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The latest content from StatisticsViews.http://www.statisticsviews.comOn 4‐dimensional Lorentzian affine hypersurfaces with an...
http://www.statisticsviews.com/details/journalArticle/11242465/On-4dimensional-Lorentzian-affine-hypersurfaces-with-an___.html
Abstract In this paper we study 4‐dimensional affine hypersurfaces with a Lorentzian second fundamental form additionally equipped with an almost symplectic structure ω. We prove that the rank of the shape operator is at most one if Rk·ω=0 or ∇kω=0 for some positive integer k. This result is the final step in a classification of Lorentzian affine hypersurfaces with higher order parallel almost symplectic forms.]]>2020-05-25T11:33:49ZGaussian density estimates for solutions of fully coupled...
http://www.statisticsviews.com/details/journalArticle/11242463/Gaussian-density-estimates-for-solutions-of-fully-coupled___.html
Abstract We obtain upper and lower Gaussian density estimates for the laws of each component of the solution to a one‐dimensional fully coupled forward‐backward SDE. Our approach relies on the link between FBSDEs and quasilinear parabolic PDEs, and is fully based on the use of classical results on PDEs rather than on manipulation of FBSDEs, compared to other papers on this topic. This essentially simplifies the analysis.]]>2020-05-25T11:33:41ZIsometric immersions of space forms into Sp×R
http://www.statisticsviews.com/details/journalArticle/11242466/Isometric-immersions-of-space-forms-into-SpR.html
Abstract In this article we classify isometric immersions f:Mn(c)→Sn+p×R of Riemannian manifolds of dimension n and constant sectional curvature c≤1 into the product space Sn+p×R, p≤n−3, where Sm denotes the m‐dimensional unit sphere.]]>2020-05-25T10:37:21ZAlgebraicity of analytic maps to a hyperbolic variety
http://www.statisticsviews.com/details/journalArticle/11242462/Algebraicity-of-analytic-maps-to-a-hyperbolic-variety.html
Abstract Let X be a complex algebraic variety. We say that X is Borel hyperbolic if, for every finite type reduced scheme S over the complex numbers, every holomorphic map from S to X is algebraic. We use a transcendental specialization technique to prove that X is Borel hyperbolic if and only if, for every smooth affine complex algebraic curve C, every holomorphic map from C to X is algebraic. We use the latter result to prove that Borel hyperbolicity shares many common features with other...]]>2020-05-25T08:42:39ZAverage distribution of k‐free numbers in arithmetic...
http://www.statisticsviews.com/details/journalArticle/11242464/Average-distribution-of-kfree-numbers-in-arithmetic___.html
Abstract We obtain a new bound on the average value of the error term in the asymptotic formula for the number of k‐free numbers in arithmetic progressions. In particular, we improve the results of J. Gibson (2014) and C. Hooley (1975).]]>2020-05-25T07:00:00ZRefinement of dynamic equilibrium using small random...
http://www.statisticsviews.com/details/journalArticle/11242178/Refinement-of-dynamic-equilibrium-using-small-random___.html
Abstract We propose a refinement process of dynamic equilibria based on small random perturbations (SRPs) of the backward perfect foresight (bpf) equilibrium map in a class of one‐step, forward‐looking dynamic models. An equilibrium is selected if its stationary measure is the limit of the stationary measures associated with the processes generated by the SRPs of the bpf maps, as the perturbation size approaches 0. We show that, for full measure sets of parameter values of a large class of...]]>2020-05-22T20:21:50ZAzéma martingales for Bessel and CIR processes and the...
http://www.statisticsviews.com/details/journalArticle/11242105/Azema-martingales-for-Bessel-and-CIR-processes-and-the___.html
Abstract In this paper, we study the excursions of Bessel and Cox–Ingersoll–Ross (CIR) processes with dimensions . We obtain densities for the last passage times and meanders of the processes. Using these results, we prove a variation of the Azéma martingale for the Bessel and CIR processes based on excursion theory. Furthermore, we study their Parisian excursions, and generalize previous results on the Parisian stopping time of Brownian motion to that of the Bessel and CIR processes. We...]]>2020-05-21T12:35:45ZClustered coverage orienteering problem of unmanned surface...
http://www.statisticsviews.com/details/journalArticle/11241894/Clustered-coverage-orienteering-problem-of-unmanned-surface___.html
Abstract This study investigates a clustered coverage orienteering problem (CCOP), which is a generalization of the classical orienteering problem. The problem is widely motivated by the emerging unmanned techniques (eg, unmanned surface vehicles and drones) applied to environmental monitoring. Specifically, the unmanned surface vehicles (USVs) are used to monitor reservoir water quality by collecting samples. In the CCOP, the water sampling sites (ie, the nodes) are grouped into clusters, and...]]>2020-05-20T09:55:21ZClassification and syzygies of smooth projective varieties...
http://www.statisticsviews.com/details/journalArticle/11241678/Classification-and-syzygies-of-smooth-projective-varieties___.html
Abstract The geometric and algebraic properties of smooth projective varieties with 1‐regular structure sheaf are well understood, and the complete classification of these varieties is a classical result. The aim of this paper is to study the next case: smooth projective varieties with 2‐regular structure sheaf. First, we give a classification of such varieties using adjunction mappings. Next, under suitable conditions, we study the syzygies of section rings of those varieties to understand...]]>2020-05-20T06:41:29ZStress testing network reconstruction via graphical causal...
http://www.statisticsviews.com/details/journalArticle/11241679/Stress-testing-network-reconstruction-via-graphical-causal___.html
Abstract An resilience optimal evaluation of financial portfolios implies having plausible hypotheses about the multiple interconnections between the macroeconomic variables and the risk parameters. In this article, we propose a graphical model for the reconstruction of the causal structure that links the multiple macroeconomic variables and the assessed risk parameters, it is this structure that we call stress testing network. In this model, the relationships between the macroeconomic...]]>2020-05-19T10:43:35Z