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Posts Tagged ‘MATHEMATICAL analysis’

Convex combinations of quadrant dependent copulas






Abstract: It is well known that quadrant dependent (QD) random variables are also quadrant dependent in expectation (QDE). Recent literature has offered examples rigorously establishing the fact that there are QDE random variables which are not QD. The examples are based on convex combinations of specially chosen QD copulas: one negatively QD and another positively QD. In this paper we establish general results that determine when convex combinations of arbitrary QD copulas give rise to negatively or positively QD/QDE copulas. In addition to being an interesting mathematical exercise, the established results are helpful when modeling insurance and financial portfolios. [Copyright &y& Elsevier]


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Some properties of certain class of multivalent functions with negative coefficients

The aim of this paper is to derive several interesting properties of a new class denoted by Due to image rights restrictions, multiple line equation(s) cannot be graphically displayed. consisting of analytic functions with negative coefficients for which coefficient inequalities, distortion theorems, closure theorems are determined. Furthermore, integral operators and modified Hadamard products of several functions belonging to the class Due to image rights restrictions, multiple line equation(s) cannot be graphically displayed. are studied. The results are obtained using a generalized Sălăgean operator and they are improvement of a known results. [ABSTRACT FROM AUTHOR]

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Smooth and optimal shape of aeolian blade profile by splines

A minimal property of cubic splines generated by initial conditions is obtained in order to generate smooth and optimal aerodynamic shape for the aeolian blade profile. [ABSTRACT FROM AUTHOR]

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New representations for the euler-mascheroni constant and inequalities for the generalized-euler-constant function

(I) We establish new representations for the Euler-Mascheroni constant γ in terms of the gamma and psi functions. (ii) A class of two-sided inequalities for the generalized-Euler-constant function are presented. These inequalities provide the lower and upper bounds on the error of approximating the generalized-Euler-constant function by means of a power series. [ABSTRACT FROM AUTHOR]

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Mixed-stable models for analyzing high-frequency financial data

In this paper, we propose the mixed-stable model for analyzing high-frequency stock return data that usually contain a large number of zeros. Based on the data of German Dax component stocks, we apply the stable and mix-stable laws (both with dependent and independent states) to model the data. We also investigate the self-similarity and multifractality of the data. We show the empirical results of the model performance. [ABSTRACT FROM AUTHOR]

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Landau type inequalities on time scales

Here we prove some new type Landau inequalities on Time Scales. Both delta and nabla cases are presented. We give applications. [ABSTRACT FROM AUTHOR]

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Cauchy-jensen functional inequality in banach spaces and non-archimedean banach spaces

In this paper, we prove the generalized Hyers-Ulam stability of the following Cauchy-Jensen functional inequality Due to image rights restrictions, multiple line equation(s) cannot be graphically displayed. in the class of mappings from normed spaces to Banach spaces and non-Archimedean Banach spaces. [ABSTRACT FROM AUTHOR]

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Characterization of boolean valued star and mega lattice functions

This paper is a study on Boolean valued star and mega lattice functions. It establishes a positive lattice measure, complex lattice measure, star lattice function and founds that every star lattice function is a positive lattice measure on o(L) and every star lattice function is a o-additive on X. Also, it classifies mega lattice function, mega lattice and demonstrates that in a mega lattice the limit of the integral is equal to the integral of the limit and every mega lattice is a o-additive. Finally, it confirms that every mega lattice preserves Fatou’s lemma. [ABSTRACT FROM AUTHOR]

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Some structure properties of anti l-q-fuzzy and normal fuzzy subgroups

The study introduces the concept of Q-fuzzy groups. In this paper, based on this, the concept of anti L-Q-fuzzy subgroups and anti L-Q-normal fuzzy subgroups are given and its some elementary properties are discussed. We shall also extend some results on this subject. [ABSTRACT FROM AUTHOR]

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Model behavior

The article presents the views of Physicist and author Emanuel Derman on the three ways overreliance on quantitative modeling causes trouble in economics including economic models, mathematical optimization misleadingly taught of economics.

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