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 …

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.

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 …

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.

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.

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.

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.

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.

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.

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 …

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 …

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 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.

The dissertation focuses on the structure of π-regular (regular) rings.

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.

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.

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.

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.

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.

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.

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.

The primary result from this dissertation is following inequality: d(B) ≤ min(2^< wd(B),sup{λ^c(B): λ < wd(B)}) in ZFC, where B is a homogeneous complete Boolean algebra, d(B) is the density, wd(B) is the weak density, and c(B) is the cellularity of B. Chapter II of this dissertation is a general overview of homogeneous complete Boolean algebras. Assuming the existence of a weakly inaccessible cardinal, we give an example of a homogeneous complete Boolean algebra which does not attain its cellularity. In chapter III, we prove that for any integer n > 1, wd_2(B) = wd_n(B). Also in this chapter, we show that if X⊂B is κ—weakly dense for 1 < κ < sat(B), then sup{wd_κ(B):κ < sat(B)} = d(B). In chapter IV, we address the following question: If X is weakly dense in a homogeneous complete Boolean algebra B, does there necessarily exist b € B\{0} such that {x∗b: x ∈ X} is dense in B|b = {c € B: c ≤ b}? We show that the answer is no for collapsing algebras. In chapter V, we give new proofs to some well known results concerning supporting antichains. A direct consequence of these results is the relation c(B) < wd(B), …

In prophet problems, two players with different levels of information make decisions to optimize their return from an underlying optimal stopping problem. The player with more information is called the "prophet" while the player with less information is known as the "gambler." In this thesis, as in the majority of the literature on such problems, we assume that the prophet is omniscient, and the gambler does not know future outcomes when making his decisions. Certainly, the prophet will get a better return than the gambler. But how much better? The goal of a prophet problem is to find the least upper bound on the difference (or ratio) between the prophet's return, M, and the gambler's return, V. In this thesis, we present new prophet problems where we seek the least upper bound on M-V when there is a fixed cost per observations. Most prophet problems in the literature compare M and V when prophet and gambler buy (or sell) one asset. The new prophet problems presented in Chapters 3 and 4 treat a scenario where prophet and gambler optimize their return from selling two assets, when there is a fixed cost per observation. Sharp bounds for the problems on small …

This dissertation is a study of the dynamics of one-dimensional unimodal maps and is mainly concerned with those maps which are trapezoidal. The trapezoidal function, f_e, is defined for eΣ(0,1/2) by f_e(x)=x/e for xΣ[0,e], f_e(x)=1 for xΣ(e,1-e), and f_e(x)=(1-x)/e for xΣ[1-e,1]. We study the symbolic dynamics of the kneading sequences and relate them to the analytic dynamics of these maps. Chapter one is an overview of the present theory of Metropolis, Stein, and Stein (MSS). In Chapter two a formula is given that counts the number of MSS sequences of length n. Next, the number of distinct primitive colorings of n beads with two colors, as counted by Gilbert and Riordan, is shown to equal the number of MSS sequences of length n. An algorithm is given that produces a bisection between these two quantities for each n. Lastly, the number of negative orbits of size n for the function f(z)=z^2-2, as counted by P.J. Myrberg, is shown to equal the number of MSS sequences of length n. For an MSS sequence P, let H_ϖ(P) be the unique common extension of the harmonics of P. In Chapter three it is proved that there is exactly one J(P)Σ[0,1] such that the …