DP-3-coloring of some planar graphs

In this article, we use a unified approach to prove several classes of planar graphs are DP-3-colorable, which extend the corresponding results on 3-choosability.     

The maximum multiplicity of the largest k-th eigenvalue in a matrix whose graph is acyclic or unicyclic

Given a graph $G$ we are interested in studying the symmetric matrices associated to $G$ with a fixed number of negative eigenvalues. For this class of matrices we focus on the maximum possible nullity. For trees this parameter has already been studied and plenty of applications are known. In this work we derive a formula for the maximum nullity and completely describe its behavior as a function of the number of negative eigenvalues. In addition, we also carefully describe the matrices associated with trees that attain this maximum nullity. The analysis is then extended to the more general class of unicyclic graphs. Further our work is applied to re-describing all possible partial inertias associated with trees, and is employed to study an instance of the inverse eigenvalue problem for certain trees.     

Weight enumerators of reducible cyclic codes and their dual codes

Let ${\mathbb{F}}_q$ be a finite field and $n$ a positive integer. In this paper, we find a new combinatorial method to determine weight enumerators of reducible cyclic codes and their dual codes of length $n$ over ${\mathbb{F}}_q$, which just generalize results of Zhu et al. (2015); especially, we also give the weight enumerator of a cyclic code, which is viewed as a partial Melas code. Furthermore, weight enumerators obtained in this paper are all in the form of power of a polynomial.     

Robust mean–variance hedging via G-expectation

In this paper we study mean–variance hedging under the $G$-expectation framework. Our analysis is carried out by exploiting the $G$-martingale representation theorem and the related probabilistic tools, in a continuous financial market with two assets, where the discounted risky one is modeled as a symmetric $G$-martingale. By tackling progressively larger classes of contingent claims, we are able to explicitly compute the optimal strategy under general assumptions on the form of the contingent claim.     

On three color Ramsey numbers R(C4,C4,K1,n)

For $k$ given graphs $G_1,G_2,\dots ,G_k$, $k\ge 2$, the $k$-color Ramsey number, denoted by $R(G_1,G_2,\dots ,G_k)$, is the smallest integer $N$ such that if we arbitrarily color the edges of a complete graph of order $N$ with $k$ colors, then it always contains a monochromatic copy of $G_i$ colored with $i$, for some $1\le i\le k$. Let $C_m$ be a cycle of length $m$ and $K_{1,n}$ a star of order $n+1$. In this paper, firstly we give a general upper bound of $R(C_4,C_4,\dots ,C_4,K_{1,n})$. In particular, for the 3-color case, we have $R(C_4,C_4,K_{1,n})\le n+?\sqrt{4n+5}?+3$ and this bound is tight in some sense. Furthermore, we prove that $R(C_4,C_4,K_{1,n})\le n+?\sqrt{4n+5}?+2$ for all $n={?}^2??$ and $?\ge 2$, and if $?$ is a prime power, then the equality holds.     

Negation and partial axiomatizations of dependence and independence logic revisited

In this paper, we axiomatize the negatable consequences in dependence and independence logic by extending the systems of natural deduction of the logics given in [22] and [11]. We prove a characterization theorem for negatable formulas in independence logic and negatable sentences in dependence logic, and identify an interesting class of formulas that are negatable in independence logic. Dependence and independence atoms, first-order formulas belong to this class. We also demonstrate our extended system of independence logic by giving explicit derivations for Armstrong's Axioms and the Geiger-Paz-Pearl axioms of dependence and independence atoms.     

Assortment planning for vertically differentiated products under a consider-then-choose model

Consider-then-choose models, borne out by empirical literature in marketing and psychology, note that customers follow a two-stage procedure to choose among alternatives. In this paper, we consider the assortment optimization problem of a retailer who manages a category of vertically differentiated products under customers’ consider-then-choose behavior. We characterize some structural results of the optimal assortment and find that the problem can be solved as the shortest path problem. Also, we develop an efficient algorithm to identify an optimal assortment.     

New lower bounds on the radius of spatial analyticity for the KdV equation

The radius of spatial analyticity for solutions of the KdV equation is studied. It is shown that the analyticity radius does not decay faster than $t^{?1/4}$ as time t goes to infinity. This improves the works of Selberg and da Silva (2017) [30] and Tesfahun (2017) [34]. Our strategy mainly relies on a higher order almost conservation law in Gevrey spaces, which is inspired by the I-method.     

Estimating functions for jump–diffusions

Asymptotic theory for approximate martingale estimating functions is generalised to diffusions with finite-activity jumps, when the sampling frequency and terminal sampling time go to infinity. Rate-optimality and efficiency are of particular concern. Under mild assumptions, it is shown that estimators of drift, diffusion, and jump parameters are consistent and asymptotically normal, as well as rate-optimal for the drift and jump parameters. Additional conditions are derived, which ensure rate-optimality for the diffusion parameter as well as efficiency for all parameters. The findings indicate a potentially fruitful direction for the further development of estimation for jump–diffusions.     

Limit theorems for functionals of two independent Gaussian processes

Under certain mild conditions, some limit theorems for functionals of two independent Gaussian processes are obtained. The results apply to general Gaussian processes including fractional Brownian motion, sub-fractional Brownian motion and bi-fractional Brownian motion. A new and interesting phenomenon is that, in comparison with the results for fractional Brownian motion, extra randomness appears in the limiting distributions for Gaussian processes with nonstationary increments, say sub-fractional Brownian motion and bi-fractional Brownian. The results are obtained based on the method of moments, in which Fourier analysis, the chaining argument introduced in [11] and a pairing technique are employed.