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A Clark-Ocone Type Formula Under Change Of Measure For Lévy Processes With L^2-Lévy Measure, Ryoichi Suzuki 2013 Louisiana State University

A Clark-Ocone Type Formula Under Change Of Measure For Lévy Processes With L^2-Lévy Measure, Ryoichi Suzuki

Communications on Stochastic Analysis

No abstract provided.


Identities And Inequalities For Cdo Tranche Sensitivities, Claas Becker, Ambar N Sengupta 2013 Louisiana State University

Identities And Inequalities For Cdo Tranche Sensitivities, Claas Becker, Ambar N Sengupta

Communications on Stochastic Analysis

No abstract provided.


Positive Harris Recurrence Of The Cir Process And Its Applications, Peng Jin, Vidyadhar Mandrekar, Barbara Rüdiger, Chiraz Trabelsi 2013 Universität Wuppertal, Wuppertal, Germany

Positive Harris Recurrence Of The Cir Process And Its Applications, Peng Jin, Vidyadhar Mandrekar, Barbara Rüdiger, Chiraz Trabelsi

Communications on Stochastic Analysis

No abstract provided.


Itô Formula And Girsanov Theorem For Anticipating Stochastic Integrals, Hui-Hsiung Kuo, Yun Peng, Benedykt Szozda 2013 Louisiana State University, Baton Rouge, USA

Itô Formula And Girsanov Theorem For Anticipating Stochastic Integrals, Hui-Hsiung Kuo, Yun Peng, Benedykt Szozda

Communications on Stochastic Analysis

No abstract provided.


A Bochner-Type Representation Of Positive Definite Mappings On The Dual Of A Compact Group, Herbert Heyer 2013 Louisiana State University

A Bochner-Type Representation Of Positive Definite Mappings On The Dual Of A Compact Group, Herbert Heyer

Communications on Stochastic Analysis

No abstract provided.


On Optimal Proportional Reinsurance And Investment In A Partial Markovian Regime-Switching Economy, Xin Zhang 2013 Louisiana State University

On Optimal Proportional Reinsurance And Investment In A Partial Markovian Regime-Switching Economy, Xin Zhang

Communications on Stochastic Analysis

No abstract provided.


A Bayesian Model For Cluster Detection, Jonathan Wakefield, Albert Y. Kim 2013 University of Washington

A Bayesian Model For Cluster Detection, Jonathan Wakefield, Albert Y. Kim

Statistical and Data Sciences: Faculty Publications

The detection of areas in which the risk of a particular disease is significantly elevated, leading to an excess of cases, is an important enterprise in spatial epidemiology. Various frequentist approaches have been suggested for the detection of “clusters” within a hypothesis testing framework. Unfortunately, these suffer from a number of drawbacks including the difficulty in specifying a p-value threshold at which to call significance, the inherent multiplicity problem, and the possibility of multiple clusters. In this paper, we suggest a Bayesian approach to detecting “areas of clustering” in which the study region is partitioned into, possibly multiple, “zones” …


Examples Where The Conjunctive And Dempster’S Rules Are Insensitive, Florentin Smarandache, Jean Dezert, Valeri Kroumov 2013 University of New Mexico

Examples Where The Conjunctive And Dempster’S Rules Are Insensitive, Florentin Smarandache, Jean Dezert, Valeri Kroumov

Branch Mathematics and Statistics Faculty and Staff Publications

In this paper we present several counter-examples to the Conjunctive rule and to Dempster rule of combinations in information fusion.


An Exploratory Study Of Pre-Service Middle School Teachers’ Knowledge Of Algebraic Thinking, Marta Magiera, Leigh A. Van den Kieboom, John C. Moyer 2013 Marquette University

An Exploratory Study Of Pre-Service Middle School Teachers’ Knowledge Of Algebraic Thinking, Marta Magiera, Leigh A. Van Den Kieboom, John C. Moyer

Mathematics, Statistics and Computer Science Faculty Research and Publications

Using algebraic habits of mind as a framework, and focusing on thinking about functions and how they work, we examined the relationship between 18 pre-service middle school teachers’ ability to use the features of the algebraic thinking (AT) habit of mind “Building Rules to Represent Functions” and their ability to recognize and interpret the features of the same AT habit of mind in middle school students. We assessed the pre-service teachers’ own ability to use the AT habit of mind Building Rules to Represent Functions by examining their solutions to algebra-based tasks in a semester-long mathematics content course. We assessed …


