Transformation kernel density estimation of actuarial loss functions

[cat] Es presenta un estimador nucli transformat que és adequat per a distribucions de cua pesada. Utilitzant una transformació basada en la distribució de probabilitat Beta l’elecció del paràmetre de finestra és molt directa. Es presenta una aplicació a dades d’assegurances i es mostra com calcular el Valor en Risc.

Invariant decomposition of the retarded electromagnetic field.

The integral representation of the electromagnetic two-form, defined on Minkowski space-time, is studied from a new point of view. The aim of the paper is to obtain an invariant criteria in order to define the radiative field. This criteria generalizes the well-known structureless charge case. We begin with the curvature two-form, because its field equations incorporate the motion of the sources. The gauge theory methods (connection one-forms) are not suited because their field equations do not incorporate the motion of the sources. We obtain an integral solution of the Maxwell equations in the case of a flow of charges in irrotational motion. This solution induces us to propose a new method of solving the problem of the nature of the retarded radiative field. This method is based on a projection tensor operator which, being local, is suited to being implemented on general relativity. We propose the field equations for the pair {electromagnetic field, projection tensor J. These field equations are an algebraic differential first-order system of oneforms, which verifies automatically the integrability conditions.

Consideraciones sobre cuerpos ordenados y cuerpos reales maximales

El presente trabajo se puede considerar como prolongación del trabajo (I) del autor, se amplía un resultado de este último que era válido sólo en el caso metrizable, y aquí se estudia el caso general; se hace un estudio de los cuerpos reales maximales y completos, y, finalmente se da un apéndice sobre cuerpos reales contenidos en un cuerpo algebraicamente cerrado y de característica 0

Short-time dynamics of colloidal suspensions in confined geometries

We analyze the short-time dynamical behavior of a colloidal suspension in a confined geometry. We analyze the relevant dynamical response of the solvent, and derive the temporal behavior of the velocity autocorrelation function, which exhibits an asymptotic negative algebraic decay. We are able to compare quantitatively with theoretical expressions, and analyze the effects of confinement on the diffusive behavior of the suspension.

Rational periodic sequences for the Lyness recurrence

Consider the celebrated Lyness recurrence $x_{n+2}=(a+x_{n+1})/x_{n}$ with $a\in\Q$. First we prove that there exist initial conditions and values of $a$ for which it generates periodic sequences of rational numbers with prime periods $1,2,3,5,6,7,8,9,10$ or $12$ and that these are the only periods that rational sequences $\{x_n\}_n$ can have. It is known that if we restrict our attention to positive rational values of $a$ and positive rational initial conditions the only possible periods are $1,5$ and $9$. Moreover 1-periodic and 5-periodic sequences are easily obtained. We prove that for infinitely many positive values of $a,$ positive 9-period rational sequences occur. This last result is our main contribution and answers an open question left in previous works of Bastien \& Rogalski and Zeeman. We also prove that the level sets of the invariant associated to the Lyness map is a two-parameter family of elliptic curves that is a universal family of the elliptic curves with a point of order $n, n\ge5,$ including $n$ infinity. This fact implies that the Lyness map is a universal normal form for most birrational maps on elliptic curves.

On the bicanonical map of irregular varieties

From the point of view of uniform bounds for the birationality of pluricanonical maps, irregular varieties of general type and maximal Albanese dimension behave similarly to curves. In fact Chen-Hacon showed that, at least when their holomorphic Euler characteristic is positive, the tricanonical map of such varieties is always birational. In this paper we study the bicanonical map. We consider the natural subclass of varieties of maximal Albanese dimension formed by primitive varieties of Albanese general type. We prove that the only such varieties with non-birational bicanonical map are the natural higher-dimensional generalization to this context of curves of genus $2$: varieties birationally equivalent to the theta-divisor of an indecomposable principally polarized abelian variety. The proof is based on the (generalized) Fourier-Mukai transform.

