Equivariant Moore spaces and the Dade group

Let $G$ be a finite $p$-group and $k$ be a field of characteristic $p$. A topological space $X$ is called an $n$-Moore space if its reduced homology is nonzero only in dimension $n$. We call a $G$-CW-complex $X$ an $\underline{n}$-Moore $G$-space over $k$ if for every subgroup $H$ of $G$, the fixed point set $X^H$ is an $\underline{n}(H)$-Moore space with coefficients in $k$, where $\underline{n}(H)$ is a function of $H$. We show that if $X$ is a finite $\underline{n}$-Moore $G$-space, then the reduced homology module of $X$ is an endo-permutation $kG$-module generated by relative syzygies. A $kG$-module $M$ is an endo-permutation module if ${\rm End}_k (M) =M \otimes _{k} M^*$ is a permutation $kG$-module. We consider the Grothendieck group of finite Moore $G$-spaces $\mathcal{M}(G)$, with addition given by the join operation, and relate this group to the Dade group generated by relative syzygies.Comment: 22 page

Existence of Equilibrium in Incomplete Markets with Non-Ordered Preferences

In this paper we extend the results of recent studies on the existence of equilibrium in finite dimensional asset markets for both bounded and unbounded economies. We do not assume that the individual's preferences are complete or transitive. Our existence theorems for asset markets allow for short selling. We shall also show that the equilibrium achieves a constrained core within the same framework.Equilibrium Existence, Incomplete Preferences, Incomplete Markets, Constrained Core

Linear colorings of simplicial complexes and collapsing

A vertex coloring of a simplicial complex $\Delta$ is called a linear coloring if it satisfies the property that for every pair of facets $(F_1, F_2)$ of $\Delta$, there exists no pair of vertices $(v_1, v_2)$ with the same color such that $v_1\in F_1\backslash F_2$ and $v_2\in F_2\backslash F_1$. We show that every simplicial complex $\Delta$ which is linearly colored with $k$ colors includes a subcomplex $\Delta'$ with $k$ vertices such that $\Delta'$ is a strong deformation retract of $\Delta$. We also prove that this deformation is a nonevasive reduction, in particular, a collapsing.Comment: 18 page

Constructing homologically trivial actions on products of spheres

We prove that if a finite group $G$ has a representation with fixity $f$, then it acts freely and homologically trivially on a finite CW-complex homotopy equivalent to a product of $f+1$ spheres. This shows, in particular, that every finite group acts freely and homologically trivially on some finite CW-complex homotopy equivalent to a product of spheres

Bockstein Closed 2-Group Extensions and Cohomology of Quadratic Maps

A central extension of the form $E: 0 \to V \to G \to W \to 0$, where $V$ and $W$ are elementary abelian 2-groups, is called Bockstein closed if the components q_i \in H^*(W, \FF_2) of the extension class of $E$ generate an ideal which is closed under the Bockstein operator. In this paper, we study the cohomology ring of $G$ when $E$ is a Bockstein closed 2-power exact extension. The mod-2 cohomology ring of $G$ has a simple form and it is easy to calculate. The main result of the paper is the calculation of the Bocksteins of the generators of the mod-2 cohomology ring using an Eilenberg-Moore spectral sequence. We also find an interpretation of the second page of the Bockstein spectral sequence in terms of a new cohomology theory that we define for Bockstein closed quadratic maps $Q : W \to V$ associated to the extensions $E$ of the above form.Comment: 31 pages. To appear in Journal of Algebr

The proximity-concentration trade-off in a dynamic framework

This paper presents a dynamic framework which implements risk as a continuous variable into the proximity-concentration trade-of concept. Additionally firms have the possibility to postpone their investment decision which gives them the possibility to collect further information about the volatile variable over time. On the basis of the real option theory (Dixit and Pindyck, 1994) an investment plan under uncertainty is derived. In contrast to static models firms postpone their investment decision although positive returns can be achieved. For specific risk values the model predicts, in the presence of a foreign direct investment choice, the export strategy can be rejected although it is dominating the FDI project and although it is worthier than its option value. The results of the model undermine empirical findings which analyze the impact of continuous variables on export and FDI patterns. --export,FDI,uncertainty,real option approach