An Investigation Of Teachers' Intentions And Reflections About Using Standards-Based And Traditional Textbooks In The Classroom, Bikai Nie, Tony Freedman, Stephen Hwang, Ning Wang, John Moyer, Jinfa Cai 2013 University of Delaware

An Investigation Of Teachers' Intentions And Reflections About Using Standards-Based And Traditional Textbooks In The Classroom, Bikai Nie, Tony Freedman, Stephen Hwang, Ning Wang, John Moyer, Jinfa Cai

Mathematics, Statistics and Computer Science Faculty Research and Publications

This study analyzed teachers’ intentions for and reflections on their use of Standards-based [Connected Mathematics Program (CMP)] textbooks and traditional (non-CMP) mathematics textbooks to guide instruction. In this investigation of the interplay between textbooks and instruction, we focused on learning goals, instructional tasks, teachers’ anticipation of students’ difficulties, and their perceptions of students’ achievement of learning goals. All of these are aspects of teachers’ intentions and reflections that have proved fruitful in comparing the roles of the CMP and non-CMP mathematics textbooks in our Longitudinal Investigation of the Effect of Curriculum on Algebra Learning project. Whereas the cognitive level …


The Semigroups B2 And B0 Are Inherently Nonfinitely Based, As Restriction Semigroups, Peter R. Jones 2013 Marquette University

The Semigroups B2 And B0 Are Inherently Nonfinitely Based, As Restriction Semigroups, Peter R. Jones

Mathematics, Statistics and Computer Science Faculty Research and Publications

The five-element Brandt semigroup B2 and its four-element subsemigroup B0, obtained by omitting one nonidempotent, have played key roles in the study of varieties of semigroups. Regarded in that fashion, they have long been known to be finitely based. The semigroup B2 carries the natural structure of an inverse semigroup. Regarded as such, in the signature {⋅, -1}, it is also finitely based. It is perhaps surprising, then, that in the intermediate signature of restriction semigroups — essentially, "forgetting" the inverse operation x ↦ x-1 and retaining the induced operations x ↦ x+ …


Sub-Independence: An Expository Perspective, Gholamhossein Hamedani 2013 Marquette University

Sub-Independence: An Expository Perspective, Gholamhossein Hamedani

Mathematics, Statistics and Computer Science Faculty Research and Publications

Limit theorems as well as other well-known results in probability and statistics are often based on the distribution of the sums of independent random variables. The concept of sub-independence, which is much weaker than that of independence, is shown to be sufficient to yield the conclusions of these theorems and results. It also provides a measure of dissociation between two random variables which is much stronger than uncorrelatedness.


Building A Knowledge Base: Understanding Prospective Elementary Teachers’ Mathematical Content Knowledge, Eva Thanheiser, Christine Browning, Alden Edson, Signe Kastberg, Jane-Jane Lo 2013 Portland State University

Building A Knowledge Base: Understanding Prospective Elementary Teachers’ Mathematical Content Knowledge, Eva Thanheiser, Christine Browning, Alden Edson, Signe Kastberg, Jane-Jane Lo

Mathematics and Statistics Faculty Publications and Presentations

This survey of the literature summarizes and reflects on research findings regarding elementary preservice teachers’ (PSTs’) mathematics conceptions and the development thereof. Despite the current focus on teacher education, peer-reviewed journals offer a surprisingly sparse insight in these areas. The limited research that exists chiefly presents views of PSTs’ reasoning at singular points during a term, thus focusing on conceptions almost to the exclusion of the their development. We summarize the current findings, which are a beginning of a collective understanding of PSTs’ mathematical content knowledge. We believe much more work is needed to understand how PSTs can best develop …


Holomorphic Basis For Families Of Subspaces Of A Banach Space, Milena Venkova, Christopher Boyd 2013 Technological University Dublin

Holomorphic Basis For Families Of Subspaces Of A Banach Space, Milena Venkova, Christopher Boyd

Articles

In this article we investigate the connection between a family of com-plemented subspaces of a Banach space having a holomorphic basis, and being holomorphically complemented.


