New method to solve electromagnetic parabolic equation

This paper puts forward a new method to solve the electromagnetic parabolic equation （EMPE） by taking the vertically-layered inhomogeneous characteristics of the atmospheric refractive index into account. First, the Fourier transform and the convo- lution theorem are employed, and the second-order partial differential equation, i.e., the EMPE, in the height space is transformed into first-order constant coefficient differential equations in the frequency space. Then, by use of the lower triangular characteristics of the coefficient matrix, the numerical solutions are designed. Through constructing ana- lytical solutions to the EMPE, the feasibility of the new method is validated. Finally, the numerical solutions to the new method are compared with those of the commonly used split-step Fourier algorithm.     

Intensity‐based estimation of extreme loss event probability and value at risk

We develop a methodology for the estimation of extreme loss event probability and the value at risk, which takes into account both the magnitudes and the intensity of the extreme losses. Specifically, the extreme loss magnitudes are modeled with a generalized Pareto distribution, whereas their intensity is captured by an autoregressive conditional duration model, a type of self‐exciting point process. This allows for an explicit interaction between the magnitude of the past losses and the intensity of future extreme losses. The intensity is further used in the estimation of extreme loss event probability. The method is illustrated and backtested on 10 assets and compared with the established and baseline methods. The results show that our method outperforms the baseline methods, competes with an established method, and provides additional insight and interpretation into the prediction of extreme loss event probability. Copyright © 2012 John Wiley & Sons, Ltd.     

Functional ergodic limits for occupation time processes of site-dependent branching Brownian motions in R

We consider a kind of site-dependent branching Brownian motions whose branching laws depend on the site-branching factorσ(·).We focus on the functional ergodic limits for the occupation time processes of the models in R.It is proved that the limiting process has the form ofλξ(·),where A is the Lebesgue measure on IE andξ(·)is a real-valued process which is non-degenerate if and only ifσis integrable.Whenξ(·)is non-degenerate,it is strictly positive for t0.Moreover,ξconverges to O in finite-dimensional distributions if the integral ofσtends to infinity.     

A Kochen-Specker inequality from a SIC

Yu and Oh (eprint) [1] have given a state-independent proof of the Kochen-Specker theorem in three dimensions using only 13 rays. The proof consists of showing that a non-contextual hidden variable theory necessarily leads to an inequality that is violated by quantum mechanics. We give a similar proof making use of 21 rays that constitute a SIC (symmetric informationally-complete positive operator-valued measure) and a complete set of MUB (mutually unbiased bases). A theory-independent inequality is also presented using the same 21 rays, as required for experimental tests of contextuality.     

Generalized vector variational-like inequalities and nonsmooth vector optimization problems

In this article, we establish some relationships between a solution of generalized vector variational-like inequalities and an efficient solution or a weakly efficient solution to the nonsmooth vector optimization problem under the assumptions of pseudoinvexity or invariant pseudomonotonicity. Our results extend and improve the corresponding results in the literature.     

POSITIVE SOLUTIONS TO(k,n-k) NONHOMOGENEOUS BOUNDARYVALUE PROBLEM

By the Schauder fixed point theory,this paper establishes the existence of positive solutions to a(k,n k) m-point boundary value problem.We show that there exists a positive constant b such that the problem has at least one positive solution when the homogeneous boundary parameter is smaller than b,and no positive solution when this parameter is greater than b.     

Poisson’s equation for discrete-time single-birth processes

We consider Poisson’s equation for discrete-time single-birth processes, and we derive its solutions by solving a linear system of infinitely many equations. We apply the solution of Poisson’s equation to obtain the asymptotic variance. The results are further applied to birth–death processes and the scalar-valued GI/M/1-type Markov chains.     

Bombieri's Theorem in Short Intervals

Under the assumption of sixth power large sieve mean-value of Dirichlet L-function,we improve Bombieri's theorem in short intervals by virtue of the large sieve method and Heath-Brown's identity.     

Nonexistence of global solutions to new ordinary differential inequality and applications to nonlineardispersive equations

A new ordinary differential inequality without global solutions is proposed. Comparison with similar differential inequalities in the well‐known concavity method is performed. As an application, finite time blow up of the solutions to nonlinear Klein–Gordon equation and generalized Boussinesq equation is proven. The initial energy is arbitrary high positive. The structural conditions on the initial data generalize the assumptions used in the literature for the time being. Copyright © 2015 John Wiley & Sons, Ltd.