some notes on the paper cone metric spaces and fixed point theorems of contractive mappings abstract huang and zhang reviewed cone metric spaces in 2007 huang long guang zhang xian cone metric spaces and fixed point theorems of contractive mappings j math anal appl 332 2007 1468 1476 we shall prove that there are no normal cones with normal constant m 1 and for each k 1 there are cones with normal constant m k also by providing non normal cones and omitting the assumption of normality in some results of huang long guang zhang xian cone metric spaces and fixed point theorems of contractive mappings j math anal appl 332 2007 1468 1476 we obtain generalizations of the results

partially ordered cone metric spaces and coupled fixed point results bhaskar and lakshmikantham t g bhaskar v lakshmikantham fixed point theorems in partially ordered metric spaces and applications nonlinear anal 65 2006 1379 1393 studied the coupled coincidence point of a mapping f from xxx into x and a mapping g from x into x e karapinar e karapinar couple fixed point theorems for nonlinear contractions in cone metric spaces comput math appl 2010 doi 10 1016 j camwa 2010 03 062 proved some results of the coupled coincidence point of a mapping f from xxx into x and a mapping g from x into x over normal cones without regularity in the present paper we prove that coupled coincidence fixed point theorems over cone metric spaces are not necessarily normal our results generalize several well known comparable results in the literature

kkm mappings in cone metric spaces and some fixed point theorems abstract in this paper we define kkm mappings in cone metric spaces and define n cone metric spaces to obtain some fixed point theorems and hence generalize the results obtained in a amini m fakhar j zafarani kkm mapping in metric spaces nonlinear anal 60 2005 1045 1052

coincidence and common fixed and periodic point theorems in cone metric spaces the aim of this paper is to show the existence of coincidence and fixed points for mappings satisfying property e a in cone metric spaces also we give periodic point theorems in cone metric spaces

common fixed points for maps on cone metric space the purpose of this paper is to generalize and to unify fixed point theorems of das and naik ciric jungck huang and zhang on complete cone metric space

multifractal properties of power law time sequences application to rice piles we study the properties of time sequences extracted from a self organized critical system within the framework of the mathematical multifractal analysis to this end we propose a fixed mass algorithm well suited to deal with highly inhomogeneous one dimensional multifractal measures we find that the fixed mass dual spectrum of generalized dimensions depends on both the system size l and the length n of the sequence considered being stable however when these two parameters are kept fixed a finite size scaling relation is proposed allowing us to define a renormalized spectrum independent of size effects we interpret our results as evidence of extremely long range correlations induced in the sequence by the criticality of the system

some ordered fixed point results and the property p in 2010 kadelburg et al 7 by providing an example showed that a contraction in an ordered metric space is not necessarily a contraction in the classical sense thus fixed point results in ordered metric spaces are generalizations of ones in metric spaces in a sense in this paper we give some ordered fixed point results for convex contractions and special mappings which satisfy some contraction conditions also we give some results concerning the property p

coincidence and fixed point theorems for generalized ψ φ weak nonlinear contraction in ordered k metric spaces in this paper we establish coincidence and fixed point theorems for a pair of mappings satisfying a new generalized j f weak nonlinear contraction type condition in ordered k metric spaces the presented results generalize and extend the very recent results of choudhury and metiya b s choudhury and n metiya the point of coincidence and common fixed point for a pair of mappings in cone metric spaces computers and mathematics with applications 60 2010 1686 1695

aftershocks in coherent noise models the decay pattern of aftershocks in the so called coherent noise models m e j newman and k sneppen phys rev e54 6226 1996 is studied in detail analytical and numerical results show that the probability to nd a large event at timet after an initial major event decreases as t for smallt with the exponent ranging from 0 to values well above 1 this is in contrast to sneppen und newman who stated that the exponent is about 1 independent of the microscopic details of the simulation numerical simulations of an extended model c wilke t martinetz phys rev e56 7128 1997 show that the power law is only a generic feature of the original dynamics and does not necessarily appear in a more general context finally the implications of the results to the modeling of earthquakes are discussed

