15,811 research outputs found
Indecomposable representations and oscillator realizations of the exceptional Lie algebra G_2
In this paper various representations of the exceptional Lie algebra G_2 are
investigated in a purely algebraic manner, and multi-boson/multi-fermion
realizations are obtained. Matrix elements of the master representation, which
is defined on the space of the universal enveloping algebra of G_2, are
explicitly determined. From this master representation, different
indecomposable representations defined on invariant subspaces or quotient
spaces with respect to these invariant subspaces are discussed. Especially, the
elementary representations of G_2 are investigated in detail, and the
corresponding six-boson realization is given. After obtaining explicit forms of
all twelve extremal vectors of the elementary representation with the highest
weight {\Lambda}, all representations with their respective highest weights
related to {\Lambda} are systematically discussed. For one of these
representations the corresponding five-boson realization is constructed.
Moreover, a new three-fermion realization from the fundamental representation
(0,1) of G_2 is constructed also.Comment: 29 pages, 4 figure
Spectrally-Corrected and Regularized Global Minimum Variance Portfolio for Spiked Model
Considering the shortcomings of the traditional sample covariance matrix
estimation, this paper proposes an improved global minimum variance portfolio
model and named spectral corrected and regularized global minimum variance
portfolio (SCRGMVP), which is better than the traditional risk model. The key
of this method is that under the assumption that the population covariance
matrix follows the spiked model and the method combines the design idea of the
sample spectrally-corrected covariance matrix and regularized. The simulation
of real and synthetic data shows that our method is not only better than the
performance of traditional sample covariance matrix estimation (SCME),
shrinkage estimation (SHRE), weighted shrinkage estimation (WSHRE) and simple
spectral correction estimation (SCE), but also has lower computational
complexity
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