On Existence of Common Fixed Points Under Lipschitz-Type Mapping Pairs with Applications

In this paper, we propose some su?cient conditions to obtain the existence of common fixed points for a pair of self-mappings satisfying Lipschitz-type conditions in noncomplete metric space. Our results improve and extend the results of Pant [Common fixed points of Lipschitz-type mapping pairs, J. Math. Anal. Appl. 240, (1999), 280–283] and Khan et al. [Coincidences of Lipschitz-type hybrid maps and invariant approximation, Numer. Funct. Anal. Optim. 28(9–10), (2007), 1165–1177]. As an application of our results we solve an eigenvalue problem for operators defined on a normed space.     

Necessary and Sufficient Conditions for Weak Quasi Efficiency in Nonsmooth Multiobjective Problems

In this article, a multiobjective problem with a feasible set defined by inequality, equality and set constraints is considered, where the objective and constraint functions are locally Lipschitz. Several constraint qualifications are given and the relations between them are analyzed. We establish Kuhn-Tucker and strong Kuhn-Tucker necessary optimality conditions for (weak) quasi e?ciency in terms of the Clarke subdifferential. By using two new classes of generalized convex functions, su?cient conditions for local (weak) quasi e?cient are also provided. Furthermore, we study the Mond-Weir type dual problem and establish weak, strong and converse duality results.     

Haezendonck–Goovaerts risk measure with a heavy tailed loss

Recently Haezendonck–Goovaerts (H–G) risk measure has received much attention in (re)insurance and portfolio management. Some nonparametric inferences have been proposed in the literature. When the loss variable does not have enough moments, which depends on the involved Young function, the nonparametric estimator in Ahn and Shyamalkumar (2014) has a nonnormal limit, which challenges interval estimation. Motivated by the fact that many loss variables in insurance and finance could have a heavier tail such as an infinite variance, this paper proposes a new estimator which estimates the tail by extreme value theory and the middle part nonparametrically. It turns out that the proposed new estimator always has a normal limit regardless of the tail heaviness of the loss variable. Hence an interval with asymptotically correct confidence level can be obtained easily either by the normal approximation method via estimating the asymptotic variance or by a bootstrap method. A simulation study and real data analysis confirm the effectiveness of the proposed new inference procedure for estimating the H–G risk measure.     

The existence of a positive solution for nonlinear fractional differential equations with integral boundary value conditions

In this paper, first, we consider the existence of a positive solution for the nonlinear fractional differential equation boundary value problem where 0≤λ < 1,^CD^α is the Caputo's differential operator of order α, and f:[0,1] × [0,∞)→[0,∞) is a continuous function. Using some cone theoretic techniques, we deduce a general existence theorem for this problem. Then, we consider two following more general problems for arbitrary α, 1≤n < α≤n + 1: Problem 1: where , 0≤λ < k + 1; Problem 2: where 0≤λ≤α and D^α is the Riemann–Liouville fractional derivative of order α. For these problems, we give existence results, which improve recent results in the literature. Copyright © 2016 John Wiley & Sons, Ltd.     

Delay‐dependent criteria on the global attractivity of Nicholson's blowflies model with patch structure

In this paper, we investigate the effect of delay on the asymptotic behavior of Nicholson's blowflies model with patch structure and multiple time‐varying delays. By using the fluctuation lemma and some differential inequality technique, delay‐dependent criteria are obtained for the global attractivity of the addressed system. Meanwhile, some numerical examples are given to illustrate the feasibility of the theoretical results. Copyright © 2017 John Wiley & Sons, Ltd.     

Difference Cochains and Reidemeister Traces

The authors consider the difference of Reidemeister traces and difference cochain of given two self-maps,and find out a relation involving these two invariants.As an application,an inductive formula of the Reidemeister traces for self-maps on a kind of CW-complex,including spherical manifolds is obtained.     

Modified classification of non-self-adjoint second-order difference equations

This paper is concerned with the classification of non-self-adjoint second-order difference equations. The relationship between the number of summable solutions of non-self-adjoint difference equations and that of the discrete linear Hamiltonian system is discussed. A classification for non-self-adjoint second-order difference equations is established, which is independent of the choice of the rotated half plane and the fixed point.     

Pattern‐avoiding permutations and Brownian excursion part I: Shapes and fluctuations

Permutations that avoid given patterns are among the most classical objects in combinatorics and have strong connections to many fields of mathematics, computer science and biology. In this paper we study the scaling limits of a random permutation avoiding a pattern of length 3 and their relations to Brownian excursion. Exploring this connection to Brownian excursion allows us to strengthen the recent results of Madras and Pehlivan [25] and Miner and Pak [29] as well as to understand many of the interesting phenomena that had previously gone unexplained. © 2016 Wiley Periodicals, Inc. Random Struct. Alg., 50, 394–419, 2017