scholarly journals On the support of extremal martingale measures with given marginals: the countable case

2019 ◽  
Vol 51 (2) ◽  
pp. 570-605 ◽  
Author(s):  
Luciano Campi ◽  
Claude Martini
Keyword(s):  
Linear Subspace ◽  
Sufficient Conditions ◽  
Trading Strategies ◽  
Necessary And Sufficient Condition ◽  
Martingale Measures ◽  
Full Generality ◽  
New Concepts ◽  
Finite Set ◽  
Necessary And Sufficient ◽  
Countable Case

AbstractWe investigate the supports of extremal martingale measures with prespecified marginals in a two-period setting. First, we establish in full generality the equivalence between the extremality of a given measure Q and the denseness in $L^1(Q)$ of a suitable linear subspace, which can be seen in a financial context as the set of all semistatic trading strategies. Moreover, when the supports of both marginals are countable, we focus on the slightly stronger notion of weak exact predictable representation property (WEP) and provide two combinatorial sufficient conditions, called the ‘2-link property’ and ‘full erasability’, on how the points in the supports are linked to each other for granting extremality. When the support of the first marginal is a finite set, we give a necessary and sufficient condition for the WEP to hold in terms of the new concepts of 2-net and deadlock. Finally, we study the relation between cycles and extremality.

scholarly journals Noetherian properties in composite generalized power series rings

2020 ◽  
Vol 18 (1) ◽  
pp. 1540-1551
Author(s):  
Jung Wook Lim ◽  
Dong Yeol Oh
Keyword(s):  
Necessary Conditions ◽  
Sufficient Conditions ◽  
Commutative Rings ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Generalized Power Series ◽  
Ordered Monoid ◽  
Power Series Rings ◽  
Necessary And Sufficient ◽  
Equivalent Conditions

Abstract Let ({\mathrm{\Gamma}},\le ) be a strictly ordered monoid, and let {{\mathrm{\Gamma}}}^{\ast }\left={\mathrm{\Gamma}}\backslash \{0\} . Let D\subseteq E be an extension of commutative rings with identity, and let I be a nonzero proper ideal of D. Set \begin{array}{l}D+[\kern-2pt[ {E}^{{{\mathrm{\Gamma}}}^{\ast },\le }]\kern-2pt] := \left\{f\in [\kern-2pt[ {E}^{{\mathrm{\Gamma}},\le }]\kern-2pt] \hspace{0.15em}|\hspace{0.2em}f(0)\in D\right\}\hspace{.5em}\text{and}\\ \hspace{0.2em}D+[\kern-2pt[ {I}^{{\Gamma }^{\ast },\le }]\kern-2pt] := \left\{f\in [\kern-2pt[ {D}^{{\mathrm{\Gamma}},\le }]\kern-2pt] \hspace{0.15em}|\hspace{0.2em}f(\alpha )\in I,\hspace{.5em}\text{for}\hspace{.25em}\text{all}\hspace{.5em}\alpha \in {{\mathrm{\Gamma}}}^{\ast }\right\}.\end{array} In this paper, we give necessary conditions for the rings D+[\kern-2pt[ {E}^{{{\mathrm{\Gamma}}}^{\ast },\le }]\kern-2pt] to be Noetherian when ({\mathrm{\Gamma}},\le ) is positively ordered, and sufficient conditions for the rings D+[\kern-2pt[ {E}^{{{\mathrm{\Gamma}}}^{\ast },\le }]\kern-2pt] to be Noetherian when ({\mathrm{\Gamma}},\le ) is positively totally ordered. Moreover, we give a necessary and sufficient condition for the ring D+[\kern-2pt[ {I}^{{\Gamma }^{\ast },\le }]\kern-2pt] to be Noetherian when ({\mathrm{\Gamma}},\le ) is positively totally ordered. As corollaries, we give equivalent conditions for the rings D+({X}_{1},\ldots ,{X}_{n})E{[}{X}_{1},\ldots ,{X}_{n}] and D+({X}_{1},\ldots ,{X}_{n})I{[}{X}_{1},\ldots ,{X}_{n}] to be Noetherian.

