Mathematics Commons^™

Application Of Randomness In Finance, Jose Sanchez, Daanial Ahmad, Satyanand Singh

Publications and Research

Brownian Motion which is also considered to be a Wiener process and can be thought of as a random walk. In our project we had briefly discussed the fluctuations of financial indices and related it to Brownian Motion and the modeling of Stock prices.

Validation Of A Lottery, Xiaona Zhou

Publications and Research

The NY Pick 4 lottery consists of four "randomly" chosen digits from 0 to 9. For this to be fair, each digit should be equally likely to occur. To determine whether this is the case, a Chi-squared goodness of fit test will be applied to historical data. This provides a quantitative way of measuring how well the observed frequency of digits matches our expectations of a fair lottery. The Chi-squared distribution gives us a number beyond which we reject fairness. However, there is another possibility. If the difference between the fair model and the observed frequency is too small, that …

Generalized Least-Powers Regressions I: Bivariate Regressions, Nataniel Greene

Publications and Research

The bivariate theory of generalized least-squares is extended here to least-powers. The bivariate generalized least-powers problem of order p seeks a line which minimizes the average generalized mean of the absolute pth power deviations between the data and the line. Least-squares regressions utilize second order moments of the data to construct the regression line whereas least-powers regressions use moments of order p to construct the line. The focus is on even values of p, since this case admits analytic solution methods for the regression coefficients. A numerical example shows generalized least-powers methods performing comparably to generalized least-squares methods, …

A P-Value Model For Theoretical Power Analysis And Its Applications In Multiple Testing Procedures, Fengqing Zhang, Jiangtao Gou

Publications and Research

Background: Power analysis is a critical aspect of the design of experiments to detect an effect of a given size. When multiple hypotheses are tested simultaneously, multiplicity adjustments to p-values should be taken into account in power analysis. There are a limited number of studies on power analysis in multiple testing procedures. For some methods, the theoretical analysis is difficult and extensive numerical simulations are often needed, while other methods oversimplify the information under the alternative hypothesis. To this end, this paper aims to develop a new statistical model for power analysis in multiple testing procedures.

Methods: We propose a …

Limiting Forms Of Iterated Circular Convolutions Of Planar Polygons, Boyan Kostadinov

Publications and Research

We consider a complex representation of an arbitrary planar polygon P centered at the origin. Let P(1) be the normalized polygon obtained from P by connecting the midpoints of its sides and normalizing the complex vector of vertex coordinates. We say that P(1) is a normalized average of P. We identify this averaging process with a special case of a circular convolution. We show that if the convolution is repeated many times, then for a large class of polygons the vertices of the limiting polygon lie either on an ellipse or on a star-shaped polygon. We derive a complete and …

Multiple Problem-Solving Strategies Provide Insight Into Students’ Understanding Of Open-Ended Linear Programming Problems, Marla A. Sole

Publications and Research

Open-ended questions that can be solved using different strategies help students learn and integrate content, and provide teachers with greater insights into students’ unique capabilities and levels of understanding. This article provides a problem that was modified to allow for multiple approaches. Students tended to employ high-powered, complex, familiar solution strategies rather than simpler, more intuitive strategies, which suggests that students might need more experience working with informal solution methods. During the semester, by incorporating open-ended questions, I gained valuable feedback, was able to better model real-world problems, challenge students with different abilities, and strengthen students’ problem solving skills.

Generalized Least-Squares Regressions V: Multiple Variables, Nataniel Greene

Publications and Research

The multivariate theory of generalized least-squares is formulated here using the notion of generalized means. The multivariate generalized least-squares problem seeks an m dimensional hyperplane which minimizes the average generalized mean of the square deviations between the data and the hyperplane in m + 1 variables. The numerical examples presented suggest that a multivariate generalized least-squares method can be preferable to ordinary least-squares especially in situations where the data are ill- conditioned.

Generalized Least-Squares Regressions Iv: Theory And Classification Using Generalized Means, Nataniel Greene

Publications and Research

The theory of generalized least-squares is reformulated here using the notion of generalized means. The generalized least-squares problem seeks a line which minimizes the average generalized mean of the square deviations in x and y. The notion of a generalized mean is equivalent to the generating function concept of the previous papers but allows for a more robust understanding and has an already existing literature. Generalized means are applied to the task of constructing more examples, simplifying the theory, and further classifying generalized least-squares regressions.

