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Convergence of Infinite Series: The purpose of this paper is to examine certain questions concerning infinite series. The first chapter introduces several basic definitions and theorems from calculus. In particular, this chapter contains the proofs for various convergence tests for series of real numbers. The second chapter deals primarily with the equivalence of absolute convergence, unconditional convergence, bounded multiplier convergence, and c0 multiplier convergence for series of real numbers. Also included in this chapter is a proof that an unconditionally convergent series may be rearranged so that it converges to any real number desired. The third chapter contains a proof of the Silverman-Toeplitz Theorem together with several applications.
Operators on Continuous Function Spaces and Weak Precompactness: If T:C(H,X)-->Y is a bounded linear operator then there exists a unique weakly regular finitely additive set function m:-->L(X,Y**) so that T(f) = ∫Hfdm. In this paper, bounded linear operators on C(H,X) are studied in terms the measure given by this representation theorem. The first chapter provides a brief history of representation theorems of these classes of operators. In the second chapter the represenation theorem used in the remainder of the paper is presented. If T is a weakly compact operator on C(H,X) with representing measure m, then m(A) is a weakly compact operator for every Borel set A. Furthermore, m is strongly bounded. Analogous statements may be made for many interesting classes of operators. In chapter III, two classes of operators, weakly precompact and QSP, are studied. Examples are provided to show that if T is weakly precompact (QSP) then m(A) need not be weakly precompact (QSP), for every Borel set A. In addition, it will be shown that weakly precompact and GSP operators need not have strongly bounded representing measures. Sufficient conditions are provided which guarantee that a weakly precompact (QSP) operator has weakly precompact (QSP) values. A sufficient condition for a weakly precomact operator to be strongly bounded is given. In chapter IV, weakly precompact subsets of L1(μ,X) are examined. For a Banach space X whose dual has the Radon-Nikodym property, it is shown that the weakly precompact subsets of L1(μ,X) are exactly the uniformly integrable subsets of L1(μ,X). Furthermore, it is shown that this characterization does not hold in Banach spaces X for which X* does not have the weak Radon-Nikodym property.
Option Pricing Under New Classes of Jump-Diffusion Processes: In this dissertation, we introduce novel exponential jump-diffusion models for pricing options. Firstly, the normal convolution gamma mixture jump-diffusion model is presented. This model generalizes Merton's jump-diffusion and Kou's double exponential jump-diffusion. We show that the normal convolution gamma mixture jump-diffusion model captures some economically important features of the asset price, and that it exhibits heavier tails than both Merton jump-diffusion and double exponential jump-diffusion models. Secondly, the normal convolution double gamma jump-diffusion model for pricing options is presented. We show that under certain configurations of both the normal convolution gamma mixture and the normal convolution double gamma jump-diffusion models, the latter exhibits a heavier left or right tail than the former. For both models, the maximum likelihood procedure for estimating the model parameters under the physical measure is fairly straightforward; moreover, the likelihood function is given in closed form thereby eliminating the need to embed a probability density function recovery procedure such as the fast Fourier transform or the Fourier-cosine expansion methods in the parameter estimation procedure. In addition, both models can reproduce the implied volatility surface observed in the options data and provide a good fit to the market-quoted European option prices.
Real Analyticity of Hausdorff Dimension of Disconnected Julia Sets of Cubic Parabolic Polynomials: Consider a family of cubic parabolic polynomials given by for non-zero complex parameters such that for each the polynomial is a parabolic polynomial, that is, the polynomial has a parabolic fixed point and the Julia set of , denoted by , does not contain any critical points of . We also assumed that for each , one finite critical point of the polynomial escapes to the super-attracting fixed point infinity. So, the Julia sets are disconnected. The concern about the family is that the members of this family are generally not even bi-Lipschitz conjugate on their Julia sets. We have proved that the parameter set is open and contains a deleted neighborhood of the origin 0. Our main result is that the Hausdorff dimension function defined by is real analytic. To prove this we have constructed a holomorphic family of holomorphic parabolic graph directed Markov systems whose limit sets coincide with the Julia sets of polynomials up to a countable set, and hence have the same Hausdorff dimension. Then we associate to this holomorphic family of holomorphic parabolic graph directed Markov systems an analytic family, call it , of conformal graph directed Markov systems with infinite number of edges in order to reduce the problem of real analyticity of Hausdorff dimension for the given family of polynomials to prove the corresponding statement for the family .