Interaction of Spiral Waves in the Complex Ginzburg-Landau Equation

Solutions of the general cubic complex Ginzburg-Landau equation comprising multiple spiral waves are considered, and laws of motion for the centers are derived. The direction of the motion changes from along the line of centers to perpendicular to the line of centers as the separation increases, with the strength of the interaction algebraic at small separations and exponentially small at large separations. The corresponding asymptotic wave number and frequency are also determined, which evolve slowly as the spirals move

The normal distribution in some constrained sample spaces

Phenomena with a constrained sample space appear frequently in practice. This is the case e.g. with strictly positive data, or with compositional data, like percentages or proportions. If the natural measure of difference is not the absolute one, simple algebraic properties show that it is more convenient to work with a geometry different from the usual Euclidean geometry in real space, and with a measure different from the usual Lebesgue measure, leading to alternative models which better fit the phenomenon under study. The general approach is presented and illustrated using the normal distribution, both on the positive real line and on the D-part simplex. The original ideas of McAlister in his introduction to the lognormal distribution in 1879, are recovered and updated

Bayes linear spaces

Linear spaces consisting of σ-finite probability measures and infinite measures (improper priors and likelihood functions) are defined. The commutative group operation, called perturbation, is the updating given by Bayes theorem; the inverse operation is the Radon-Nikodym derivative. Bayes spaces of measures are sets of classes of proportional measures. In this framework, basic notions of mathematical statistics get a simple algebraic interpretation. For example, exponential families appear as affine subspaces with their sufficient statistics as a basis. Bayesian statistics, in particular some well-known properties of conjugated priors and likelihood functions, are revisited and slightly extended

Pasquale del Pezzo, Duke of Caianello, Neapolitan mathematician

This article is dedicated to a reconstruction of some events and achievements, both personal and scientific, in the life of the Neapolitan mathematician Pasquale del Pezzo, Duke of Caianello.

A Petri Nets-based Scheduling Methodology forMultipurpose Batch Plants.

This article presents an optimization methodology of batch production processes assembled by shared resources which rely on a mapping of state-events into time-events allowing in this way the straightforward use of a well consolidated scheduling policies developed for manufacturing systems. A technique to generate the timed Petri net representation from a continuous dynamic representation (Differential-Algebraic Equations systems (DAEs)) of the production system is presented together with the main characteristics of a Petri nets-based tool implemented for optimization purposes. This paper describes also how the implemented tool generates the coverability tree and how it can be pruned by a general purpose heuristic. An example of a distillation process with two shared batch resources is used to illustrate the optimization methodology proposed.

Identifying quantitative operation principles in metabolic pathways: a systematic method for searching feasible enzyme activity patterns leading to cellular adaptive responses

Background: Optimization methods allow designing changes in a system so that specific goals are attained. These techniques are fundamental for metabolic engineering. However, they are not directly applicable for investigating the evolution of metabolic adaptation to environmental changes. Although biological systems have evolved by natural selection and result in well-adapted systems, we can hardly expect that actual metabolic processes are at the theoretical optimum that could result from an optimization analysis. More likely, natural systems are to be found in a feasible region compatible with global physiological requirements. Results: We first present a new method for globally optimizing nonlinear models of metabolic pathways that are based on the Generalized Mass Action (GMA) representation. The optimization task is posed as a nonconvex nonlinear programming (NLP) problem that is solved by an outer- approximation algorithm. This method relies on solving iteratively reduced NLP slave subproblems and mixed-integer linear programming (MILP) master problems that provide valid upper and lower bounds, respectively, on the global solution to the original NLP. The capabilities of this method are illustrated through its application to the anaerobic fermentation pathway in Saccharomyces cerevisiae. We next introduce a method to identify the feasibility parametric regions that allow a system to meet a set of physiological constraints that can be represented in mathematical terms through algebraic equations. This technique is based on applying the outer-approximation based algorithm iteratively over a reduced search space in order to identify regions that contain feasible solutions to the problem and discard others in which no feasible solution exists. As an example, we characterize the feasible enzyme activity changes that are compatible with an appropriate adaptive response of yeast Saccharomyces cerevisiae to heat shock Conclusion: Our results show the utility of the suggested approach for investigating the evolution of adaptive responses to environmental changes. The proposed method can be used in other important applications such as the evaluation of parameter changes that are compatible with health and disease states.

Theta-duality on Prym varieties and a Torelli Theorem

Let $\pi : \widetilde C \to C$ be an unramified double covering of irreducible smooth curves and let $P$ be the attached Prym variety. We prove the scheme-theoretic theta-dual equalities in the Prym variety $T(\widetilde C)=V^2$ and $T(V^2)=\widetilde C$, where $V^2$ is the Brill-Noether locus of $P$ associated to $\pi$ considered by Welters. As an application we prove a Torelli theorem analogous to the fact that the symmetric product $D^{(g)}$ of a curve $D$ of genus $g$ determines the curve.