Generalized Least-Squares Regressions Iii: Further Theory And Classification, Nataniel Greene

Publications and Research

This paper continues the work of this series with two results. The first is an exponential equivalence theorem which states that every generalized least-squares regression line can be generated by an equivalent exponential regression. It follows that every generalized least-squares line has an effective normalized exponential parameter between 0 and 1 which classifies the line on the spectrum between ordinary least-squares and the extremal line for a given set of data. The second result is the presentation of fundamental formulas for the generalized least-squares slope and y-intercept.

Generalized Least-Squares Regressions I: Efficient Derivations, Nataniel Greene

Publications and Research

Ordinary least-squares regression suffers from a fundamental lack of symmetry: the regression line of y given x and the regression line of x given y are not inverses of each other. Alternative symmetric regression methods have been developed to address this concern, notably: orthogonal regression and geometric mean regression. This paper presents in detail a variety of least squares regression methods which may not have been known or fully explicated. The derivation of each method is made efficient through the use of Ehrenberg's formula for the ordinary least-squares error and through the extraction of a weight function g(b) which characterizes …

Generalized Least-Squares Regressions Ii: Theory And Classification, Nataniel Greene

Publications and Research

In the first paper of this series, a variety of known and new symmetric and weighted least-squares regression methods were presented with efficient derivations. This paper continues and generalizes the previous work with a theory for deriving, analyzing, and classifying all symmetric and weighted least-squares regression methods.

Equivariant Degenerations Of Spherical Modules For Groups Of Type A, Stavros Argyrios Papadakis, Bart Van Steirteghem

Publications and Research

Let G be a complex reductive algebraic group. Fix a Borel subgroup B of G and a maximal torus T in B. Call the monoid of dominant weights L+ and let S be a finitely generated submonoid of L+. V. Alexeev and M. Brion introduced a moduli scheme MS which classifies affine G-varieties X equipped with a T-equivariant isomorphism SpecC[X]U → SpecC[S], where U is the unipotent radical of B. Examples of MS have been obtained by S. Jansou, P. Bravi and S. Cupit-Foutou. In this paper, we prove that MS is isomorphic to an affine space when S is …

Multiresolution Inverse Wavelet Reconstruction From A Fourier Partial Sum, Nataniel Greene

Publications and Research

The Gibbs phenomenon refers to the lack of uniform convergence which occurs in many orthogonal basis approximations to piecewise smooth functions. This lack of uniform convergence manifests itself in spurious oscillations near the points of discontinuity and a low order of convergence away from the discontinuities.In previous work [11,12] we described a numerical procedure for overcoming the Gibbs phenomenon called the Inverse Wavelet Reconstruction method (IWR). The method takes the Fourier coefficients of an oscillatory partial sum and uses them to construct the wavelet coefficients of a non-oscillatory wavelet series. However, we only described the method standard wavelet series and …

Methods Of Assessing And Ranking Probable Sources Of Error, Nataniel Greene

Publications and Research

A classical method for ranking n potential events as sources of error is Bayes' theorem. However, a ranking based on Bayes' theorem lacks a fundamental symmetry: the ranking in terms of blame for error will not be the reverse of the ranking in terms of credit for lack of error. While this is not a flaw in Bayes' theorem, it does lead one to inquire whether there are related methods which have such symmetry. Related methods explored here include the logical version of Bayes' theorem based on probabilities of conditionals, probabilities of biconditionals, and ratios or differences of credit to …

A Wavelet-Based Method For Overcoming The Gibbs Phenomenon, Nataniel Greene

Publications and Research

The Gibbs phenomenon refers to the lack of uniform convergence which occurs in many orthogonal basis approximations to piecewise smooth functions. This lack of uniform convergence manifests itself in spurious oscillations near the points of discontinuity and a low order of convergence away from the discontinuities. Here we describe a numerical procedure for overcoming the Gibbs phenomenon called the inverse wavelet reconstruction method. The method takes the Fourier coefficients of an oscillatory partial sum and uses them to construct the wavelet coefficients of a non-oscillatory wavelet series.

