bluuebunny/crossref_metadata_2025_split huggingface dataset:
Approximation of entire functions over Carathéodory domains
Authors: Kapoor G.P. , Nautiyal A. 
Published: April 2009

Let D be a domain bounded by a Jordan curve. For 1 ≤ p ≤ ∞, let Lp(D) be the class of all functions f holomorphic in D such that where A is the area of D. For f ∈Lp(D), setπn consists of all polynomials of degree at most n. Recently, Andre Giroux (J. Approx. Theory 28 (1980), 45–53) has obtained necessary and sufficient conditions, in terms of the rate of decrease of the approximation error , such that has an analytic continuation as an entire function having finite order and finite type. In the present paper we have considered the approximation error (*) on a Carathéodory domain and have extended the results of Giroux for the case 1 ≤ p < 2.
Simultaneous diophantine approximations and Hermite's method
Authors: Durand Alain 
Published: April 2009

In this paper we generalize a result of Mahler on rational approximations of the exponential function at rational points by proving the following theorem: letnε N* and αl, …, αnbe distinct non-zero rational numbers; there exists a constantc=c(n, αl, …, αn) ≥ 0 such thatfor every non-zero integer point (qo,ql, …,qn)andq= max {|ql|, … |qn|, 3}.
An algebraic theory of hypergroups
Authors: McMullen J.R. 
Published: April 2009

The category of groups forms a full subcategory of the category of hypergroups. This larger category also contains other group theoretic objects, such as the conjugacy class hypergroup and character hypergroup of a finite group.Definitions of hypergroups and hypergroup morphisms are given and related to double algebras (which are simultaneously algebras and cogebras, but not Hopf algebras in general). Quotient and orbit hypergroups are defined. Coefficients are allowed in a more or less arbitrary field.These concepts provide a new language in which groups and their character tables can be fruitfully discussed.
A remark on a third-order three-point boundary value problem
Authors: Marano Salvatore A. 
Published: April 2009

Let f be a real function defined on [0, 1] × R3 and let η ∈ (0, 1). Very recently, C.P. Gupta and V. Lakshimikantham, making use of the Leray-Schauder continuation theorem and Wirtinger-type inequalities, established an existence result for the problem(Theorem 1 and Remark 4 of [Nonlinear Anal. 16 (1991), 949–957]).The aim of the present paper is simply to point out how, bu means of a completely different approach, it is possible to improve that result not only by requiring much general on f, but also by giving a precise pointwise estimate on x″′
Semigroups whose idempotents form a subsemigroup
Authors: Birget Jean-Camille , Margolis Stuart , Rhodes John 
Published: April 2009

We prove that if the “type-II-construct” subsemigroup of a finite semigroup S is regular, then the “type-II” subsemigroup of S is computable (actually in this case, type-II and type-II-construct are equal). This, together with certain older results about pseudo-varieties of finite semigroups, leads to further results:(1) We get a new proof of Ash's theorem: If the idempotents in a finite semigroup S commute, then S divides a finite inverse semigroup. Equivalently: The pseudo-variety generated by the finite inverse semigroups consists of those finite semigroups whose idempotents commute.(2) We prove: If the idempotents of a finite semigroup S form a subsemigroup then S divides a finite orthodox semigroup. Equivalently: The pseudo-variety generated by the finite orthodox semigroups consists of those finite semigroups whose idempotents form a subsemigroup.(3) We prove: The union of all the subgroups of a semigroup S forms a subsemigroup if and only if 5 belongs to the pseudo-variety u * G if and only if Sn belongs to u. Here u denotes the pseudo-variety of finite semigroups which are unions of groups.For these three classes of semigroups, type-II is equal to type-II construct.
On the canonical projection of the third dual of a Banach space onto the first dual
Authors: Brown A.L. 
Published: April 2009

For a Banach space B let P denote the canonical projection of the third dual space of B onto the embedding of the first dual into the third. It is shown that if B = l1 then ‖I-P‖ = 2.This fact shows to be mistaken a current belief in a statement which is equivalent to the statement that for all Banach spaces B the operator I – P is of norm one.
On Sylow intersections
Authors: Ish-Shalom Ariel 
Published: April 2009

