The Veblen functions for computability theorists

We study the computability-theoretic complexity and proof-theoretic strength of the following statements: (1) "If X is a well-ordering, then so is epsilon_X", and (2) "If X is a well-ordering, then so is phi(alpha,X)", where alpha is a fixed computable ordinal and phi the two-placed Veblen function. For the former statement, we show that omega iterations of the Turing jump are necessary in the proof and that the statement is equivalent to ACA_0^+ over RCA_0. To prove the latter statement we need to use omega^alpha iterations of the Turing jump, and we show that the statement is equivalent to Pi^0_{omega^alpha}-CA_0. Our proofs are purely computability-theoretic. We also give a new proof of a result of Friedman: the statement "if X is a well-ordering, then so is phi(X,0)" is equivalent to ATR_0 over RCA_0.Comment: 26 pages, 3 figures, to appear in Journal of Symbolic Logi

Constructive set theory and Brouwerian principles

The paper furnishes realizability models of constructive Zermelo-Fraenkel set theory, CZF, which also validate Brouwerian principles such as the axiom of continuous choice (CC), the fan theorem (FT), and monotone bar induction (BIM), and thereby determines the proof-theoretic strength of CZF augmented by these principles. The upshot is that CZF+CC+FT possesses the same strength as CZF, or more precisely, that CZF+CC+FTis conservative over CZF for 02 statements of arithmetic, whereas the addition of a restricted version of bar induction to CZF (called decidable bar induction, BID) leads to greater proof-theoretic strength in that CZF+BID proves the consistency of CZF

The descriptive theory of represented spaces

This is a survey on the ongoing development of a descriptive theory of represented spaces, which is intended as an extension of both classical and effective descriptive set theory to deal with both sets and functions between represented spaces. Most material is from work-in-progress, and thus there may be a stronger focus on projects involving the author than an objective survey would merit.Comment: survey of work-in-progres

Decidability Results for the Boundedness Problem

We prove decidability of the boundedness problem for monadic least fixed-point recursion based on positive monadic second-order (MSO) formulae over trees. Given an MSO-formula phi(X,x) that is positive in X, it is decidable whether the fixed-point recursion based on phi is spurious over the class of all trees in the sense that there is some uniform finite bound for the number of iterations phi takes to reach its least fixed point, uniformly across all trees. We also identify the exact complexity of this problem. The proof uses automata-theoretic techniques. This key result extends, by means of model-theoretic interpretations, to show decidability of the boundedness problem for MSO and guarded second-order logic (GSO) over the classes of structures of fixed finite tree-width. Further model-theoretic transfer arguments allow us to derive major known decidability results for boundedness for fragments of first-order logic as well as new ones

A thread calculus with molecular dynamics

We present a theory of threads, interleaving of threads, and interaction between threads and services with features of molecular dynamics, a model of computation that bears on computations in which dynamic data structures are involved. Threads can interact with services of which the states consist of structured data objects and computations take place by means of actions which may change the structure of the data objects. The features introduced include restriction of the scope of names used in threads to refer to data objects. Because that feature makes it troublesome to provide a model based on structural operational semantics and bisimulation, we construct a projective limit model for the theory.Comment: 47 pages; examples and results added, phrasing improved, references replace

Evaluating Callable and Putable Bonds: An Eigenfunction Expansion Approach

We propose an efficient method to evaluate callable and putable bonds under a wide class of interest rate models, including the popular short rate diffusion models, as well as their time changed versions with jumps. The method is based on the eigenfunction expansion of the pricing operator. Given the set of call and put dates, the callable and putable bond pricing function is the value function of a stochastic game with stopping times. Under some technical conditions, it is shown to have an eigenfunction expansion in eigenfunctions of the pricing operator with the expansion coefficients determined through a backward recursion. For popular short rate diffusion models, such as CIR, Vasicek, 3/2, the method is orders of magnitude faster than the alternative approaches in the literature. In contrast to the alternative approaches in the literature that have so far been limited to diffusions, the method is equally applicable to short rate jump-diffusion and pure jump models constructed from diffusion models by Bochner's subordination with a L\'{e}vy subordinator

A bounded jump for the bounded Turing degrees

We define the bounded jump of A by A^b = {x | Exists i <= x [phi_i (x) converges and Phi_x^[A|phi_i(x)](x) converges} and let A^[nb] denote the n-th bounded jump. We demonstrate several properties of the bounded jump, including that it is strictly increasing and order preserving on the bounded Turing (bT) degrees (also known as the weak truth-table degrees). We show that the bounded jump is related to the Ershov hierarchy. Indeed, for n > 1 we have X <=_[bT] 0^[nb] iff X is omega^n-c.e. iff X <=_1 0^[nb], extending the classical result that X <=_[bT] 0' iff X is omega-c.e. Finally, we prove that the analogue of Shoenfield inversion holds for the bounded jump on the bounded Turing degrees. That is, for every X such that 0^b <=_[bT] X <=_[bT] 0^[2b], there is a Y <=_[bT] 0^b such that Y^b =_[bT] X.Comment: 22 pages. Minor changes for publicatio