Why Can’t There Be Infinite Descending Chain Of Quotient Representations? – Part 3

 

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For a quiver Q, the category Rep(Q) of finite-dimensional representations of Q is abelian. A morphism f : V → W in the category Rep(Q) defined by a collection of morphisms fi : Vi → Wi is injective (respectively surjective, an isomorphism) precisely if each of the linear maps fi is.

There is a collection of simple objects in Rep(Q). Indeed, each vertex i ∈ Q0 determines a simple object Si of Rep(Q), the unique representation of Q up to isomorphism for which dim(Vj) = δij. If Q has no directed cycles, then these so-called vertex simples are the only simple objects of Rep(Q), but this is not the case in general.

If Q is a quiver, then the category Rep(Q) has finite length.

Given a representation E of a quiver Q, then either E is simple, or there is a nontrivial short exact sequence

0 → A → E → B → 0

Now if B is not simple, then we can break it up into pieces. This process must halt, as every representation of Q consists of finite-dimensional vector spaces. In the end, we will have found a simple object S and a surjection f : E → S. Take E1 ⊂ E to be the kernel of f and repeat the argument with E1. In this way we get a filtration

… ⊂ E3 ⊂ E2 ⊂ E1 ⊂ E

with each quotient object Ei−1/Ei simple. Once again, this filtration cannot continue indefinitely, so after a finite number of steps we get En = 0. Renumbering by setting Ei := En−i for 1 ≤ i ≤ n gives a Jordan-Hölder filtration for E. The basic reason for finiteness is the assumption that all representations of Q are finite-dimensional. This means that there can be no infinite descending chains of subrepresentations or quotient representations, since a proper subrepresentation or quotient representation has strictly smaller dimension.

In many geometric and algebraic contexts, what is of interest in representations of a quiver Q are morphisms associated to the arrows that satisfy certain relations. Formally, a quiver with relations (Q, R) is a quiver Q together with a set R = {ri} of elements of its path algebra, where each ri is contained in the subspace A(Q)aibi of A(Q) spanned by all paths p starting at vertex aiand finishing at vertex bi. Elements of R are called relations. A representation of (Q, R) is a representation of Q, where additionally each relation ri is satisfied in the sense that the corresponding linear combination of homomorphisms from Vai to Vbi is zero. Representations of (Q, R) form an abelian category Rep(Q, R).

A special class of relations on quivers comes from the following construction, inspired by the physics of supersymmetric gauge theories. Given a quiver Q, the path algebra A(Q) is non-commutative in all but the simplest examples, and hence the sub-vector space [A(Q), A(Q)] generated by all commutators is non-trivial. The vector space quotientA(Q)/[A(Q), A(Q)] is seen to have a basis consisting of the cyclic paths anan−1 · · · a1 of Q, formed by composable arrows ai of Q with h(an) = t(a1), up to cyclic permutation of such paths. By definition, a superpotential for the quiver Q is an element W ∈ A(Q)/[A(Q), A(Q)] of this vector space, a linear combination of cyclic paths up to cyclic permutation.

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The Case of Morphisms of Representation Corresponding to A-Module Holomorphisms. Part 2

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Representations of a quiver can be interpreted as modules over a non-commutative algebra A(Q) whose elements are linear combinations of paths in Q.

Let Q be a quiver. A non-trivial path in Q is a sequence of arrows am…a0 such that h(ai−1) = t(ai) for i = 1,…, m:

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The path is p = am…a0. Writing t(p) = t(a0) and saying that p starts at t(a0) and, similarly, writing h(p) = h(am) and saying that p finishes at h(am). For each vertex i ∈ Q0, we denote by ei the trivial path which starts and finishes at i. Two paths p and q are compatible if t(p) = h(q) and, in this case, the composition pq can defined by juxtaposition of p and q. The length l(p) of a path is the number of arrows it contains; in particular, a trivial path has length zero.

The path algebra A(Q) of a quiver Q is the complex vector space with basis consisting of all paths in Q, equipped with the multiplication in which the product pq of paths p and q is defined to be the composition pq if t(p) = h(q), and 0 otherwise. Composition of paths is non-commutative; in most cases, if p and q can be composed one way, then they cannot be composed the other way, and even if they can, usually pq ≠ qp. Hence the path algebra is indeed non-commutative.

