Large deviation analysis for layered percolation problems on the complete graph

We analyze the large deviation properties for the (multitype) version of percolation on the complete graph – the simplest substitutive generalization of the Erd&0151;s‐Rènyi random graph that was treated in article by Bollobás et al. (Random Structures Algorithms 31 (2007), 3–122). Here the vertices of the graph are divided into a fixed finite number of sets (called layers) the probability of {u,v} being in our edge set depends on the respective layers of u and v. We determine the exponential rate function for the probability that a giant component occupies a fixed fraction of the graph, while all other components are small. We also determine the exponential rate function for the probability that a particular exploration process on the random graph will discover a certain fraction of vertices in each layer, without encountering a giant component.© 2011 Wiley Periodicals, Inc. Random Struct. Alg., 40, 460–492, 2012     

General solution of Basset equation with Caputo generalized Hukuhara derivative

In this paper, the fuzzy Basset equation is introduced. This problem is related to the motion of a sphere in a viscous liquid when its parameters are fuzzy numbers. We investigate the existence and uniqueness of solution with converting the problem to a system of fuzzy fractional differential equation, and the solution is also obtained under Caputo generalized Hukuhara differentiability. Some examples show the effectiveness and efficiency our approach.     

Semi-parametric accelerated hazard relational models with applications to mortality projections

In this paper, we propose new relational models linking some specific mortality experience to a reference life table. Compared to existing relational models which distort the forces of mortality, we work here on the age scale. Precisely, age is distorted making individuals younger or older before performing the computations with the reference life table. This is in line with standard actuarial practice, specifically with the so-called Rueff’s adjustments. It is shown that the statistical inference can be conducted with the help of a suitably modified version of the standard IRWLS algorithm in a Poisson GLM/GAM setting. A dynamic version of this model is proposed to produce mortality projections. Numerical illustrations are performed on Belgian mortality statistics.     

Two applications of Brouwer’s fixed point theorem: in insurance and in biology models

In the first part of the article, a new interesting system of difference equations is introduced. It is developed for re-rating purposes in general insurance. A nonlinear transformation φ of a d-dimensional (d ≥ 2) Euclidean space is introduced that enables us to express the system in the form f^t+1:=φ( f^t), t = 0, 1, 2,. …. Under typical actuarial assumptions, existence of solutions of that system is proven by means of Brouwer’s fixed point theorem in normed spaces. In addition, conditions that guarantee uniqueness of a solution are given. The second, smaller part of the article is about Leslie–Gower’s system of d ≥ 2 difference equations. We focus on the system that satisfies conditions consistent with weak inter-specific competition. We prove existence and uniqueness of the equilibrium of the model under surprisingly simple and very general conditions. Even though the two parts of this article have applications in two different sciences, they are connected with similar mathematics, in particular by our use of Brouwer’s fixed point theorem.     

Three limit theorems for vacancy in multivariate coverage problems

Three limit theorems describing asymptotic distribution of vacancy in general multivariate coverage problems are proved, in which nk-dimensional spheres are distributed within a k-dimensional unit cube according to a density f. The first result (a central limit theorem) describes the case where the proportion of vacancy converges to a fixed constant lying between 0 and 1. The last two results treat the case where the proportion of vacancy tends to 1 as n → ∞. Results of this nature have hitherto been available only for restricted k and/or for f equal to the uniform density.     

On a generalization of Pólya’s theorem

We consider generalizations of Pólya’s theorem to the case of entire functions taking algebraic values at natural or integer points.     

Formalization of the “Twin Paradox” for Non-uniformly Accelerated Motions

The use of hyperbolic numbers for studying space-time geometry and trigonometry is extended for demonstrating the Frenet’s formulas in space-time. By means of this introduction the twin paradox for non-uniformly accelerated motions is formalized in a straightforward way.     

A Functional Non-Central Limit Theorem for Jump-Diffusions with Periodic Coefficients Driven by Stable Lévy-Noise

We prove a functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Lévy-processes with stability index α>1. The limit process turns out to be an α-stable Lévy process with an averaged jump-measure. Unlike in the situation where the diffusion is driven by Brownian motion, there is no drift related enhancement of diffusivity.     

Solutions globales de certaines équations de Fuchs non linéaires dans les espaces de Gevrey

We consider nonlinear partial differential equations with several Fuchsian variables of type , where is a Fuchsian principal part of weight zero. We prove existence and uniqueness of a global solution to this problem in the space of holomorphic functions with respect to the Fuchsian variable and in Gevrey spaces with respect to the other variable . The method of proof is based on the application of the fixed point theorem in some Banach algebras defined by majorant functions that are suitable to this kind of equation.