THE METRIC GENERALIZED INVERSE AND ITS SINGLE-VALUE SELECTION IN THE PRICING OF CONTINGENT CLAIMS IN AN INCOMPLETE FINANCIAL MARKET

This article continues to study the research suggestions in depth made by M.Z.Nashed and G.F.Votruba in the journal"Bull.Amer.Math.Soc."in 1974.Concerned with the pricing of non-reachable"contingent claims"in an incomplete financial market,when constructing a specific bounded linear operator A:l_(1)^(n)→l_(2) from a non-reflexive Banach space l_(1)^(n) to a Hilbert space l_(2),the problem of non-reachable"contingent claims"pricing is reduced to researching the(single-valued)selection of the(set-valued)metric generalized inverse A■ of the operator A.In this paper,by using the Banach space structure theory and the generalized inverse method of operators,we obtain a bounded linear single-valued selection A^(σ)=A+of A■.

A NEW PERTURBATION THEOREM FOR MOORE-PENROSE METRIC GENERALIZED INVERSE OF BOUNDED LINEAR OPERATORS IN BANACH SPACES

In this paper, we investigate a new perturbation theorem for the Moore-Penrose metric generalized inverses of a bounded linear operator in Banach space. The main tool in this paper is ＂the generalized Neumann lemma＂ which is quite different from the method in [12] where ＂the generalized Banach lemma＂ was used. By the method of the perturba- tion analysis of bounded linear operators, we obtain an explicit perturbation theorem and three inequalities about error estimates for the Moore-Penrose metric generalized inverse of bounded linear operator under the generalized Neumann lemma and the concept of stable perturbations in Banach spaces.

EPSILON-ALGORITHM AND ETA-ALGORITHM OF GENERALIZED INVERSE FUNCTION-VALUED PAD APPROXIMANTS USING FOR SOLUTION OF INTEGRAL EQUATIONS

Two efficient recursive algorithms epsilon_algorithm and eta_algorithm are introduced to compute the generalized inverse function_valued Padé approximants. The approximants were used to accelerate the convergence of the power series with function_valued coefficients and to estimate characteristic value of the integral equations. Famous Wynn identities of the Pad approximants is also established by means of the connection of two algorithms.

CONTINUITY OF GENERALIZED INVERSES OF LINEAR OPERATORS IN BANACH SPACES AND ITS APPLICATIONS

The perturbation problem of generalized inverse is studied. And some new stability characteristics of generalized inverses were presented. It was also proved that the stability characteristics of generalized inverses were independent of the choice of the generalized inverse. Based on this result, two sufficient and necessary conditions for the lower semi-continuity of generalized inverses as the set-valued mappings are given.

The Generalized Inverse of Singular Integral Operators on an Open Arc and Its Applications

After choosing weight functions suitably, we define a Banach spaceH ω μ (L) and discuss the generalized inverse of singular integral operators on an open arc. Using the generalized inverse, we obtain the solutions for the following singular integral equation

Degeneracy Cases of Generalized Inverse Function-Valued Padé Approximation

A new generalized inverse function-valued Padé approximation (GIFPA) was defined. Existence condition of GIFPA was given and its uniqueness theorem was proved. All possible degeneracy cases of GIFPA were discussed and constructed. An example was given to illustrate its application.

Reconstruction of sampling in shift-invariant space using generalized inverse

A method that attempts to recover signal using generalized inverse theory is presented to obtain a good approximation of the signal in reconstruction space from its generalized samples. The proposed approaches differ with the assumptions on reconstruction space. If the reconstruction space satisfies one-to-one relationship between the samples and the reconstruction model, then we propose a method, which achieves consistent signal reconstruction. At the same time, when the number of samples is more than the number of reconstruction functions, the minimal-norm reconstruction signal can be obtained. Finally, it is demonstrated that the minimal-norm reconstruction can outperform consistent signal reconstruction in both theory and simulations for the problem.

