274 research outputs found

    Stochastic differential equation involving Wiener process and fractional Brownian motion with Hurst index H>1/2H> 1/2

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    We consider a mixed stochastic differential equation driven by possibly dependent fractional Brownian motion and Brownian motion. Under mild regularity assumptions on the coefficients, it is proved that the equation has a unique solution

    Effective Invariant Theory of Permutation Groups using Representation Theory

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    Using the theory of representations of the symmetric group, we propose an algorithm to compute the invariant ring of a permutation group. Our approach have the goal to reduce the amount of linear algebra computations and exploit a thinner combinatorial description of the invariant ring.Comment: Draft version, the corrected full version is available at http://www.springer.com

    Random Walk with Shrinking Steps: First Passage Characteristics

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    We study the mean first passage time of a one-dimensional random walker with step sizes decaying exponentially in discrete time. That is step sizes go like λn\lambda^{n} with λ1\lambda\leq1 . We also present, for pedagogical purposes, a continuum system with a diffusion constant decaying exponentially in continuous time. Qualitatively both systems are alike in their global properties. However, the discrete case shows very rich mathematical structure, depending on the value of the shrinking parameter, such as self-repetitive and fractal-like structure for the first passage characteristics. The results we present show that the most important quantitative behavior of the discrete case is that the support of the distribution function evolves in time in a rather complicated way in contrast to the time independent lattice structure of the ordinary random walker. We also show that there are critical values of λ\lambda defined by the equation λK+2λP2=0\lambda^{K}+2\lambda^{P}-2=0 with {K,N}N\{K,N\}\in{\mathcal N} where the mean first passage time undergo transitions.Comment: Major Re-Editing of the article. Conclusions unaltere

    On the Complexity of Searching in Trees: Average-case Minimization

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    We focus on the average-case analysis: A function w : V -> Z+ is given which defines the likelihood for a node to be the one marked, and we want the strategy that minimizes the expected number of queries. Prior to this paper, very little was known about this natural question and the complexity of the problem had remained so far an open question. We close this question and prove that the above tree search problem is NP-complete even for the class of trees with diameter at most 4. This results in a complete characterization of the complexity of the problem with respect to the diameter size. In fact, for diameter not larger than 3 the problem can be shown to be polynomially solvable using a dynamic programming approach. In addition we prove that the problem is NP-complete even for the class of trees of maximum degree at most 16. To the best of our knowledge, the only known result in this direction is that the tree search problem is solvable in O(|V| log|V|) time for trees with degree at most 2 (paths). We match the above complexity results with a tight algorithmic analysis. We first show that a natural greedy algorithm attains a 2-approximation. Furthermore, for the bounded degree instances, we show that any optimal strategy (i.e., one that minimizes the expected number of queries) performs at most O(\Delta(T) (log |V| + log w(T))) queries in the worst case, where w(T) is the sum of the likelihoods of the nodes of T and \Delta(T) is the maximum degree of T. We combine this result with a non-trivial exponential time algorithm to provide an FPTAS for trees with bounded degree

    Normal Ordering for Deformed Boson Operators and Operator-valued Deformed Stirling Numbers

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    The normal ordering formulae for powers of the boson number operator n^\hat{n} are extended to deformed bosons. It is found that for the `M-type' deformed bosons, which satisfy aaqaa=1a a^{\dagger} - q a^{\dagger} a = 1, the extension involves a set of deformed Stirling numbers which replace the Stirling numbers occurring in the conventional case. On the other hand, the deformed Stirling numbers which have to be introduced in the case of the `P-type' deformed bosons, which satisfy aaqaa=qn^a a^{\dagger} - q a^{\dagger} a = q^{-\hat{n}}, are found to depend on the operator n^\hat{n}. This distinction between the two types of deformed bosons is in harmony with earlier observations made in the context of a study of the extended Campbell-Baker-Hausdorff formula.Comment: 14 pages, Latex fil

    Primary membranous glomerulonephritis with negative serum PLA2R in haemophilia : a successfully managed with rituximab : case report and review of the literature

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    Background: Hepatitis C virus (HCV) and human immunodeficiency virus (HIV) cause a wide range of glomerular pathologies. In people with haemophilia, transfusion-associated infections with these viruses are common and definitive pathological diagnosis in this population is complicated by the difficulty of safely obtaining a renal biopsy. Membranous nephropathy (MN) is a common cause of adult onset nephrotic syndrome occurring in both primary and secondary forms. Primary MN is associated with podocyte autoantibodies, predominantly against phospholipase A2 receptor (PLA2R). Secondary disease is often associated with viral infection; however, infrequently with HIV or HCV. Distinguishing these entities from each other and other viral glomerular disease is vital as treatment strategies are disparate. Case presentation: We present the case of a 48-year-old man with moderate haemophilia A and well-controlled transfusion-associated HCV and HIV coinfection who presented with sudden onset nephrotic range proteinuria. Renal biopsy demonstrated grade two membranous nephropathy with associated negative serum PLA2R testing. Light and electron microscopic appearances were indeterminant of a primary or secondary cause. Given his extremely stable co-morbidities, treatment with rituximab and subsequent angiotensin receptor blockade was initiated for suspected primary MN and the patient had sustained resolution in proteinuria over the following 18 months. Subsequent testing demonstrated PLA2R positive glomerular immunohistochemistry despite multiple negative serum results. Conclusions: Pursuing histological diagnosis is important in complex cases of MN as the treatment strategies between primary and secondary vary significantly. Serum PLA2R testing alone may be insufficient in the presence of multiple potential causes of secondary MN

    Towards a unified theory of Sobolev inequalities

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    We discuss our work on pointwise inequalities for the gradient which are connected with the isoperimetric profile associated to a given geometry. We show how they can be used to unify certain aspects of the theory of Sobolev inequalities. In particular, we discuss our recent papers on fractional order inequalities, Coulhon type inequalities, transference and dimensionless inequalities and our forthcoming work on sharp higher order Sobolev inequalities that can be obtained by iteration.Comment: 39 pages, made some changes to section 1
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