cone metric spaces and fixed point theorems of contractive mappings in this paper we introduce cone metric spaces prove some fixed point theorems of contractive mappings on cone metric spaces

multi input single output nonlinear blind separation of binary sources the problem of blindly separating multiple binary sources from a single nonlinear mixture is addressed through a novel clustering approach without the use of any optimization procedure the method is based on the assumption that the source probabilities are asymmetric in which case the output probability distribution can be expressed as a linear mixture of the sources we are then able to solve the problem by using a known linear multiple input single output miso blind separation method the overall procedure is very fast and in theory it works for any number of independent binary sources and for a wide range of nonlinear functions in practice the accuracy of the method depends on the estimation accuracy of the output probabilities and the cluster centers it can be quite sensitive to noise especially as the number of sources increases or the number of data samples is reduced however in our experiments we have been able to demonstrate successful separation of up to four sources

optimal assetliability management with liquidity constraints and stochastic interest rates in the expected utility framework this paper studies the optimal investment problem for an investor who wants to maximize the expected utility of the terminal assetliability ratio under liquidity constraints and stochastic interest rates by using the method of stochastic control and variable change techniques we derive the closed form solutions of optimal investment strategies and optimal terminal assetliability ratios for the constant relative risk averse crra utility and constant absolute risk averse cara utility functions moreover a new verification theorem without the usual lipschitz assumption is proved finally we provide numerical examples to illustrate how liquidity constraints and stochastic interest rates affect the optimal investment strategies and optimal terminal assetliability ratios

common fixed points for g f type maps in cone metric spaces abstract in this paper we study common fixed points for the self and non self g f type maps in cone metric spaces our main results are related to the cases when g is f quasi contraction in a sense of das and naik and the cone need not be normal these results generalize several well known comparable results in the literature

a stochastic control approach to portfolio problems with stochastic interest rates we consider investment problems where an investor can invest in a savings account stocks and bonds and tries to maximize her utility from terminal wealth in contrast to the classical merton problem we assume a stochastic interest rate to solve the corresponding control problems it is necessary to prove a verification theorem without the usual lipschitz assumptions

a generalized multi period mean variance portfolio optimization with markov switching parameters in this paper we deal with a generalized multi period mean variance portfolio selection problem with market parameters subject to markov random regime switchings problems of this kind have been recently considered in the literature for control over bankruptcy for cases in which there are no jumps in market parameters see zhu s s li d wang s y 2004 risk control over bankruptcy in dynamic portfolio selection a generalized mean variance formulation ieee transactions on automatic control 49 447 457 we present necessary and sufficient conditions for obtaining an optimal control policy for this markovian generalized multi period mean variance problem based on a set of interconnected riccati difference equations and on a set of other recursive equations some closed formulas are also derived for two special cases extending some previous results in the literature we apply the results to a numerical example with real data for risk control over bankruptcy in a dynamic portfolio selection problem with markov jumps selection problem

multifractality in time series we apply the concepts of multifractal physics to financial time series in order to characterize the onset of crash for the standard poor 500 s p500 stock index x t it is found that within the framework of multifractality the analogous specific heat of the s p500 discrete price index displays a shoulder to the right of the main peak for low time lag values for decreasing t the presence of the shoulder is a consequence of the peaked temporal x t t x t fluctuations in this regime for large time lags t 80 we have found that cq displays typical features of a classical phase transition at a critical point an example of such dynamic phase transition in a simple economic model system based on a mapping with multifractality phenomena in random multiplicative processes is also presented by applying former results obtained with a continuous probability theory for describing scaling measures