The Moore-Smith Limit: It is the purpose of this thesis to indicate in more detail how various limits defined in analysis, as well as other concepts not ordinarily defined as limits, may be obtained as special cases of the Moore-Smith limit.
Generic Algebras and Kazhdan-Lusztig Theory for Monomial Groups: The Iwahori-Hecke algebras of Coxeter groups play a central role in the study of representations of semisimple Lie-type groups. An important tool is the combinatorial approach to representations of Iwahori-Hecke algebras introduced by Kazhdan and Lusztig in 1979. In this dissertation, I discuss a generalization of the Iwahori-Hecke algebra of the symmetric group that is instead based on the complex reflection group G(r,1,n). Using the analogues of Kazhdan and Lusztig's R-polynomials, I show that this algebra determines a partial order on G(r,1,n) that generalizes the Chevalley-Bruhat order on the symmetric group. I also consider possible analogues of Kazhdan-Lusztig polynomials.
Uniqueness of Positive Solutions for Elliptic Dirichlet Problems: In this paper we consider the question of uniqueness of positive solutions for Dirichlet problems of the form - Δ u(x)= g(λ,u(x)) in B, u(x) = 0 on ϑB, where A is the Laplace operator, B is the unit ball in RˆN, and A>0. We show that if g(λ,u)=uˆ(N+2)/(N-2) + λ, that is g has "critical growth", then large positive solutions are unique. We also prove uniqueness of large solutions when g(λ,u)=A f(u) with f(0) < 0, f "superlinear" and monotone. We use a number of methods from nonlinear functional analysis such as variational identities, Sturm comparison theorems and methods of order. We also present a regularity result on linear elliptic equation where a coefficient has critical growth.
Radial Solutions of Singular Semilinear Equations on Exterior Domains: We prove the existence and nonexistence of radial solutions of singular semilinear equations Δu + k(x)f(u)=0 with boundary condition on the exterior of the ball with radius R>0 in ℝ^N such that lim r →∞ u(r)=0, where f: ℝ \ {0} →ℝ is an odd and locally Lipschitz continuous nonlinear function such that there exists a β >0 with f <0 on (0, β), f >0 on (β, ∞), and K(r) ~ r^-α for some α >0.
A Development of a Set of Functions Analogous to the Trigonometric and the Hyperbolic Functions: The purpose of this paper is to define and develop a set of functions of an area in such a manner as to be analogous to the trigonometric and the hyperbolic functions.
A Random Walk Version of Robbins' Problem: Robbins' problem is an optimal stopping problem where one seeks to minimize the expected rank of their observations among all observations. We examine random walk analogs to Robbins' problem in both discrete and continuous time. In discrete time, we consider full information and relative ranks versions of this problem. For three step walks, we give the optimal stopping rule and the expected rank for both versions. We also give asymptotic upper bounds for the expected rank in discrete time. Finally, we give upper and lower bounds for the expected rank in continuous time, and we show that the expected rank in the continuous time problem is at least as large as the normalized asymptotic expected rank in the full information discrete time version.
A Classification of the Homogeneity of Countable Products of Subsets of Real Numbers: Spaces such as the closed interval [0, 1] do not have the property of being homogeneous, strongly locally homogeneous (SLH) or countable dense homogeneous (CDH), but the Hilbert cube has all three properties. We investigate subsets X of real numbers to determine when their countable product is homogeneous, SLH, or CDH. We give necessary and sufficient conditions for the product to be homogeneous. We also prove that the product is SLH if and only if X is zero-dimensional or an interval. And finally we show that for a Borel subset X of real numbers the product is CDH iff X is a G-delta zero-dimensional set or an interval.
