Thirty-two Goldbach Variations

We give thirty-two diverse proofs of a small mathematical gem--the fundamental Euler sum identity zeta(2,1)=zeta(3) =8zeta(\bar 2,1). We also discuss various generalizations for multiple harmonic (Euler) sums and some of their many connections, thereby illustrating both the wide variety of techniques fruitfully used to study such sums and the attraction of their study.Comment: v1: 34 pages AMSLaTeX. v2: 41 pages AMSLaTeX. New introductory material added and material on inequalities, Hilbert matrix and Witten zeta functions. Errors in the second section on Complex Line Integrals are corrected. To appear in International Journal of Number Theory. Title change

The Lax conjecture is true

In 1958 Lax conjectured that hyperbolic polynomials in three variables are determinants of linear combinations of three symmetric matrices. This conjecture is equivalent to a recent observation of Helton and Vinnikov.Comment: 7 pages, Proceedings to the AMS, to appear. Added background materia

Phase transition in a log-normal Markov functional model

We derive the exact solution of a one-dimensional Markov functional model with log-normally distributed interest rates in discrete time. The model is shown to have two distinct limiting states, corresponding to small and asymptotically large volatilities, respectively. These volatility regimes are separated by a phase transition at some critical value of the volatility. We investigate the conditions under which this phase transition occurs, and show that it is related to the position of the zeros of an appropriately defined generating function in the complex plane, in analogy with the Lee-Yang theory of the phase transitions in condensed matter physics.Comment: 9 pages, 5 figures. v2: Added asymptotic expressions for the convexity-adjusted Libors in the small and large volatility limits. v3: Added one reference. Final version to appear in Journal of Mathematical Physic

An elementary proof of the irrationality of Tschakaloff series

We present a new proof of the irrationality of values of the series $T_q(z)=\sum_{n=0}^\infty z^nq^{-n(n-1)/2}$ in both qualitative and quantitative forms. The proof is based on a hypergeometric construction of rational approximations to $T_q(z)$.Comment: 5 pages, AMSTe

Improved Lieb-Oxford exchange-correlation inequality with gradient correction

We prove a Lieb-Oxford-type inequality on the indirect part of the Coulomb energy of a general many-particle quantum state, with a lower constant than the original statement but involving an additional gradient correction. The result is similar to a recent inequality of Benguria, Bley and Loss, except that the correction term is purely local, which is more usual in density functional theory. In an appendix, we discuss the connection between the indirect energy and the classical Jellium energy for constant densities. We show that they differ by an explicit shift due to the long range of the Coulomb potential.Comment: Final version to appear in Physical Review A. Compared to the very first version, this one contains an appendix discussing the link with the Jellium proble