Supermodularity and risk aversion

In this paper, we consider the relationship between supermodularity and risk aversion. We show that supermodularity of the certainty equivalent implies that the certainty equivalent of any random variable is less than its mean. We also derive conditions under which supermodularity of the certainty equivalent is equivalent to aversion to mean-preserving spreads in the sense of Rothschild and Stiglitz. (c) 2006 Elsevier B.V. All rights reserved.

Beyond Schur's Conjecture

Schur 4] conjectured that the maximum length N of consecutive quadratic nonresidues modulo a prime p is less than root p if p is large enough. This was proved by Hummel in 2003. In this note, we outline a clear improvement over Hummel's bound for p > 23.

Beyond Schur's Conjecture

Schur 4] conjectured that the maximum length N of consecutive quadratic nonresidues modulo a prime p is less than root p if p is large enough. This was proved by Hummel in 2003. In this note, we outline a clear improvement over Hummel's bound for p > 23.

On diagonal-Schur complements of block diagonally dominant matrices

It is known that the diagonal-Schur complements of strictly diagonally dominant matrices are strictly diagonally dominant matrices [J.Z. Liu, Y.Q. Huang, Some properties on Schur complements of H-matrices and diagonally dominant matrices, Linear Algebra Appl. 389 (2004) 365-380], and the same is true for nonsingular H-matrices [J.Z. Liu, J.C. Li, Z.T. Huang, X. Kong, Some properties of Schur complements and diagonal-Schur complements of diagonally dominant matrices, Linear Algebra Appl. 428 (2008) 1009-1030]. In this paper, we research the properties on diagonal-Schur complements of block diagonally dominant matrices and prove that the diagonal-Schur complements of block strictly diagonally dominant matrices are block strictly diagonally dominant matrices, and the same holds for generalized block strictly diagonally dominant matrices. (C) 2010 Elsevier Inc. All rights reserved.

Transonic Aeroelastic Stability Analysis Using a Kriging-Based Schur Complement Formulation

A method is described to allow searches for transonic aeroelastic instability of realistically sized aircraft models in multidimensional parameter spaces when computational fluid dynamics are used to model the aerodynamics. Aeroelastic instability is predicted from a small nonlinear eigenvalue problem. The approximation of the computationally expensive interaction term modeling the fluid response is formulated to allow the automated and blind search for aeroelastic instability. The approximation uses a kriging interpolation of exact numerical samples covering the parameter space. The approach, demonstrated for the Goland wing and the multidisciplinary optimization transport wing, results in stability analyses over whole flight envelopes at an equivalent cost of several steady-state simulations.

Schur multipliers of Cartan pairs

We define the Schur multipliers of a separable von Neumann algebra M with Cartan masa A, generalising the classical Schur multipliers of B(` 2 ). We characterise these as the normal A-bimodule maps on M. If M contains a direct summand isomorphic to the hyper- finite II1 factor, then we show that the Schur multipliers arising from the extended Haagerup tensor product A ⊗eh A are strictly contained in the algebra of all Schur multipliers.

Schur idempotents and hyperreflexivity

We show that the set of Schur idempotents with hyperreflexive range is a Boolean lattice which contains all contractions. We establish a preservation result for sums which implies that the weak* closed span of a hyperreflexive and a ternary masa-bimodule is hyperreflexive, and prove that the weak* closed span of finitely many tensor products of a hyperreflexive space and a hyperreflexive range of a Schur idempotent (respectively, a ternary masa-bimodule) is hyperreflexive.

Description of costandard modules for Schur superalgebra S(2 vertical bar 1) in positive characteristic

We describe the characters of simple modules and composition factors of costandard modules for S(2 vertical bar 1) in positive characteristics and verify a conjecture of La Scala-Zubkov regarding polynomial superinvariants for GL(2 vertical bar 1).