978 resultados para Greville Formula


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In this article dedicated to Professor V. Lakshmikantham on the occasion of the celebration of his 84th birthday, we announce new results concerning the existence and various properties of an evolution system UA+B(t, s)(0 <= s <= t <= T) generated by the sum -(A(t)+B(t)) of two linear, time-dependent and generally unbounded operators defined on time-dependent domains in a complex and separable Banach space B. In particular, writing G(B) for the algebra of all linear bounded operators on B, we can express UA+B(t, s)(0 <= s <= t <= T) as the strong limit in L(B) of a product of the holomorphic contraction semigroups generated by -A(t) and -B(t), thereby getting a product formula of the Trotter-Kato type under very general conditions which allow the domain D(A(t)+B(t)) to evolve with time provided there exists a fixed set D subset of boolean AND D-t epsilon[0,D-T](A(t)+B(t)) everywhere dense in B. We then mention several possible applications of our product formula to various classes of non-autonomous parabolic initial-boundary value problems, as well as to evolution problems of Schrodinger type related to the theory of time-dependent singular perturbations of self-adjoint operators in quantum mechanics. We defer all the proofs and all the details of the applications to a separate publication. (C) 2008 Elsevier Ltd. All rights reserved.

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We present electron-microprobe and single-crystal X-ray-diffraction data for a microlite-group mineral with a formula near NaCaTa(2)O(6)F from the Morro Redondo mine, Coronel Murta, Minas Gerais, Brazil. On the basis of these data, the formula is A(Na(0.88)Ca(0.88)Pb(0.02)square(0.22))(Sigma 2.00) (B)(Ta(1.70)Nb(0.14)Si(0.12)As(0.04))(Sigma 2.00) (X)[(O(5.75)(OH)(0.25)](Sigma 6.00) (Y)(F(0.73)square(0.27))(Sigma 1.00). According to the new nomenclature for the pyrochlore-supergroup minerals, it is intermediate between fluornatromicrolite and "" fluorcalciomicrolite"". The crystal structure, F (d3) over barm, a = 10.4396(12) angstrom, has been refined to an R(1) value of 0.0258 (wR(2) = 0.0715) for 107 reflections (MoK alpha radiation). There is a scarcity of crystal-chemical data for pyrochlore-supergroup minerals in the literature. A compilation of these data is presented here.

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Using invariance by fixed-endpoints homotopies and a generalized notion of symplectic Cayley transform, we prove a product formula for the Conley-Zehnder index of continuous paths with arbitrary endpoints in the symplectic group. We discuss two applications of the formula, to the metaplectic group and to periodic solutions of Hamiltonian systems.

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We consider a continuous path of bounded symmetric Fredholm bilinear forms with arbitrary endpoints on a real Hilbert space, and we prove a formula that gives the spectral flow of the path in terms of the spectral flow of the restriction to a finite codimensional closed subspace. We also discuss the case of restrictions to a continuous path of finite codimensional closed subspaces. As an application of the formula, we introduce the notion of spectral flow for a periodic semi-Riemannian geodesic, and we compute its value in terms of the Maslov index. (C) 2010 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim

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We give a general matrix formula for computing the second-order skewness of maximum likelihood estimators. The formula was firstly presented in a tensorial version by Bowman and Shenton (1998). Our matrix formulation has numerical advantages, since it requires only simple operations on matrices and vectors. We apply the second-order skewness formula to a normal model with a generalized parametrization and to an ARMA model. (c) 2010 Elsevier B.V. All rights reserved.

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The Birnbaum-Saunders regression model is commonly used in reliability studies. We derive a simple matrix formula for second-order covariances of maximum-likelihood estimators in this class of models. The formula is quite suitable for computer implementation, since it involves only simple operations on matrices and vectors. Some simulation results show that the second-order covariances can be quite pronounced in small to moderate sample sizes. We also present empirical applications.

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One may construct, for any function on the integers, an irreducible module of level zero for affine sl(2) using the values of the function as structure constants. The modules constructed using exponential-polynomial functions realize the irreducible modules with finite-dimensional weight spaces in the category (O) over tilde of Chari. In this work, an expression for the formal character of such a module is derived using the highest weight theory of truncations of the loop algebra.

