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- 58-XX Global analysis, analysis on manifolds
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This paper deals with the mathematics of the Markowitz theory of portfolio management. Let E and V be two homogeneous functions defined on ℝⁿ, the first linear, the other positive definite quadratic. Furthermore let Δ be a simplex contained in ℝⁿ (the set of admissible portfolios), for example Δ : x₁+ ... + xₙ = 1, . Our goal is to investigate the properties of the restricted mappings (V,E):Δ → ℝ² (the so called Markowitz mappings) and to classify them. We introduce the notion of a generic model...
The notion of controlled invariance under quasi-static state feedback for discrete-time nonlinear systems has been recently introduced and shown to provide a geometric solution to the dynamic disturbance decoupling problem (DDDP). However, the proof relies heavily on the inversion (structure) algorithm. This paper presents an intrinsic, algorithm-independent, proof of the solvability conditions to the DDDP.
In this note we continue a theme taken up in part I, see [Gzyl and Recht: The geometry on the class of probabilities (I). The finite dimensional case. Rev. Mat. Iberoamericana 22 (2006), 545-558], namely to provide a geometric interpretation of exponential families as end points of geodesics of a non-metric connection in a function space. For that we characterize the space of probability densities as a projective space in the class of strictly positive functions, and these will be regarded as a...
The global convergence of a direct method for determining turning (limit) points of a parameter-dependent mapping is analysed. It is assumed that the relevant extended system has a singular root for a special parameter value. The singular root is clasified as a (i.e., as a turning point). Then, the Theorz for Imperfect Bifurcation offers a particular scenario for the split of the singular root into a finite number of regular roots (turning points) due to a given parameter imperfection. The relationship...
Let be a bounded open subset of , . In we deduce the global differentiability result
for the solutions of the Dirichlet problem
with controlled growth and nonlinearity . The result was obtained by first extending the interior differentiability result near the boundary and then proving the global differentiability result making use of a covering procedure.
Let f be a C1 function defined over Rn and definable in a given o-minimal structure M expanding the real field. We prove here a gradient-like inequality at infinity in a neighborhood of an asymptotic critical value c. When f is C2 we use this inequality to discuss the trivialization by the gradient flow of f in a neighborhood of a regular asymptotic critical level.
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