Quantum Geometric Description of Cosmological Models

This is a written version of the review talk given at the meeting on "Interface of Gravitational and Quantum Realms" at IUCAA, Pune during December 2001. The talk reviewed the recent work of Martin Bojowald on Loop Quantum Cosmology.Comment: 14 pages, Latex, no figures. To appear in Mod. Phys. Lett.

On the equivalence of the discrete nonlinear Schr\"odinger equation and the discrete isotropic Heisenberg magnet

The equivalence of the discrete isotropic Heisenberg magnet (IHM) model and the discrete nonlinear Schr\"odinger equation (NLSE) given by Ablowitz and Ladik is shown. This is used to derive the equivalence of their discretization with the one by Izergin and Korepin. Moreover a doubly discrete IHM is presented that is equivalent to Ablowitz' and Ladiks doubly discrete NLSE.Comment: 9 pages, LaTeX2

The Vertex-Face Correspondence and Correlation Functions of the Fusion Eight-Vertex Model I: The General Formalism

Based on the vertex-face correspondence, we give an algebraic analysis formulation of correlation functions of the $k\times k$ fusion eight-vertex model in terms of the corresponding fusion SOS model. Here $k\in Z_{>0}$. A general formula for correlation functions is derived as a trace over the space of states of lattice operators such as the corner transfer matrices, the half transfer matrices (vertex operators) and the tail operator. We give a realization of these lattice operators as well as the space of states as objects in the level $k$ representation theory of the elliptic algebra $U_{q,p}(\hat{sl}_2)$.Comment: 54 pages, minor corrections to original versio

The mathematics of filtering and its applications

This article is a special issue editorial

Linear and nonlinear filtering in mathematical finance: a review

Copyright @ The Authors 2010This paper presents a review of time series filtering and its applications in mathematical finance. A summary of results of recent empirical studies with market data are presented for yield curve modelling and stochastic volatility modelling. The paper also outlines different approaches to filtering of nonlinear time series