Monotonicity, interlacing and electrostatic interpretation of zeros of exceptional Jacobi polynomials

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Stieltjes functions and discrete classical orthogonal polynomials

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Massless scattering at special kinematics as Jacobi polynomials

We study the scattering equations recently proposed by Cachazo, He and Yuan in the special kinematics where their solutions can be identified with the zeros of the Jacobi polynomials. This allows for a non-trivial two-parameter family of kinematics. We present explicit and compact formulas for the n-gluon and n-graviton partial scattering amplitudes for our special kinematics in terms of Jacobi polynomials. We also provide alternative expressions in terms of gamma functions. We give an interpretation of the common reduced determinant appearing in the amplitudes as the product of the squares of the eigenfrequencies of small oscillations of a system whose equilibrium is the solutions of the scattering equations.

Palindromic and perturbed polynomials: zeros location

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Random regression models to estimate genetic parameters for milk production of Guzerat cows using orthogonal Legendre polynomials

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Sieved para-orthogonal polynomials on the unit circle

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Thermal effective Lagrangian of generalized electrodynamics in static gravitational fields

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Causal approach for the electron-positron scattering in generalized quantum electrodynamics

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

APPROXIMATE CALCULATION OF SUMS I: BOUNDS FOR THE ZEROS OF GRAM POLYNOMIALS

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Inequalities for zeros of Jacobi polynomials via Sturm's theorem: Gautschi's conjectures

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

A Family of Stationary Solutions to the Euler Equations and Generalized Solutions

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Goppa codes over certain semigroups

A Goppa code is described in terms of a polynomial, known as Goppa polynomial, and in contrast to cyclic codes, where it is difficult to estimate the minimum Hamming distance d from the generator polynomial. Furthermore, a Goppa code has the property that d ≥ deg(h(X))+1, where h(X) is a Goppa polynomial. In this paper, we present a decoding principle for Goppa codes constructed by generalized polynomials, which is based on modified Berlekamp-Massey algorithm.

A new transmission model in cognitive radio based on cyclic generalized polynomial codes for bandwidth reduction

The frequency spectrums are inefficiently utilized and cognitive radio has been proposed for full utilization of these spectrums. The central idea of cognitive radio is to allow the secondary user to use the spectrum concurrently with the primary user with the compulsion of minimum interference. However, designing a model with minimum interference is a challenging task. In this paper, a transmission model based on cyclic generalized polynomial codes discussed in [2] and [15], is proposed for the improvement in utilization of spectrum. The proposed model assures a non interference data transmission of the primary and secondary users. Furthermore, analytical results are presented to show that the proposed model utilizes spectrum more efficiently as compared to traditional models.

Multicollinearity and financial constraint in investment decisions: a bayesian generalized ridge regression

This paper addresses the investment decisions considering the presence of financial constraints of 373 large Brazilian firms from 1997 to 2004, using panel data. A Bayesian econometric model was used considering ridge regression for multicollinearity problems among the variables in the model. Prior distributions are assumed for the parameters, classifying the model into random or fixed effects. We used a Bayesian approach to estimate the parameters, considering normal and Student t distributions for the error and assumed that the initial values for the lagged dependent variable are not fixed, but generated by a random process. The recursive predictive density criterion was used for model comparisons. Twenty models were tested and the results indicated that multicollinearity does influence the value of the estimated parameters. Controlling for capital intensity, financial constraints are found to be more important for capital-intensive firms, probably due to their lower profitability indexes, higher fixed costs and higher degree of property diversification.