983 resultados para Legendre Polynomial Dipole Moment Generating Function


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Otto-von-Guericke-Universität Magdeburg, Fakultät für Naturwissenschaften, Univ., Dissertation, 2015

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Otto-von-Guericke-Universität magdeburg, Fakultät für Naturwissenschaften, Dissertation, 2015

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Markowitz portfolio theory (1952) has induced research into the efficiency of portfolio management. This paper studies existing nonparametric efficiency measurement approaches for single period portfolio selection from a theoretical perspective and generalises currently used efficiency measures into the full mean-variance space. Therefore, we introduce the efficiency improvement possibility function (a variation on the shortage function), study its axiomatic properties in the context of Markowitz efficient frontier, and establish a link to the indirect mean-variance utility function. This framework allows distinguishing between portfolio efficiency and allocative efficiency. Furthermore, it permits retrieving information about the revealed risk aversion of investors. The efficiency improvement possibility function thus provides a more general framework for gauging the efficiency of portfolio management using nonparametric frontier envelopment methods based on quadratic optimisation.

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We say the endomorphism problem is solvable for an element W in a free group F if it can be decided effectively whether, given U in F, there is an endomorphism Φ of F sending W to U. This work analyzes an approach due to C. Edmunds and improved by C. Sims. Here we prove that the approach provides an efficient algorithm for solving the endomorphism problem when W is a two- generator word. We show that when W is a two-generator word this algorithm solves the problem in time polynomial in the length of U. This result gives a polynomial-time algorithm for solving, in free groups, two-variable equations in which all the variables occur on one side of the equality and all the constants on the other side.

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Given a non-positively curved 2-complex with a circle-valued Morse function satisfying some extra combinatorial conditions, we describe how to locally isometrically embed this in a larger non- positively curved 2-complex with free-by-cyclic fundamental group. This embedding procedure is used to produce examples of CAT(0) free-by-cyclic groups that contain closed hyperbolic surface subgroups with polynomial distortion of arbitrary degree. We also produce examples of CAT(0) hyperbolic free-by-cyclic groups that contain closed hyperbolic surface subgroups that are exponentially distorted.

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We study quadratic perturbations of the integrable system (1+x)dH; where H =(x²+y²)=2: We prove that the first three Melnikov functions associated to the perturbed system give rise at most to three limit cycles.

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