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The a priori Tan Theta Theorem for spectral subspaces
Subspace perturbation problem operator Riccati equation Davis-Kahan theorems
2011/1/19
Let A be a self-adjoint operator on a separable Hilbert space H. Assume that the
spectrum of A consists of two disjoint components s0 and s1 such that the set s0 lies in a finite gap of the set s1.
A parametrization of the abstract Ramsey theorem
parametrization the abstract Ramsey theorem
2010/11/23
We give a parametrization with perfect subsets of $2^{\infty}$ of the abstract Ramsey theorem (see \cite{todo}) Our main tool is an extension of the parametrized version of the combinatorial forcing d...
We characterize planar diagrams which may be divided into n arc embeddings in terms of their chord diagrams, generalizing a result of Taniyama for the case n = 2. Two algorithms are provided, one whi...
Matching Statistics of an Itô Process by a Process of Diffusion Type
Matching Statistics Process of Diffusion Type
2010/11/8
Suppose we are given a multi-dimensional It\^o process, which can be regarded as a model for an underlying asset price together with related stochastic processes, e.g., volatility. The drift and diff...
Over C and over non-archimedean elds, analyti cation of algebraic spaces is de ned as
the solution to a quotient problem. Such analyti cation is interesting, since in the proper case it beautifully
...
约化框架下带有信用风险的永久可转债定价
信用风险 违约 可转债'转股'回购'变分不等方程'自由边界
2010/9/7
将信用风险引入到可转债的定价中,通过修改股票价格的运动过程,得到了一个具有违约风险的股票价格运动过程,然后将其转化为风险中性测度下的运动过程.通过将回收率直接引入到贴现现金流中,得到了可违约永久可转债价格的变分不等方程,并求出了该变分不等方程的显式解.同时对于可回购的可转债,根据息票率的范围,可转债的定价分为3大类,并分别求出每类可转债的价格.最后指出,无论是否具有回购条款,可违约可转债的价格和无...
We provide an empirical investigation aimed at uncovering the statistical properties of intricate stock trading networks based on the order flow data of a highly liquid stock (Shenzhen Development Ban...
This paper gives an overview of the theory of dynamic convex risk measures for random variables in discrete time setting. We summarize robust representation results of conditional convex risk measures...
Adaptive financial networks with static and dynamic thresholds
financial networks static dynamic thresholds
2010/4/27
Based on the daily data of American and Chinese stock markets, the dynamic behavior of a financial network with static and dynamic thresholds is investigated. Compared with the static threshold, the d...
Recurrence interval analysis of trading volumes
Kolmogorov-Smirnov Recurrence interval trading volumes
2010/4/27
We study the statistical properties of the recurrence intervals $\tau$ between successive trading volumes exceeding a certain threshold $q$. The recurrence interval analysis is carried out for the 20 ...
New Reductions and Nonlinear Systems for 2D Schrodinger Operators
Nonlinear Systems Dubrovin, I.Krichever, S.Novikov 2D Schrodinger Operators
2010/4/1
New Completely Integrable (2+1)-System is studied. It is based on the so-called L-A-B-triples $L_t=[H,L]-fL$ where L is a 2D Schrodinger Operator. This approach was invented by S.Manakov and B.Dubrovi...
Probability densities for the sums of iterates of the sine-circle map in the vicinity of the quasi-periodic edge of chaos
Probability densities sine-circle map chaos
2010/4/1
We investigate the probability density of rescaled sum of iterates of sine-circle map within quasi-periodic route to chaos. When the dynamical system is strongly mixing (i.e., ergodic), standard Centr...
A cellular automaton (CA) is a parallel synchronous computing model, which consists in a juxtaposition of finite automata (cells) whose state evolves according to that of their neighbors. Its trace is...
Renormalization group structure for sums of variables generated by incipiently chaotic maps
Renormalization group chaotic maps
2010/4/7
We look at the limit distributions of sums of deterministic chaotic variables in unimodal maps and find a remarkable renormalization group (RG) structure associated to the operation of increment of su...
Anticipation and the Non-linear Dynamics of Meaning-Processing in Social Systems
anticipation social system meaning incursion globalization
2010/4/7
Social order does not exist as a stable phenomenon, but can be considered as "an order of reproduced expectations." When anticipations operate upon one another, they can generate a non-linear dynamics...