Let us define Al ⊂ A to be the subspace spanned by paths of length l. Then A = ⊕l≥0Al is a graded C-algebra. The subring A0 ⊂ A spanned by the trivial paths ei is a semisimple ring in which the elements ei are orthogonal idempotents, in other words eiej = ei when i = j, and 0 otherwise. The algebra A is finite-dimensional precisely if Q has no directed cycles.

The category of finite-dimensional representations of a quiver Q is isomorphic to the category of finitely generated left A(Q)-modules. Let (V, φ) be a representation of Q. We can then define a left module V over the algebra A = A(Q) as follows: as a vector space it is

V = ⊕i∈Q0 Vi

and the A-module structure is extended linearly from

eiv = v, v ∈ Mi

= 0, v ∈ Mj for j ≠ i

for i ∈ Qand

av = φa(vt(a)), v ∈ Vt(a)

= 0, v ∈ Vj for j ≠ t(a)

for a ∈ Q1. This construction can be inverted as follows: given a left A-module V, we set Vi = eiV for i ∈ Q0 and define the map φa: Vt(a) → Vh(a) by v ↦ a(v). Morphisms of representations of (Q, V) correspond to A-module homomorphisms.

Indecomposable Objects – Part 1

An object X in a category C with an initial object is called indecomposable if X is not the initial object and X is not isomorphic to a coproduct of two noninitial objects. A group G is called indecomposable if it cannot be expressed as the internal direct product of two proper normal subgroups of G. This is equivalent to saying that G is not isomorphic to the direct product of two nontrivial groups.

A quiver Q is a directed graph, specified by a set of vertices Q0, a set of arrows Q1, and head and tail maps

h, t : Q1 → Q0

We always assume that Q is finite, i.e., the sets Q0 and Q1 are finite.

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A (complex) representation of a quiver Q consists of complex vector spaces Vi for i ∈ Qand linear maps

φa : Vt(a) → Vh(a)

for a ∈ Q1. A morphism between such representations (V, φ) and (W, ψ) is a collection of linear maps fi : Vi → Wi for i ∈ Q0 such that the diagram

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commutes ∀ a ∈ Q1. A representation of Q is finite-dimensional if each vector space Vi is. The dimension vector of such a representation is just the tuple of non-negative integers (dim Vi)i∈Q0.

Rep(Q) is the category of finite-dimensional representations of Q. This category is additive; we can add morphisms by adding the corresponding linear maps fi, the trivial representation in which each Vi = 0 is a zero object, and the direct sum of two representations is obtained by taking the direct sums of the vector spaces associated to each vertex. If Q is the one-arrow quiver, • → •, then the classification of indecomposable objects of Rep(Q), yields the objects E ∈ Rep(Q) which do not have a non-trivial direct sum decomposition E = A ⊕ B. An object of Rep(Q) is just a linear map of finite-dimensional vector spaces f: V1 → V2. If W = im(f) is a nonzero proper subspace of V2, then the splitting V2 = U ⊕ W, and the corresponding object of Rep(Q) splits as a direct sum of the two representations

V1 →ƒ W and 0 → W

Thus if an object f: V1 → V2 of Rep(Q) is indecomposable, the map f must be surjective. Similarly, if ƒ is nonzero, then it must also be injective. Continuing in this way, one sees that Rep(Q) has exactly three indecomposable objects up to isomorphism:

C → 0, 0 → C, C →id C

Every other object of Rep(Q) is a direct sum of copies of these basic representations.

Lie-Dragging Sections Vectorially. Thought of the Day 149.0

Generalized vector fields over a bundle are not vector fields on the bundle in the standard sense; nevertheless, one can drag sections along them and thence define their Lie derivative. The formal Lie derivative on a bundle may be seen as a generalized vector field. Furthermore, generalized vector fields are objects suitable to describe generalized symmetries.

Let B = (B, M, π; F) be a bundle, with local fibered coordinates (xμ; yi). Let us consider the pull-back of the tangent bundle  τB: TB → B along the map πk0: JkB → B:

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A generalized vector field of order k over B is a section Ξ of the fibre bundle π: πk*TB → JkB, i.e.

