Further results on generalized inverses of tensors via the Einstein product

The notion of the Moore–Penrose inverse of tensors with the Einstein product was introduced, very recently. In this paper, we further elaborate on this theory by producing a few characterizations of different generalized inverses of tensors. A new method to compute the Moore–Penrose inverse of tensors is proposed. Reverse order laws for several generalized inverses of tensors are also presented. In addition to these, we discuss general solutions of multilinear systems of tensors using such theory.     

The mean of the running maximum of an integrated Gauss–Markov process and the connection with its first-passage time

We find explicit formulae for the mean of the running maximum of conditional and unconditional Brownian motion; they are used to obtain the mean, a(t), of the running maximum of an integrated Gauss–Markov process. Then, we deal with the connection between the moments of its first-passage-time and a(t). As explicit examples, we consider integrated Brownian motion and integrated Ornstein–Uhlenbeck process.     

A stochastic portfolio optimization model with complete memory

In this article, we consider a portfolio optimization problem of the Merton’s type with complete memory over a finite time horizon. The problem is formulated as a stochastic control problem on a finite time horizon and the state evolves according to a process governed by a stochastic process with memory. The goal is to choose investment and consumption controls such that the total expected discounted utility is maximized. Under certain conditions, we derive the explicit solutions for the associated Hamilton–Jacobi–Bellman (HJB) equations in a finite-dimensional space for exponential, logarithmic, and power utility functions. For those utility functions, verification results are established to ensure that the solutions are equal to the value functions, and the optimal controls are also derived.     

Cause–effect analysis: improvement of a first year engineering students’ calculus teaching model

This study focuses on the mathematics department at a South African university and in particular on teaching of calculus to first year engineering students. The paper reports on a cause–effect analysis, often used for business improvement. The cause–effect analysis indicates that there are many factors that impact on secondary school teaching of mathematics, factors that the tertiary sector has no control over. The analysis also indicates the undesirable issues that are at the root of impeding success in the calculus module. Most important is that students are not encouraged to become independent thinkers from an early age. This triggers problems in follow-up courses where students are expected to have learned to deal with the work load and understanding of certain concepts. A new model was designed to lessen the impact of these undesirable issues.     

Candidates for nonzero Betti numbers of monomial ideals

Let I be a monomial ideal in the polynomial ring S generated by elements of degree at most d. In this paper, it is shown that, if the i-th syzygy of I has no elements of degrees j,…,j+(d?1) (where j≥i+d), then (i+1)-th syzygy of I does not have any element of degree j+d. Then we give several applications of this result, including an alternative proof for Green–Lazarsfeld index of the edge ideals of graphs as well as an alternative proof for Fröberg’s theorem on classification of square-free monomial ideals generated in degree 2 with linear resolution. Among all, we deduce a partial result on subadditivity of the syzygies for monomial ideals.     

Hochster’s small MCM conjecture for three-dimensional weakly F-split rings

We prove Hochster’s small maximal Cohen–Macaulay conjecture for three-dimensional complete F-pure rings. We deduce this from a more general criterion, and show that only a weakening of the notion of F-purity is needed, to wit, being weakly F-split. We conjecture that any complete ring is weakly F-split.     

On the Auslander–Reiten conjecture for Cohen–Macaulay rings and path algebras

In this note, it is shown that the validity of the Auslander–Reiten conjecture for a given d-dimensional Cohen–Macaulay local ring R depends on its validity for all direct summands of d-th syzygy of R-modules of finite length, provided R is an isolated singularity. Based on this result, it is shown that under a mild assumption on the base ring R, satisfying the Auslander–Reiten conjecture behaves well under completion and reduction modulo regular elements. In addition, it will turn out that, if R is a commutative Noetherian ring and 𝒬 a finite acyclic quiver, then the Auslander–Reiten conjecture holds true for the path algebra R𝒬, whenever so does R. Using this result, examples of algebras satisfying the Auslander–Reiten conjecture are presented.     

Structures of the twisted N = 1 Schrödinger–Neveu–Schwarz algebra

In this paper, we determine the universal central extension, derivation algebra and automorphism group of the twisted N = 1 Schrödinger–Neveu–Schwarz algebra. Furthermore, we generalize these results to the generalized twisted N = 1 Schrödinger–Neveu–Schwarz algebra in the final section.     

On the distribution of cumulative Parisian ruin

We introduce the concept of cumulative Parisian ruin, which is based on the time spent in the red by the underlying surplus process. Our main result is an explicit representation for the distribution of the occupation time, over a finite-time horizon, for a compound Poisson process with drift and exponential claims. The Brownian ruin model is also studied in details. Finally, we analyse for a general framework the relationships between cumulative Parisian ruin and classical ruin, as well as with Parisian ruin based on exponential implementation delays.     

Duality,area-considerations,and the Kalai–Smorodinsky solution

We introduce a new solution concept for $2$-person bargaining problems, which can be considered as the dual of the Equal-Area solution (EA) (see Anbarc? and Bigelow (1994)). Hence, we call it the Dual Equal-Area solution (DEA). We show that the point selected by the Kalai–Smorodinsky solution (see Kalai and Smorodinsky (1975)) lies in between those that are selected by EA and DEA. We formulate an axiom–area-based fairness–and offer three characterizations of the Kalai–Smorodinsky solution in which this axiom plays a central role.