portfolio selection based on a benchmark process with dynamic value at risk constraints abstract portfolio selection is an essential issue in finance it studies how to allocate one s wealth in a basket of securities to maximize the return and minimize the risk and dynamic portfolio selection based on a benchmark process is one of the most important types different from the existing literature we impose a dynamic risk control on it as a matter of fact performing an optimal portfolio strategy in the light of a dynamic portfolio formulation does not eliminate the possibility of an investor going to bankruptcy or even more serious situations in a volatile financial market before the terminal time so it is reasonable and necessary to impose a dynamic risk control on the instantaneous wealth throughout the investment horizon to ensure that the investment behavior can proceed and we intend to address this interesting issue in this paper more specifically we investigate the dynamic portfolio selection problem based on a benchmark process coupled with a dynamic value at risk constraint by stochastic dynamic programming techniques we derive the corresponding hamilton jacobi bellman equation moreover the optimal portfolio strategies are obtained by lagrange multiplier method to verify the model two numerical examples are illustrated the results show the difference of optimal portfolio strategies with and without the dynamic var constraint the composition of the risky assets is constant but the investment proportion is reduced as the var constraint becomes binding this research can provide a good decision making reference for risk averse investors

time consistent reinsurance investment strategy for an insurer and a reinsurer with mean variance criterion under the cev model this paper is devoted to derive the time consistent reinsurance investment strategy for an insurer and a reinsurer under mean variance criterion we aim to maximize the weighted sum of the insurer s and the reinsurer s objectives with different risk averse coefficients the claim process is assumed to follow a brownian motion with drift and the insurer can purchase proportional reinsurance from the reinsurer moreover both the insurer and the reinsurer are allowed to invest in a risk free asset and a risky asset respectively in order to reduce risks the insurer and the reinsurer can invest in different risky assets whose price processes are described by the constant elasticity of variance cev models consideration of the cev model and the profits of both the insurer and the reinsurer the proof of the verification theorem becomes difficult and the solution becomes complex we first formulate a general problem and prove the verification theorem by solving an extended hamilton jacobi bellman hjb equation we obtain the time consistent reinsurance investment strategy and the corresponding value function explicitly finally sensitivity analysis and numerical simulation are presented to show the effects of parameters on the time consistent strategy and illustrate the economic meaning

ordered cone metric spaces and fixed point results in this paper we introduce a partial order on a cone metric space and prove a caristi type theorem furthermore we prove fixed point theorems for single valued nondecreasing and weakly increasing mappings and multi valued mappings on an ordered cone metric space

common coupled fixed point theorems in cone metric spaces for w compatible mappings in this paper we introduce the concept of a w compatible mappings to obtain coupled coincidence point and coupled point of coincidence for nonlinear contractive mappings in cone metric space with a cone having non empty interior coupled common fixed point theorems for such mappings are also proved our results generalize extend and unify several well known comparable results in the literature results are supported by three examples

common fixed points under contractive conditions in cone metric spaces the aim of this paper is to present coincidence point result for two mappings in cone metric space which satisfy new contractive conditions our results generalize fixed point theorems of jungck g jungck commuting maps and fixed points amer math monthly 83 1976 261 263 abbas jungck m abbas g jungck common fixed point results for noncommuting mappings without continuity in cone metric spaces j math anal appl 341 2008 416 420 and fisher b fisher four mappings with a common fixed point arabic summary j univ kuwait sci 8 1981 131 139 in cone metric spaces to symmetric spaces

fixed mass multifractal analysis of river networks and braided channels a fixed mass multifractal fma analysis was used to investigate natural river networks and braided channels in particular while the study of natural river networks was performed with fixed size algorithms fsas in the past the analysis of natural braided channels was not pursued before to our knowledge results showed the multifractal and non plane filling nature of all the digitalized data sets analysis of the digitalization step constant or not was performed and showed that it does not exert a strong influence on the assessed values of the lipschitz holder exponents and the support dimensions even if a constant step permits better reconstruction of the right sides of the spectra for negative moment orders of probabilities the fma approach presented two improvements with respect to the fsa one in terms of oscillations of the scaling curves for negative moment orders of probabilities and of error bars a more precise assessment of the multifractal spectra is of great importance in the development of multifractal models for the simulation of flood hydrographs

