Irrationality proofs \`a la Hermite

As rewards of reading two great papers of Hermite from 1873, we trace the historical origin of the integral Niven used in his well-known proof of the irrationality of $\pi$, uncover a rarely acknowledged simple proof by Hermite of the irrationality of $\pi^2$, give a new proof of the irrationality of $r\tan r$ for nonzero rational $r^2$, and generalize it to a proof of the irrationality of certain ratios of Bessel functions.Comment: 8 page

Abel's Theorem in the Noncommutative Case

We define noncommutative binary forms. Using the typical representation of Hermite we prove the fundamental theorem of algebra and we derive a noncommutative Cardano formula for cubic forms. We define quantized elliptic and hyperelliptic differentials of the first kind. Following Abel we prove Abel's Theorem.Comment: 30 page

Functionals of exponential Brownian motion and divided differences

We provide a surprising new application of classical approximation theory to a fundamental asset-pricing model of mathematical finance. Specifically, we calculate an analytic value for the correlation coefficient between exponential Brownian motion and its time average, and we find the use of divided differences greatly elucidates formulae, providing a path to several new results. As applications, we find that this correlation coefficient is always at least 1/p2 and, via the Hermite–Genocchi integral relation, demonstrate that all moments of the time average are certain divided differences of the exponential function. We also prove that these moments agree with the somewhat more complex formulae obtained by Oshanin and Yor

Differential analysis of matrix convex functions

We analyze matrix convex functions of a fixed order defined on a real interval by differential methods as opposed to the characterization in terms of divided differences given by Kraus. We obtain for each order conditions for matrix convexity which are necessary and locally sufficient, and they allow us to prove the existence of gaps between classes of matrix convex functions of successive orders, and to give explicit examples of the type of functions contained in each of these gaps. The given conditions are shown to be also globally sufficient for matrix convexity of order two. We finally introduce a fractional transformation which connects the set of matrix monotone functions of each order n with the set of matrix convex functions of order n+1