Search results for "Theorem"
showing 10 items of 1250 documents
Probabilistic characterization of nonlinear systems under Poisson white noise via complex fractional moments
2014
In this paper, the probabilistic characterization of a nonlinear system enforced by Poissonian white noise in terms of complex fractional moments (CFMs) is presented. The main advantage in using such quantities, instead of the integer moments, relies on the fact that, through the CFMs the probability density function (PDF) is restituted in the whole domain. In fact, the inverse Mellin transform returns the PDF by performing integration along the imaginary axis of the Mellin transform, while the real part remains fixed. This ensures that the PDF is restituted in the whole range with exception of the value in zero, in which singularities appear. It is shown that using Mellin transform theorem…
Constructing transient response probability density of non-linear system through complex fractional moments
2014
Abstract The probability density function for transient response of non-linear stochastic system is investigated through the stochastic averaging and Mellin transform. The stochastic averaging based on the generalized harmonic functions is adopted to reduce the system dimension and derive the one-dimensional Ito stochastic differential equation with respect to amplitude response. To solve the Fokker–Plank–Kolmogorov equation governing the amplitude response probability density, the Mellin transform is first implemented to obtain the differential relation of complex fractional moments. Combining the expansion form of transient probability density with respect to complex fractional moments an…
Correcting ēthos and Purifying the Body. Musical Therapy in Iamblichus’ De vita pythagorica
2015
The tradition relating to the Pythagoreans and music therapy is most widely attested in two Neoplatonic works, Porphyry’s The Life of Pythagoras, and Iamblichus’ On the Pythagorean Way of Life. Although the chronological distance from the early Pythagoreans makes their accounts controversial, they offer interesting evidence on the beneficial effects of music. Iamblichus, whose work will be focused on in this paper, describes the effects of music on health through the notion of catharsis, which he often links with musical ēthos. The latter is not in fact attested before Plato, but Iamblichus, presenting Pythagoras in Platonic terms, emphasizes the importance he gives to the improvement of th…
Hybridization of mouse lemurs: different patterns under different ecological conditions
2011
Abstract Background Several mechanistic models aim to explain the diversification of the multitude of endemic species on Madagascar. The island's biogeographic history probably offered numerous opportunities for secondary contact and subsequent hybridization. Existing diversification models do not consider a possible role of these processes. One key question for a better understanding of their potential importance is how they are influenced by different environmental settings. Here, we characterized a contact zone between two species of mouse lemurs, Microcebus griseorufus and M. murinus, in dry spiny bush and mesic gallery forest that border each other sharply without intermediate habitats…
Equilibrium open interest
2010
Abstract This paper analyses what determines an individual investor's risk-sharing demand for options and, aggregating across investors, what the equilibrium demand for options. We find that agents trade options to achieve their desired skewness; specifically, we find that portfolio holdings boil down to a three-fund separation theorem that includes a so-called skewness portfolio that agents like to attain. Our analysis indicates also, however, that the common risk-sharing setup used for option demand and pricing is incompatible with a stylized fact about open interest across strikes.
Building a Consistent Pricing Model from Observed Option Prices
1999
This paper constructs a model for the evolution of a risky security that is consistent with a set of observed call option prices. It explicitly treats the fact that only a discrete data set can be observed in practice. The framework is general and allows for state dependent volatility and jumps. The theoretical properties are studied. An easy procedure to check for arbitrage opportunities in market data is proved and then used to ensure the feasibility of our approach. The implementation is discussed: testing on market data reveals a U-shaped form for the "local volatility" depending on the state and, surprisingly, a large probability for strong price movements.
Prices and Pareto optima
2006
We provide necessary conditions for Pareto optimum in economies where tastes or technologies may be nonconvex, nonsmooth, and affected by externalities. Firms can pursue own objectives, much like the consumers. Infinite-dimensional commodity spaces are accommodated. Public goods and material balances are accounted for as special instances of linear restrictions.
Positive solutions for parametric singular Dirichlet (p,q)-equations
2020
We consider a nonlinear elliptic Dirichlet problem driven by the (p,q)-Laplacian and a reaction consisting of a parametric singular term plus a Caratheodory perturbation f(z,x) which is (p-1)-linear as x goes to + infinity. First we prove a bifurcation-type theorem describing in an exact way the changes in the set of positive solutions as the parameter lambda>0 moves. Subsequently, we focus on the solution multifunction and prove its continuity properties. Finally we prove the existence of a smallest (minimal) solution u*_lambda and investigate the monotonicity and continuity properties of the map lambda --> u*_lambda.
The complete mitochondrial genome of Bactrocera biguttula (Bezzi) (Diptera: Tephritidae) and phylogenetic relationships with other Dacini
2018
Bactrocera biguttula is an African olive fruit fly that does not attack cultivated olives but rather develops in the fruits of wild species of Olea and Noronhia. The complete mitochondrial genome of an individual specimen was characterized in comparison to other Bactrocera. The phylogenetic relationships of B. biguttula with other Dacini were investigated, with special focus on B. oleae, an agricultural pest known to attack cultivated and wild olives. The sequence had a total length of 15,829 bp, and included the typical features of insect mitogenomes, similarly to the other Bactrocera analysed. Start codons included ATG, ATC, ATT, and TCG (in COI). The majority of stop codons (TAA) were fu…
A Revised Timescale for Human Evolution Based on Ancient Mitochondrial Genomes
2013
Summary Background Recent analyses of de novo DNA mutations in modern humans have suggested a nuclear substitution rate that is approximately half that of previous estimates based on fossil calibration. This result has led to suggestions that major events in human evolution occurred far earlier than previously thought. Results Here, we use mitochondrial genome sequences from ten securely dated ancient modern humans spanning 40,000 years as calibration points for the mitochondrial clock, thus yielding a direct estimate of the mitochondrial substitution rate. Our clock yields mitochondrial divergence times that are in agreement with earlier estimates based on calibration points derived from e…