common fixed point theorems on generalized distance in ordered cone metric spaces in this paper we introduce a concept of the c distance in a cone metric space and by using the concept of the c distance prove some fixed point theorems in ordered cone metric spaces

some fixed point results for weakly isotone mappings in ordered banach spaces in this paper we introduce the new notion which is more general than the previous works on the weakly isotone mappings in the case of single valued mappings and multivalued mappings in an ordered banach space we also extend some common fixed point theorems of dhage et al 4 and give some applications of the main results furthermore at the end of this paper we give an open problem for further investigation

a note on cone metric fixed point theory and its equivalence abstract the main aim of this paper is to investigate the equivalence of vectorial versions of fixed point theorems in generalized cone metric spaces and scalar versions of fixed point theorems in general metric spaces in usual sense we show that the banach contraction principles in general metric spaces and in t v s cone metric spaces are equivalent our theorems also extend some results in huang and zhang 2007 l g huang x zhang cone metric spaces and fixed point theorems of contractive mappings j math anal appl 332 2007 1468 1476 rezapour and hamlbarani 2008 sh rezapour r hamlbarani some notes on the paper cone metric spaces and fixed point theorems of contractive mappings j math anal appl 345 2008 719 724 and others

a fast fixed point algorithm for independent component analysis we introduce a novel fast algorithm for independent component analysis which can be used for blind source separation and feature extraction we show how a neural network learning rule can be transformed into a fixedpoint iteration which provides an algorithm that is very simple does not depend on any user defined parameters and is fast to converge to the most accurate solution allowed by the data the algorithm finds one at a time all nongaussian independent components regardless of their probability distributions the computations can be performed in either batch mode or a semiadaptive manner the convergence of the algorithm is rigorously proved and the convergence speed is shown to be cubic some comparisons to gradient based algorithms are made showing that the new algorithm is usually 10 to 100 times faster sometimes giving the solution in just a few iterations

equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility abstract this paper aims to find the equilibrium investment strategy for a defined contribution pension plan under the mean variance criterion where both the interest rate and volatility are stochastic in the financial market the financial market consists of a risk free asset a bond and a risky asset specifically an affine model which includes the cox ingersoll ross model and the vasicek model as special cases is used to characterize the stochastic dynamics of the interest rate and the price process of the risky asset is described by the heston volatility model under the framework of nash equilibrium we first define the equilibrium strategy and the equilibrium value function then by solving an extended hamilton jacobi bellman equation we obtain both the equilibrium investment strategy and the corresponding equilibrium value function explicitly furthermore the effects of the stochastic interest rate and the stochastic volatility on the equilibrium investment strategy and the equilibrium efficient frontier are analyzed some numerical results and the economic meanings behind are also presented

common fixed points for self mappings on compact metric spaces in this paper we obtain a result of existence of points of coincidence and of common fixed points for two self mappings on compact metric spaces satisfying a contractive condition of suzuki type we also present some examples to illustrate our results moreover using the scalarization method of du we deduce a result of common fixed point in compact cone metric spaces

uncertain exit time multi period mean variance portfolio selection with endogenous liabilities and markov jumps this paper considers an uncertain exit time multi period mean variance portfolio selection problem with endogenous liabilities in a markov jump market where assets and liabilities of the balance sheet are simultaneously optimized the random returns of assets and liabilities depend on the states of the financial market by applying the lagrange duality method the khatri rao matrix product technique and the dynamic programming approach the explicit expressions for the mean variance efficient strategy and efficient frontier are derived in addition the optimal balance sheet structures in both cases with and without boundary constraints are studied moreover some degenerate cases are discussed and some results in the literature are recovered as degenerate cases under our setting furthermore a numerical example based on real data from the chinese stock market is provided to illustrate the results obtained in this paper and some interesting findings are presented

coincidence and common fixed point results in partially ordered cone metric spaces and applications to integral equations abstract in this paper coincidence and common fixed point results are established in a partially ordered cone metric space an application of our results obtained to prove the existence of a common solution to integral equations is presented

