Uniqueness of Kusuoka Representations

This paper addresses law invariant coherent risk measures and their Kusuoka representations. By elaborating the existence of a minimal representation we show that every Kusuoka representation can be reduced to its minimal representation. Uniqueness -- in a sense specified in the paper -- of the risk measure's Kusuoka representation is derived from this initial result. Further, stochastic order relations are employed to identify the minimal Kusuoka representation. It is shown that measures in the minimal representation are extremal with respect to the order relations. The tools are finally employed to provide the minimal representation for important practical examples. Although the Kusuoka representation is usually given only for nonatomic probability spaces, this presentation closes the gap to spaces with atoms

Trees, parking functions, syzygies, and deformations of monomial ideals

For a graph G, we construct two algebras, whose dimensions are both equal to the number of spanning trees of G. One of these algebras is the quotient of the polynomial ring modulo certain monomial ideal, while the other is the quotient of the polynomial ring modulo certain powers of linear forms. We describe the set of monomials that forms a linear basis in each of these two algebras. The basis elements correspond to G-parking functions that naturally came up in the abelian sandpile model. These ideals are instances of the general class of monotone monomial ideals and their deformations. We show that the Hilbert series of a monotone monomial ideal is always bounded by the Hilbert series of its deformation. Then we define an even more general class of monomial ideals associated with posets and construct free resolutions for these ideals. In some cases these resolutions coincide with Scarf resolutions. We prove several formulas for Hilbert series of monotone monomial ideals and investigate when they are equal to Hilbert series of deformations. In the appendix we discuss the sandpile model.Comment: 33 pages; v2: appendix on sandpiles added, references added, typos corrected; v3: references adde

On bb-Whittaker functions

The $b$-Whittaker functions are eigenfunctions of the modular $q$-deformed $\mathfrak{gl}_n$ open Toda system introduced by Kharchev, Lebedev, and Semenov-Tian-Shansky. Using the quantum inverse scattering method, the named authors obtained a Mellin-Barnes integral representation for these eigenfunctions. In the present paper, we develop the analytic theory of the $b$-Whittaker functions from the perspective of quantum cluster algebras. We obtain a formula for the modular open Toda system's Baxter operator as a sequence of quantum cluster transformations, and thereby derive a new modular $b$-analog of Givental's integral formula for the undeformed Whittaker function. We also show that the $b$-Whittaker functions are eigenvectors of the Dehn twist operator from quantum higher Teichm\"uller theory, and obtain $b$-analogs of various integral identities satisfied by the undeformed Whittaker functions, including the continuous Cauchy-Littlewood identity of Stade and Corwin-O'Connell-Sepp\"al\"ainen-Zygouras. Using these results, we prove the unitarity of the $b$-Whittaker transform, thereby completing the analytic part of the proof of the conjecture of Frenkel and Ip on tensor products of positive representations of $U_q(\mathfrak{sl}_n)$, as well as the main step in the modular functor conjecture of Fock and Goncharov. We conclude by explaining how the theory of $b$-Whittaker functions can be used to derive certain hyperbolic hypergeometric integral evaluations found by Rains.Comment: 36 pages, minor changes, references adde