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## Asymptotic analysis of symmetric functions

In this paper we consider asymptotic expansions for a class of sequences of symmetric functions of many variables. Applications to classical and free probability theory are discussed.

The paper extends the classical result on the convergence of the Krawtchouk polynomials to the Hermite polynomials. We provide the uniform asymptotic expansion in terms of the Hermite polynomials. We explicitly obtain expressions for a few initial terms of this expan- sion. The research is motivated by the study of ergodic sums of the Pascal adic transformation.

Closed classes of functions of many-valued logic are studied. Problem on the basis existence is considered for some families of closed sets. Functions from generating systems are symmetric functions taking the values from the set {0,1} and equal to zero on the unit collection and collections containing at least one zero. Furthermore, closure of any subset of considered set of fuction intersected with initial function set equals to the unit of every function closure of the subset intersected with initial function set.

The Thoma cone is a certain infinite-dimensional space that arises in the representation theory of the infinite symmetric group. The present note is a continuation of a paper by A. M. Borodin and the author (Electr. J. Probab. 18 (2013), no. 75), where a 2-parameter family of continuous-time Markov processes on the Thoma cone was constructed. The purpose of the note is to show that these processes are diffusions.

This proceedings publication is a compilation of selected contributions from the “Third International Conference on the Dynamics of Information Systems” which took place at the University of Florida, Gainesville, February 16–18, 2011. The purpose of this conference was to bring together scientists and engineers from industry, government, and academia in order to exchange new discoveries and results in a broad range of topics relevant to the theory and practice of dynamics of information systems. Dynamics of Information Systems: Mathematical Foundation presents state-of-the art research and is intended for graduate students and researchers interested in some of the most recent discoveries in information theory and dynamical systems. Scientists in other disciplines may also benefit from the applications of new developments to their own area of study.

Representation theory of big groups is an important and quickly developing part of modern mathematics, giving rise to a variety of important applications in probability and mathematical physics. This book provides the first concise and self-contained introduction to the theory on the simplest yet very nontrivial example of the infinite symmetric group, focusing on its deep connections to probability, mathematical physics, and algebraic combinatorics. Following a discussion of the classical Thoma's theorem which describes the characters of the infinite symmetric group, the authors describe explicit constructions of an important class of representations, including both the irreducible and generalized ones. Complete with detailed proofs, as well as numerous examples and exercises which help to summarize recent developments in the field, this book will enable graduates to enhance their understanding of the topic, while also aiding lecturers and researchers in related areas.

In this work, we study the optimal risk sharing problem for an insurer between himself and a reinsurer in a dynamical insurance model known as the Kramer–Lundberg risk process, which, unlike known models, models not per claim reinsurance but rather periodic reinsurance of damages over a given time interval. Here we take into account a natural upper bound on the risk taken by the reinsurer. We solve optimal control problems on an infinite time interval for mean-variance optimality criteria: a linear utility functional and a stationary variation coefficient. We show that optimal reinsurance belongs to the class of total risk reinsurances. We establish that the most profitable reinsurance is the stop-loss reinsurance with an upper limit. We find equations for the values of parameters in optimal reinsurance strategies.

Let k be a field of characteristic zero, let G be a connected reductive algebraic group over k and let g be its Lie algebra. Let k(G), respectively, k(g), be the field of k- rational functions on G, respectively, g. The conjugation action of G on itself induces the adjoint action of G on g. We investigate the question whether or not the field extensions k(G)/k(G)^G and k(g)/k(g)^G are purely transcendental. We show that the answer is the same for k(G)/k(G)^G and k(g)/k(g)^G, and reduce the problem to the case where G is simple. For simple groups we show that the answer is positive if G is split of type A_n or C_n, and negative for groups of other types, except possibly G_2. A key ingredient in the proof of the negative result is a recent formula for the unramified Brauer group of a homogeneous space with connected stabilizers. As a byproduct of our investigation we give an affirmative answer to a question of Grothendieck about the existence of a rational section of the categorical quotient morphism for the conjugating action of G on itself.

Let G be a connected semisimple algebraic group over an algebraically closed field k. In 1965 Steinberg proved that if G is simply connected, then in G there exists a closed irreducible cross-section of the set of closures of regular conjugacy classes. We prove that in arbitrary G such a cross-section exists if and only if the universal covering isogeny Ĝ → G is bijective; this answers Grothendieck's question cited in the epigraph. In particular, for char k = 0, the converse to Steinberg's theorem holds. The existence of a cross-section in G implies, at least for char k = 0, that the algebra k[G]G of class functions on G is generated by rk G elements. We describe, for arbitrary G, a minimal generating set of k[G]G and that of the representation ring of G and answer two Grothendieck's questions on constructing generating sets of k[G]G. We prove the existence of a rational (i.e., local) section of the quotient morphism for arbitrary G and the existence of a rational cross-section in G (for char k = 0, this has been proved earlier); this answers the other question cited in the epigraph. We also prove that the existence of a rational section is equivalent to the existence of a rational W-equivariant map T- - - >G/T where T is a maximal torus of G and W the Weyl group.