exploratory projection pursuit abstract a new projection pursuit algorithm for exploring multivariate data is presented that has both statistical and computational advantages over previous methods a number of practical issues concerning its application are addressed a connection to multivariate density estimation is established and its properties are investigated through simulation studies and application to real data the goal of exploratory projection pursuit is to use the data to find low one two or three dimensional projections that provide the most revealing views of the full dimensional data with these views the human gift for pattern recognition can be applied to help discover effects that may not have been anticipated in advance since linear effects are directly captured by the covariance structure of the variable pairs which are straightforward to estimate the emphasis here is on the discovery of nonlinear effects such as clustering or other general nonlinear associations among the variables although arbitrary

quasi contraction of perov type abstract perov 1964 19 used the concept of vector valued metric space and obtained a banach type fixed point theorem on such a complete generalized metric space in this article we study fixed point results for the new extensions of ciric s quasi contraction to cone metric space and we give some generalized versions of the fixed point theorem of perov as corollaries we generalized some results of zima 1992 28 and borkowski et al 2010 4 for a banach space with a non normal cone the theory is illustrated with some examples

on ciric maps with a generalized contractive iterate at a point and fisher s quasi contractions in cone metric spaces in this paper we generalize and unify some results of sehgal and guseman and ciric s theorem for mappings with a generalized contractive iterate at a point to cone metric spaces in which the cone does not need to be normal as corollaries we obtain recent results of huang and zhang and raja and vaezpour furthermore we introduce the definition of fisher quasi contractions on cone metric spaces and study their properties among other things using new method of proof we solve the open problem for the interval of contractive constant l of ciric quasi contraction in non normal cone metric spaces and as sn immediate corollary we recover the recent result of rezapour and hamlbarani

estimation of multifractality based on natural time analysis abstract recent studies have shown that results deduced on the basis of a new time domain termed natural time reveal that novel dynamical features hidden behind time series in complex systems can be uncovered here we propose a method for estimating the multifractal behavior of time series by studying the fluctuations of natural time under time reversal examples of the application of this method to fractional gaussian noises fractional brownian motions binomial multifractal series levy processes as well as interbeat intervals time series from electrocardiograms are presented

fast and robust fixed point algorithms for independent component analysis independent component analysis ica is a statistical method for transforming an observed multidimensional random vector into components that are statistically as independent from each other as possible we use a combination of two different approaches for linear ica comon s information theoretic approach and the projection pursuit approach using maximum entropy approximations of differential entropy we introduce a family of new contrast functions for ica these contrast functions enable both the estimation of the whole decomposition by minimizing mutual information and estimation of individual independent components as projection pursuit directions the statistical properties of the estimators based on such contrast functions are analyzed under the assumption of the linear mixture model and it is shown how to choose contrast functions that are robust and or of minimum variance finally we introduce simple fixed point algorithms for practical optimization of the contrast functions

generalized φ contraction for a pair of mappings on cone metric spaces using the setting of cone metric space a fixed point theorem is proved for two maps and several corollaries are obtained in these cases the cone does not need to be normal these results generalize several well known compatible recent and classical results in the literature as an application the existence of solution of an integral equation is presented

common fixed point results for noncommuting mappings without continuity in cone metric spaces the existence of coincidence points and common fixed points for mappings satisfying certain contractive conditions without appealing to continuity in a cone metric space is established these results generalize several well known comparable results in the literature

common fixed points for four maps in cone metric spaces the existence of coincidence points and common fixed points for four mappings satisfying generalized contractive conditions without exploiting the notion of continuity of any map involved therein in a cone metric space is proved these results extend unify and generalize several well known comparable results in the existing literature

bond pricing under mixed generalized cir model with mixed wishart volatility process this paper proposes an extended version of the coxingersollross cir model with stochastic volatility and a pricing method on zero coupon bond under this model in this version we replace the standard brownian motion process with a semi martingale process named the mixed fractional brownian motion mfbm process which is a linear combination of a fractional brownian motion fbm and a standard brownian motion we assume that the part of the volatility process follows a mixed wishart process which defines by the square of the matrix valued mfbm process in order to evaluate the price of the zero coupon bond under the proposed model we use monte carlo simulation method the computed values of the zero coupon bond compare with the other interest rate models

