etd@IISc Collection:http://hdl.handle.net/2005/412016-06-21T19:32:54Z2016-06-21T19:32:54ZGrothendieck InequalityRay, Samya Kumarhttp://hdl.handle.net/2005/25402016-06-20T07:01:17Z2016-06-19T18:30:00ZTitle: Grothendieck Inequality
Authors: Ray, Samya Kumar
Abstract: Grothendieck published an extraordinary paper entitled ”Resume de la theorie metrique des pro¬duits tensoriels topologiques” in 1953. The main result of this paper is the inequality which is commonly known as Grothendieck Inequality.
Following Kirivine, in this article, we give the proof of Grothendieck Inequality. We refor¬mulate it in different forms. We also investigate the famous Grothendieck constant KG. The Grothendieck constant was achieved by taking supremum over a special class of matrices. But our attempt will be to investigate it, considering a smaller class of matrices, namely only the positive definite matrices in this class. Actually we want to use it to get a counterexample of Matsaev’s conjecture, which was proved to be right by Von Neumann in some specific cases.
In chapter 1, we shall state and prove the Grothendieck Inequality. In chapter 2, we shall introduce tensor product of vector spaces and different tensor norms. In chapter 3, we shall formulate Grothendieck Inequality in different forms and use the notion of tensor norms for its equivalent formation .In the last chapteri.ein chapter4we shall investigate on the Grothendieck constant.2016-06-19T18:30:00ZAnalyzing Credit Risk Models In A Regime Switching MarketBanerjee, Tamalhttp://hdl.handle.net/2005/25172016-04-25T10:27:28Z2016-04-24T18:30:00ZTitle: Analyzing Credit Risk Models In A Regime Switching Market
Authors: Banerjee, Tamal
Abstract: Recently, the financial world witnessed a series of major defaults by several institutions and investment banks. Therefore, it is not at all surprising that credit risk analysis have turned out to be one of the most important aspect among the finance community. As credit derivatives are long term instruments, it is affected by the changes in the market conditions. Thus, it is a appropriate to take into consideration the effects of the market economy. This thesis addresses some of the important issues in credit risk analysis in a regime switching market. The main contribution in this thesis are the followings:
(1) We determine the price of default able bonds in a regime switching market for structural models with European type payoff. We use the method of quadratic hedging and minimal martingale measure to determine the defaultble bond prices. We also obtain hedging strategies and the corresponding residual risks in these models. The defaultable bond prices are obtained as solution to a system of PDEs (partial differential equations) with appropriate terminal and boundary conditions. We show the existence and uniqueness of the system of PDEs on an appropriate domain.
(2) We carry out a similar analysis in a regime switching market for the reduced form models. We extend some of the existing models in the literature for correlated default timings. We price single-name and multi-name credit derivatives using our regime switching models. The prices are obtained as solution to a system of ODEs(ordinary differential equations) with appropriate terminal conditions.
(3) The price of the credit derivatives in our regime switching models are obtained as solutions to a system of ODEs/PDEs subject to appropriate terminal and boundary conditions. We solve these ODEs/PDEs numerically and compare the relative behavior of the credit derivative prices with and without regime switching. We observe higher spread in our regime switching models. This resolves the low spread discrepancy that were prevalent in the classical structural models. We show further applications of our model by capturing important phenomena that arises frequently in the financial market. For instance, we model the business cycle, tight liquidity situations and the effects of firm restructuring. We indicate how our models may be extended to price various other credit derivatives.2016-04-24T18:30:00ZRiesz Transforms Associated With Heisenberg Groups And Grushin OperatorsSanjay, P Khttp://hdl.handle.net/2005/24962015-12-08T10:07:31Z2015-12-07T18:30:00ZTitle: Riesz Transforms Associated With Heisenberg Groups And Grushin Operators
Authors: Sanjay, P K
Abstract: We characterise the higher order Riesz transforms on the Heisenberg group and also show that they satisfy dimension-free bounds under some assumptions on the multipliers. We also prove the boundedness of the higher order Riesz transforms associated to the Hermite operator. Using transference theorems, we deduce boundedness theorems for Riesz transforms on the reduced Heisenberg group and hence also for the Riesz transforms associated to special Hermite and Laguerre expansions.
Next we study the Riesz transforms associated to the Grushin operator G = - Δ - |x|2@t2 on Rn+1. We prove that both the first order and higher order Riesz transforms are bounded on Lp(Rn+1): We also prove that norms of the first order Riesz transforms are independent of the dimension n.2015-12-07T18:30:00ZRigidity And Regularity Of Holomorphic MappingsBalakumar, G Phttp://hdl.handle.net/2005/24472015-07-16T07:34:08Z2015-07-15T18:30:00ZTitle: Rigidity And Regularity Of Holomorphic Mappings
Authors: Balakumar, G P
Abstract: We deal with two themes that are illustrative of the rigidity and regularity of holomorphic
mappings.
The first one concerns the regularity of continuous CR mappings between smooth pseudo convex, finite type hypersurfaces which is a well studied subject for it is linked with the problem of studying the boundary behaviour of proper holomorphic mappings between domains bounded by such hypersurfaces. More specifically, we study the regularity of Lipschitz CR mappings from an h-extendible(or semi-regular) hypersurface in Cn .Under various assumptions on the target hypersurface, it is shown that such mappings must be smooth. A rigidity result for proper holomorphic mappings from strongly pseudo convex domains is also proved.
The second theme dealt with, is the classification upto biholomorphic equivalence of model domains with abelian automorphism group in C3 .It is shown that every model domain i.e.,a hyperbolic rigid polynomial domainin C3 of finite type, with abelian automorphism group is equivalent to a domain that is balanced with respect to some weight.2015-07-15T18:30:00Z