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for each section σ: M → B, one can define Ξσ = i ○ Ξ ○ jkσ: M → TB, which is a vector field over the section σ. Generalized vector fields of order k = 0 are ordinary vector fields over B. Locally, Ξ(xμ, yi, …, yiμ1,…μk) is given the form:

Ξ = ξμ(xμ, yi, …, yiμ1,…μk)∂μ + ξi(xμ, yi, …, yiμ1,…μk)∂i

which, for k ≠ 0, is not an ordinary vector field on B due to the dependence of the components (ξμ, ξi) on the derivative of fields. Once one computes it on a section σ, then the pulled-back components depend just on the basic coordinates (xμ) so that Ξσ is a vector field over the section σ, in the standard sense. Thus, generalized vector fields over B do not preserve the fiber structure of B.

A generalized projectable vector field of order k over the bundle B is a generalized vector field Ξ over B which projects on to an ordinary vector field ξ = ξμ(x)∂μ on the base. Locally, a generalized projectable vector field over B is in the form:

Ξ = ξμ(xμ)∂μ + ξi(xμ, yi, …, yiμ1,…μk)∂i

As a particular case, one can define generalized vertical vector fields (of order k) over B, which are locally of the form:

Ξ = ξi(xμ, yi, …, yiμ1,…μk)∂i

In particular, for any section σ of B and any generalized vertical vector field Ξ over B, one can define a vertical vector field over σ given by:

Ξσ = ξi(xμ, σi(x),…, ∂μ1,…, μkσi(x))∂i

If Ξ = ξμμ + ξii is a generalized projectable vector field, then Ξ(v) = (ξi – yiμξμ)∂i = ξi(v)i is a generalized vertical vector field, where Ξ(v) is called the vertical part of Ξ.

If σ’: ℜ x M → B is a smooth map such that for any fixed s ∈ ℜ σs(x) = σ'(s, x): M → B is a global section of B. The map σ’ as well as the family {σs}, is then called a 1-parameter family of sections. In other words, a suitable restriction of the family σs, is a homotopic deformation with s ∈ ℜ of the central section σ = σ0. Often one restricts it to a finite (open) interval, conventionally (- 1, 1) (or (-ε, ε) if “small” deformations are considered). Analogous definitions are given for the homotopic families of sections over a fixed open subset U ⊆ M or on some domain D ⊂ M (possibly with values fixed at the boundary ∂D, together with any number of their derivatives).

A 1-parameter family of sections σs is Lie-dragged along a generalized projectable vector field Ξ iff

(v))σs = d/ds σs

thus dragging the section.

Capital As Power.

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One has the Eric Fromm angle of consciousness as linear and directly proportional to exploitation as one of the strands of Marxian thinking, the non-linearity creeps up from epistemology on the technological side, with, something like, say Moore’s Law, where ascension of conscious thought is or could be likened to exponentials. Now, these exponentials are potent in ridding of the pronouns, as in the “I” having a compossibility with the “We”, for if these aren’t gotten rid of, there is asphyxiation in continuing with them, an effort, an energy expendable into the vestiges of waste, before Capitalism comes sweeping in over such deliberately pronounced islands of pronouns. This is where the sweep is of the “IT”. And this is emancipation of the highest order, where teleology would be replaced by Eschatology. Alienation would be replaced with emancipation. Teleology is alienating, whereas eschatology is emancipating. Agency would become un-agency. An emancipation from alienation, from being, into the arms of becoming, for the former is a mere snapshot of the illusory order, whereas the latter is a continuum of fluidity, the fluid dynamics of the deracinated from the illusory order. The “IT” is pure and brute materialism, the cosmic unfoldings beyond our understanding and importantly mirrored in on the terrestrial. “IT” is not to be realized. “It” is what engulfs us, kills us, and in the process emancipates us from alienation. “IT” is “Realism”, a philosophy without “we”, Capitalism’s excessive power. “IT” enslaves “us” to the point of us losing any identification. In a nutshell, theory of capital is a catalogue of heresies to be welcomed to set free from the vantage of an intention to emancipate economic thought from the etherealized spheres of choice and behaviors or from the paradigm of the disembodied minds.

Jonathan Nitzan and Shimshon Bichler‘s Capital as Power A Study of Order and Creorder

Symmetrical – Asymmetrical Dialectics Within Catastrophical Dynamics. Thought of the Day 148.0

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Catastrophe theory has been developed as a deterministic theory for systems that may respond to continuous changes in control variables by a discontinuous change from one equilibrium state to another. A key idea is that system under study is driven towards an equilibrium state. The behavior of the dynamical systems under study is completely determined by a so-called potential function, which depends on behavioral and control variables. The behavioral, or state variable describes the state of the system, while control variables determine the behavior of the system. The dynamics under catastrophe models can become extremely complex, and according to the classification theory of Thom, there are seven different families based on the number of control and dependent variables.

