Kompaktifizierung. Ausgehend von Minimalforderungen an die zugehörige Übergangsfunktion wird eine vollständige Charakterisierung der endlichdimensionalen Verteilungen mehrdimensionaler kontinuierlicher Verzweigungsprozesse vorgenommen. Mit Hilfe eines erweiterten Laplace-Kalküls wird gezeigt, dass jeder solche Prozess durch eine bestimmte spektral positive unendlich teilbare Verteilung eindeutig bestimmt ist. Umgekehrt wird nachgewiesen, dass zu jeder solchen unendlich teilbaren Verteilung ein zugehöriger Verzweigungsprozess konstruiert werden kann. Mit Hilfe der allgemeinen Theorie Markovscher Operatorhalbgruppen wird sichergestellt, dass jeder mehrdimensionale kontinuierliche Verzweigungsprozess eine Version mit Pfaden im Raum der cadlag-Funktionen besitzt. Ferner kann die (funktionale) schwache Konvergenz der Prozesse auf die vage Konvergenz der zugehörigen Charakterisierungen zurückgeführt werden. Hieraus folgen allgemeine Approximations- und Konvergenzsätze für die betrachtete Klasse von Prozessen. Diese allgemeinen Resultate werden auf die Unterklasse der sich verzweigenden Diffusionen angewendet. Es wird gezeigt, dass für diese Prozesse stets eine Version mit stetigen Pfaden existiert. Schließlich wird die allgemeinste Form der Fellerschen Diffusionsapproximation für mehrtypige Galton-Watson-Prozesse bewiesen.

Pseudodifferentialoperatoren mit nichtregulären banachraumwertigen Symbolen

Untersucht werden in der vorliegenden Arbeit Versionen des Satzes von Michlin f¨r Pseudodiffe- u rentialoperatoren mit nicht-regul¨ren banachraumwertigen Symbolen und deren Anwendungen a auf die Erzeugung analytischer Halbgruppen von solchen Operatoren auf vektorwertigen Sobo- levr¨umen Wp (Rn

Spectral theory of differential operators on finite metric graphs and on bounded domains

Die vorliegende Arbeit widmet sich der Spektraltheorie von Differentialoperatoren auf metrischen Graphen und von indefiniten Differentialoperatoren auf beschränkten Gebieten. Sie besteht aus zwei Teilen. Im Ersten werden endliche, nicht notwendigerweise kompakte, metrische Graphen und die Hilberträume von quadratintegrierbaren Funktionen auf diesen betrachtet. Alle quasi-m-akkretiven Laplaceoperatoren auf solchen Graphen werden charakterisiert, und Abschätzungen an die negativen Eigenwerte selbstadjungierter Laplaceoperatoren werden hergeleitet. Weiterhin wird die Wohlgestelltheit eines gemischten Diffusions- und Transportproblems auf kompakten Graphen durch die Anwendung von Halbgruppenmethoden untersucht. Eine Verallgemeinerung des indefiniten Operators $-tfrac{d}{dx}sgn(x)tfrac{d}{dx}$ von Intervallen auf metrische Graphen wird eingeführt. Die Spektral- und Streutheorie der selbstadjungierten Realisierungen wird detailliert besprochen. Im zweiten Teil der Arbeit werden Operatoren untersucht, die mit indefiniten Formen der Art $langlegrad v, A(cdot)grad urangle$ mit $u,vin H_0^1(Omega)subset L^2(Omega)$ und $OmegasubsetR^d$ beschränkt, assoziiert sind. Das Eigenwertverhalten entspricht in Dimension $d=1$ einer verallgemeinerten Weylschen Asymptotik und für $dgeq 2$ werden Abschätzungen an die Eigenwerte bewiesen. Die Frage, wann indefinite Formmethoden für Dimensionen $dgeq 2$ anwendbar sind, bleibt offen und wird diskutiert.

The Feynman-Kac formula and applications to PDEs

The thesis presents a probabilistic approach to the theory of semigroups of operators, with particular attention to the Markov and Feller semigroups. The first goal of this work is the proof of the fundamental Feynman-Kac formula, which gives the solution of certain parabolic Cauchy problems, in terms of the expected value of the initial condition computed at the associated stochastic diffusion processes. The second target is the characterization of the principal eigenvalue of the generator of a semigroup with Markov transition probability function and of second order elliptic operators with real coefficients not necessarily self-adjoint. The thesis is divided into three chapters. In the first chapter we study the Brownian motion and some of its main properties, the stochastic processes, the stochastic integral and the Itô formula in order to finally arrive, in the last section, at the proof of the Feynman-Kac formula. The second chapter is devoted to the probabilistic approach to the semigroups theory and it is here that we introduce Markov and Feller semigroups. Special emphasis is given to the Feller semigroup associated with the Brownian motion. The third and last chapter is divided into two sections. In the first one we present the abstract characterization of the principal eigenvalue of the infinitesimal generator of a semigroup of operators acting on continuous functions over a compact metric space. In the second section this approach is used to study the principal eigenvalue of elliptic partial differential operators with real coefficients. At the end, in the appendix, we gather some of the technical results used in the thesis in more details. Appendix A is devoted to the Sion minimax theorem, while in appendix B we prove the Chernoff product formula for not necessarily self-adjoint operators.

Large deviations for heavy-tailed random elements in convex cones

We prove large deviation results for sums of heavy-tailed random elements in rather general convex cones being semigroups equipped with a rescaling operation by positive real numbers. In difference to previous results for the cone of convex sets, our technique does not use the embedding of cones in linear spaces. Examples include the cone of convex sets with the Minkowski addition, positive half-line with maximum operation and the family of square integrable functions with arithmetic addition and argument rescaling.

