Partial isometries, duality, and determinantal point processes

A determinantal point process (DPP) is an ensemble of random nonnegative-integer-valued Radon measures [Formula: see text] on a space [Formula: see text] with measure [Formula: see text], whose correlation functions are all given by determinants specified by an integral kernel [Formula: see text] called the correlation kernel. We consider a pair of Hilbert spaces, [Formula: see text], which are assumed to be realized as [Formula: see text]-spaces, [Formula: see text], [Formula: see text], and introduce a bounded linear operator [Formula: see text] and its adjoint [Formula: see text]. We show that if [Formula: see text] is a partial isometry of locally Hilbert–Schmidt class, then we have a unique DPP [Formula: see text] associated with [Formula: see text]. In addition, if [Formula: see text] is also of locally Hilbert–Schmidt class, then we have a unique pair of DPPs, [Formula: see text], [Formula: see text]. We also give a practical framework which makes [Formula: see text] and [Formula: see text] satisfy the above conditions. Our framework to construct pairs of DPPs implies useful duality relations between DPPs making pairs. For a correlation kernel of a given DPP our formula can provide plural different expressions, which reveal different aspects of the DPP. In order to demonstrate these advantages of our framework as well as to show that the class of DPPs obtained by this method is large enough to study universal structures in a variety of DPPs, we report plenty of examples of DPPs in one-, two- and higher-dimensional spaces [Formula: see text], where several types of weak convergence from finite DPPs to infinite DPPs are given. One-parameter ([Formula: see text]) series of infinite DPPs on [Formula: see text] and [Formula: see text] are discussed, which we call the Euclidean and the Heisenberg families of DPPs, respectively, following the terminologies of Zelditch.

Duality relations for overlaps of integrable boundary states in AdS/dCFT

The encoding of all possible sets of Bethe equations for a spin chain with SU(N|M) symmetry into a QQ-system calls for an expression of spin chain overlaps entirely in terms of Q-functions. We take a significant step towards deriving such a universal formula in the case of overlaps between Bethe eigenstates and integrable boundary states, of relevance for AdS/dCFT, by determining the transformation properties of the overlaps under fermionic as well as bosonic dualities which allows us to move between any two descriptions of the spin chain encoded in the QQ-system. An important part of our analysis involves introducing a suitable regularization for singular Bethe root configurations.

Duality of positive and negative integrable hierarchies via relativistically invariant fields

It is shown that the relativistic invariance plays a key role in the study of integrable systems. Using the relativistically invariant sine-Gordon equation, the Tzitzeica equation, the Toda fields and the second heavenly equation as dual relations, some continuous and discrete integrable positive hierarchies such as the potential modified Korteweg-de Vries hierarchy, the potential Fordy-Gibbons hierarchies, the potential dispersionless Kadomtsev-Petviashvili-like (dKPL) hierarchy, the differential-difference dKPL hierarchy and the second heavenly hierarchies are converted to the integrable negative hierarchies including the sG hierarchy and the Tzitzeica hierarchy, the two-dimensional dispersionless Toda hierarchy, the two-dimensional Toda hierarchies and negative heavenly hierarchy. In (1+1)-dimensional cases the positive/negative hierarchy dualities are guaranteed by the dualities between the recursion operators and their inverses. In (2+1)-dimensional cases, the positive/negative hierarchy dualities are explicitly shown by using the formal series symmetry approach, the mastersymmetry method and the relativistic invariance of the duality relations. For the 4-dimensional heavenly system, the duality problem is studied firstly by formal series symmetry approach. Two elegant commuting recursion operators of the heavenly equation appear naturally from the formal series symmetry approach so that the duality problem can also be studied by means of the recursion operators.