on cone metric spaces a survey abstract using an old m krein s result and a result concerning symmetric spaces from s radenovic z kadelburg quasi contractions on symmetric and cone symmetric spaces banach j math anal 5 1 2011 38 50 we show in a very short way that all fixed point results in cone metric spaces obtained recently in which the assumption that the underlying cone is normal and solid is present can be reduced to the corresponding results in metric spaces on the other hand when we deal with non normal solid cones this is not possible in the recent paper m a khamsi remarks on cone metric spaces and fixed point theorems of contractive mappings fixed point theory appl 2010 7 pages article id 315398 doi 10 1115 2010 315398 the author claims that most of the cone fixed point results are merely copies of the classical ones and that any extension of known fixed point results to cone metric spaces is redundant also that underlying banach space and the associated cone subset are not necessary in fact khamsi s approach includes a small class of results and is very limited since it requires only normal cones so that all results with non normal cones which are proper extensions of the corresponding results for metric spaces cannot be dealt with by his approach

endpoints and fixed points of set valued contractions in cone metric spaces abstract in this paper we introduce the concept of set valued contractions in cone metric spaces and establish new endpoint and fixed point theorems for such contractions the paper includes examples

monotonic convergence of fixed point algorithms for ica we re examine a fixed point algorithm proposed by hyvarinen for independent component analysis wherein local convergence is proved subject to an ideal signal model using a square invertible mixing matrix here we derive step size bounds which ensure monotonic convergence to a local extremum for any initial condition our analysis does not assume an ideal signal model but appeals rather to properties of the contrast function itself and so applies even with noisy data and or more sources than sensors the results help alleviate the guesswork that often surrounds step size selection when the observed signal does not fit an idealized model

couple fixed point theorems for nonlinear contractions in cone metric spaces the notion of coupled fixed point is introduced by bhaskar and lakshmikantham 2006 in 13 in this manuscript some results of lakshmikantham and ciric 2009 in 5 are extended to the class of cone metric spaces

blind separation of mixture of independent sources through a quasi maximum likelihood approach we propose two methods for separating mixture of independent sources without any precise knowledge of their probability distribution they are obtained by considering a maximum likelihood ml solution corresponding to some given distributions of the sources and relaxing this assumption afterward the first method is specially adapted to temporally independent non gaussian sources and is based on the use of nonlinear separating functions the second method is specially adapted to correlated sources with distinct spectra and is based on the use of linear separating filters a theoretical analysis of the performance of the methods has been made a simple procedure for optimally choosing the separating functions is proposed further in the second method a simple implementation based on the simultaneous diagonalization of two symmetric matrices is provided finally some numerical and simulation results are given illustrating the performance of the method and the good agreement between the experiments and the theory

fixed point theorem for two non self mappings in cone metric spaces in this paper we extend a fixed point theorem of imdad and kumar for a pair of non self maps to non normal cone spaces

fixed points of correspondences defined on cone metric spaces in the present note we investigate the fixed points of correspondences defined on cone metric spaces satisfying a conditionally contractive condition

a linear non gaussian acyclic model for causal discovery in recent years several methods have been proposed for the discovery of causal structure from non experimental data such methods make various assumptions on the data generating process to facilitate its identification from purely observational data continuing this line of research we show how to discover the complete causal structure of continuous valued data under the assumptions that a the data generating process is linear b there are no unobserved confounders and c disturbance variables have non gaussian distributions of non zero variances the solution relies on the use of the statistical method known as independent component analysis and does not require any pre specified time ordering of the variables we provide a complete matlab package for performing this lingam analysis short for linear non gaussian acyclic model and demonstrate the effectiveness of the method using artificially generated data and real world data