SOME SUFFICIENT CONDITIONS OF LEARNABILITY IN THE LIMIT FROM POSITIVE DATA

2000 ◽  
Vol 11 (03) ◽  
pp. 515-524
Author(s):  
TAKESI OKADOME
Keyword(s):  
Sufficient Conditions ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Conditions For Learning ◽  
Positive Data ◽  
Necessary And Sufficient ◽  
Learning In The Limit

The paper deals with learning in the limit from positive data. After an introduction and overview of earlier results, we strengthen a result of Sato and Umayahara (1991) by establishing a necessary and sufficient condition for the satisfaction of Angluin's (1980) finite tell-tale condition. Our other two results show that two notions introduced here, the finite net property and the weak finite net property, lead to sufficient conditions for learning in the limit from positive data. Examples not solvable by earlier methods are also given.

scholarly journals Equipartitioning and balancing points of polygons

Pythagoras ◽  
2010 ◽  
Vol 0 (71) ◽  
Author(s):  
Shunmugam Pillay ◽  
Poobhalan Pillay
Keyword(s):  
General Theorem ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
The Other ◽  
Sufficient Condition ◽  
Centre Of Mass ◽  
Necessary And Sufficient Condition ◽  
Necessary And Sufficient

The centre of mass G of a triangle has the property that the rays to the vertices from G sweep out triangles having equal areas. We show that such points, termed equipartitioning points in this paper, need not exist in other polygons. A necessary and sufficient condition for a quadrilateral to have an equipartitioning point is that one of its diagonals bisects the other. The general theorem, namely, necessary and sufficient conditions for equipartitioning points for arbitrary polygons to exist, is also stated and proved. When this happens, they are in general, distinct from the centre of mass. In parallelograms, and only in them, do the two points coincide.

scholarly journals On The Convolution of a Box Spline With a Compactly Supported Distribution: Linear Independence for the Integer Translates

1991 ◽  
Vol 43 (1) ◽  
pp. 19-33 ◽  
Author(s):  
Charles K. Chui ◽  
Amos Ron
Keyword(s):  
Laplace Transform ◽  
Critical Points ◽  
Linear Independence ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Compactly Supported ◽  
Integer Translates ◽  
Box Spline ◽  
Finite Set ◽  
Necessary And Sufficient

AbstractThe problem of linear independence of the integer translates of μ * B, where μ is a compactly supported distribution and B is an exponential box spline, is considered in this paper. The main result relates the linear independence issue with the distribution of the zeros of the Fourier-Laplace transform, of μ on certain linear manifolds associated with B. The proof of our result makes an essential use of the necessary and sufficient condition derived in [12]. Several applications to specific situations are discussed. Particularly, it is shown that if the support of μ is small enough then linear independence is guaranteed provided that does not vanish at a certain finite set of critical points associated with B. Also, the results here provide a new proof of the linear independence condition for the translates of B itself.

The Homomorphic Mapping of Certain Matric Algebras onto Rings of Diagonal Matrices

1952 ◽  
Vol 4 ◽  
pp. 31-42 ◽  
Author(s):  
J. K. Goldhaber
Keyword(s):  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Characteristic Roots ◽  
Finite Set ◽  
Homomorphic Mapping ◽  
Necessary And Sufficient

The problem of determining the conditions under which a finite set of matrices A1A2, … , Ak has the property that their characteristic roots λ1j, λ2j, … , λki (j = 1, 2, …, n) may be so ordered that every polynomial f(A1A2 … , Ak) in these matrices has characteristic roots f(λ1j, λ2j …,λki) (j = 1, 2, … , n) was first considered by Frobenius [4]. He showed that a sufficient condition for the (Ai〉 to have this property is that they be commutative. It may be shown by an example that this condition is not necessary.J. Williamson [9] considered this problem for two matrices under the restriction that one of them be non-derogatory. He then showed that a necessary and sufficient condition that these two matrices have the above property is that they satisfy a certain finite set of matric equations.

