Alcove geometry and a translation principle for the Brauer algebra

There are similarities between algebraic Lie theory and a geometric description of the blocks of the Brauer algebra. Motivated by this, we study the alcove geometry of a certain reflection group action. We provide analogues of translation functors for a tower of recollement, and use these to construct Morita equivalences between blocks containing weights in the same facet. Moreover, we show that the determination of decomposition numbers for the Brauer algebra can be reduced to a study of the block containing the weight 0. We define parabolic Kazhdan–Lusztig polynomials for the Brauer algebra and show in certain low rank examples that they determine standard module decomposition numbers and filtrations

The blocks of the Brauer algebra in characteristic zero

We determine the blocks of the Brauer algebra in characteristic zero. We also give information on the submodule structure of standard modules for this algebra

A geometric characterisation of the blocks of the Brauer algebra

We give a geometric description of the blocks of the Brauer algebra $B_n(\delta)$ in characteristic zero as orbits of the Weyl group of type $D_n$. We show how the corresponding affine Weyl group controls the representation theory of the Brauer algebra in positive characteristic, with orbits corresponding to unions of blocks.Comment: 26 pages, 24 figure

Sero-epidemiology of measles, mumps and rubella in St. Lucia and Jamaica

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Optimal Transport and Skorokhod Embedding

The Skorokhod embedding problem is to represent a given probability as the distribution of Brownian motion at a chosen stopping time. Over the last 50 years this has become one of the important classical problems in probability theory and a number of authors have constructed solutions with particular optimality properties. These constructions employ a variety of techniques ranging from excursion theory to potential and PDE theory and have been used in many different branches of pure and applied probability. We develop a new approach to Skorokhod embedding based on ideas and concepts from optimal mass transport. In analogy to the celebrated article of Gangbo and McCann on the geometry of optimal transport, we establish a geometric characterization of Skorokhod embeddings with desired optimality properties. This leads to a systematic method to construct optimal embeddings. It allows us, for the first time, to derive all known optimal Skorokhod embeddings as special cases of one unified construction and leads to a variety of new embeddings. While previous constructions typically used particular properties of Brownian motion, our approach applies to all sufficiently regular Markov processes.Comment: Substantial revision to improve the readability of the pape

Representation theory of towers of recollement: Theory, notes, and examples

We give an axiomatic framework for studying the representation theory of towers of algebras. We introduce a new class of algebras, contour algebras, generalising (and interpolating between) blob algebras and cyclotomic Temperley–Lieb algebras. We demonstrate the utility of our formalism by applying it to this class

Model-independent pricing with insider information: a Skorokhod embedding approach

In this paper, we consider the pricing and hedging of a financial derivative for an insider trader, in a model-independent setting. In particular, we suppose that the insider wants to act in a way which is independent of any modelling assumptions, but that she observes market information in the form of the prices of vanilla call options on the asset. We also assume that both the insider's information, which takes the form of a set of impossible paths, and the payoff of the derivative are time-invariant. This setup allows us to adapt recent work of Beiglboeck, Cox and Huesmann (2016) to prove duality results and a monotonicity principle, which enables us to determine geometric properties of the optimal models. Moreover, we show that this setup is powerful, in that we are able to find analytic and numerical solutions to certain pricing and hedging problems