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Copula And Default Correlation, Dongxiang Yan 2010 Louisiana State University and Agricultural and Mechanical College

Copula And Default Correlation, Dongxiang Yan

LSU Master's Theses

This work presents a study of copulas, with special focus on the Gaussian copula model and its behavior under a certain conditioning process. Simulations are carried out to examine the behavior of the moments on conditional copula model, as measured by the behavior of Wick identities which hold for multivariate Gaussians.


Fraction Competency And Algebra Success, Coretta Thomas 2010 Louisiana State University and Agricultural and Mechanical College

Fraction Competency And Algebra Success, Coretta Thomas

LSU Master's Theses

Abstract In this thesis, I investigated the importance of fraction competence to success in algebra. I studied 107 of the students whom I teach. These students were all enrolled in Algebra I. A fraction pretest and an algebra pretest were given at the beginning of the 2009-2010 school year. A comparison was done to study the connection between the fraction pretest score and the semester grade as well as the algebra pretest score and the semester grade. The strongest correlation was between the fraction pretest and the semester grade. This supported the theory that fraction competence is a strong predictor …


Correlation Of Defaults In Complex Portfolios Using Copula Techniques, Adam Lodygowski 2010 Louisiana State University and Agricultural and Mechanical College

Correlation Of Defaults In Complex Portfolios Using Copula Techniques, Adam Lodygowski

LSU Master's Theses

This work, dealing with the correlation between subportfolios in more complex portfolios, begins with a brief survey of the necessary theoretical background. The basic statistical and probabilistic concepts are reviewed. The notion of copulas is introduced along with the fundamental theorem of Sklar. After this background a numerical procedure and code are developed for correlated defaults in multiple correlated portfolio. Further on, interesting results regarding the impact of changes in correlation on the portfolio performance are investigated in the simulations. The most valuable observations regarding the expected default ratios of two subportfolios considered jointly are presented and explained with particular …


Primes Of The Form X² + Ny² In Function Fields, Piotr Maciak 2010 Louisiana State University and Agricultural and Mechanical College

Primes Of The Form X² + Ny² In Function Fields, Piotr Maciak

LSU Doctoral Dissertations

Let n be a square-free polynomial over F_q, where q is an odd prime power. In this work, we determine which irreducible polynomials p in F_q[x] can be represented in the form X^2+nY^2 with X, Y in F_q[x]. We restrict ourselves to the case where X^2+nY^2 is anisotropic at infinity. As in the classical case over Z, the representability of p by the quadratic form X^2+nY^2 is governed by conditions coming from class field theory. A necessary and almost sufficient condition is that the ideal generated by p splits completely in the Hilbert class field H of K=F_q(x,sqrt(-n)) for the …


A Characterization Of Near Outer-Planar Graphs, Tanya Allen Lueder 2010 Louisiana State University and Agricultural and Mechanical College

A Characterization Of Near Outer-Planar Graphs, Tanya Allen Lueder

LSU Master's Theses

This thesis focuses on graphs containing an edge whose removal results in an outer-planar graph. We present partial results towards the larger goal of describing the class of all such graphs in terms of a finite list of excluded graphs. Specifically, we give a complete description of those members of this list that are not 2-connected or do not contain a subdivision of a three-spoke wheel. We also show that no members of the list contain a five-spoke wheel.


Orthogonal Grassmannians And Hermitian K-Theory In A¹-Homotopy Theory Of Schemes, Girja Shanker Tripathi 2010 Louisiana State University and Agricultural and Mechanical College

Orthogonal Grassmannians And Hermitian K-Theory In A¹-Homotopy Theory Of Schemes, Girja Shanker Tripathi

LSU Doctoral Dissertations

In this work we prove that the hermitian K-theory is geometrically representable in the A^1 -homotopy category of smooth schemes over a field. We also study in detail a realization functor from the A^1 -homotopy category of smooth schemes over the field R of real numbers to the category of topological spaces. This functor is determined by taking the real points of a smooth R-scheme. There is another realization functor induced by taking the complex points with a similar description although we have not discussed this other functor in this dissertation. Using these realization functors we have concluded in brief …