CONTINUOUS SELECTIONS OF THE SET-VALUED METRIC GENERALIZED INVERSE IN 2-STRICTLY CONVEX BANACH SPACES

In this paper,we prove that if X is an almost convex and 2-strictly convex space,linear operator T:X→Y is bounded,N(T)is an approximative compact Chebyshev subspace of X and R(T)is a 3-Chebyshev hyperplane,then there exists a homogeneous selection T^(σ)of T^(■)such that continuous points of T^(σ)and T^(■)are dense on Y.

Entropy Bayesian Analysis for the Generalized Inverse Exponential Distribution Based on URRSS

This paper deals with the Bayesian estimation of Shannon entropy for the generalized inverse exponential distribution.Assuming that the observed samples are taken from the upper record ranked set sampling(URRSS)and upper record values(URV)schemes.Formulas of Bayesian estimators are derived depending on a gamma prior distribution considering the squared error,linear exponential and precautionary loss functions,in addition,we obtain Bayesian credible intervals.The random-walk Metropolis-Hastings algorithm is handled to generate Markov chain Monte Carlo samples from the posterior distribution.Then,the behavior of the estimates is examined at various record values.The output of the study shows that the entropy Bayesian estimates under URRSS are more convenient than the other estimates under URV in the majority of the situations.Also,the entropy Bayesian estimates perform well as the number of records increases.The obtained results validate the usefulness and efficiency of the URV method.Real data is analyzed for more clarifying purposes which validate the theoretical results.

Three-Dimensional Generalized Inverse Matrix Rational Interpolation

In this paper, a three dimensional matrix valued rational interpolant (TGMRI) is first constructed by making use of the generalized inverse of matrices. The interpolants are of the Thiele type branched continued fraction form, with matrix numerator and scalar denominator. Some properties of TGMRI are given. An efficient recursive algorithm is proposed. The results in the paper can be extend to n variable.

GENERALIZED INVERSE RATIONAL EXTRAPOLATION METHODS FOR MATRIX SEQUENCES

Assume that a convergent matrix sequence{An}:An→A（n→∞）, An,A∈C3×3.We want to form a new matrix sequence {Hn}, derived from {An}, which has also A aslimit and whose convergence is faster than the of {An}. Three rational extrapolation meth-ods for accelerating the convergence of matrix sequences {An} are presented in this paper.The underlying methods are based on the generalized inverse for matrices which is

A CHARACTERIZATION OF THE GENERALIZED INVERSES OVER DIVISION RINGS

Peal[2] shows that a sufficient and necessary condition on the existence of theMoore-Penrose inverse over any fields.Zhuang [3] generalize the result to any divisionrings.In this section we give another sufficient and necessary condition on the existence ofthe Moore-Penrose inverse over any division rings.Our result can be regarded as an im-provement of Theorem lin[1].As a medium result,we also show a characterization ofthe{1,2}-inverse.

Generalized Inverse Eigenvalue Problem for Centrohermitian Matrices

In this paper we first consider the existence and the general form of solution to the following generalized inverse eigenvalue problem(GIEP): given a set of n-dimension complex vectors {x j}m j=1 and a set of complex numbers {λ j}m j=1, find two n×n centrohermitian matrices A,B such that {x j}m j=1 and {λ j}m j=1 are the generalized eigenvectors and generalized eigenvalues of Ax=λBx, respectively. We then discuss the optimal approximation problem for the GIEP. More concretely, given two arbitrary matrices, , ∈C n×n, we find two matrices A and B such that the matrix (A*,B*) is closest to (,) in the Frobenius norm, where the matrix (A*,B*) is the solution to the GIEP. We show that the expression of the solution of the optimal approximation is unique and derive the expression for it.

