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2014

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Articles 31 - 60 of 79

Full-Text Articles in Analysis

Test Of Hypotheses In A Time Trend Panel Data Model With Serially Correlated Error Component Disturbances, Chihwa Kao, Badi H. Baltagi, Long Liu Jul 2014

Test Of Hypotheses In A Time Trend Panel Data Model With Serially Correlated Error Component Disturbances, Chihwa Kao, Badi H. Baltagi, Long Liu

Center for Policy Research

This paper studies test of hypotheses for the slope parameter in a linear time trend panel data model with serially correlated error component disturbances. We propose a test statistic that uses a bias corrected estimator of the serial correlation parameter. The proposed test statistic which is based on the corresponding fixed effects feasible generalized least squares (FE-FGLS) estimator of the slope parameter has the standard normal limiting distribution which is valid whether the remainder error is I(0) or I(1). This performs well in Monte Carlo experiments and is recommended.


Large Deviations For A Stochastic Burgers' Equation, Leila Setayeshgar Jun 2014

Large Deviations For A Stochastic Burgers' Equation, Leila Setayeshgar

Communications on Stochastic Analysis

No abstract provided.


Moments Analysis Of A Markov-Modulated Risk Model With Stochastic Interest Rates, Guglielmo D'Amico Jun 2014

Moments Analysis Of A Markov-Modulated Risk Model With Stochastic Interest Rates, Guglielmo D'Amico

Communications on Stochastic Analysis

No abstract provided.


Quasi-Invariance Of Fermion Processes With J-Hermitian Kernel, Giovanni Luca Torrisi Jun 2014

Quasi-Invariance Of Fermion Processes With J-Hermitian Kernel, Giovanni Luca Torrisi

Communications on Stochastic Analysis

No abstract provided.


The Gaussian Radon Transform In Classical Wiener Space, Irina Holmes, Ambar N Sengupta Jun 2014

The Gaussian Radon Transform In Classical Wiener Space, Irina Holmes, Ambar N Sengupta

Communications on Stochastic Analysis

No abstract provided.


Higher Order Approximations Via Stein's Method, L Coutin, L Decreusefond Jun 2014

Higher Order Approximations Via Stein's Method, L Coutin, L Decreusefond

Communications on Stochastic Analysis

No abstract provided.


Stability For Some Linear Stochastic Fractional Systems, Allan Fiel, Jorge A León, David Márquez-Carreras Jun 2014

Stability For Some Linear Stochastic Fractional Systems, Allan Fiel, Jorge A León, David Márquez-Carreras

Communications on Stochastic Analysis

No abstract provided.


Non-Detection Probability Of Diffusing Targets In The Presence Of A Moving Searcher, Pani W Fernando, Sivaguru S Sritharan Jun 2014

Non-Detection Probability Of Diffusing Targets In The Presence Of A Moving Searcher, Pani W Fernando, Sivaguru S Sritharan

Communications on Stochastic Analysis

No abstract provided.


Hedging In Bond Markets By The Clark-Ocone Formula, Nicolas Privault, Timothy Robin Teng Jun 2014

Hedging In Bond Markets By The Clark-Ocone Formula, Nicolas Privault, Timothy Robin Teng

Communications on Stochastic Analysis

No abstract provided.


Reichenbach Fuzzy Set Of Transitivity, Samina Ashraf, Muhammad A. Javed Jun 2014

Reichenbach Fuzzy Set Of Transitivity, Samina Ashraf, Muhammad A. Javed

Applications and Applied Mathematics: An International Journal (AAM)

Fuzzy implicators are the basic ingredients of many applications. So it becomes essential to study the various features of an implicator before implementing it in any practical application. This paper discusses the properties of transitivity of a fuzzy relation on a given universe and measure of fuzzy transitivity defined in terms of the Reichenbach fuzzy implicator which is an s-implicator.


Application Of The Extended G'/G-Expansion Method To The Improved Eckhaus Equation, Nasir Taghizadeh, Seyyedeh R. Moosavi Noori, Seyyedeh B. Moosavi Noori Jun 2014

Application Of The Extended G'/G-Expansion Method To The Improved Eckhaus Equation, Nasir Taghizadeh, Seyyedeh R. Moosavi Noori, Seyyedeh B. Moosavi Noori

Applications and Applied Mathematics: An International Journal (AAM)

In this paper, the extended (G'/G)-expansion method is used to seek more general exact solutions of the improved Eckhaus equation and the (2+1)-dimensional improved Eckhaus equation. As a result, hyperbolic function solutions, trigonometric function solutions and rational function solutions with free parameters are obtained. When the parameters are taken as special values the solitary wave solutions are also derived from the traveling wave solutions. Moreover, it is shown that the proposed method is direct, effective and can be used for many other nonlinear evolution equations in mathematical physics.