Multigrid Methods For Maxwell's Equations, Jintao Cui 2010 Louisiana State University and Agricultural and Mechanical College

Multigrid Methods For Maxwell's Equations, Jintao Cui

LSU Doctoral Dissertations

In this work we study finite element methods for two-dimensional Maxwell's equations and their solutions by multigrid algorithms. We begin with a brief survey of finite element methods for Maxwell's equations. Then we review the related fundamentals, such as Sobolev spaces, elliptic regularity results, graded meshes, finite element methods for second order problems, and multigrid algorithms. In Chapter 3, we study two types of nonconforming finite element methods on graded meshes for a two-dimensional curl-curl and grad-div problem that appears in electromagnetics. The first method is based on a discretization using weakly continuous P1 vector fields. The second method uses …


Dimer Models For Knot Polynomials, Moshe Cohen 2010 Louisiana State University and Agricultural and Mechanical College

Dimer Models For Knot Polynomials, Moshe Cohen

LSU Doctoral Dissertations

A dimer model consists of all perfect matchings on a (bipartite) weighted signed graph, where the product of the signed weights of each perfect matching is summed to obtain an invariant. In this paper, the construction of such a graph from a knot diagram is given to obtain the Alexander polynomial. This is further extended to a more complicated graph to obtain the twisted Alexander polynomial, which involved "twisting" by a representation. The space of all representations of a given knot complement into the general linear group of a fixed size can be described by the same graph. This work …


Power Series Expansions For Waves In High-Contrast Plasmonic Crystals, Santiago Prado Parentes Fortes 2010 Louisiana State University and Agricultural and Mechanical College

Power Series Expansions For Waves In High-Contrast Plasmonic Crystals, Santiago Prado Parentes Fortes

LSU Doctoral Dissertations

In this thesis, a method is developed for obtaining convergent power series expansions for dispersion relations in two-dimensional periodic media with frequency dependent constitutive relations. The method is based on high-contrast expansions in the parameter _x0011_ = 2_x0019_d=_x0015_, where d is the period of the crystal cell and _x0015_ is the wavelength. The radii of convergence obtained are not too small, on the order of _x0011_ _x0019_ 10􀀀2. That the method applies to frequency dependent media is an important fact, since the majority of the methods available in the literature are restricted to frequency independent constitutive relations. The convergent series …


Perverse Poisson Sheaves On The Nilpotent Cone, Jared Lee Culbertson 2010 Louisiana State University and Agricultural and Mechanical College

Perverse Poisson Sheaves On The Nilpotent Cone, Jared Lee Culbertson

LSU Doctoral Dissertations

For a reductive complex algebraic group, the associated nilpotent cone is the variety of nilpotent elements in the corresponding Lie algebra. Understanding the nilpotent cone is of central importance in representation theory. For example, the nilpotent cone plays a prominent role in classifying the representations of finite groups of Lie type. More recently, the nilpotent cone has been shown to have a close connection with the affine flag variety and this has been exploited in the Geometric Langlands Program. We make use of the following important fact. The nilpotent cone is invariant under the coadjoint action of G on the …


Method Of Riemann Surfaces In Modelling Of Cavitating Flow, Anna Zemlyanova 2010 Louisiana State University and Agricultural and Mechanical College

Method Of Riemann Surfaces In Modelling Of Cavitating Flow, Anna Zemlyanova

LSU Doctoral Dissertations

This dissertation is concerned with the applications of the Riemann-Hilbert problem on a hyperelliptic Riemann surface to problems on supercavitating flows of a liquid around objects. For a two-dimensional steady irrotational flow of liquid it is possible to introduce a complex potential w(z) which allows to apply the powerful methods of complex analysis to the solution of fluid mechanics problems. In this work problems on supercavitating flows of a liquid around one or two wedges have been stated. The Tulin single-spiral-vortex model is employed as a cavity closure condition. The flow domain is transformed into an auxiliary domain with known …


Evolution Of Solitary Waves For A Perturbed Nonlinear Schrodinger Equation, Tim Marchant 2009 University of Wollongong

Evolution Of Solitary Waves For A Perturbed Nonlinear Schrodinger Equation, Tim Marchant