Let us suppose that the process yt evolves over t = 1,…, T as

dyt = -dV(yt; α, β)dt/dyt —– (1)

where V (yt; α, β) is the potential function describing the dynamics of the state variable ycontrolled by parameters α and β determining the system. When the right-hand side of (1) equals zero, −dV (yt; α, β)/dyt = 0, the system is in equilibrium. If the system is at a non-equilibrium point, it will move back to its equilibrium where the potential function takes the minimum values with respect to yt. While the concept of potential function is very general, i.e. it can be quadratic yielding equilibrium of a simple flat response surface, one of the most applied potential functions in behavioral sciences, a cusp potential function is defined as

−V(yt; α, β) = −1/4yt4 + 1/2βyt2 + αyt —– (2)

with equilibria at

-dV(yt; α, β)dt/dyt = -yt3 + βyt + α —– (3)

being equal to zero. The two dimensions of the control space, α and β, further depend on realizations from i = 1 . . . , n independent variables xi,t. Thus it is convenient to think about them as functions

αx = α01x1,t +…+ αnxn,t —– (4)

βx = β0 + β1x1,t +…+ βnxn,t —– (5)

The control functions αx and βx are called normal and splitting factors, or asymmetry and bifurcation factors, respectively and they determine the predicted values of yt given xi,t. This means that for each combination of values of independent variables there might be up to three predicted values of the state variable given by roots of

-dV(yt; αx, βx)dt/dyt = -yt3 + βyt + α = 0 —– (6)

This equation has one solution if

δx = 1/4αx2 − 1/27βx3 —– (7)

is greater than zero, δx > 0 and three solutions if δx < 0. This construction can serve as a statistic for bimodality, one of the catastrophe flags. The set of values for which the discriminant is equal to zero, δx = 0 is the bifurcation set which determines the set of singularity points in the system. In the case of three roots, the central root is called an “anti-prediction” and is least probable state of the system. Inside the bifurcation, when δx < 0, the surface predicts two possible values of the state variable which means that the state variable is bimodal in this case.

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Most of the systems in behavioral sciences are subject to noise stemming from measurement errors or inherent stochastic nature of the system under study. Thus for a real-world applications, it is necessary to add non-deterministic behavior into the system. As catastrophe theory has primarily been developed to describe deterministic systems, it may not be obvious how to extend the theory to stochastic systems. An important bridge has been provided by the Itô stochastic differential equations to establish a link between the potential function of a deterministic catastrophe system and the stationary probability density function of the corresponding stochastic process. Adding a stochastic Gaussian white noise term to the system

dyt = -dV(yt; αx, βx)dt/dyt + σytdWt —– (8)

where -dV(yt; αx, βx)dt/dyt is the deterministic term, or drift function representing the equilibrium state of the cusp catastrophe, σyt is the diffusion function and Wt is a Wiener process. When the diffusion function is constant, σyt = σ, and the current measurement scale is not to be nonlinearly transformed, the stochastic potential function is proportional to deterministic potential function and probability distribution function corresponding to the solution from (8) converges to a probability distribution function of a limiting stationary stochastic process as dynamics of yt are assumed to be much faster than changes in xi,t. The probability density that describes the distribution of the system’s states at any t is then

fs(y|x) = ψ exp((−1/4)y4 + (βx/2)y2 + αxy)/σ —– (9)

The constant ψ normalizes the probability distribution function so its integral over the entire range equals to one. As bifurcation factor βx changes from negative to positive, the fs(y|x) changes its shape from unimodal to bimodal. On the other hand, αx causes asymmetry in fs(y|x).

Bullish or Bearish. Note Quote.

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The term spread refers to the difference in premiums between the purchase and sale of options. An option spread is the simultaneous purchase of one or more options contracts and sale of the equivalent number of options contracts, in a different series of the class of options. A spread could involve the same underlying: 

  •  Buying and selling calls, or 
  •  Buying and selling puts.