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O objetivo deste trabalho é realizar procedimento de back-test da Magic Formula na Bovespa, reunindo evidências sobre violações da Hipótese do Mercado Eficiente no mercado brasileiro. Desenvolvida por Joel Greenblatt, a Magic Formula é uma metodologia de formação de carteiras que consiste em escolher ações com altos ROICs e Earnings Yields, seguindo a filosofia de Value Investing. Diversas carteiras foram montadas no período de dezembro de 2002 a maio de 2014 utilizando diferentes combinações de número de ativos por carteira e períodos de permanência. Todas as carteiras, independentemente do número de ativos ou período de permanência, apresentaram retornos superiores ao Ibovespa. As diferenças entre os CAGRs das carteiras e o do Ibovespa foram significativas, sendo que a carteira com pior desempenho apresentou CAGR de 27,7% contra 14,1% do Ibovespa. As carteiras também obtiveram resultados positivos após serem ajustadas pelo risco. A pior razão retorno-volatilidade foi de 1,2, comparado a 0,6 do Ibovespa. As carteiras com pior pontuação também apresentaram bons resultados na maioria dos cenários, contrariando as expectativas iniciais e os resultados observados em outros trabalhos. Adicionalmente foram realizadas simulações para diversos períodos de 5 anos com objetivo de analisar a robustez dos resultados. Todas as carteiras apresentaram CAGR maior que o do Ibovespa em todos os períodos simulados, independentemente do número de ativos incluídos ou dos períodos de permanência. Estes resultados indicam ser possível alcançar retornos acima do mercado no Brasil utilizando apenas dados públicos históricos. Esta é uma violação da forma fraca da Hipótese do Mercado Eficiente.

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O objetivo desse trabalho é realizar um procedimento de back-test da Magic Formula no IBX-100, a fim de reunir evidencias sobre a eficiência de tal metodologia no processo de seleção das melhores ações e formação de carteiras que superem o desempenho do IBX-100 no longo prazo. Desenvolvida por Joel Greenblatt, a Magic Formula é uma metodologia de formação de carteiras que consiste em escolher ações com altos ROICs e Earnings Yields, seguindo a filosofia de Value Investing. Diversas carteiras foram montadas no período de janeiro de 2000 a junho de 2015 utilizando diferentes combinações de número de ativos por carteira e períodos de permanência. Nem todas as carteiras apresentaram retornos superiores ao índice de mercado. Aparentemente, as carteiras com mais ações e períodos de permanência mais longos apresentam desempenho superior às carteiras menores e com rotatividade maior (períodos de permanência mais curtos). A carteira de 10 ações, com período de permanência de 1 ano, apresentou o maior CAGR dentre todas as outras (17,77%), superando o CAGR de 13,17% do IBX-100 no mesmo período. Esse resultado foi superior mesmo quando ajustado ao risco. Independentemente do período de permanência e número de ações, todas as carteiras apresentaram riscos sistemáticos menores do que o índice IBX-100 (todos os betas foram significativos e menores do que 1). Por outro lado, os alfas das carteiras foram muito baixos e, raramente, significativos, sugerindo que a gestão ativa de acordo com os critérios da Magic Formula não adiciona retornos substancialmente maiores do que o retorno relacionado à variações de mercado.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Ruthenium(II) complexes with general formula [RuCl3(NO)(P-P)] were obtained in the solid state, where P-P = PPh(2)(CH2)(n)PPh(2) (n = 1-3) and PPh(2)-CH = CH-PPh(2). The P-31 NMR spectra of these compounds measured in CH2Cl2 showed only singlets, consistent with a fac configuration containing two equivalent phosphorus atoms, However the X-ray diffraction data show that the [RuCl3(NO){PPh(2)(CH2)(3)PPh(2)}] complex crystallizes in a met configuration, where one of the phosphorus atoms is trans to the NO group, in a slightly distorted octahedral geometry. Copyright (C) 1996 Elsevier B.V. Ltd

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The nutritional management of infants admitted with diarrhoea to the University Hospital of Botucatu includes a change from bolus feeding of a modulated minced-chicken formula to a continuous nasogastric drip (NGD) feeding, whenever the required calorie intake is not achieved or the diarrhoea does not subside. To evaluate this approach, the clinical course and weight changes of 63 children, aged 1-20 months, were reviewed; most (81 per cent) were below the third percentile for weight at admission and 76 per cent had a total duration of diarrhoea ≥10 days. Associated infections, mainly systemic, were present at or after admission in 70 per cent of them. Twenty-five survivors needed nutritional support (NS), predominantly NGD, for a median duration of 30 per cent of their admission time, and were compared to 31 survivors managed without NS. Those who necessitated NS lost weight for a significantly longer median time (12x4 days, p<0.005), but their total weight loss was similar (5x4 per cent) as well as diarrhoea's duration (8x7 days). There was a tendency for a longer hospitalization (21x16 days 0.05

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The boson calculus formalism is used to construct realizations of basis states of irreducible representations of unitary groups taking as a paradigm the interacting boson models of atomic nuclei. These realizations, together with a theorem on plethysms for obtaining branching rules, allowed us to obtain a dimension formula for reduced plethysms. © 2005 IOP Publishing Ltd.

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The derivation and integration of hipercomplex functions have been investigated along the years, see [7], [11], [14]. The main purpose of this brief article is to give a geometrical interpretation for quaternionic derivatives, based on a recent determination of a Cauchy-like formula for quaternions, see [3]. © 2011 Academic Publications.