equivariant adaptive source separation source separation consists of recovering a set of independent signals when only mixtures with unknown coefficients are observed this paper introduces a class of adaptive algorithms for source separation that implements an adaptive version of equivariant estimation and is henceforth called equivariant adaptive separation via independence easi the easi algorithms are based on the idea of serial updating this specific form of matrix updates systematically yields algorithms with a simple structure for both real and complex mixtures most importantly the performance of an easi algorithm does not depend on the mixing matrix in particular convergence rates stability conditions and interference rejection levels depend only on the normalized distributions of the source signals closed form expressions of these quantities are given via an asymptotic performance analysis the theme of equivariance is stressed throughout the paper the source separation problem has an underlying multiplicative structure the parameter space forms a matrix multiplicative group we explore the favorable consequences of this fact on implementation performance and optimization of easi algorithms

measure representation and multifractal analysis of complete genomes this paper introduces the notion of measure representation of dna sequences spectral analysis and multifractal analysis are then performed on the measure representations of a large number of complete genomes the main aim of this paper is to discuss the multifractal property of the measure representation and the classification of bacteria from the measure representations and the values of the dq spectra and related cq curves it is concluded that these complete genomes are not random sequences in fact spectral analyses performed indicate that these measure representations considered as time series exhibit strong long range correlation here the long range correlation is for the k strings with dictionary ordering and it is different from the base pair correlations introduced by other people for substrings with length k58 the dq spectra of all organisms studied are multifractal like and sufficiently smooth for the cq curves to be meaningful with the decreasing value of k the multifractality lessens the cq curves of all bacteria resemble a classical phase transition at a critical point but the analogous phase transitions of chromosomes of nonbacteria organisms are different apart from chromosome 1 of c elegans they exhibit the shape of double peaked specific heat function a classification of genomes of bacteria by assigning to each sequence a point in two dimensional space d21 d1 and in three dimensional space d21 d1 d22 was given bacteria that are close phylogenetically are almost close in the spaces d21 d1 and d21 d1 d22

multifractal characterisation of length sequences of coding and noncoding segments in a complete genome the coding and noncoding length sequences constructed from a complete genome are characterised by multifractal analysis the dimension spectrum dq and its derivative the analogous specific heat cq are calculated for the coding and noncoding length sequences of bacteria where q is the moment order of the partition sum of the sequences from the shape of the dq and cq curves it is seen that there exists a clear difference between the coding noncoding length sequences of all organisms considered and a completely random sequence the complexity of noncoding length sequences is higher than that of coding length sequences for bacteria almost all dq curves for coding length sequences are flat so their multifractality is small whereas almost all dq curves for noncoding length sequences are multifractal like it is seen that the analogous specific heats of noncoding length sequences of bacteria have a rich variety of behaviour which is much more complex than that of coding length sequences we propose to characterise the bacteria according to the types of the cq curves of their noncoding length sequences this new type of classification allows a better understanding of the relationship among bacteria at the global gene level instead of nucleotide sequence level

attempt to distinguish long range temporal correlations from the statistics of the increments by natural time analysis most probable value of 1 of the shuffled data is found to be approximately equal to that of the original data the difference most likely arising from temporal correlation finally it is found that the differential entropy associated with the probability p1 maximizes for around 1 6 1 7 which is comparable to the value determined experimentally in diverse phenomena e g solar flares icequakes dislocation glide in stressed single crystals of ice etc it also agrees with the b value in the gutenberg richter law of earthquakes in addition the case of multiplicative cascades is studied in the natural time domain

semiparametrically efficient inference based on signed ranks in symmetric independent component models we consider semiparametric location scatter models for which the p variate observation is obtained as x lambda z mu where mu is a p vector lambda is a full rank p p matrix and the unobserved random p vector z has marginals that are centered and mutually independent but are otherwise unspecified as in blind source separation and independent component analysis ica the parameter of interest throughout the paper is lambda on the basis of n i i d copies of x we develop under a symmetry assumption on z signed rank one sample testing and estimation procedures for lambda we exploit the uniform local and asymptotic normality ulan of the model to define signed rank procedures that are semiparametrically efficient under correctly specified densities yet as usual in rank based inference the proposed procedures remain valid correct asymptotic size under the null for hypothesis testing and root n consistency for point estimation under a very broad range of densities we derive the asymptotic properties of the proposed procedures and investigate their finite sample behavior through simulations