Combining puts and calls into groups of two or more makes it feasible to design derivatives with interesting payoff profiles. The profit and loss outcomes depend on the options used (puts or calls); positions taken (long or short); whether their strike prices are identical or different; and the similarity or difference of their exercise dates. Among directional positions are bullish vertical call spreads, bullish vertical put spreads, bearish vertical spreads, and bearish vertical put spreads. 

If the long position has a higher premium than the short position, this is known as a debit spread, and the investor will be required to deposit the difference in premiums. If the long position has a lower premium than the short position, this is a credit spread, and the investor will be allowed to withdraw the difference in premiums. The spread will be even if the premiums on each side results are the same. 

A potential loss in an option spread is determined by two factors: 

  • Strike price 
  • Expiration date 

If the strike price of the long call is greater than the strike price of the short call, or if the strike price of the long put is less than the strike price of the short put, a margin is required because adverse market moves can cause the short option to suffer a loss before the long option can show a profit.

A margin is also required if the long option expires before the short option. The reason is that once the long option expires, the trader holds an unhedged short position. A good way of looking at margin requirements is that they foretell potential loss. Here are, in a nutshell, the main option spreadings.

A calendar, horizontal, or time spread is the simultaneous purchase and sale of options of the same class with the same exercise prices but with different expiration dates. A vertical, or price or money, spread is the simultaneous purchase and sale of options of the same class with the same expiration date but with different exercise prices. A bull, or call, spread is a type of vertical spread that involves the purchase of the call option with the lower exercise price while selling the call option with the higher exercise price. The result is a debit transaction because the lower exercise price will have the higher premium.

  • The maximum risk is the net debit: the long option premium minus the short option premium. 
  • The maximum profit potential is the difference in the strike prices minus the net debit. 
  • The breakeven is equal to the lower strike price plus the net debit. 

A trader will typically buy a vertical bull call spread when he is mildly bullish. Essentially, he gives up unlimited profit potential in return for reducing his risk. In a vertical bull call spread, the trader is expecting the spread premium to widen because the lower strike price call comes into the money first. 

Vertical spreads are the more common of the direction strategies, and they may be bullish or bearish to reflect the holder’s view of market’s anticipated direction. Bullish vertical put spreads are a combination of a long put with a low strike, and a short put with a higher strike. Because the short position is struck closer to-the-money, this generates a premium credit. 

Bearish vertical call spreads are the inverse of bullish vertical call spreads. They are created by combining a short call with a low strike and a long call with a higher strike. Bearish vertical put spreads are the inverse of bullish vertical put spreads, generated by combining a short put with a low strike and a long put with a higher strike. This is a bearish position taken when a trader or investor expects the market to fall. 

The bull or sell put spread is a type of vertical spread involving the purchase of a put option with the lower exercise price and sale of a put option with the higher exercise price. Theoretically, this is the same action that a bull call spreader would take. The difference between a call spread and a put spread is that the net result will be a credit transaction because the higher exercise price will have the higher premium. 

  • The maximum risk is the difference in the strike prices minus the net credit. 
  • The maximum profit potential equals the net credit. 
  • The breakeven equals the higher strike price minus the net credit. 

The bear or sell call spread involves selling the call option with the lower exercise price and buying the call option with the higher exercise price. The net result is a credit transaction because the lower exercise price will have the higher premium.

A bear put spread (or buy spread) involves selling some of the put option with the lower exercise price and buying the put option with the higher exercise price. This is the same action that a bear call spreader would take. The difference between a call spread and a put spread, however, is that the net result will be a debit transaction because the higher exercise price will have the higher premium. 

  • The maximum risk is equal to the net debit. 
  • The maximum profit potential is the difference in the strike
    prices minus the net debit. 
  • The breakeven equals the higher strike price minus the net debit.

An investor or trader would buy a vertical bear put spread because he or she is mildly bearish, giving up an unlimited profit potential in return for a reduction in risk. In a vertical bear put spread, the trader is expecting the spread premium to widen because the higher strike price put comes into the money first. 

In conclusion, investors and traders who are bullish on the market will either buy a bull call spread or sell a bull put spread. But those who are bearish on the market will either buy a bear put spread or sell a bear call spread. When the investor pays more for the long option than she receives in premium for the short option, then the spread is a debit transaction. In contrast, when she receives more than she pays, the spread is a credit transaction. Credit spreads typically require a margin deposit.