Generalized Kripke semantics for Nelson’s logic

A completeness theorem for logics N4 ^N and N3⁰ is proved. A characterization by classes of N4 ^N - and N3⁰-models is presented, and it is proved that all logics of four types η(L), η ³(L), η ⁿ (L), and η ⁰(L) are Kripke complete iff so are their respective intuitionistic fragments L. A generalized Kripke semantics is introduced, and it is stated that such is equivalent to an algebraic semantics. The concept of a p-morphism between generalized frames is defined and basic statements on p-morphisms are proved.     

Efficient Computation of First Passage Times in Kou’s Jump-diffusion Model

S. G. Kou and H. Wang [First passage times of a jump diffusion process, Adv. Appl. Probab. 35 (2003) 504–531] give expressions of both the real Laplace transform of the distribution of first passage time and the real Laplace transform of the joint distribution of the first passage time and the running maxima of a jump-diffusion model called Kou model. These authors invert the former Laplace transform by using Gaver-Stehfest algorithm, and for the latter they need a large computing time with an algebra computer system. In the present paper, we give a much simpler expression of the Laplace transform of the joint distribution, and we also show, using Complex Analysis techniques, that both Laplace transforms can be extended to the complex plane. Hence, we can use inversion methods based on the complex inversion formula or Bromwich integral which are very efficent. The improvement in the computing times and accuracy is remarkable.     

Emergence of Condensation in Kingman’s Model of Selection and Mutation

We describe the onset of condensation in the simple model for the balance between selection and mutation given by Kingman in terms of a scaling limit theorem. Loosely speaking, this shows that the wave moving towards genes of maximal fitness has the shape of a gamma distribution. We conjecture that this wave shape is a universal phenomenon that can also be found in a variety of more complex models, well beyond the genetics context, and provide some further evidence for this.     

Extensions of Scott’s Graph Model and Kleene’s Second Algebra

We use a way to extend partial combinatory algebras (pcas) by forcing them to represent certain functions. In the case of Scott’s Graph Model, equality is computable relative to the complement function. However, the converse is not true. This creates a hierarchy of pcas which relates to similar structures of extensions on other pcas. We study one such structure on Kleene’s Second Algebra and one on a pca equivalent but not isomorphic to it. For the recursively enumerable sub-pca of the Graph model, results differ as we can compute the (partial) complement function using the equality.     

Lipscomb’s L(A) Space Fractalized in l p (A)

In this paper, by using some of our new results concerning the shift space for an infinite IFS (see A. Mihail and R. Miculescu, The shift space for an infinite iterated function system, Math. Rep. Bucur. 11 (2009), 21?C32), we show that, for an infinite set A, the embedded version of the Lipscomb space L(A) in l ^p (A), ${p \in [1,\infty)}$ , with the metric induced from l ^p (A), denoted by ${\omega_p^A}$ , is the attractor of an infinite iterated function system comprising affine transformations of l ^p (A). In this way we provide a generalization of the positive answer that we gave to an open problem of J.C. Perry (see Lipscomb??s universal space is the attractor of an infinite iterated function system, Proc. Amer. Math. Soc. 124 (1996), 2479?C2489) in one of our previous works (see R. Miculescu and A. Mihail, Lipscomb space ?? ^A is the attractor of an infinite IFS containing affine transformations of l ²(A), Proc. Amer. Math. Soc. 136 (2008), 587?C592). Moreover, as a byproduct, we provide a generalization of Corollary 15 from Perry??s paper by proving that ${\omega_p^A}$ is a closed subset of l ^p (A).     

Model selection bias and Freedman’s paradox

In situations where limited knowledge of a system exists and the ratio of data points to variables is small, variable selection methods can often be misleading. Freedman (Am Stat 37:152–155, 1983) demonstrated how common it is to select completely unrelated variables as highly “significant” when the number of data points is similar in magnitude to the number of variables. A new type of model averaging estimator based on model selection with Akaike’s AIC is used with linear regression to investigate the problems of likely inclusion of spurious effects and model selection bias, the bias introduced while using the data to select a single seemingly “best” model from a (often large) set of models employing many predictor variables. The new model averaging estimator helps reduce these problems and provides confidence interval coverage at the nominal level while traditional stepwise selection has poor inferential properties.     

Coexistence of Two Species in a Strongly Coupled Schoener’s Competitive Model

This paper deals with the existence of positive solution to a strongly coupled system with homogeneous Dirichlet boundary conditions describing a Schoener’s competitive interaction of two species. Making use of the Schauder fixed point theorem, a sufficient condition is given for the system to have a coexistence. And true solutions are constructed based on monotone iterative method. Our results show that this model possesses at least one coexistence state if cross-diffusions and intra-specific competitions are weak.     

Hartogs-stawski’s theorem in discrete valued fields (revised version)

This paper is a revised version of my previous paper [4]. Main purpose is to give a right proof for non-archimedean Hartogs theorem(Stawski’s theorem) in case when the value group of the field K is discrete.     

Forward Variance Dynamics: Bergomi’s Model Revisited

Abstract

In this article, we propose an arbitrage-free modelling framework for the joint dynamics of forward variance along with the underlying index, which can be seen as a combination of the two approaches proposed by Bergomi. The difference between our modelling framework and the Bergomi (2008. Smile dynamics III. Risk, October, 90–96) models is mainly the ability to compute the prices of VIX futures and options by using semi-analytic formulas. Also, we can express the sensitivities of the prices of VIX futures and options with respect to the model parameters, which enables us to propose an efficient and easy calibration to the VIX futures and options. The calibrated model allows to Delta-hedge VIX options by trading in VIX futures, the corresponding hedge ratios can be computed analytically.     

Serre’s modularity conjecture (II)

This paper is the first part of a work which proves Serre’s modularity conjecture. We first prove the cases p 1 2pnot=2 and odd conductor, and p=2 and weight 2, see Theorem 1.2, modulo Theorems 4.1 and 5.1. Theorems 4.1 and 5.1 are proven in the second part, see Khare and Wintenberger (Invent. Math., doi:, 2009). We then reduce the general case to a modularity statement for 2-adic lifts of modular mod 2 representations. This statement is now a theorem of Kisin (Invent. Math., doi:, 2009).     

Serre’s modularity conjecture (I)

This paper is the first part of a work which proves Serre’s modularity conjecture. We first prove the cases \(p\not=2\) and odd conductor, and p=2 and weight 2, see Theorem 1.2, modulo Theorems 4.1 and 5.1. Theorems 4.1 and 5.1 are proven in the second part, see Khare and Wintenberger (Invent. Math., doi: 10.1007/s00222-009-0206-6, 2009). We then reduce the general case to a modularity statement for 2-adic lifts of modular mod 2 representations. This statement is now a theorem of Kisin (Invent. Math., doi: 10.1007/s00222-009-0207-5, 2009).