LetGbe a finite group,pa prime divisor of |G|, andTap–subgroup ofG. Define σ(T) to be the number of Sylowp–subgroups ofGcontainingT. CallTa centralp–Sylow intersection if for some Σ ⊆ Sylp(G),T= ∩(S|Sє Σ), and if, in addition,Tcontains the center of a Sylowp–subgroup ofG. This work is inspired and motivated by work of G. Stroth [J. Algebra37 (1975), 111–120]. Generalizing an argument of his we describe finite groups in which every centralp–Sylow intersectionTwithp–rank(T) > 2 satisfies σ(T) ≤p.Related methods yield the description of finite groups in which every centralp–Sylow intersectionTwithp–rank(T) ≥ 2 satisfies σ(T) ≤ 2p.
On a class of finite soluble groups
Authors: Karpilovsky G. 
Published: April 2009

Let the group T be the direct product of groups Si (i = 1, … r) where for a given group Ai, Si is the direct product of ni factors Ai × Ai × … × Ai. Let B be a group that has a faithful permutation representation Γi of degree ni. (i = 1, …, r). Consider G, the split extension of T by B defined by letting B act on T as follows.Each Si is normal in G. If and b ∈ B then where . It is proved that if T is an M-group and all subgroups of B are M-groups, then G is an M-group. This is a generalisation of a result of Gary M. Seitz, Math. Z. 110 (1969), 101–122, who proved the particular case where r = 1 and Γ1 is the regular representation of B.
A comparison theorem and the forced oscillation
Authors: Onose Hiroshi 
Published: April 2009

Consider the n-th order delay differential equationIn the last few years, the oscillatory behavior of delay differential equations has been the subject of intensive investigations. But much less is known about the equation (A) with small forcing term q(t). The only papers devoted to this problem are by Kartsatos, Kusano, and the present author. The purpose of this paper is to prove some new oscillation theorems which contain the previous results.
A class of modules over a locally finite group III
Authors: Hartley B. 
Published: April 2009

Let G be a locally finite group, k a field of characteristic p ≥ 0 and V a right kG-module. We say that V is an -module over kG, if each p′-subgroup H of G contains a finite subgroup F with the same fixed points as H in V. (By convention, 0′ is taken as the set of all primes.) Such modules arise as elementary abelian section of -groups, a class of locally finite groups similar in many ways to the class of finite soluble groups.The main theorem is that if V is an -module over kG with trivial Frattini submodule, and G is almost abelian, then every composition factor of V is complemented. This is a crucial ingredient in Tomkinson's theory of prefrattini subgroups in a certain subclass of . An example is given to show that the theorem breaks down for metabelian G. This leads to an example of a -group in which there are no analogues of prefrattini subgroups - the first situation where one of the standard conjugacy classes of subgroups of finite soluble groups has no decent analogue in the whole class
The K-functional of certain pairs of rearrangement invariant spaces
Authors: Arazy Jonathan 
Published: April 2009

Let X, Y be rearrangement invariant spaces and let M = M(Y, X) be the space of all multipliers of Y into X. It is shown that if X = YM and some technical conditions are satisfied, then the K-functional K(t, f, X, Y) is equivalent to the expressionwhere ψ is the inverse of the fundamental function ϕM of M, defined by
A diophantine inequality with prime variables
Authors: Srinivasan S. 
Published: April 2009

Let λ1, λ2, λ3 be non-zero reals, not all of the same sign and such that at least one ratio λi/λj is irrational. Then it is proved that for any given integer k ≥ 1 and real η, the inequaltiyis solvable for every ε > 0. More general and sharper results are also proved.
Maximal coplanar sets of intersection points
Authors: Halpern Richard P. , Hobby David , Silberger Donald M. 
Published: April 2009

Let F be any set of five points in R3 so situated that no four of the points are coplanar, and that the line xy through any two x and y of the points has a unique intersection point xy* with the plane determined by the other three. Let F^ denote the family of all such xy*. Let S(F) denote the set of all X ⊆ F^ which are maximal with respect to the property that X is a subset of a plane in R3. For k > 2 an integer, let S(k; F) denote the family of all k-membered elements in S(F).A family 𝒟 of sets is said to be uniformly deep of depth d if and only if for every x ∈ ∪ 𝒟 there are exactly d distinct 𝒜 ∈ 𝒟 for which x ∈ 𝒜.We establish the following result, and extend our ideas to general Euclidean spaces.
Monochromatic solutions to equations with unit fractions
Authors: Brown Tom C. , Rödl Voijtech 
Published: April 2009

