Results 81 to 90 of about 8,688 (230)

Type C parking functions and a zeta map [PDF]

open access: yesDiscrete Mathematics & Theoretical Computer Science, 2015
We introduce type $C$ parking functions, encoded as vertically labelled lattice paths and endowed with a statistic dinv'. We define a bijection from type $C$ parking functions to regions of the Shi arrangement of type $C$, encoded as diagonally labelled ...
Robin Sulzgruber, Marko Thiel
doaj   +1 more source

Density‐Valued ARMA Models by Spline Mixtures

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley   +1 more source

Algebraic properties for some permutation statistics [PDF]

open access: yesDiscrete Mathematics & Theoretical Computer Science, 2013
In this article, we study some quotient sets on permutations built from peaks, valleys, double rises and double descents. One part is dedicated to the enumeration of the cosets using the bijection of Francon-Viennot which is a bijection between ...
Vincent Vong
doaj   +1 more source

Robust Mean–Variance Portfolio Optimization: Mean–Variance–Variance Criterion Versus Mean–Variance–Standard Deviation Criterion

open access: yesMathematical Finance, EarlyView.
ABSTRACT We study a dynamic portfolio optimization problem under the mean–variance–variance (M‐V‐V) criterion proposed by Maccheroni et al. It is an analogue of the Arrow–Pratt approximation to the well‐known smooth ambiguity model. Under the standard Black–Scholes framework, we derive fully explicit equilibrium investment strategies in which a DM's ...
David Landriault, Bin Li, Yuanyuan Zhang
wiley   +1 more source

A Bijective Proof for a Theorem of Ehrhart [PDF]

open access: yesAmerican Mathematical Monthly, 2009
We give a new proof for a theorem of Ehrhart regarding the quasi-polynomiality of the function that counts the number of integer points in the integral dilates of a rational polytope. The proof involves a geometric bijection, inclusion-exclusion, and recurrence relations, and we also prove Ehrhart reciprocity using these methods.
openaire   +3 more sources

Representation of Forward Performance Criteria with Random Endowment via FBSDE and Its Application to Forward Optimized Certainty Equivalent

open access: yesMathematical Finance, EarlyView.
ABSTRACT We extend the notion of forward performance criteria to settings with random endowment in incomplete markets. Building on these results, we introduce and develop the novel concept of forward optimized certainty equivalent (forward OCE), which offers a genuinely dynamic valuation mechanism that accommodates progressively adaptive market model ...
Gechun Liang   +2 more
wiley   +1 more source

What in the World Are 4D Shapes?

open access: yesNoûs, EarlyView.
ABSTRACT It is often said that in special relativity, 4D shapes can be used to explain 3D shape projections onto frames of reference. Perdurantists have frequently used this as a motivation for their view of persistence. Despite this, philosophers never clearly state what 4D shapes are.
Jack Himelright   +1 more
wiley   +1 more source

On the bijectivity of the map $$\chi $$

open access: yesCryptography and Communications
Abstract We prove that for $$n>1$$ n > 1
Anna-Maurin Graner   +3 more
openaire   +2 more sources

Referential Indeterminacy and De Re Thoughts

open access: yesNoûs, EarlyView.
ABSTRACT Referential indeterminacy may seem to leave little room for de re or singular thoughts about ordinary objects. I argue that this impression is misleading. We can direct our thoughts at particular objects, even though there is no fact of the matter as to which objects are referred to by the singular terms purporting to stand for them.
Bahram Assadian
wiley   +1 more source

Properties of the Edelman-Greene bijection

open access: yes, 2020
Edelman and Greene constructed a bijective correspondence between reduced words of the reverse permutation and standard Young tableaux. We prove that for any reduced word the shape of the region of the insertion tableau containing the smallest possible ...
Linusson, Svante,, Potka, Samu,
core   +1 more source

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