1,480 research outputs found

    Some recent results and open problems on sets of lengths of Krull monoids with finite class group

    Full text link
    Some of the fundamental notions related to sets of lengths of Krull monoids with finite class group are discussed, and a survey of recent results is given. These include the elasticity and related notions, the set of distances, and the structure theorem for sets of lengths. Several open problems are mentioned

    Inverse zero-sum problems II

    Full text link
    Let GG be an additive finite abelian group. A sequence over GG is called a minimal zero-sum sequence if the sum of its terms is zero and no proper subsequence has this property. Davenport's constant of GG is the maximum of the lengths of the minimal zero-sum sequences over GG. Its value is well-known for groups of rank two. We investigate the structure of minimal zero-sum sequences of maximal length for groups of rank two. Assuming a well-supported conjecture on this problem for groups of the form Cm⊕CmC_m \oplus C_m, we determine the structure of these sequences for groups of rank two. Combining our result and partial results on this conjecture, yields unconditional results for certain groups of rank two.Comment: new version contains results related to Davenport's constant only; other results will be described separatel

    A characterization of class groups via sets of lengths

    Full text link
    Let HH be a Krull monoid with class group GG such that every class contains a prime divisor. Then every nonunit a∈Ha \in H can be written as a finite product of irreducible elements. If a=u_1⋅…⋅u_ka=u\_1 \cdot \ldots \cdot u\_k, with irreducibles u_1,…u_k∈Hu\_1, \ldots u\_k \in H, then kk is called the length of the factorization and the set L(a)\mathsf L (a) of all possible kk is called the set of lengths of aa. It is well-known that the system L(H)={L(a)∣a∈H}\mathcal L (H) = \{\mathsf L (a) \mid a \in H \} depends only on the class group GG. In the present paper we study the inverse question asking whether or not the system L(H)\mathcal L (H) is characteristic for the class group. Consider a further Krull monoid H′H' with class group G′G' such that every class contains a prime divisor and suppose that L(H)=L(H′)\mathcal L (H) = \mathcal L (H'). We show that, if one of the groups GG and G′G' is finite and has rank at most two, then GG and G′G' are isomorphic (apart from two well-known pairings).Comment: The current version is close to the one to appear in J. Korean Math. Soc., yet it contains a detailed proof of Proposition 2.4. The content of Chapter 4 of the first version had been split off and is presented in ' A characterization of Krull monoids for which sets of lengths are (almost) arithmetical progressions' by the same authors (see hal-01976941 and arXiv:1901.03506

    Rubidium metaborate, Rb3B3O6

    Get PDF
    Rubidium metaborate, Rb3B3O6, was obtained by the reaction of Rb2CO3 and BN using a radiofrequency furnace at a maximum reaction temperature of 1173 K. The crystal structure has been determined by single-crystal X-ray diffraction. The space group is , with all atoms positioned on a twofold axis (Wyckoff site 18e). The ionic compound is isotypic with Na3B3O6, K3B3O6 and Cs3B3O6

    Brownian motion in a truncated Weyl chamber

    Get PDF
    We examine the non-exit probability of a multidimensional Brownian motion from a growing truncated Weyl chamber. Different regimes are identified according to the growth speed, ranging from polynomial decay over stretched-exponential to exponential decay. Furthermore we derive associated large deviation principles for the empirical measure of the properly rescaled and transformed Brownian motion as the dimension grows to infinity. Our main tool is an explicit eigenvalue expansion for the transition probabilities before exiting the truncated Weyl chamber

    The system of sets of lengths in Krull monoids under set addition

    Full text link
    Let HH be a Krull monoid with class group GG and suppose that each class contains a prime divisor. Then every element a∈Ha \in H has a factorization into irreducible elements, and the set L(a)\mathsf L (a) of all possible factorization lengths is the set of lengths of aa. We consider the system L(H)={L(a)∣a∈H}\mathcal L (H) = \{ \mathsf L (a) \mid a \in H \} of all sets of lengths, and we characterize (in terms of the class group GG) when L(H)\mathcal L (H) is additively closed under set addition.Comment: Revista Matem{\'a}tica Iberoamericana, to appea

    Random walks conditioned to stay in Weyl chambers of type C and D

    Get PDF
    We construct the conditional versions of a multidimensional random walk given that it does not leave the Weyl chambers of type C and of type D, respectively, in terms of a Doob h-transform. Furthermore, we prove functional limit theorems for the rescaled random walks. This is an extension of recent work by Eichelsbacher and Koenig who studied the analogous conditioning for the Weyl chamber of type A. Our proof follows recent work by Denisov and Wachtel who used martingale properties and a strong approximation of random walks by Brownian motion. Therefore, we are able to keep minimal moment assumptions. Finally, we present an alternate function that is amenable to an h-transform in the Weyl chamber of type C.Comment: 12 pages, submitted to EC

    On the Exact Solution of the Multi-Period Portfolio Choice Problem for an Exponential Utility under Return Predictability

    Full text link
    In this paper we derive the exact solution of the multi-period portfolio choice problem for an exponential utility function under return predictability. It is assumed that the asset returns depend on predictable variables and that the joint random process of the asset returns and the predictable variables follow a vector autoregressive process. We prove that the optimal portfolio weights depend on the covariance matrices of the next two periods and the conditional mean vector of the next period. The case without predictable variables and the case of independent asset returns are partial cases of our solution. Furthermore, we provide an empirical study where the cumulative empirical distribution function of the investor's wealth is calculated using the exact solution. It is compared with the investment strategy obtained under the additional assumption that the asset returns are independently distributed.Comment: 16 pages, 2 figure
    • …
    corecore