The massless irreducible representation in E theory and how bosons can appear as spinors

We study in detail the irreducible representation of [Formula: see text] theory that corresponds to massless particles. This has little algebra [Formula: see text] and contains 128 physical states that belong to the spinor representation of [Formula: see text]. These are the degrees of freedom of maximal supergravity in eleven dimensions. This smaller number of the degrees of freedom, compared to what might be expected, is due to an infinite number of duality relations which in turn can be traced to the existence of a subaglebra of [Formula: see text] which forms an ideal and annihilates the representation. We explain how these features are inherited into the covariant theory. We also comment on the remarkable similarity between how the bosons and fermions arise in [Formula: see text] theory.

Duality Hierarchies and Differential Graded Lie Algebras

The gauge theories underlying gauged supergravity and exceptional field theory are based on tensor hierarchies: generalizations of Yang-Mills theory utilizing algebraic structures that generalize Lie algebras and, as a consequence, require higher-form gauge fields. Recently, we proposed that the algebraic structure allowing for consistent tensor hierarchies is axiomatized by ‘infinity-enhanced Leibniz algebras’ defined on graded vector spaces generalizing Leibniz algebras. It was subsequently shown that, upon appending additional vector spaces, this structure can be reinterpreted as a differential graded Lie algebra. We use this observation to streamline the construction of general tensor hierarchies, and we formulate dynamics in terms of a hierarchy of first-order duality relations, including scalar fields with a potential.

Duality relations for a class of generalized weak R-duals

Since the introduction of R-duals by Casazza, Kutyniok and Lammers with the motivation to obtain a general version of duality principle in Gabor analysis, various R-duals and some relaxations of the R-dual setup have been introduced and studied by some mathematicians. They provide a powerful tool in the analysis of duality relations in general frame theory, and are far beyond the duality principle in Gabor analysis. In this paper, we introduce the concept of generalized weak R-dual based on a pair of frames which is a relaxation of the R-dual setup. Using generalized weak R-duals, we characterize the frame properties of a sequence and the equivalence between two frames, prove that the generalized weak R-duals of frames (Riesz bases) are frame sequences (frames), and present a coefficient expression corresponding to the canonical duals of generalized weak R-duals. Some examples are provided to illustrate the generality of the theory.

Symmetric duality in complex spaces over cones

Duality theory plays an important role in optimization theory. It has been extensively used for many theoretical and computational problems in mathematical programming. In this paper duality results are established for first and second order Wolfe and Mond-Weir type symmetric dual programs over general polyhedral cones in complex spaces. Corresponding duality relations for nondifferentiable case are also stated. This work will also remove inconsistencies in the earlier work from the literature.

Duality for multiobjective variational problems under second-order (Ф,ρ)-invexity

The purpose of this article is to introduce the concept of second order (?,?)-invex function for continuous case and apply it to discuss the duality relations for a class of multiobjective variational problem. Weak, strong and strict duality theorems are obtained in order to relate efficient solutions of the primal problem and its second order Mond-Weir type multiobjective variational dual problem using aforesaid assumption. A non-trivial example is also exemplified to show the presence of the proposed class of a function.

Geometric step options and Lévy models: duality, PIDEs, and semi-analytical pricing

<p style='text-indent:20px;'>The present article studies geometric step options in exponential Lévy markets. Our contribution is manifold and extends several aspects of the geometric step option pricing literature. First, we provide symmetry and duality relations and derive various characterizations for both European-type and American-type geometric double barrier step options. In particular, we are able to obtain a jump-diffusion disentanglement for the early exercise premium of American-type geometric double barrier step contracts and its maturity-randomized equivalent as well as to characterize the diffusion and jump contributions to these early exercise premiums separately by means of partial integro-differential equations and ordinary integro-differential equations. As an application of our characterizations, we derive semi-analytical pricing results for (regular) European-type and American-type geometric down-and-out step call options under hyper-exponential jump-diffusion models. Lastly, we use the latter results to discuss the early exercise structure of geometric step options once jumps are added and to subsequently provide an analysis of the impact of jumps on the price and hedging parameters of (European-type and American-type) geometric step contracts.</p>