Our main result is that if G(x1, …, xn) = 0 is a system of homogeneous equations such that for every partition of the positive integers into finitely many classes there are distinct y1,…, yn in one class such that G(y1, …, yn) = 0, then, for every partition of the positive integers into finitely many classes there are distinct Z1, …, Zn in one class such thatIn particular, we show that if the positive integers are split into r classes, then for every n ≥ 2 there are distinct positive integers x1, x1, …, xn in one class such thatWe also show that if [1, n6 − (n2 − n)2] is partitioned into two classes, then some class contains x0, x1, …, xn such that(Here, x0, x2, …, xn are not necessarily distinct.)
On the metric theory of the optimal continued fraction expansion
Authors: Nair R. 
Published: April 2009

Suppose kn denotes either φ(n) or φ(rn) (n = 1, 2, …) where the polynomial φ maps the natural numbers to themselves and rk denotes the kth rational prime. Let denote the sequence of convergents to a real numbers x for the optimal continued fraction expansion. Define the sequence of approximation constants byIn this paper we study the behaviour of the sequence for all most all x with respect to Lebesgue measure. In the special case where kn = n (n = 1, 2, …) these results are due to Bosma and Kraaikamp.
A characterisation of cyclic subnormal separated A-groups of nilpotent length three
Authors: Makarfi Muhammad Umar 
Published: April 2009

The paper gives a detailed description of all those finite A-groups of nilpotent length three that satisfy the cyclic subnormal separation condition. It is shown that every monolithic group under discussion is an extension of its Fitting subgroup P, which is a homocyclic p-group, by a p′ metabelian subgroup H, where p is a prime. The centraliser of P in H is trivial while the monolith W is equal to ω1(P) and the action of H on W is faithful and irreducible. H is further shown to have non trivial centre and is an extension of its derived subgroup M by a subgroup L such thatfor all primes q where Mq and Lq are the respective Sylow q-subgroups of M and L. The Fitting subgroup of F of H is shown to be M × Z(H), while Z(H) = F ∩ L and every element of L of prime order is in Z(H). Finally it is shown that if ql(q) is the exponent of Mq then every element of order dividing ql(q) in L belongs to Z(H).
Functional means and harmonic functional means
Authors: Chung Soon-Yeong 
Published: April 2009

For a continuous function f(t) on (0, ∞) which is strictly monotone and a probability measure μ on [0, 1] we introduce the functional mean and the harmonic functional mean of x > 0 and y > 0 with respect to μ bywhich gives a unified approach to various famous means.Moreover, functional means and harmonic means in n variables are also given and applied to get many interesting properties, such aswhere
Class numbers of real quadratic fields
Authors: Kim Jae Moon 
Published: April 2009

Letbe a real quadratic field. It is well known that if 3 divides the class number ofk, then 3 divides the class number of, and thus it dividesB1,χω−1, where χ and ω are characters belonging to the fieldskandrespectively. In general, the main conjecture of Iwasawa theory implies that if an odd primepdivides the class number ofk, thenpdividesB1,χω−1, where ω is the Teichmüller character forp.The aim of this paper is to examine its converse whenpsplits ink. Letk∞be the ℤp-extension ofk=k0andhnbe the class number ofkn, thenth layer of the ℤp-extension. We shall prove that ifp|B1,χω−1, thenp|hnfor alln≥ 1. In terms of Iwasawa theory, this amounts to saying that ifM∞/k∞, is nontrivial, thenL∞/k∞is nontrivial, whereM∞andL∞are the maximal abelianp-extensions unramified outsidepand unramified everywhere respectively.
An interpolation by successive derivatives at a finite set
Authors: Chung Soon-Yeong 
Published: April 2009

For an n-times differentiable function f(x) whose derivatives f(j)(xj) at x = xj, j = 0, 1, …, n are specified, we introduce a sequence of fundamental polynomials to interpolate f(x) with a remainder asThe remainder R(x|x0, x1,… xn) is given in an integral form and Lagrange's form.In addition, by introducing orthogonality of Sobolev type we verify the best optimality of the approximations and interpret the fundamental polynomials as a kind of Sobolev orthogonal polynomial.
A note on Hadamard arrays
Authors: Cooper Joan 
Published: April 2009