Absolute Continuity and the Integration of Bounded Set Functions: The first chapter gives basic definitions and theorems concerning set functions and set function integrals. The lemmas and theorems are presented without proof in this chapter. The second chapter deals with absolute continuity and Lipschitz condition. Particular emphasis is placed on the properties of max and min integrals. The third chapter deals with approximating absolutely continuous functions with bounded functions. It also deals with the existence of the integrals composed of various combinations of bounded functions and finitely additive functions. The concluding theorem states if the integral of the product of a bounded function and a non-negative finitely additive function exists, then the integral of the product of the bounded function with an absolutely continuous function exists over any element in a field of subsets of a set U.
Integration of Vector Valued Functions: This paper develops an integral for Lebesgue measurable functions mapping from the interval [0, 1] into a Banach space.
R-Modules for the Alexander Cohomology Theory: The Alexander Wallace Spanier cohomology theory associates with an arbitrary topological space an abelian group. In this paper, an arbitrary topological space is associated with an R-module. The construction of the R-module is similar to the Alexander Wallace Spanier construction of the abelian group.
Complete Ordered Fields: The purpose of this thesis is to study the concept of completeness in an ordered field. Several conditions which are necessary and sufficient for completeness in an ordered field are examined. In Chapter I the definitions of a field and an ordered field are presented and several properties of fields and ordered fields are noted. Chapter II defines an Archimedean field and presents several conditions equivalent to the Archimedean property. Definitions of a complete ordered field (in terms of a least upper bound) and the set of real numbers are also stated. Chapter III presents eight conditions which are equivalent to completeness in an ordered field. These conditions include the concepts of nested intervals, Dedekind cuts, bounded monotonic sequences, convergent subsequences, open coverings, cluster points, Cauchy sequences, and continuous functions.
Understanding Ancient Math Through Kepler: A Few Geometric Ideas from The Harmony of the World: Euclid's geometry is well-known for its theorems concerning triangles and circles. Less popular are the contents of the tenth book, in which geometry is a means to study quantity in general. Commensurability and rational quantities are first principles, and from them are derived at least eight species of irrationals. A recently republished work by Johannes Kepler contains examples using polygons to illustrate these species. In addition, figures having these quantities in their construction form solid shapes (polyhedra) having origins though Platonic philosophy and Archimedean works. Kepler gives two additional polyhedra, and a simple means for constructing the “divine” proportion is given.
The History of the Calculus: The purpose of this essay is to trace the development of the concepts of the calculus from their first known appearance, through the formal invention of the method of the calculus in the second half of the seventeenth century, to our own day.
Comparison of Some Mappings in Topology: The main purpose of this paper is the study of transformations in topological space and relationships between special types of transformations.
Uniqueness Results for the Infinite Unitary, Orthogonal and Associated Groups: Let H be a separable infinite dimensional complex Hilbert space, let U(H) be the Polish topological group of unitary operators on H, let G be a Polish topological group and φ:G→U(H) an algebraic isomorphism. Then φ is a topological isomorphism. The same theorem holds for the projective unitary group, for the group of *-automorphisms of L(H) and for the complex isometry group. If H is a separable real Hilbert space with dim(H)≥3, the theorem is also true for the orthogonal group O(H), for the projective orthogonal group and for the real isometry group. The theorem fails for U(H) if H is finite dimensional complex Hilbert space.
Contributions to Descriptive Set Theory: In this dissertation we study closure properties of pointclasses, scales on sets of reals and the models L[T2n], which are very natural canonical inner models of ZFC. We first characterize projective-like hierarchies by their associated ordinals. This solves a conjecture of Steel and a conjecture of Kechris, Solovay, and Steel. The solution to the first conjecture allows us in particular to reprove a strong partition property result on the ordinal of a Steel pointclass and derive a new boundedness principle which could be useful in the study of the cardinal structure of L(R). We then develop new methods which produce lightface scales on certain sets of reals. The methods are inspired by Jackson’s proof of the Kechris-Martin theorem. We then generalize the Kechris-Martin Theorem to all the Π12n+1 pointclasses using Jackson’s theory of descriptions. This in turns allows us to characterize the sets of reals of a certain initial segment of the models L[T2n]. We then use this characterization and the generalization of Kechris-Martin theorem to show that the L[T2n] are unique. This generalizes previous work of Hjorth. We then characterize the L[T2n] in term of inner models theory, showing that they actually are constructible models over direct limit of mice with Woodin cardinals, a counterpart to Steel’s result that the L[T2n+1] are extender models, and finally show that the generalized contiuum hypothesis holds in these models, solving a conjecture of Woodin.
