On the Pseudoconvexity of a Quadratic Fractional Function

In this paper we give a necessary and sufficient condition for the pseudoconvexity of a function f which is the ratio of a quadratic function over an affine function. The obtained results allow to suggest a simple algorithm to test the pseudoconvexity of f and also to characterize the pseudoconvexity of the sum of a linear and a linear fractional function.     

Generalized Levitin-Polyak Well-Posedness for Generalized Semi-Infinite Programs

In this article, we study the generalized Levitin-Polyak well-posedness of generalized semi-infinite programs. We first give the criteria and characterizations for two types of well-posedness. We then establish the convergence of a class of penalty methods under the assumption of generalized type I Levitin-Polyak well-posedness.     

Finite tchebycheff transformations of generalized functions

By using Hilbert space techniques, the finite Tchebycheff transformations of the first and the second kind are defined on appropriate spaces of generalized functions. The inversion theorems are established and some operation transform formulas are obtained. These results are applied in solving certain distributional differential equations.     

Krull property of generalized power series rings

Let D be an integral domain and let $(S,\le )$ be a torsion-free, ≤-cancellative, subtotally ordered monoid. We show that the generalized power series ring $?D^{S,\le }?$ is a Krull domain if and only if D is a Krull domain and S is a Krull monoid.     

Quantum histories without contrary inferences

In the consistent histories formulation of quantum theory it was shown that it is possible to retrodict contrary properties. We show that this problem do not appear in our formalism of generalized contexts for quantum histories.     

On one-relator products induced by generalized triangle groups II

This is the second of two papers in which we study a group which is the quotient of a free product of groups by the normal closure of a single word that is contained in a subgroup which has the form of a free product of two cyclic groups. We use known properties of generalized triangle groups, together with detailed analysis of pictures and of words in free monoids, to prove a number of results such as a Freiheitssatz and the existence of Mayer-Vietoris sequences for such groups under suitable hypotheses. The results generalize those in an earlier article of the second author and Shwartz.     

On log-normal convolutions: An analytical–numerical method with applications to economic capital determination

We put forward an efficient algorithm for approximating the sums of independent and log-normally distributed random variables. Namely, by combining tools from probability theory and numerical analysis, we are able to compute the cumulative distribution functions of the just-mentioned sums to a high precision and in a relatively short computing time. We illustrate the effectiveness of the new method in the contexts of the individual and collective risk models, aggregate economic capital determination, and economic capital allocation.     

On generalized Nash equilibrium problems with linear coupling constraints and mixed-integer variables

ABSTRACT

We define and discuss different enumerative methods to compute solutions of generalized Nash equilibrium problems with linear coupling constraints and mixed-integer variables. We propose both branch-and-bound methods based on merit functions for the mixed-integer game, and branch-and-prune methods that exploit the concept of dominance to make effective cuts. We show that under mild assumptions the equilibrium set of the game is finite and we define an enumerative method to compute the whole of it. We show that our branch-and-prune method can be suitably modified in order to make a general equilibrium selection over the solution set of the mixed-integer game. We define an application in economics that can be modelled as a Nash game with linear coupling constraints and mixed-integer variables, and we adapt the branch-and-prune method to efficiently solve it.     

Estimating Precision in Functional Images

Abstract

Functional imaging of biologic parameters like in vivo tissue metabolism is made possible by Positron Emission Tomography (PET). Many techniques have been suggested for extracting such images from dynamic time-course sequences of reconstructed PET scans. Quantitating the precision of these estimates is important for drawing inferences on the biologic parameters. Analytic variance formulas are not immediate owing to the nonlinear methods used in extraction. The usual resampling approach is infeasible because each image reconstruction in PET is a computationally demanding solution to a high-dimensional linear inverse problem. We suggest an alternative simulation approach that approximates the distribution of reconstructed PET scans and performs a parametric bootstrap in the imaging domain. Results on a simplified model chosen to match the characteristics of PET reconstruction are very encouraging. Mixture analysis is used to estimate functional images; however, the suggested approach is general enough to extend to other techniques or imaging methods.