Karhunen–Loève expansion for additive Brownian motions

For Gaussian random fields defined as additive processes based on standard Brownian motions and Brownian bridges, we find their Karhunen–Loève expansions and make connections with related mean centered processes in distribution. Moreover, Pythagorean type distribution identities are established for additive Brownian motions and Brownian bridges. As applications, the corresponding Laplace transform and small deviation estimates are given.     

A newsvendor model with fuzzy price-dependent demand

Price-dependence is an important characteristic for some inventory problems. This paper proposes a newsvendor model with fuzzy price-dependent demand, and discusses the conditions to determine the optimal pricing and inventory decisions jointly so that the expected profit could be maximized. Then an algorithm combining the method of ranking fuzzy numbers is developed to tackle the problem. Furthermore, comparison is made between the fuzzy model and the deterministic model to study the effect of the uncertain price-dependent demand, and the sensitivity properties of the joint optimal decisions are illustrated through numerical examples.     

Mixture estimation with state-space components and Markov model of switching

The paper proposes a recursive algorithm for estimation of mixtures with state-space components and a dynamic model of switching. Bayesian methodology is adopted. The main features of the presented approach are: (i) recursiveness that enables a real-time performance of the algorithm; (ii) one-pass elaboration of the data sample; (iii) dynamic nature of the model of switching active components; (iv) orientation at explicit solutions with exploitation of numerical procedures only in those parts which cannot be computed analytically; (v) systematic approach to the Bayesian mixture estimation theory.     

The negative sign and exponential expressions: Unveiling students’ persistent errors and misconceptions

The purpose of this study was to determine whether or not certain errors made when simplifying exponential expressions persist as students progress through their mathematical studies. College students enrolled in college algebra, pre-calculus, and first- and second-semester calculus mathematics courses were asked to simplify exponential expressions on an assessment. Persistent errors are identified and characterized. Using quantitative and qualitative methods, we found that the concept of negativity played a prominent role in most of the students’ errors. We theorize that an underdeveloped conception of additive and multiplicative inverses is the root of these errors.     

Optimal bond portfolios with fixed time to maturity

We study interest rate models where the term structure is given by an affine relation and in particular where the driving stochastic processes are so-called generalized Ornstein–Uhlenbeck processes.     

Analyzing left-truncated and right-censored data under Cox models with long-term survivors

We analyze left-truncated and right-censored data using Cox proportional hazard models with long-term survivors. The estimators of covariate coefficients and the long-term survivor proportion are obtained by the partial likelihood method, and their asymptotic properties are also established. Simulation studies demonstrate the performance of the proposed estimators, and an application to a real dataset is provided.     

Autour de la condition d'engel dans les algèbres de bernstein

We know that, in general, an algebra satisfying an Engel's condition is a nilalgebra. But an Engel's condition don't implies necessarily the nilpotency of the algebra. In this paper we show that every Bernstein algebra satisfying the second or the third Engel's condition is genetic, that is, the kernel of his weight fonction is nilpotent. This is also the case for a Bernstein algebra satisfying the second weak Engel's condition.

On sait que, en général, toute algèbre vérifiant une condition d'Engel est une nilalgèbre. Cependant, une condition d'Engel n'entraîne pas nécessairement la nilpotence de l'algèbre. Nous montrons, dans ce papier, que taute algèbre de Bernstein vérifiant la deuxième ou la troisième condition d'Engel est génétique, c'est-à-dire, le noyau de sa pondération est nilpotent. C'est aussi le cas pour la deuxième condition faible d'Engel.     

ADDITIVE POLYNOMIALS AND PRIMITIVE ROOTS OVER FINITE FIELDS

We prove existence of primitive roots with a prescribed non-zero image using the arithmetic of algebraic function fields for a class of polynomials over sufficiently large finite fields.