Conformal and Stochastic Non-Autonomous Dynamical Systems: In this dissertation we focus on the application of thermodynamic formalism to non-autonomous and random dynamical systems. Specifically we use the thermodynamic formalism to investigate the dimension of various fractal constructions via the, now standard, technique of Bowen which he developed in his 1979 paper on quasi-Fuchsian groups. Bowen showed, roughly speaking, that the dimension of a fractal is equal to the zero of the relevant topological pressure function. We generalize the results of Rempe-Gillen and Urbanski on non-autonomous iterated function systems to the setting of non-autonomous graph directed Markov systems and then show that the Hausdorff dimension of the fractal limit set is equal to the zero of the associated pressure function provided the size of the alphabets at each time step do not grow too quickly. In trying to remove these growth restrictions, we present several other systems for which Bowen's formula holds, most notably ascending systems. We then use these various constructions to investigate the Hausdorff dimension of various subsets of the Julia set for different large classes of transcendental meromorphic functions of finite order which have been perturbed non-autonomously. In particular we find lower and upper bounds for the dimension of the subset of the Julia set whose points escape to infinity, and in many cases we find the exact dimension. While the upper bound was known previously in the autonomous case, the lower bound was not known in this setting, and all of these results are new in the non-autonomous setting. We also use transfer operator techniques to prove an almost sure invariance principle for random dynamical systems for which the thermodynamical formalism has been well established. In particular, we see that if a system exhibits a fiberwise spectral gap property and the base dynamical system is sufficiently well behaved, i.e. it exhibits an exponential …
Infinite Planar Graphs: How many equivalence classes of geodesic rays does a graph contain? How many bounded automorphisms does a planar graph have? Neimayer and Watkins studied these two questions and answered them for a certain class of graphs. Using the concept of excess of a vertex, the class of graphs that Neimayer and Watkins studied are extended to include graphs with positive excess at each vertex. The results of this paper show that there are an uncountable number of geodesic fibers for graphs in this extended class and that for any graph in this extended class the only bounded automorphism is the identity automorphism.
A Method for Approximating the Distributed Loads of an Airplane by Sets of Point Loads: This paper gives the derivation of a method for determining the forces to be applied to these points which will simulate the load distributed over all the airplane.
Uniformly σ-Finite Disintegrations of Measures: A disintegration of measure is a common tool used in ergodic theory, probability, and descriptive set theory. The primary interest in this paper is in disintegrating σ-finite measures on standard Borel spaces into families of σ-finite measures. In 1984, Dorothy Maharam asked whether every such disintegration is uniformly σ-finite meaning that there exists a countable collection of Borel sets which simultaneously witnesses that every measure in the disintegration is σ-finite. Assuming Gödel’s axiom of constructability I provide answer Maharam's question by constructing a specific disintegration which is not uniformly σ-finite.
π-regular Rings: The dissertation focuses on the structure of π-regular (regular) rings.
Valuations and Valuation Rings: This paper is an investigation of several basic properties of ordered Abelian groups, valuations, the relationship between valuation rings, valuations, and their value groups and valuation rings. The proofs to all theorems stated without proof can be found in Zariski and Samuel, Commutative Algebra, Vol. I, 1858. In Chapter I several basic theorems which are used in later proofs are stated without proof, and we prove several theorems on the structure of ordered Abelian groups, and the basic relationships between these groups, valuations, and their valuation rings in a field. In Chapter II we deal with valuation rings, and relate the structure of valuation rings to the structure of their value groups.