Four-Sided Boundary Problem For Two-Dimensional Random Walks, Miky Wright 2013 Western Kentucky University

Four-Sided Boundary Problem For Two-Dimensional Random Walks, Miky Wright

Mahurin Honors College Capstone Experience/Thesis Projects

Within the four-sided boundaries of x = 0, y = 0, x = m and, y = n, a two-dimensional random walk begins at integer-valued coordinates (h,k) and moves one unit on each step either up, down, left, or right with non-zero probabilities that sum to 1. The process stops when hitting a boundary. Let P(U), P(D), P(L) and P(R) be the probabilities of hitting the upper, the lower, the left, and the right boundary first, respectively, when starting from a specific initial point within the boundaries. We use a Markov-Chain method to compute these probabilities. Let …


Constructing Wavelets With Good Frequency Response And Two Vanishing Moments, Chad Lillian, Dr. Andrew D. Pollington 2013 Brigham Young University

Constructing Wavelets With Good Frequency Response And Two Vanishing Moments, Chad Lillian, Dr. Andrew D. Pollington

Journal of Undergraduate Research

Recruitment of loudness is a hearing impairment in which certain frequency ranges are not as audible as others. If a common hearing aid is used to remedy this problem all frequencies will be amplified and there will be no advantage. The solution to this problem is a hearing aid that only selectively amplifies those frequencies that are less audible.


Metacalibration Proof Of The Triple Bubble Conjecture In R3, Donald Sampson, Dr. Gary Lawlor 2013 Brigham Young University

Metacalibration Proof Of The Triple Bubble Conjecture In R3, Donald Sampson, Dr. Gary Lawlor

Journal of Undergraduate Research

My project was to further develop the technique of metacalibration, a new method of minimization proof, in order to prove the triple bubble conjecture: that the standard triple bubble is the least surface area way to separately enclose three given volumes.


Option Pricing For Inventory Management And Control, Bryant Angelos, Dr. Jeffrey Humpherys 2013 Brigham Young University

Option Pricing For Inventory Management And Control, Bryant Angelos, Dr. Jeffrey Humpherys

Journal of Undergraduate Research

In recent years, capital markets have experience remarkable growth in both the total volume of trades and in the complexity of the financial instruments being traded. Investors are becoming increasingly sophisticated as they search for newer and more effective ways of managing and protecting themselves from risk. Retail markets have undergone a similar transformation as retailers seek to maximize profit while minimizing risk. Supply chains are becoming more interconnected, and the contracts governing them have become more complex in recent years.


Geometry Of Optimal Control For Control-Affine Systems, Jeanne N. Clelland, Christopher G. Moseley, George R. Wilkens 2013 University of Colorado Boulder

Geometry Of Optimal Control For Control-Affine Systems, Jeanne N. Clelland, Christopher G. Moseley, George R. Wilkens

University Faculty Publications and Creative Works

Motivated by the ubiquity of control-affine systems in optimal control theory, we investigate the geometry of point-affine control systems with metric structures in dimensions two and three. We compute local isometric invariants for point-affine distributions of constant type with metric structures for systems with 2 states and 1 control and systems with 3 states and 1 control, and use Pontryagin's maximum principle to find geodesic trajectories for homogeneous examples. Even in these low dimensions, the behavior of these systems is surprisingly rich and varied.


Geometry Of Optimal Control For Control-Affine Systems, Jeanne N. Clelland, Christopher G. Moseley, George R. Wilkens 2013 University of Colorado Boulder

Geometry Of Optimal Control For Control-Affine Systems, Jeanne N. Clelland, Christopher G. Moseley, George R. Wilkens

University Faculty Publications and Creative Works

Motivated by the ubiquity of control-affine systems in optimal control theory, we investigate the geometry of point-affine control systems with metric structures in dimensions two and three. We compute local isometric invariants for point-affine distributions of constant type with metric structures for systems with 2 states and 1 control and systems with 3 states and 1 control, and use Pontryagin's maximum principle to find geodesic trajectories for homogeneous examples. Even in these low dimensions, the behavior of these systems is surprisingly rich and varied.


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