Browsing 1 - Oberwolfach Preprints (OWP) by Title
Now showing items 229-248 of 399
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Nonlinear optimization over a Weighted Independence System
[OWP-2008-10] (Mathematisches Forschungsinstitut Oberwolfach, 2008-03-14)We consider the problem of optimizing a nonlinear objective function over a weighted independence system presented by a linear-optimization oracle. We provide a polynomial-time algorithm that determines an r-best solution ... -
A note on delta hedging in markets with jumps
[OWP-2011-23] (Mathematisches Forschungsinstitut Oberwolfach, 2011-05-21)Modelling stock prices via jump processes is common in financial markets. In practice, to hedge a contingent claim one typically uses the so-called delta-hedging strategy. This strategy stems from the Black–Merton–Scholes ... -
A Note on Endpoint Bochner-Riesz Estimates
[OWP-2023-17] (Mathematisches Forschungsinstitut Oberwolfach, 2023-11-27)We revisit an $\varepsilon$-removal argument of Tao to obtain sharp $L^p \to L^r(L^p)$ estimates for sums of Bochner-Riesz bumps which are conditional on non-endpoint bounds for single scale bumps. These can be used to ... -
A note on k[z]-Automorphisms in Two Variables
[OWP-2008-17] (Mathematisches Forschungsinstitut Oberwolfach, 2008)We prove that for a polynomial $f \in k[x, y, z]$ equivalent are: (1)$f$ is a $k[z]$-coordinate of $k[z][x,y]$, and (2) $k[x, y, z]/(f)\cong k^[2]$ and $f(x,y,a)$ is a coordinate in $k[x,y]$ for some $a \in k$. This solves ... -
Numerical Invariants and Moduli Spaces for Line Arrangements
[OWP-2017-02] (Mathematisches Forschungsinstitut Oberwolfach, 2017-02-01)Using several numerical invariants, we study a partition of the space of line arrangements in the complex projective plane, given by the intersection lattice types. We offer also a new characterization of the free plane ... -
Observability of systems with delay convoluted observation
[OWP-2014-10] (Mathematisches Forschungsinstitut Oberwolfach, 2014-05-13)This paper analyzes finite dimensional linear time-invariant systems with observation of a delay, where that delay satisfies a particular implicit relation with the state variables, rendering the entire problem nonlinear. ... -
Obtaining Error-Minimizing Estimates and Universal Entry-Wise Error Bounds for Low-Rank Matrix Completion
[OWP-2013-12] (Mathematisches Forschungsinstitut Oberwolfach, 2013-06-10)We propose a general framework for reconstructing and denoising single entries of incomplete and noisy entries. We describe: effective algorithms for deciding if and entry can be reconstructed and, if so, for reconstructing ... -
Octonion Polynomials with Values in a Subalgebra
[OWP-2020-21] (Mathematisches Forschungsinstitut Oberwolfach, 2020-10-22)In this paper, we prove that given an octonion algebra $A$ over a field $F$, a subring $E \subseteq F$ and an octonion $E$-algebra $R$ inside $A$, the set $S$ of polynomials $f(x) \in A[x]$ satisfying $f(R) \subseteq R$ ... -
On a Cheeger Type Inequality in Cayley Graphs of Finite Groups
[OWP-2019-20] (Mathematisches Forschungsinstitut Oberwolfach, 2019-07-22) - (7 July - 7 October 2017)Let $G$ be a finite group. It was remarked by Breuillard-Green-Guralnick-Tao that if the Cayley graph $C(G,S)$ is an expander graph and is non-bipartite then the spectrum of the adjacency operator $T$ is bounded away from ... -
On a Conjecture of Khoroshkin and Tolstoy
[OWP-2022-14] (Mathematisches Forschungsinstitut Oberwolfach, 2022-08-02)We prove a no-go theorem on the factorization of the lower triangular part in the Gaussian decomposition of the Yangian's universal $R$-matrix, yielding a negative answer to a conjecture of Khoroshkin and Tolstoy from ... -