Let V = mk + 1 be a prime power; we show for m even it is not possible to partition the Galois field GF(v) to give four (0, 1, −1) matrices X1, X2, X3, X4 satisfying:(i) Xi * Xj = 0, i ≠ j, i, j = 1, 2, 3, 4;(ii) is a (1, −1) matrix;(iii) Thus this method of partitioning the Galois field GF(V), into four matrices satisfying the above conditions, cannot be used to find Baumert-Hall Hadamard arrays BH[4V] for v = 9, 11, 17, 23, 27, 29, ….
On perturbed stochastic discrete systems
Authors: Pachpatte B.G. 
Published: April 2009

The object of this paper is to study a stochastic discrete system, including an operator T, of the formas a perturbation of the linear stochastic discrete systemwhere ω ∈ Ω, the supporting set of probability measure space (Ω, A, P) and n ∈ N, the set of nonnegative integers. We are concerned vith the existence, uniqueness, boundedness, and asymptotic behavior of random solutions of the above equation.
Error bounds in the approximation of functions
Authors: Sahney Badri N. , Gopal Rao V. Venu 
Published: April 2009

Let f(x) ε Lipα, 0 < α < 1, in the range (-π, π), and periodic with period 2π, outside this range. Also let.We define the norm asand let the degree of approximation be given bywhere Tn (x) is some n–th trigonometric polynomial.
On the differential equation for the conventional tide-well system
Authors: Noye B.J. 
Published: April 2009

This paper discusses solutions to the differential equationwhich governs the heightof the non-dimensional water level inside a conventional tide-well when the corresponding height of the sea-level outside is X(τ). A perturbation solution correct to O(β4), for small β, for the particular case X = sinτ described previously has been extended to O(β6) for any function X(τ) differentiable at least three times. Two special cases, where X(τ) is a single sinusoid and the sum of two sinusoids, are treated in detail.
A finitely generated, infinitely related group with trivial multiplicator
Authors: Baumslag Gilbert 
Published: April 2009

We exhibit a 3-generator metabelian group which is not finitely related but has a trivial multiplicator.1. The purpose of this note is to establish the exitense of a finitely generated group which is not finitely related, but whose multiplecator is finitely generated. This settles negatively a question whichb has been open for a few years (it was first brought to my attention by Michel Kervaire and Joan Landman Dyer in 1964, but I believe it is somewhat older). The group is given in the follwing theorem.
Construction of strongly regular graphs using affine designs: Corrigenda
Authors: Wallis W.D. 
Published: April 2009

There is a numerical error in the statement of Theorem 1 of [1]. The expressionwhich occurs in (6) must be replaced byand a similar change must be made in line 5 of page 46. As a consequence, equation (7) must be changed toand the definition of x toin the statement of Theorem 2. These changes are purely arithmetical, and do not entail any further changes in the paper.
Correlated Order Flow: Pervasiveness, Sources, and Pricing Effects
Authors: Harford Jarrad , Kaul Aditya 
Published: April 2009

AbstractWe examine the importance of indexing, industry, and broad market forces in driving common effects in order flow, returns, and trading costs. Common effects are strong for order flow and returns in a sample of S&P 500 stocks, but are weak in a sample of non-index stocks and for trading costs in both samples. Industry and broad market effects exist in order flow for both samples, but indexing effects are dominant. Correlated order flow drives common effects in returns and, to a lesser extent, those in trading costs. An event study of the effect of index addition on order flow and return comovement reinforces these conclusions. Our results show that common effects are not pervasive and have implications for diversification strategies and price formation models.
The Performance of Alternative Interest Rate Risk Measures and Immunization Strategies under a Heath-Jarrow-Morton Framework
Authors: Agca Senay 
Published: April 2009

AbstractUsing a Monte Carlo simulation, this study addresses the question of how traditional risk measures and immunization strategies perform when the term structure evolves in a Heath-Jarrow-Morton (1992) manner. The results suggest that, for immunization purposes, immunization strategies and portfolio formation strategies are more important than interest rate risk measures. The performance of immunization strategies depends more on the transaction costs and the holding period than on the risk measures. Moreover, the immunization performance of bullet and barbell portfolios is not very sensitive to interest rate risk measures.
Stealth Trading in Options Markets
Authors: Anand Amber , Chakravarty Sugato 
Published: April 2009

