Powers of roots in linear spaces

Suppose K is a field, αn∈K^∗, and n is the least natural number with this property. We study the question on how many powers αj, 0?j<n, lie in a given K-linear space.     

On character sums of binary quadratic forms

We establish character sum bounds of the form

     

On linear equations with prime variables of special type

Let Pk denote any integer with no more than k prime factors, counted according to multiplicity. It is proved that for every sufficiently large odd integer , the equation p₁+p₂+p₃=n is solvable in prime variables p₁,p₂,p₃ such that p₁+2=P₂, , and for almost all sufficiently large even integer , the equation p₁+p₂=n is solvable in prime variables p₁,p₂ such that p₁+2=P₂.     

On the de Bruijn-Newman constant

If λ(0) denotes the infimum of the set of real numbers λ such that the entire function Ξλ represented by

     

Linear complexity profile of m-ary pseudorandom sequences with small correlation measure

We estimate the linear complexity profile of m-ary sequences in terms of their correlation measure, which was introduced by Mauduit and Sárközy. For prime m this is a direct extension of a result of Brandstätter and the second author. For composite m, we define a new correlation measure for m-ary sequences, relate it to the linear complexity profile and estimate it in terms of the original correlation measure. We apply our results to sequences of discrete logarithms modulo m and to quaternary sequences derived from two Legendre sequences.     

Building suitable sets for locally compact groups by means of continuous selections

If a discrete subset S of a topological group G with the identity 1 generates a dense subgroup of G and S∪{1} is closed in G, then S is called a suitable set for G. We apply Michael's selection theorem to offer a direct, self-contained, purely topological proof of the result of Hofmann and Morris [K.-H. Hofmann, S.A. Morris, Weight and c, J. Pure Appl. Algebra 68 (1-2) (1990) 181-194] on the existence of suitable sets in locally compact groups. Our approach uses only elementary facts from (topological) group theory.     

L-fuzzy quantifiers of type determined by fuzzy measures

The aim of this paper is, first, to introduce two new types of fuzzy integrals, namely, -fuzzy integral and →-fuzzy integral. The first integral is based on a fuzzy measure of L-fuzzy sets and the second one on a complementary fuzzy measure of L-fuzzy sets, where L is a complete residuated lattice. Some of their properties and a relation to the fuzzy (Sugeno) integral are investigated. Second, using these integrals, two classes of monadic L-fuzzy quantifiers of type 1 are defined. These L-fuzzy quantifiers can be used for modeling the semantics of natural language quantifiers like “all”, “some”, “many”, “none”, “at most half”, etc. Several semantic properties of these L-fuzzy quantifiers are studied.     

Valuation and hedging of participating life-insurance policies under management discretion

The valuation and hedging of participating life insurance policies, also known as with-profits policies, is considered. Such policies can be seen as European path-dependent contingent claims whose underlying security is the investment portfolio of the insurance company that sold the policy. The fair valuation of these policies is studied under the assumption that the insurance company has the right to modify the investment strategy of the underlying portfolio at any time. Furthermore, it is assumed that the issuer of the policy does not setup a separate portfolio to hedge the risk associated with the policy. Instead, the issuer will use its discretion about the investment strategy of the underlying portfolio to hedge shortfall risks. In that sense, the insurer’s investment portfolio serves simultaneously as the underlying security and as the hedge portfolio. This means that the hedging problem can not be separated from the valuation problem. We investigate the relationship between risk-neutral valuation and hedging of these policies in complete and incomplete financial markets.     

Forgetting the initial distribution for Hidden Markov Models

The forgetting of the initial distribution for discrete Hidden Markov Models (HMM) is addressed: a new set of conditions is proposed, to establish the forgetting property of the filter, at a polynomial and geometric rate. Both a pathwise-type convergence of the total variation distance of the filter started from two different initial distributions, and a convergence in expectation are considered. The results are illustrated using different HMM of interest: the dynamic tobit model, the nonlinear state space model and the stochastic volatility model.     

(1)H and (13)C NMR spectral data for a tricyclic derivative of a Diels-Alder adduct

A complete NMR analysis with full assignment for (1)H and (13)C NMR spectral data for 5-(acetyloxy)-3-hydroxy-9,10-dimethoxy-6-oxo-11-oxatricyclo[6.2.1.0(2,7)]undec-2-yl acetate is described. This compound was prepared by rapid hydrogenation of the unstable Diels-Alder adduct obtained from the reaction between 3,4-dimethoxyfuran and 2,5-diacetoxy-1,4-benzoquinone. Full homonuclear hydrogen coupling constants measurements and molecular mechanics calculations were performed for the determination of the relative stereochemistry.