common fixed point theorems for c distance in ordered cone metric spaces abstract recently cho et al y j cho r saadati s h wang common fixed point theorems on generalized distance in ordered cone metric spaces comput math appl 61 2011 1254 1260 introduced the concept of the c distance in a cone metric space and established some fixed point theorems on c distance the aim of this paper is to extend and generalize the main results of cho et al 20 and also show some examples to validate our main results

blind source separation by sparse decomposition in a signal dictionary the blind source separation problem is to extract the underlying source signals from a set of linear mixtures where the mixing matrix is unknown this situation is common in acoustics radio medical signal and image processing hyperspectral imaging and other areas we suggest a two stage separation process a priori selection of a possibly overcomplete signal dictionary for instance a wavelet frame or a learned dictionary in which the sources are assumed to be sparsely representable followed by unmixing the sources by exploiting the their sparse representability we consider the general case of more sources than mixtures but also derive a more efficient algorithm in the case of a nonovercomplete dictionary and an equal numbers of sources and mixtures experiments with artificial signals and musical sounds demonstrate significantly better separation than other known techniques

new fixed point results for maps satisfying implicit relations on ordered metric spaces and application we give some fixed point results for one and two mappings satisfying an implicit relation involving control function on ordered complete metric spaces we furnish suitable examples to demonstrate the validity of the hypotheses of our results we also give an application of our results to nonlinear volterra integro differential equations

minimax mutual information approach for independent component analysis minimum output mutual information is regarded as a natural criterion for independent component analysis ica and is used as the performance measure in many ica algorithms two common approaches in information theoretic ica algorithms are minimum mutual information and maximum output entropy approaches in the former approach we substitute some form of probability density function pdf estimate into the mutual information expression and in the latter we incorporate the source pdf assumption in the algorithm through the use of nonlinearities matched to the corresponding cumulative density functions cdf alternative solutions to ica use higher order cumulant based optimization criteria which are related to either one of these approaches through truncated series approximations for densities in this article we propose a new ica algorithm motivated by the maximum entropy principle for estimating signal distributions the optimality criterion is the minimum output mutual information where the estimated pdfs are from the exponential family and are approximate solutions to a constrained entropy maximization problem this approach yields an upper bound for the actual mutual information of the output signals hence the name minimax mutual information ica algorithm in addition we demonstrate that for a specific selection of the constraint functions in the maximum entropy density estimation procedure the algorithm relates strongly to ica methods using higher order cumulants

an information maximization approach to blind separation and blind deconvolution we derive a new self organizing learning algorithm that maximizes the information transferred in a network of nonlinear units the algorithm does not assume any knowledge of the input distributions and is defined here for the zero noise limit under these conditions information maximization has extra properties not found in the linear case linsker 1989 the nonlinearities in the transfer function are able to pick up higher order moments of the input distributions and perform something akin to true redundancy reduction between units in the output representation this enables the network to separate statistically independent components in the inputs a higher order generalization of principal components analysis we apply the network to the source separation or cocktail party problem successfully separating unknown mixtures of up to 10 speakers we also show that a variant on the network architecture is able to perform blind deconvolution cancellation of unknown echoes and reverberation in a speech signal finally we derive dependencies of information transfer on time delays we suggest that information maximization provides a unifying framework for problems in blind signal processing

fixed point theory in cone metric spaces obtained via the scalarization method motivated by the scalarization method in vector optimization theory we take a new approach to fixed point theory on cone metric spaces by using our method we prove some fixed point theorems and several common fixed point theorems on cone metric spaces in which the cone need not be normal our results improve and generalize many well known results from the literature