Search results for "Order structure"

Extending the star order to Rickart rings

2015

Star partial order was initially introduced for semigroups and rings with (proper) involution. In particular, this order has recently been studied on Rickart *-rings. It is known that the star order in such rings can be characterized by conditions not involving involution explicitly. Owing to these characterizations, the order can be extended to certain special Rickart rings named strong in the paper; this extension is the objective of the paper. The corresponding order structure of strong Rickart rings is studied more thoroughly. In particular, the most significant lattice properties of star-ordered Rickart *-rings are successfully transferred to strong Rickart rings; also several new resu…

Partial *-algebras of closable operators: A review

1996

This paper reviews the theory of partial *-algebras of closable operators in Hilbert space (partial O*-algebras), with some emphasis on partial GW*-algebras. First we discuss the general properties and the various types of partial *-algebras and partial O*-algebras. Then we summarize the representation theory of partial *-algebras, including a generalized Gel’fand-Naimark-Segal construction; the main tool here is the notion of positive sesquilinear form, that we study in some detail (extendability, normality, order structure, …). Finally we turn to automorphisms and derivations of partial O*-algebras, and their mutual relationship. The central theme here is to find conditions that guarante…

Left-star order structure of Rickart *-rings

2015

Janowitz proved in 1983 that the initial segments of a Rickart *-ring with the star order are orthomodular posets. In this paper, the same result is proved for the left-star order , which was introduced by Marovtet al., by finding an orthogonality which corresponds to in a certain way and then applying a result proved by Cīrulis which states that the initial segments of any quasi-orthomodular set are orthomodular.

The Problem of Time Arrow in Financial Time Series

According to the efficient market hypothesis, future movements of the market cannot be predicted. This introduces an intrinsic time asymmetry of the financial time series as there are no laws forbidding “predicting” past based on the current market fluctuations. This clear time asymmetry in the basic laws of finance raises a question which we shall be referring to as the problem of time arrow: are there any noticeable statistical differences between forward-in-time and reverse-in-time market data. Majority of the statistical methods used for financial time series are time-symmetric and hence, not usable for our purposes. The first method used in our study is the analysis of the length-distr…