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.

Sheaf representations of MV-algebras and lattice-ordered abelian groups via duality

We study representations of MV-algebras -- equivalently, unital lattice-ordered abelian groups -- through the lens of Stone-Priestley duality, using canonical extensions as an essential tool. Specifically, the theory of canonical extensions implies that the (Stone-Priestley) dual spaces of MV-algebras carry the structure of topological partial commutative ordered semigroups. We use this structure to obtain two different decompositions of such spaces, one indexed over the prime MV-spectrum, the other over the maximal MV-spectrum. These decompositions yield sheaf representations of MV-algebras, using a new and purely duality-theoretic result that relates certain sheaf representations of distributive lattices to decompositions of their dual spaces. Importantly, the proofs of the MV-algebraic representation theorems that we obtain in this way are distinguished from the existing work on this topic by the following features: (1) we use only basic algebraic facts about MV-algebras; (2) we show that the two aforementioned sheaf representations are special cases of a common result, with potential for generalizations; and (3) we show that these results are strongly related to the structure of the Stone-Priestley duals of MV-algebras. In addition, using our analysis of these decompositions, we prove that MV-algebras with isomorphic underlying lattices have homeomorphic maximal MV-spectra. This result is an MV-algebraic generalization of a classical theorem by Kaplansky stating that two compact Hausdorff spaces are homeomorphic if, and only if, the lattices of continuous [0, 1]-valued functions on the spaces are isomorphic.

Exact Unification and Admissibility

A new hierarchy of "exact" unification types is introduced, motivated by the study of admissible rules for equational classes and non-classical logics. In this setting, unifiers of identities in an equational class are preordered, not by instantiation, but rather by inclusion over the corresponding sets of unified identities. Minimal complete sets of unifiers under this new preordering always have a smaller or equal cardinality than those provided by the standard instantiation preordering, and in significant cases a dramatic reduction may be observed. In particular, the classes of distributive lattices, idempotent semigroups, and MV-algebras, which all have nullary unification type, have unitary or finitary exact type. These results are obtained via an algebraic interpretation of exact unification, inspired by Ghilardi's algebraic approach to equational unification.

A continuous model for quasinilpotent operators.

A classical result due to Foias and Pearcy establishes a discrete model for every quasinilpotent operator acting on a separable, infinite-dimensional complex Hilbert space HH . More precisely, given a quasinilpotent operator T on HH , there exists a compact quasinilpotent operator K in HH such that T is similar to a part of K⊕K⊕⋯⊕K⊕⋯K⊕K⊕⋯⊕K⊕⋯ acting on the direct sum of countably many copies of HH . We show that a continuous model for any quasinilpotent operator can be provided. The consequences of such a model will be discussed in the context of C0C0 -semigroups of quasinilpotent operators.

Existence and uniqueness of Q-processes with a given finite μ-invariant measure

Let Q be a stable and conservative Q-matrix over a countable state space S consisting of an irreducible class C and a single absorbing state 0 that is accessible from C. Suppose that Q admits a finite mu-subinvariant measure in on C. We derive necessary and sufficient conditions for there to exist a Q-process for which m is mu-invariant on C, as well as a necessary condition for the uniqueness of such a process.

On the efficiency of some finite groups

We describe a new technique for finding efficient presentations for finite groups. We use it to answer three previously unresolved questions about the efficiency of group and semigroup presentations.

Uniqueness criteria for continuous-time Markov chains with general transition structures

We derive necessary and sufficient conditions for the existence of bounded or summable solutions to systems of linear equations associated with Markov chains. This substantially extends a famous result of G. E. H. Reuter, which provides a convenient means of checking various uniqueness criteria for birth-death processes. Our result allows chains with much more general transition structures to be accommodated. One application is to give a new proof of an important result of M. F. Chen concerning upwardly skip-free processes. We then use our generalization of Reuter's lemma to prove new results for downwardly skip-free chains, such as the Markov branching process and several of its many generalizations. This permits us to establish uniqueness criteria for several models, including the general birth, death, and catastrophe process, extended branching processes, and asymptotic birth-death processes, the latter being neither upwardly skip-free nor downwardly skip-free.

Fractional Powers of Almost Non-Negative Operators

Mathematics Subject Classification: Primary 47A60, 47D06.

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.

Regular homomorphisms of minimal sets

The classification of minimal sets is a central theme in abstract topological dynamics. Recently this work has been strengthened and extended by consideration of homomorphisms. Background material is presented in Chapter I. Given a flow on a compact Hausdorff space, the action extends naturally to the space of closed subsets, taken with the Hausdorff topology. These hyperspaces are discussed and used to give a new characterization of almost periodic homomorphisms. Regular minimal sets may be described as minimal subsets of enveloping semigroups. Regular homomorphisms are defined in Chapter II by extending this notion to homomorphisms with minimal range. Several characterizations are obtained. In Chapter III, some additional results on homomorphisms are obtained by relativizing enveloping semigroup notions. In Veech's paper on point distal flows, hyperspaces are used to associate an almost one-to-one homomorphism with a given homomorphism of metric minimal sets. In Chapter IV, a non-metric generalization of this construction is studied in detail using the new notion of a highly proximal homomorphism. An abstract characterization is obtained, involving only the abstract properties of homomorphisms. A strengthened version of the Veech Structure Theorem for point distal flows is proved. In Chapter V, the work in the earlier chapters is applied to the study of homomorphisms for which the almost periodic elements of the associated hyperspace are all finite. In the metric case, this is equivalent to having at least one fiber finite. Strong results are obtained by first assuming regularity, and then assuming that the relative proximal relation is closed as well.