AbstractWe investigate how price discovery occurs in the options markets through traders' trade size choice. By employing transactions data on all options traded on a sample of 100 firms, we show that informed traders fragment their orders into small (medium) trades for low (high) volume contracts. We also find that almost 60% of the price discovery occurs in the exchange with the largest market share for a given option, where informed traders favor medium size trades. Upon examining distinct option series for a given stock, we find that at-the-money calls display the highest information share.
The Declining Information Content of Dividend Announcements and the Effects of Institutional Holdings
Authors: Amihud Yakov , Li Kefei 
Published: April 2009

AbstractWe propose an explanation for the “disappearing dividend” phenomenon: a decline in the information content of dividend announcements, which reduces the propensity of firms to use dividends as a costly signal. A reason for a decline in the information content of dividends is the rise in holdings by institutional investors that are more sophisticated and informed. Indeed, we find a decline in CAR at dividend change announcements since the mid–1970s. Across firms, CAR is a decreasing function of institutional holdings. Institutional investors exploit their superior information and buy before dividend increases. In addition, dividends are less likely to rise in firms with high institutional holdings.
Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier
Authors: Ibáñez Alfredo , Zapatero Fernando 
Published: April 2009

AbstractThis paper introduces a Monte Carlo simulation method for pricing multidimensional American options based on the computation of the optimal exercise frontier. We consider Bermudan options that can be exercised at a finite number of times and compute the optimal exercise frontier recursively. We show that for every date of possible exercise, any single point of the optimal exercise frontier is a fixed point of a simple algorithm. Once the frontier is computed, we use plain vanilla Monte Carlo simulation to price the option and obtain a low-biased estimator. We illustrate the method with applications to several types of options.
Bullish/Bearish Strategies of Trading: A Nonlinear Equilibrium
Authors: Dridi Ramdan , Germain Laurent 
Published: April 2009

AbstractWe study a financial market where risk-neutral traders are endowed with a signal that perfectly reveals the direction (but not the exact amount) of the liquidation value of a normally distributed risky asset. The impact of order flow on prices is nonlinear with a bullish/bearish information structure, which is broadly consistent with empirical evidence. Also, private information is revealed quicker than in a strategic oligopoly.
Missed Opportunities: Optimal Investment Timing When Information is Costly
Authors: Guthrie Graeme 
Published: April 2009

AbstractReal option analysis typically assumes that projects are continuously evaluated and launched at precisely the time determined to be optimal, but real world projects cannot be managed in this way because of the costs of formally evaluating an investment opportunity. This paper shows that immediate investment is more attractive if evaluation costs are high or the amount of information to be revealed by an evaluation is large. The optimal delay until a reevaluation is long if evaluation costs are high or the amount of information to be revealed by an evaluation is small. The reduction in the value of project rights is especially severe when the value of the completed project is strongly mean reverting because then precision in investment timing is particularly important.
Do Market Timing Hedge Funds Time the Market?
Authors: Chen Yong , Liang Bing 
Published: April 2009

AbstractThis paper examines whether self-described market timing hedge funds have the ability to time the U.S. equity market. We propose a new measure for timing return and volatility jointly that relates fund returns to the squared Sharpe ratio of the market portfolio. Using a sample of 221 market timing funds during 1994–2005, we find evidence of timing ability at both the aggregate and fund levels. Timing ability appears relatively strong in bear and volatile market conditions. Our findings are robust to other explanations, including public information-based strategies, options trading, and illiquid holdings. Bootstrap analysis shows that the evidence is unlikely to be attributed to luck.
A Yen is Not a Yen: TIBOR/LIBOR and the Determinants of the Japan Premium
Authors: Covrig Vicentiu , Low Buen Sin , Melvin Michael 
Published: April 2009

AbstractPricing in the euroyen market is based on LIBOR, the London Interbank Offered Rate, set at 11:00AM London time or TIBOR, the Tokyo Interbank Offered Rate, set at 11:00AM Tokyo time. The changing TIBOR-LIBOR spread reflects the credit risk associated with Japanese banks or the “Japan premium”. The spread is modeled as a function of determinants of bank default and firm value. Systematic variation in the spread can be explained by interest rate and stock price effects along with public information flows of good and bad news regarding Japanese banking, with a separate role for bank credit downgrades and upgrades.