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This paper discusses the correlation structure between London Interbank Offered Rates (LIBOR) by using copula function. We start from one simplified model of Brace, Gatarek & Musiela (1997) and find o...
THE LOCUS OF HODGE CLASSES IN AN ADMISSIBLE VARIATION OF MIXED HODGE STRUCTURE
ADMISSIBLE VARIATION HODGE CLASSES
2015/9/29
We generalize the theorem of E. Cattani, P. Deligne, and A. Kaplan to admissible variations of mixed Hodge structure.
The elementary diagram of a trivial, weakly minimal structure is near model complete
elementary diagram model complete
2015/9/28
We prove that if M is any model of a trivial, weakly minimal theory,
then the elementary diagram T(M) eliminates quantifiers down
to Boolean combinations of certain existential formulas.
STRUCTURE OF THE MALVENUTO-REUTENAUER HOPF ALGEBRA OF PERMUTATIONS
Hopf algebra symmetric group weak order quasi-symmetric function
2015/8/14
We analyze the structure of theMalvenuto-Reutenauer Hopf algebraSSym
of permutations in detail. We give explicit formulas for its antipode, prove that it is
a cofree coalgebra, determine its primiti...
STRUCTURE OF THE LODAY-RONCO HOPF ALGEBRA OF TREES
Hopf algebra planar binary tree permutation weak order
2015/8/14
Loday and Ronco defined an interesting Hopf algebra structure on the linear
span of the set of planar binary trees. They showed that the inclusion of the Hopf algebra
of non-commutative symmetric fu...
The Abelian sandpile process evolves configurations of chips on the integer lattice by toppling any vertex with at least 4 chips, distributing one of its chips to each of its 4 neighbors. When begun f...
THE APOLLONIAN STRUCTURE OF INTEGER SUPERHARMONIC MATRICES
APOLLONIAN STRUCTURE INTEGER SUPERHARMONIC MATRICES
2015/8/14
We prove that the set of quadratic growths attainable by integervalued superharmonic functions on the lattice Z2 has the structure of an Apollonian circle packing. This completely characterizes the PD...
FAST ALGORITHM FOR EXTRACTING THE DIAGONAL OF THE INVERSE MATRIX WITH APPLICATION TO THE ELECTRONIC STRUCTURE ANALYSIS OF METALLIC SYSTEMS
Diagonal extraction hierarchical Schur complement electronic structure calculation
2015/7/14
We propose an algorithm for extracting the diagonal of the inverse matrices arising from electronic structure calculation. The proposed algorithm uses a hierarchical decomposition ofthe computational ...
A FAST PARALLEL ALGORITHM FOR SELECTED INVERSION OF STRUCTURED SPARSE MATRICES WITH APPLICATION TO 2D ELECTRONIC STRUCTURE CALCULATIONS
selected inversion parallel algorithm electronic structure calculation
2015/7/14
An efficient parallel algorithm is presented for computing selected components of A−1 where A is a structured symmetric sparse matrix. Calculations of this type are useful for several applicatio...
POLE EXPANSION FOR SOLVING A TYPE OF PARAMETRIZED LINEAR SYSTEMS IN ELECTRONIC STRUCTURE CALCULATIONS
Pole expansion approximation theory parametrized linear systems electronic structure calculation
2015/7/14
We present a new method for solving parametrized linear systems. Under certain assumptions on the parametrization, solutions to the linear systems for all parameters can be accurately approximated by ...
We prove an analogue of the Poincare'-Birkhoff-Witt theorem and of the Cartier-Milnor-Moore theorem for non-cocommutative Hopf algebras. The primitive part of a cofree Hopf algebra is a B-infini-algeb...
The Data Absorption Technique: Coevolution to Automate the Accurate Representation of Social Structure
Cognitive agent based simulation coevolution data absorption social science simulation Bayesian optimization algorithm irregular warfare
2014/8/8
Coevolution is a technique that not only enables simulations to represent the formation of social structure, but also facilitates their capability to emulate the processes of iterative feedback under...
The product structure of the equivariant K-theory of the based loop group of SU(2)
equivariant K-theory Lie group loop group based loop spaces
2012/6/30
Let G=SU(2) and let \Omega G denote the space of continuous based loops in G, equipped with the pointwise conjugation action of G. It is a classical fact in topology that the ordinary cohomology H^*(\...
Fejer-Riesz factorizations and the structure of bivariate polynomials orthogonal on the bi-circle
Fejer-Riesz factorizations the structure of bivariate polynomials orthogonal the bi-circle Complex Variables
2012/6/29
We give a complete characterization of the positive trigonometric polynomials Q(\theta,\phi) on the bi-circle, which can be factored as Q(\theta,\phi)=|p(e^{i\theta},e^{i\phi})|^2 where p(z,w) is a po...
A hereditarily indecomposable Banach space with rich spreading model structure
Spreading models Strictly singular operators Reflexive spaces Hereditarily indecomposable spaces
2012/6/25
We present a reflexive Banach space $\mathfrak{X}_{_{^\text{usm}}}$ which is Hereditarily Indecomposable and satisfies the following properties. In every subspace $Y$ of $\mathfrak{X}_{_{^\text{usm}}}...