A New Adjustment Of Laplace Transform For Fractional Bloch Equation In Nmr Flow, Sunil Kumar, Devendra Kumar, U. S. Mahabaleshwar Jun 2014

A New Adjustment Of Laplace Transform For Fractional Bloch Equation In Nmr Flow, Sunil Kumar, Devendra Kumar, U. S. Mahabaleshwar

Applications and Applied Mathematics: An International Journal (AAM)

This work purpose suggest a new analytical technique called the fractional homotopy analysis transform method (FHATM) for solving time fractional Bloch NMR (nuclear magnetic resonance) flow equations, which are a set of macroscopic equations that are used for modeling nuclear magnetization as a function of time. The true beauty of this article is the coupling of the homotopy analysis method and the Laplace transform method for systems of fractional differential equations. The solutions obtained by the proposed method indicate that the approach is easy to implement and computationally very attractive.


On Some Hadamard-Type Inequalıtıes For (R,M) -Convex Functıons, M. E. Özdemir, Erhan Set, Ahmet O. Akdemir Jun 2014

On Some Hadamard-Type Inequalıtıes For (R,M) -Convex Functıons, M. E. Özdemir, Erhan Set, Ahmet O. Akdemir

Applications and Applied Mathematics: An International Journal (AAM)

In this paper, we define a new class of convex functions which is called (r,m) - convex functions. We also prove some Hadamard's type inequalities based on this new definition.


Reliable Study Of Nonhomogeneous Bbm Equation With Time-Dependent Coefficients By The Modified Sine-Cosine Method, Aminah Qawasmeh, Marwan Alquran Jun 2014

Reliable Study Of Nonhomogeneous Bbm Equation With Time-Dependent Coefficients By The Modified Sine-Cosine Method, Aminah Qawasmeh, Marwan Alquran

Applications and Applied Mathematics: An International Journal (AAM)

The modified sine-cosine method is an efficient and powerful mathematical tool in finding exact traveling wave solutions to nonlinear partial differential equations (NLPDEs) with time-dependent coefficients. In this paper, the proposed approach is applied to study a nonhomogeneous generalized form of Benjamin-Bona-Mahony (BBM) equation with time-dependent coefficients. Explicit traveling wave solutions of the equation are obtained under certain constraints on the coefficient functions.


Existence Of Solutions For Multi-Points Fractional Evolution Equations, Soumia Belarbi, Zoubir Dahmani Jun 2014

Existence Of Solutions For Multi-Points Fractional Evolution Equations, Soumia Belarbi, Zoubir Dahmani

Applications and Applied Mathematics: An International Journal (AAM)

In this paper we study an impulsive fractional evolution equation with nonlinear boundary conditions. Sufficient conditions for the existence and uniqueness of solutions are established. To illustrate our results, an example is presented.


Stochastic Order Relations Among Parallel Systems From Weibull Distributions, Nuria Torrado, Subhash C. Kochar May 2014

Stochastic Order Relations Among Parallel Systems From Weibull Distributions, Nuria Torrado, Subhash C. Kochar

Mathematics and Statistics Faculty Publications and Presentations

In this article, we focus on stochastic orders to compare the magnitudes of two parallel systems from Weibull distributions when one set of scale parameters majorizes the other. The new results obtained here extend some of those proved by Dykstra et al. (1997) and Joo and Mi (2010) from exponential to Weibull distributions. Also, we present some results for parallel systems from multiple-outlier Weibull models.


The Number Of Zeros Of A Polynomial In A Disk As A Consequence Of Restrictions On The Coefficients, Brett A. Shields Mr. May 2014

The Number Of Zeros Of A Polynomial In A Disk As A Consequence Of Restrictions On The Coefficients, Brett A. Shields Mr.

Electronic Theses and Dissertations

In this thesis, we put restrictions on the coefficients of polynomials and give bounds concerning the number of zeros in a specific region. Our results generalize a number of previously known theorems, as well as implying many new corollaries with hypotheses concerning monotonicity of the modulus, real, as well as real and imaginary parts of the coefficients separately. We worked with Enestr\"{o}m-Kakeya type hypotheses, yet we were only concerned with the number of zeros of the polynomial. We considered putting the same type of restrictions on the coefficients of three different types of polynomials: polynomials with a monotonicity``flip" at some …


An Alternate Proof Of The De Branges Theorem On Canonical Systems, Keshav R. Acharya Apr 2014

An Alternate Proof Of The De Branges Theorem On Canonical Systems, Keshav R. Acharya

Publications

The aim of this paper is to show that, in the limit circle case, the defect index of a symmetric relation induced by canonical systems, is constant on ₵. This provides an alternative proof of the De Branges theorem that the canonical systems with trH1 imply the limit point case. To this end, we discuss the spectral theory of a linear relation induced by a canonical system.


Review: The Relationships Among Multiplicities Of A J-Self-Adjoint Differential Operator's Eigenvalue, Stephan Ramon Garcia Mar 2014

Review: The Relationships Among Multiplicities Of A J-Self-Adjoint Differential Operator's Eigenvalue, Stephan Ramon Garcia

Pomona Faculty Publications and Research

No abstract provided.


Self-Adjoint Extension And Spectral Theory Of A Linear Relation In A Hilbert Space, Keshav R. Acharya Mar 2014

Self-Adjoint Extension And Spectral Theory Of A Linear Relation In A Hilbert Space, Keshav R. Acharya

Publications

The aim of this paper is to develop the conditions for a symmetric relation in a Hilbert space ℋ to have self-adjoint extensions in terms of defect indices and discuss some spectral theory of such linear relation.


