Currently displaying 1 – 20 of 25

Showing per page

Order by Relevance | Title | Year of publication

Factor representations of diffeomorphism groups

Robert P. Boyer — 2003

Studia Mathematica

We give a new construction of semifinite factor representations of the diffeomorphism group of euclidean space. These representations are in canonical correspondence with the finite factor representations of the inductive limit unitary group. Hence, many of these representations are given in terms of quasi-free representations of the canonical commutation and anti-commutation relations. To establish this correspondence requires a generalization of complete positivity as developed in operator algebras....

The generic dimension of the first derived system

Robert P. Buemi — 1978

Annales de l'institut Fourier

Any r -dimensional subbundle of the cotangent bundle on an n -dimensional manifold M partitions M into subsets M 0 , ... , M m ( m being the minimum of r and C ( n - r , 2 ) , the combinations of n - r things taken 2 at a time). M i is the set on which the first derived systems of the subbundle has codimension i . In this paper we prove the following: Theorem. Let s 2 and let Q be a generic C s r -dimensional subbundle of the cotangent bundle of an n -dimensional manifold M . The codimension of M i is given...

Minimum variance importance sampling Population Monte Carlo

R. DoucA. GuillinJ.-M. MarinC. P. Robert — 2007

ESAIM: Probability and Statistics

Variance reduction has always been a central issue in Monte Carlo experiments. Population Monte Carlo can be used to this effect, in that a mixture of importance functions, called a D-kernel, can be iteratively optimized to achieve the minimum asymptotic variance for a function of interest among all possible mixtures. The implementation of this iterative scheme is illustrated for the computation of the price of a European option in the Cox-Ingersoll-Ross model. A Central Limit theorem as well...

Page 1 Next

Download Results (CSV)