scholarly journals Sufficient conditions for matchings

1972 ◽  
Vol 18 (2) ◽  
pp. 129-136 ◽  
Author(s):  
Ian Anderson
Keyword(s):  
Simple Proof ◽  
Perfect Matching ◽  
Sufficient Conditions ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Number Of Components ◽  
Image Position ◽  
Necessary And Sufficient

A graph G is said to possess a perfect matching if there is a subgraph of G consisting of disjoint edges which together cover all the vertices of G. Clearly G must then have an even number of vertices. A necessary and sufficient condition for G to possess a perfect matching was obtained by Tutte (3). If S is any set of vertices of G, let p(S) denote the number of components of the graph G – S with an odd number of vertices. Then the conditionis both necessary and sufficient for the existence of a perfect matching. A simple proof of this result is given in (1).

Rado's theorem for polymatroids

1975 ◽  
Vol 78 (2) ◽  
pp. 263-281 ◽  
Author(s):  
Colin J. H. McDiarmid
Keyword(s):  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Rank Function ◽  
Fundamental Importance ◽  
Matroid Theory ◽  
Continuous Analogue ◽  
Finite Set ◽  
Necessary And Sufficient ◽  
Transversal Theory

The theorem of R. Rado (12) to which I refer by the name ‘Rado's theorem for matroids’ gives necessary and sufficient conditions for a family of subsets of a finite set Y to have a transversal independent in a given matroid on Y. This theorem is of fundamental importance in both transversal theory and matroid theory (see, for example, (11)). In (3) J. Edmonds introduced and studied ‘polymatroids’ as a sort of continuous analogue of a matroid. I start this paper with a brief introduction to polymatroids, emphasizing the role of the ‘ground-set rank function’. The main result is an analogue for polymatroids of Rado's theorem for matroids, which I call not unnaturally ‘Rado's theorem for polymatroids’.

On characterizing the set of martingale measures in discrete time

2015 ◽  
Vol 15 (03) ◽  
pp. 1550017 ◽  
Author(s):  
Abdelkarem Berkaoui
Keyword(s):  
Discrete Time ◽  
Sufficient Conditions ◽  
Sample Space ◽  
Probability Measures ◽  
Finite Sample ◽  
Martingale Measures ◽  
Space Case ◽  
Necessary And Sufficient ◽  
Adapted Process ◽  
Vector Valued

We state necessary and sufficient conditions on a set of probability measures to be the set of martingale measures for a vector valued, bounded and adapted process. In the absence of the maximality condition, we prove the existence of the smallest set of martingale measures. We apply such results to the finite sample space case.

Necessary and sufficient conditions for asymptotic decay of oscillations in delayed functional equations

1981 ◽  
Vol 91 (1-2) ◽  
pp. 135-145
Author(s):  
Lu-San Chen ◽  
Cheh-Chih Yeh
Keyword(s):  
Differential Operator ◽  
Functional Equations ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Oscillatory Solutions ◽  
Asymptotic Decay ◽  
Image Position ◽  
Necessary And Sufficient

SynopsisThis paper studies the equationwhere the differential operator Ln is defined byand a necessary and sufficient condition that all oscillatory solutions of the above equation converge to zero asymptotically is presented. The results obtained extend and improve previous ones of Kusano and Onose, and Singh, even in the usual case wherewhere N is an integer with l≦N≦n–1.

scholarly journals Square roots in finite full transformation semigroups

1982 ◽  
Vol 23 (2) ◽  
pp. 137-149 ◽  
Author(s):  
Mary Snowden ◽  
J. M. Howie
Keyword(s):  
Transformation Semigroup ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Necessary Condition ◽  
Square Root ◽  
Transformation Semigroups ◽  
Full Transformation ◽  
Square Roots ◽  
Finite Set ◽  
Necessary And Sufficient

Let X be a finite set and let (X) be the full transformation semigroup on X, i.e. the set of all mappings from X into X, the semigroup operation being composition of mappings. This paper aims to characterize those elements of (X) which have square roots. An easily verifiable necessary condition, that of being quasi-square, is found in Theorem 2, and in Theorems 4 and 5 we find necessary and sufficient conditions for certain special elements of (X). The property of being compatibly amenable is shown in Theorem 7 to be equivalent for all elements of (X) to the possession of a square root.

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