Non-Relativistic Treatment of a Generalized Inverse Quadratic Yukawa Potential

A bound state solution is a quantum state solution of a particle subjected to a potential such that the particle＇s energy is less than the potential at both negative and positive infinity. The particle＇s energy may also be negative as the potential approaches zero at infinity. It is characterized by the discretized eigenvalues and eigenfunctions, which contain all the necessary information regarding the quantum systems under consideration. The bound state problems need to be extended using a more precise method and approximation scheme. This study focuses on the non-relativistic bound state solutions to the generalized inverse quadratic Yukawa potential. The expression for the non-relativistic energy eigenvalues and radial eigenfunctions are derived using proper quantization rule and formula method, respectively. The results reveal that both the ground and first excited energy eigenvalues depend largely on the angular momentum numbers, screening parameters, reduced mass, and the potential depth. The energy eigenvalues, angular momentum numbers, screening parameters, reduced mass, and the potential depth or potential coupling strength determine the nature of bound state of quantum particles. The explored model is also suitable for explaining both the bound and continuum states of quantum systems.

Efficient Generalized Inverse for Solving Simultaneous Linear Equations

Solving large scale system of Simultaneous Linear Equations (SLE) has been (and continue to be) a major challenging problem for many real-world engineering and science applications. Solving SLE with singular coefficient matrices arises from various engineering and sciences applications [1]-[6]. In this paper, efficient numerical procedures for finding the generalized (or pseudo) inverse of a general (square/rectangle, symmetrical/unsymmetrical, non-singular/singular) matrix and solving systems of Simultaneous Linear Equations (SLE) are formulated and explained. The developed procedures and its associated computer software (under MATLAB [7] computer environment) have been based on “special Cholesky factorization schemes” (for a singular matrix). Test matrices from different fields of applications have been chosen, tested and compared with other existing algorithms. The results of the numerical tests have indicated that the developed procedures are far more efficient than the existing algorithms.

Perturbations of Moore–Penrose Metric Generalized Inverses of Linear Operators in Banach Spaces

In this paper, the perturbations of the Moore-Penrose metric generalized inverses of linear operators in Banach spaces are described. The Moore Penrose metric generalized inverse is homo- geneous and nonlinear in general, and the proofs of our results are different from linear generalized inverses. By using the quasi-additivity of Moore-Penrose metric generalized inverse and the theorem of generalized orthogonal decomposition, we show some error estimates of perturbations for the single- valued Moore-Penrose metric generalized inverses of bounded linear operators. Furthermore, by means of the continuity of the metric projection operator and the quasi-additivity of Moore-Penrose metric generalized inverse, an expression for Moore-Penrose metric generalized inverse is given.

Co-Hopfian Modules of Generalized Inverse Polynomials

Let R be an associative ring not necessarily possessing an identity and （S,≤） a strictly totally ordered monoid which is also artinian and satisfies that 0≤s for any s∈S.Assume that M is a left R-module having property （F）.It is shown that M is a co-Hopfian left R-module if and only if [MS,≤]is a co-Hopfan left [[RS,≤]]-module.

Perturbation Analysis of Moore–Penrose Quasi-linear Projection Generalized Inverse of Closed Linear Operators in Banach Spaces

In this paper, we investigate the perturbation problem for the Moore-Penrose bounded quasi-linear projection generalized inverses of a closed linear operaters in Banach space. By the method of the perturbation analysis of bounded quasi-linear operators, we obtain an explicit perturbation theorem and error estimates for the Moore-Penrose bounded quasi-linear generalized inverse of closed linear operator under the T-bounded perturbation, which not only extend some known results on the perturbation of the oblique projection generalized inverse of closed linear operators, but also extend some known results on the perturbation of the Moore-Penrose metric generalized inverse of bounded linear operators in Banach spaces.

Continuous Homogeneous Selections of Set-Valued Metric Generalized Inverses of Linear Operators in Banach Spaces

In this paper, continuous homogeneous selections for the set-valued metric generalized inverses T^ of linear operators T in Banach spaces are investigated by means of the methods of geometry of Banach spaces. Necessary and sufficient conditions for bounded linear operators T to have continuous homogeneous selections for the set-valued metric generalized inverses T~ are given. The results are an answer to the problem posed by Nashed and Votruba.