Extensions of homogeneous polynomials ON c(0)(l(2)(i))

We show that a 2-homogeneous polynomial on the complex Banach space c(0)(l(2)(i)) is norm attaining if and only if it is finite (i.e, depends only on finite coordinates). As the consequence, we show that there exists a unique norm-preserving extension for norm-attaining 2-homogeneous polynomials on c(0)(l(2)(i)).

Affine processes, arbitrage-Free Term structures of legendre polynomials,and option pricing

Multivariate Affine term structure models have been increasingly used for pricing derivatives in fixed income markets. In these models, uncertainty of the term structure is driven by a state vector, while the short rate is an affine function of this vector. The model is characterized by a specific form for the stochastic differential equation (SDE) for the evolution of the state vector. This SDE presents restrictions on its drift term which rule out arbitrages in the market. In this paper we solve the following inverse problem: Suppose the term structure of interest rates is modeled by a linear combination of Legendre polynomials with random coefficients. Is there any SDE for these coefficients which rules out arbitrages? This problem is of particular empirical interest because the Legendre model is an example of factor model with clear interpretation for each factor, in which regards movements of the term structure. Moreover, the Affine structure of the Legendre model implies knowledge of its conditional characteristic function. From the econometric perspective, we propose arbitrage-free Legendre models to describe the evolution of the term structure. From the pricing perspective, we follow Duffie et al. (2000) in exploring Legendre conditional characteristic functions to obtain a computational tractable method to price fixed income derivatives. Closing the article, the empirical section presents precise evidence on the reward of implementing arbitrage-free parametric term structure models: The ability of obtaining a good approximation for the state vector by simply using cross sectional data.

Generalized partition function zeros of 1D spin models and their critical behavior at edge singularities

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Almost strict total positivity and a class of Hurwitz polynomials

We establish sufficient conditions for a matrix to be almost totally positive, thus extending a result of Craven and Csordas who proved that the corresponding conditions guarantee that a matrix is strictly totally positive. Then we apply our main result in order to obtain a new criteria for a real algebraic polynomial to be a Hurwitz one. The properties of the corresponding extremal Hurwitz polynomials are discussed. (C) 2004 Elsevier B.V. All rights reserved.

Some asymptotics for Sobolev orthogonal polynomials involving Gegenbauer weights

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Zeros de Polinômios Ortogonais Gerados por uma Medida Perturbada

Pós-graduação em Matematica Aplicada e Computacional - FCT

Zeros de Polinômios Perturbados

Pós-graduação em Matematica Aplicada e Computacional - FCT

Zeros de combinações lineares de polinômios

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Zeros de Polinômios Auto-Recíprocos Reais no Círculo Unitário

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Yang-Lee zeros of the two- and three-state Potts model defined on π3 Feynman diagrams

We present both analytical and numerical results on the position of partition function zeros on the complex magnetic field plane of the q=2 state (Ising) and the q=3 state Potts model defined on phi(3) Feynman diagrams (thin random graphs). Our analytic results are based on the ideas of destructive interference of coexisting phases and low temperature expansions. For the case of the Ising model, an argument based on a symmetry of the saddle point equations leads us to a nonperturbative proof that the Yang-Lee zeros are located on the unit circle, although no circle theorem is known in this case of random graphs. For the q=3 state Potts model, our perturbative results indicate that the Yang-Lee zeros lie outside the unit circle. Both analytic results are confirmed by finite lattice numerical calculations.

Generators of supersymmetric polynomials in positive characteristic

In Kantor and Trishin (1997) [3], Kantor and Trishin described the algebra of polynomial invariants of the adjoint representation of the Lie superalgebra gl(m vertical bar n) and a related algebra A, of what they called pseudosymmetric polynomials over an algebraically closed field K of characteristic zero. The algebra A(s) was investigated earlier by Stembridge (1985) who in [9] called the elements of A(s) supersymmetric polynomials and determined generators of A(s). The case of positive characteristic p of the ground field K has been recently investigated by La Scala and Zubkov (in press) in [6]. We extend their work and give a complete description of generators of polynomial invariants of the adjoint action of the general linear supergroup GL(m vertical bar n) and generators of A(s).

Zeros of Weakly Holomorphic Modular Forms of Levels 2 and 3

Let M-k(#)(N) be the space of weakly holomorphic modular forms for Gamma(0)(N) that are holomorphic at all cusps except possibly at infinity. We study a canonical basis for M-k(#)(2) and M-k(#)(3) and prove that almost all modular forms in this basis have the property that the majority of their zeros in a fundamental domain lie on a lower boundary arc of the fundamental domain.

Direct and Inverse Results on Row Sequences of Hermite-Pad, Approximants

We give necessary and sufficient conditions for the convergence with geometric rate of the common denominators of simultaneous rational interpolants with a bounded number of poles. The conditions are expressed in terms of intrinsic properties of the system of functions used to build the approximants. Exact rates of convergence for these denominators and the simultaneous rational approximants are provided.

A positivity result in the theory of Macdonald polynomials

We outline here a proof that a certain rational function Cn(q, t), which has come to be known as the “q, t-Catalan,” is in fact a polynomial with positive integer coefficients. This has been an open problem since 1994. Because Cn(q, t) evaluates to the Catalan number at t = q = 1, it has also been an open problem to find a pair of statistics a, b on the collection