The Itô Calculus And White Noise Theory: A Brief Survey Toward General Stochastic Integration, Hui-Hsiung Kuo Mar 2014

The Itô Calculus And White Noise Theory: A Brief Survey Toward General Stochastic Integration, Hui-Hsiung Kuo

Communications on Stochastic Analysis

No abstract provided.


Stochastic Control Of Itô-Lévy Processes With Applications To Finance, Bernt Øksendal, Agnès Sulem Mar 2014

Stochastic Control Of Itô-Lévy Processes With Applications To Finance, Bernt Øksendal, Agnès Sulem

Communications on Stochastic Analysis

No abstract provided.


Optimal Combined Divided And Proportional Reinsurance Policy, Eriyoti Chikodza, Julius N Esunge Mar 2014

Optimal Combined Divided And Proportional Reinsurance Policy, Eriyoti Chikodza, Julius N Esunge

Communications on Stochastic Analysis

No abstract provided.


Expert Opinions And Logarithmic Utility Maximization In A Market With Gaussian Drift, Abdelali Gabih, Hakam Kondakji, Jörn Sass, Ralf Wunderlich Mar 2014

Expert Opinions And Logarithmic Utility Maximization In A Market With Gaussian Drift, Abdelali Gabih, Hakam Kondakji, Jörn Sass, Ralf Wunderlich

Communications on Stochastic Analysis

No abstract provided.


Portfolio Optimization Under Partial Information With Expert Opinions: A Dynamic Programming Approach, Rüdiger Frey, Abdelali Gabih, Ralf Wunderlich Mar 2014

Portfolio Optimization Under Partial Information With Expert Opinions: A Dynamic Programming Approach, Rüdiger Frey, Abdelali Gabih, Ralf Wunderlich

Communications on Stochastic Analysis

No abstract provided.


Optimal Premium Policy Of An Insurance Firm With Delay And Stochastic Interest Rate, Charles Wilson Mahera, Olivier Menoukeu-Pamen, Moses Mwale Mar 2014

Optimal Premium Policy Of An Insurance Firm With Delay And Stochastic Interest Rate, Charles Wilson Mahera, Olivier Menoukeu-Pamen, Moses Mwale

Communications on Stochastic Analysis

No abstract provided.


Modelling Financial Information By Conditioning, Dennis Ikpe, Sure Mataramvura, Ronnie Becker Mar 2014

Modelling Financial Information By Conditioning, Dennis Ikpe, Sure Mataramvura, Ronnie Becker

Communications on Stochastic Analysis

No abstract provided.


Graph Partitioning Using Matrix Values For Preconditioning Symmetric Positive Definite Systems, Eugenr Vecharynski, Yousef Saad, Masha Sosonkina Jan 2014

Graph Partitioning Using Matrix Values For Preconditioning Symmetric Positive Definite Systems, Eugenr Vecharynski, Yousef Saad, Masha Sosonkina

Computational Modeling & Simulation Engineering Faculty Publications

Prior to the parallel solution of a large linear system, it is required to perform a partitioning of its equations/unknowns. Standard partitioning algorithms are designed using the considerations of the efficiency of the parallel matrix-vector multiplication, and typically disregard the information on the coefficients of the matrix. This information, however, may have a significant impact on the quality of the preconditioning procedure used within the chosen iterative scheme. In the present paper, we suggest a spectral partitioning algorithm, which takes into account the information on the matrix coefficients and constructs partitions with respect to the objective of enhancing the quality …


Infinitely Many Rotationally Symmetric Solutions To A Class Of Semilinear Laplace-Beltrami Equations On The Unit Sphere, Emily M. Fischer Jan 2014

Infinitely Many Rotationally Symmetric Solutions To A Class Of Semilinear Laplace-Beltrami Equations On The Unit Sphere, Emily M. Fischer

HMC Senior Theses

I show that a class of semilinear Laplace-Beltrami equations has infinitely many solutions on the unit sphere which are symmetric with respect to rotations around some axis. This equation corresponds to a singular ordinary differential equation, which we solve using energy analysis. We obtain a Pohozaev-type identity to prove that the energy is continuously increasing with the initial condition and then use phase plane analysis to prove the existence of infinitely many solutions.


Decay Estimates On Trace Norms Of Localized Functions Of Schrödinger Operators, Aaron Saxton Jan 2014

Decay Estimates On Trace Norms Of Localized Functions Of Schrödinger Operators, Aaron Saxton

Theses and Dissertations--Mathematics

In 1973, Combes and Thomas discovered a general technique for showing exponential decay of eigenfunctions. The technique involved proving the exponential decay of the resolvent of the Schrödinger operator localized between two distant regions. Since then, the technique has been been applied to several types of Schrödinger operators. This dissertation will show that the Combes--Thomas method works well with trace, Hilbert--Schmidt and other trace-type norms. The first result we prove shows exponential decay on trace-type norms of a resolvent of a Schrödinger operator localized between two distant regions. We build on this result by applying the Combes--Thomas method again to …