On a Group Functor Describing Invariants of Algebraic Surfaces
[OWP-2019-08] (Mathematisches Forschungsinstitut Oberwolfach, 2019-03-01)Liedtke (2008) has introduced group functors $K$ and $\tilde K$, which are used in the context of describing certain invariants for complex algebraic surfaces. He proved that these functors are connected to the theory of ... -
On an Effective Variation of Kronecker’s Approximation Theorem Avoiding Algebraic Sets
[OWP-2017-28] (Mathematisches Forschungsinstitut Oberwolfach, 2017-10-19)Let $\Lambda \subset \mathbb R^n$ be an algebraic lattice, coming from a projective module over the ring of integers of a number field $K$. Let $\mathcal Z \subset \mathbb R^n$ be the zero locus of a finite collection of ... -
On Canonical Forms for Two-person Zero-sum Limit Average Payoff Stochastic Games
[OWP-2011-35] (Mathematisches Forschungsinstitut Oberwolfach, 2011-05-29)We consider two-person zero-sum mean payoff undiscounted stochastic games. We give a sufficient condition for the existence of a saddle point in uniformly optimal stationary strategies. Namely, we obtain sufficient ... -
On Co-Minimal Pairs in Abelian Groups
[OWP-2019-19] (Mathematisches Forschungsinstitut Oberwolfach, 2019-07-09)A pair of non-empty subsets $(W,W')$ in an abelian group $G$ is a complement pair if $W+W'=G$. $W'$ is said to be minimal to $W$ if $W+(W'\setminus \{w'\}) \neq G, \forall \,w'\in W'$. In general, given an arbitrary subset ... -
On commuting varieties of nilradicals of Borel subalgebras of reductive Lie algebras
[OWP-2012-14] (Mathematisches Forschungsinstitut Oberwolfach, 2012-12-04)Let $G$ be a connected reductive algebraic group defined over an algebraically closed field $\mathbb{k}$ of characteristic zero. We consider the commuting variety $\mathcal{C}(\mathfrak{u})$ of the nilradical $\mathfrak{u}$ ... -
On Concentrators and Related Approximation Constants
[OWP-2013-14] (Mathematisches Forschungsinstitut Oberwolfach, 2013-06-10)Pippenger ([Pip77]) showed the existence of (6m, 4m, 3m, 6)-concentrator for each positive integer m using a probabilistic method. We generalize his approach and prove existence of (6m, 4m, 3m, 5.05)-concentrator (which ... -
On conjugacy of MASAs and the outer automorphism group of the Cuntz algebra
[OWP-2013-21] (Mathematisches Forschungsinstitut Oberwolfach, 2013-10-29)We investigate the structure of the outer automorphism group of the Cuntz algebra and the closely related problem of conjugacy of MASAa in $\mathcal{O}_n$. In particular, we exhibit an uncountable family of MASAs, conjugate ... -
On densities of lattice arrangements intersecting every i-dimensional affine subspace
[OWP-2016-08] (Mathematisches Forschungsinstitut Oberwolfach, 2016-05-10)In 1978, Makai Jr. established a remarkable connection between the volume-product of a convex body, its maximal lattice packing density and the minimal density of a lattice arrangement of its polar body intersecting every ... -
On Dykstra’s Algorithm with Bregman Projections
[OWP-2024-04] (Mathematisches Forschungsinstitut Oberwolfach, 2024-04-16)We provide quantitative results on the asymptotic behavior of Dykstra’s algorithm with Bregman projections, a combination of the well-known Dykstra’s algorithm and the method of cyclic Bregman projections, designed to find ... -
On Generalizations of Kac-Moody Groups
[OWP-2010-06] (Mathematisches Forschungsinstitut Oberwolfach, 2010-03-10)In [7] we define a Curtis-Tits group as a certain generalization of a Kac-Moody group. We distinguish between orientable and non-orientable Curtis-Tits groups and identify all orientable Curtis-Tits groups as Kac-Moody ...