Complemented Subspaces of Bounded Linear Operators: For many years mathematicians have been interested in the problem of whether an operator ideal is complemented in the space of all bounded linear operators. In this dissertation the complementation of various classes of operators in the space of all bounded linear operators is considered. This paper begins with a preliminary discussion of linear bounded operators as well as operator ideals. Let L(X, Y ) be a Banach space of all bounded linear operator between Banach spaces X and Y , K(X, Y ) be the space of all compact operators, and W(X, Y ) be the space of all weakly compact operators. We denote space all operator ideals by O.
Level Curves of the Angle Function of a Positive Definite Symmetric Matrix: Given a real N by N matrix A, write p(A) for the maximum angle by which A rotates any unit vector. Suppose that A and B are positive definite symmetric (PDS) N by N matrices. Then their Jordan product {A, B} := AB + BA is also symmetric, but not necessarily positive definite. If p(A) + p(B) is obtuse, then there exists a special orthogonal matrix S such that {A, SBS^(-1)} is indefinite. Of course, if A and B commute, then {A, B} is positive definite. Our work grows from the following question: if A and B are commuting positive definite symmetric matrices such that p(A) + p(B) is obtuse, what is the minimal p(S) such that {A, SBS^(-1)} indefinite? In this dissertation we will describe the level curves of the angle function mapping a unit vector x to the angle between x and Ax for a 3 by 3 PDS matrix A, and discuss their interaction with those of a second such matrix.
Near-Rings: The primary objective of this work is to discuss some of the elementary properties of near-rings as they are related to rings. This study is divided into three subdivisions: (1) Basic Properties and Concepts of Near-Rings; (2) The Ideal Structure of Near-Rings; and (3) Homomorphism and Isomorphism of Near-Rings.
Completely Simple Semigroups: The purpose of this thesis is to explore some of the characteristics of 0-simple semigroups and completely 0-simple semigroups.
T-Functions: The main purpose of this paper is to make a detailed study of a certain class T of complex functions. The functions of the class T have a special mapping property and are meromorphic in every region. As an application of this study, certain elementary functions are defined and studied in terms of a special T-function.
Product and Function Spaces: In this paper the Cartesian product topology for an arbitrary family of topological spaces and some of its basic properties are defined. The space is investigated to determine which of the separation properties of the component spaces are invariant.
Properties of Order Relations and Certain Partly Ordered Systems: The purpose of this paper is to present a study of partly ordered sets. It includes a rigorous development of relations based on the notion of a relation as a set, lattices, and theorems concerning the lattice of subgroups of a group.
Mycielski-Regular Measures: Let μ be a Radon probability measure on M, the d-dimensional Real Euclidean space (where d is a positive integer), and f a measurable function. Let P be the space of sequences whose coordinates are elements in M. Then, for any point x in M, define a function ƒn on M and P that looks at the first n terms of an element of P and evaluates f at the first of those n terms that minimizes the distance to x in M. The measures for which such sequences converge in measure to f for almost every sequence are called Mycielski-regular. We show that the self-similar measure generated by a finite family of contracting similitudes and which up to a constant is the Hausdorff measure in its dimension on an invariant set C is Mycielski-regular.
A Set of Axioms for a Topological Space: Axioms for a topological space are generally based on neighborhoods where "neighborhood" is an undefined term. Then, limit points are defined in terms of neighborhoods. However, limit points seem to be the basic concept of a topological space, rather than neighborhoods. For this reason, it will be attempted to state a set of axioms for a topological space, using limit point as the undefined concept, and to delete the idea of neighborhoods from the theory.
The Development of the Natural Numbers by Means of the Peano Postulates: This thesis covers the development of the natural numbers by means of the peano postulates.
Finite Element Solutions to Nonlinear Partial Differential Equations: This paper develops a numerical algorithm that produces finite element solutions for a broad class of partial differential equations. The method is based on steepest descent methods in the Sobolev space H¹(Ω). Although the method may be applied in more general settings, we consider only differential equations that may be written as a first order quasi-linear system. The method is developed in a Hilbert space setting where strong convergence is established for part of the iteration. We also prove convergence for an inner iteration in the finite element setting. The method is demonstrated on Burger's equation and the Navier-Stokes equations as applied to the square cavity flow problem. Numerical evidence suggests that the accuracy of the method is second order,. A documented listing of the FORTRAN code for the Navier-Stokes equations is included.
