Radon Numbers for Trees

Many interesting problems are obtained by attempting to generalize classical results on convexity in Euclidean spaces to other convexity spaces, in particular to convexity spaces on graphs. In this paper we consider $P_3$-convexity on graphs. A set $U$ of vertices in a graph $G$ is $P_3$-convex if every vertex not in $U$ has at most one neighbour in $U$. More specifically, we consider Radon numbers for $P_3$-convexity in trees. Tverberg's theorem states that every set of $(k-1)(d+1)-1$ points in $\mathbb{R}^d$ can be partitioned into $k$ sets with intersecting convex hulls. As a special case of Eckhoff's conjecture, we show that a similar result holds for $P_3$-convexity in trees. A set $U$ of vertices in a graph $G$ is called free, if no vertex of $G$ has more than one neighbour in $U$. We prove an inequality relating the Radon number for $P_3$-convexity in trees with the size of a maximal free set.Comment: 17 pages, 13 figure

The qq-log-convexity of Domb's polynomials

In this paper, we prove the $q$-log-convexity of Domb's polynomials, which was conjectured by Sun in the study of Ramanujan-Sato type series for powers of $\pi$. As a result, we obtain the log-convexity of Domb's numbers. Our proof is based on the $q$-log-convexity of Narayana polynomials of type $B$ and a criterion for determining $q$-log-convexity of self-reciprocal polynomials.Comment: arXiv admin note: substantial text overlap with arXiv:1308.273

Convexity preserving jump-diffusion models for option pricing

We investigate which jump-diffusion models are convexity preserving. The study of convexity preserving models is motivated by monotonicity results for such models in the volatility and in the jump parameters. We give a necessary condition for convexity to be preserved in several-dimensional jump-diffusion models. This necessary condition is then used to show that, within a large class of possible models, the only convexity preserving models are the ones with linear coefficients.Comment: 14 page

Convexity in a masure

Masures are generalizations of Bruhat-Tits buildings. They were introduced to study Kac-Moody groups over ultrametric fields, which generalize reductive groups over the same fields. If A and A are two apartments in a building, their intersection is convex (as a subset of the finite dimensional affine space A) and there exists an isomorphism from A to A fixing this intersection. We study this question for masures and prove that the analogous statement is true in some particular cases. We deduce a new axiomatic of masures, simpler than the one given by Rousseau

Classical and strong convexity of sublevel sets and application to attainable sets of nonlinear systems

Necessary and sufficient conditions for convexity and strong convexity, respectively, of sublevel sets that are defined by finitely many real-valued $C^{1,1}$-maps are presented. A novel characterization of strongly convex sets in terms of the so-called local quadratic support is proved. The results concerning strong convexity are used to derive sufficient conditions for attainable sets of continuous-time nonlinear systems to be strongly convex. An application of these conditions is a novel method to over-approximate attainable sets when strong convexity is present.Comment: 20 pages, 3 figure