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Here we study dilations of q-commuting tuples. In [BBD] the authors gave the correspondence between the two standard dilations of commuting tuples and here these results have been extended to q-commuting tuples. We are able to do this when q-coefficients ‘qij ’ are of modulus one. We introduce ‘maximal q-commuting subspace ’ of a n-tuple of operators and(More)
Larsenianthus W. J. Kress & Mood, gen. nov. is described with one new combination and three new species. Larsenianthus careyanus (Benth.) W. J. Kress & Mood, comb. nov., is widespread in India and present-day Bangladesh; Larsenianthus wardianus W. J. Kress, Thet Htun & Bordelon, sp. nov., is from upper Myanmar in Kachin State; Larsenianthus assamensis S.(More)
We consider the problem of efficient simulation estimation of the density function at the tails, and the probability of large deviations for a sum of independent, identically distributed, light-tailed and non-lattice random vectors. The latter problem besides being of independent interest, also forms a building block for more complex rare event problems(More)
71 TE02 02Grand 2 Fast Distributed Algorithms for Multi-Agent Optimization Cluster: Plenary Invited Session Chair: Lorenz Biegler, Carnegie Mellon University, Pittsburgh, United States of America, biegler@cmu.edu 1 Fast Distributed Algorithms for Multi-Agent Optimization Asu Özdaglar, Professor, Massachusetts Institute of Technology, 77 Massachusetts(More)
We apply entropy based ideas to portfolio optimization and options pricing. The known abstracted problem corresponds to finding a probability measure that minimizes relative entropy with respect to a specified measure while satisfying moment constraints on functions of underlying assets. We generalize this to also allow constraints onmarginal distribution(More)
In this paper we present our ongoing effort to use importance sampling to develop unbiased, bounded estimators of densities, distribution functions and expectations of functions of a random vector, when the characteristic function of the (multi-dimensional) random vector is available in analytic or semi-analytic form. This is especially of interest in(More)
Motivated by a result on weak Markov dilations, we define a notion of characteristic function for ergodic and coisometric row contractions with a one-dimensional invariant subspace for the adjoints. This extends a definition given by G.Popescu. We prove that our characteristic function is a complete unitary invariant for such tuples and show how it can be(More)
We consider the problem of efficient simulation estimation of the density function at the tails, and the probability of large deviations for a sum of independent, identically distributed, light-tailed and non-lattice random vectors. The latter problem besides being of independent interest, also forms a building block for more complex rare event problems(More)
We consider the problem of efficient simulation estimation of the density function at the tails, and the probability of large deviations for an average of independent, identically distributed light-tailed random variables. The latter problem has been extensively studied in literature where state independent exponential twisting based importance sampling has(More)