On Sets and Functions in a Metric Space: The purpose of this thesis is to study some of the properties of metric spaces. An effort is made to show that many of the properties of a metric space are generalized properties of R, the set of real numbers, or Euclidean n--space, and are specific cases of the properties of a general topological space.
Lebesgue Linear Measure: This paper discusses the concept of a general definition of measure, and shows that the Lebesgue measure satisfies the requirements set forth for the ideal definition.
Compactness and Equivalent Notions: One of the classic theorems concerning the real numbers states that every open cover of a closed and bounded subset of the real line contains a finite subcover. Compactness is an abstraction of that notion, and there are several ideas concerning it which are equivalent and many which are similar. The purpose of this paper is to synthesize the more important of these ideas. This synthesis is accomplished by demonstrating either situations in which two ordinarily different conditions are equivalent or combinations of two or more properties which will guarantee a third.
Restricting Invariants and Arrangements of Finite Complex Reflection Groups: Suppose that G is a finite, unitary reflection group acting on a complex vector space V and X is a subspace of V. Define N to be the setwise stabilizer of X in G, Z to be the pointwise stabilizer, and C=N/Z. Then restriction defines a homomorphism from the algebra of G-invariant polynomial functions on V to the algebra of C-invariant functions on X. In my thesis, I extend earlier work by Douglass and Röhrle for Coxeter groups to the case where G is a complex reflection group of type G(r,p,n) in the notation of Shephard and Todd and X is in the lattice of the reflection arrangement of G. The main result characterizes when the restriction mapping is surjective in terms of the exponents of G and C and their reflection arrangements.
Dimensions in Random Constructions.: We consider random fractals generated by random recursive constructions, prove zero-one laws concerning their dimensions and find their packing and Minkowski dimensions. Also we investigate the packing measure in corresponding dimension. For a class of random distribution functions we prove that their packing and Hausdorff dimensions coincide.
Some Theorems and Product Spaces: This thesis is a study of some axioms and theorems, and product spaces.
Metric Spaces: This thesis covers fundamental properties of metric spaces, as well as completeness, compactness, and separability of metric spaces.
Algebraic Integers: The primary purpose of this thesis is to give a substantial generalization of the set of integers Z, where particular emphasis is given to number theoretic questions such as that of unique factorization. The origin of the thesis came from a study of a special case of generalized integers called the Gaussian Integers, namely the set of all complex numbers in the form n + mi, for m,n in Z. The main generalization involves what are called algebraic integers.
Means and Mean Value Theorems: This study covers means, mean value theorems of the differential calculus, and mean value theorems of integral calculus.
Random Sampling: The purpose of this study is to show the use of random sampling in solving certain mathematical problems. The origin of random numbers to be used in sampling is discussed and methods of sampling from known distributions are then given together with an indication that the sampling procedures are unbiased.
The Riemann-Complete Integral: The problem with which this paper is concerned is that of defining the Riemann-Complete Integral and comparing it with the Riemann and the Lebesgue Integrals.
Some Results of Two Topological Spaces: This thesis explores some results of two topological spaces.
The Study of Translation Equivalence on Integer Lattices: This paper is a contribution to the study of countable Borel equivalence relations on standard Borel spaces. We concentrate here on the study of the nature of translation equivalence. We study these known hyperfinite spaces in order to gain insight into the approach necessary to classify certain variables as either being hyperfinite or not. In Chapter 1, we will give the basic definitions and examples of spaces used in this work. The general construction of marker sets is developed in this work. These marker sets are used to develop several invariant tilings of the equivalence classes of specific variables . Some properties that are equivalent to hyperfiniteness in the certain space are also developed. Lastly, we will give the new result that there is a continuous injective embedding from certain defined variables.

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