An Overview Of Conditionals And Biconditionals In Probability, Nataniel Greene

Publications and Research

Conditional and biconditional statements are a standard part of symbolic logic but they have only recently begun to be explored in probability for applications in artificial intelligence. Here we give a brief overview of the major theorems involved and illustrate them using two standard model problems from conditional probability.

Fourier Series Of Orthogonal Polynomials, Nataniel Greene

Publications and Research

Explicit formulas for the Fourier coefficients of the Legendre polynomials can be found in the Bateman Manuscript Project. However, similar formulas for more general classes of orthogonal polynomials do not appear to have been worked out. Here we derive explicit formulas for the Fourier series of Gegenbauer, Jacobi, Laguerre and Hermite polynomials.

Formulas For The Fourier Series Of Orthogonal Polynomials In Terms Of Special Functions, Nataniel Greene

Publications and Research

An explicit formula for the Fourier coefficient of the Legendre polynomials can be found in the Bateman Manuscript Project. However, formulas for more general classes of orthogonal polynomials do not appear to have been worked out. Here we derive explicit formulas for the Fourier series of Gegenbauer, Jacobi, Laguerre and Hermite polynomials. The methods described here apply in principle to a class of polynomials, including non-orthogonal polynomials.

Inverse Wavelet Reconstruction For Resolving The Gibbs Phenomenon, Nataniel Greene

Publications and Research

The Gibbs phenomenon refers to the lack of uniform convergence which occurs in many orthogonal basis approximations to piecewise smooth functions. This lack of uniform convergence manifests itself in spurious oscillations near the points of discontinuity and a low order of convergence away from the discontinuities. Here we describe a numerical procedure for overcoming the Gibbs phenomenon called the inverse wavelet reconstruction method. The method takes the Fourier coefficients of an oscillatory partial sum and uses them to construct the wavelet coefficients of a non-oscillatory wavelet series.

Iterated Aluthge Transforms: A Brief Survey, Jorge Antezana, Enrique R. Pujals, Demetrio Stojanoff

Publications and Research

Given an r × r complex matrix T, if T = U|T| is the polar decomposition of T, then the Aluthge transform is defined by

∆(T) = |T|^1/2U|T|^1/2.

Let ∆ⁿ(T) denote the n-times iterated Aluthge transform of T, i.e. ∆⁰(T) = T and ∆ⁿ(T) = ∆(∆ⁿ⁻¹(T)), n ∈ N. In this paper we make a brief survey on the known properties and applications of …

A Remark On Conservative Diffeomorphisms, Jairo Bochi, Bassam R. Fayad, Enrique Pujals

Publications and Research

Abstract:

We show that a stably ergodic diffeomorphism can be C¹ approximated by a diffeomorphism having stably non-zero Lyapunov exponents.

Résumé:

On montre qu'un difféomorphisme stablement ergodique peut être C¹ approché par un difféomorphisme ayant des exposants de Lyapunov stablement non-nuls.

On C^1 Robust Singular Transitive Sets For Three-Dimensional Flows, Carlos Arnoldo Morales, Maria José Pacífico, Enrique Ramiro Pujals

Publications and Research

Abstract:

The main goal of this paper is to study robust invariant transitive sets containing singularities for C¹ flows on three-dimensional compact boundaryless manifolds:they are partially hyperbolic with volume expanding central direction. Moreover, they are either attractors or repellers. Robust here means that this property cannot be destroyed by small C¹-perturbations of the flow.

Résumé:

Le but de ce travail est d'étudier des ensembles invariants robustes ayant des singularités pour des flots C¹ sur des variétés tridimensionelles : ce sont des ensembles hyperboliques singuliers. << Robuste >> veut dire ici que cette propriété ne peut être détruite par des …

Global Attractors From The Explosion Of Singular Cycles, Carlos Arnoldo Morales, Maria José Pacífico, Enrique Ramiro Pujals

Publications and Research

Abstract:

In this paper we announce recent results on the existence and bifurcations of hyperbolic systems leading to non-hyperbolic global attractors.

Résumé:

Nous présentons dans cette Note des résultats récents concernant l’existence et les bifurcations d’un nouvel attracteur global chaotique.