Results 61 to 70 of about 545,098 (196)
Asia‐Pacific Economic History Review, Volume 65, Issue 1, Page 131-159, March 2025.Abstract This study examines the adaptive market hypothesis in the prewar and wartime Japanese stock market using a new market capitalization‐weighted price index. First, we find that the degree of market efficiency varies over time and with major historical events. This implies that the hypothesis is supported in this market.
Kenichi Hirayama, Akihiko Noda
wiley +1 more source
Difference independence of the Riemann zeta function
, 2006 It is proved that the Riemann zeta function does not satisfy any nontrivial algebraic difference equation whose coefficients are meromorphic functions $\phi$ with Nevanlinna characteristic satisfying $T(r, \phi)=o(r)$ as $r\to \infty$Comment: To appear ...
Chiang, Yik-Man, Feng, Shaoji
core +3 more sources
Automated Bandwidth Selection for Inference in Linear Models With Time‐Varying Coefficients
Journal of Time Series Analysis, EarlyView.ABSTRACT The problem of selecting the smoothing parameter, or bandwidth, for kernel‐based estimators of time‐varying coefficients in linear models with possibly endogenous explanatory variables is considered. We examine automated bandwidth selection by means of cross‐validation, a nonparametric variant of Akaike's information criterion, and bootstrap ...
Charisios Grivas, Zacharias Psaradakis
wiley +1 more source
A note on the dynamical zeta function of general toral endomorphisms
, 2009 It is well-known that the Artin-Mazur dynamical zeta function of a hyperbolic or quasi-hyperbolic toral automorphism is a rational function, which can be calculated in terms of the eigenvalues of the corresponding integer matrix.
Baake, Michael +2 more
core +3 more sources
A short proof of Helson's conjecture
Bulletin of the London Mathematical Society, Volume 57, Issue 4, Page 1065-1076, April 2025.Abstract Let α:N→S1$\alpha \colon \mathbb {N}\rightarrow S^1$ be the Steinhaus multiplicative function: a completely multiplicative function such that (α(p))pprime$(\alpha (p))_{p\text{ prime}}$ are i.i.d. random variables uniformly distributed on the complex unit circle S1$S^1$. Helson conjectured that E|∑n⩽xα(n)|=o(x)$\mathbb {E}|\sum _{n\leqslant x}\
Ofir Gorodetsky, Mo Dick Wong
wiley +1 more source
Geometry of the arithmetic site [PDF]
, 2015 We introduce the Arithmetic Site: an algebraic geometric space deeply related to the non-commutative geometric approach to the Riemann Hypothesis. We prove that the non-commutative space quotient of the adele class space of the field of rational numbers ...
Connes, Alain, Consani, Caterina
core
Coloured shuffle compatibility, Hadamard products, and ask zeta functions
Bulletin of the London Mathematical Society, EarlyView.Abstract We devise an explicit method for computing combinatorial formulae for Hadamard products of certain rational generating functions. The latter arise naturally when studying so‐called ask zeta functions of direct sums of modules of matrices or class‐ and orbit‐counting zeta functions of direct products of nilpotent groups.
Angela Carnevale +2 more
wiley +1 more source
Arithmetic McKay correspondence [PDF]
arXiv, 2008 We propose an arithmetic McKay correspondence which relates suitably defined zeta functions of some Deligne-Mumford stacks to the zeta functions of their crepant resolutions. Some examples are discussed.
arxiv
On Artin's conjecture on average and short character sums
Bulletin of the London Mathematical Society, EarlyView.Abstract Let Na(x)$N_a(x)$ denote the number of primes up to x$x$ for which the integer a$a$ is a primitive root. We show that Na(x)$N_a(x)$ satisfies the asymptotic predicted by Artin's conjecture for almost all 1⩽a⩽exp((loglogx)2)$1\leqslant a\leqslant \exp ((\log \log x)^2)$. This improves on a result of Stephens (1969).
Oleksiy Klurman +2 more
wiley +1 more source
The modularity of Siegel's zeta functions [PDF]
arXiv, 2022 Siegel defined zeta functions associated with indefinite quadratic forms, and proved their analytic properties such as analytic continuations and functional equations. Coefficients of these zeta functions are called measures of representations, and play an important role in the arithmetic theory of quadratic forms.
arxiv