Tim Marchant

Soliton perturbation theory is used to determine the evolution of a solitary wave described by a perturbed nonlinear Schrödinger equation. Perturbation terms, which model wide classes of physically relevant perturbations, are considered. An analytical solution is found for the first-order correction of the evolving solitary wave. This solution for the solitary wave tail is in integral form and an explicit expression is found, for large time. Singularity theory, usually used for combustion problems, is applied to the large time expression for the solitary wave tail. Analytical results are obtained, such as the parameter regions in which qualitatively different types of …


Multiple Decrement Modeling In The Presence Of Interval Censoring And Masking, Peter Adamic, Stephanie Dixon, Daniel Gillis 2009 Laurentian University

Multiple Decrement Modeling In The Presence Of Interval Censoring And Masking, Peter Adamic, Stephanie Dixon, Daniel Gillis

Stephanie Dixon

A self-consistent algorithm will be proposed to non-parametrically estimate the cause-specific cumulative incidence functions (CIFs) in an interval censored, multiple decrement context. More specifically, the censoring mechanism will be assumed to be a mixture of case 2 interval-censored data with the additional possibility of exact observations. The proposed algorithm is a generalization of the classical univariate algorithms of Efron and Turnbull. However, unlike any previous non-parametric models proposed in the literature to date, the algorithm will explicitly allow for the possibility of any combination of masked modes of failure, where failure is known only to occur due to a subset …


The 1905 Einstein Equation In A General Mathematical Analysis Model Of Quasars, Byron E. Bell 2009 DePaul University and Columbia College Chicago

The 1905 Einstein Equation In A General Mathematical Analysis Model Of Quasars, Byron E. Bell

Byron E. Bell

No abstract provided.


Cyclohexane Oxidation And Cyclohexyl Hydroperoxide Decomposition By Poly(4-Vinylpyridine-Co-Divinylbenzene) Supported Cobalt And Chromium Complexes, Zeljko D. Cupic 2009 Institute of Chemistry, Technology and Metallurgy

Cyclohexane Oxidation And Cyclohexyl Hydroperoxide Decomposition By Poly(4-Vinylpyridine-Co-Divinylbenzene) Supported Cobalt And Chromium Complexes, Zeljko D. Cupic

Zeljko D Cupic

No abstract provided.


Heteroclinic Solutions To An Asymptotically Autonomous Second-Order Equation, Gregory S. Spradlin 2009 Embry-Riddle Aeronautical University

Heteroclinic Solutions To An Asymptotically Autonomous Second-Order Equation, Gregory S. Spradlin

Gregory S. Spradlin

We study the differential equation ¨x(t) = a(t)V' (x(t)), where V is a double-well potential with minima at x = ±1 and a(t) → l > 0 as |t| → ∞. It is proven that under certain additional assumptions on a, there exists a heteroclinic solution x to the differential equation with x(t) → −1 as t → −∞ and x(t) → 1 as t → ∞. The assumptions allow l − a(t) to change sign for arbitrarily large values of |t|, and do not restrict the decay rate of |l −a(t)| as |t| → ∞.


The Tangled Tale Of Phase Space, David D. Nolte 2009 Purdue University

The Tangled Tale Of Phase Space, David D. Nolte

David D Nolte

(Preview of Chapter 6: Galileo Unbound: Oxford 2018) Phase space has been called one of the most powerful inventions of modern science.  But its historical origins are clouded in a tangle of independent discovery and mis-attributions that persist today.  This Physics Today article unravels the twisted tale of the discovery and the naming of phase space that began with Liouville in 1838, but by no means ended there, culminating in an encyclopedia article of 1911 that had unintended and lasting etymological side effects never intended by its authors.


Canonical Representation For Approximating Solution Of Fuzzy Polynomial Equations, M. Salehnegad, Saeid Abbasbandy, M. Mosleh, M. Otadi 2009 Imam Khomeini International University

Canonical Representation For Approximating Solution Of Fuzzy Polynomial Equations, M. Salehnegad, Saeid Abbasbandy, M. Mosleh, M. Otadi

Saeid Abbasbandy

No abstract provided.


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