Paper's Title:

On Commutator of Aluthge Transforms and Fuglede-Putnam Property

Author(s):

(Manzar Maleki, Ali Reza Janfada and Seyed Mohammad Sadegh Nabavi Sales

International Campus, Faculty of Mathematical Sciences,
Ferdowsi University of Mashhad, Mashhad,
Iran.
E-mail: manzar.maleki@gmail.com
 

Faculty of Mathematics and Statistics, Department of Mathematics,
University of Birjand,
P. O. Box 414, Birjand 9717851367,
Iran.
E-mail: ajanfada@birjand.ac.ir

Department of Pure Mathematics, Hakim Sabzevari University,
P.O. Box 397, Sabzevar,
Iran.
E-mail: sadegh.nabavi@hsu.ac.ir

Abstract:

We deal with the well-known Fuglede-Putnam theorem and related FP-property. We show that if (A,B) has the FP-property, then so has where 0≤ t₁,t₂≤1 are arbitrary. We first prove that if and only if AX=XB for all X, whenever (A,B) has the FP-property. We prove some similar results for instead of $ as well. Also we introduce the sequence of generalized iterations of Aluthge transform of operators and express some results for this notion associated to the FP-property.

Paper's Title:

Long Correlations Applied to the Study of Agricultural Indices in Comparison with the S&P500 index

Author(s):

M. C. Mariani, J. Libbin, M.P. Beccar Varela,
V. Kumar Mani, C. Erickson, D.J. Valles Rosales

Department of Mathematical Sciences,
Science Hall 236, New Mexico State University,
Las Cruces, NM 88003-8001,
USA.
mmariani@nmsu.edu 
 
 

Abstract:

Long-time correlations in agricultural indices are studied and their behavior is compared to the well-established S&P500 index. Hurst exponent and Detrended Fluctuation Analysis (DFA) techniques are used in this analysis. We detected long-correlations in the agricultural indices and briefly discussed some features specific in comparison to the S&P500 index.

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