wanyu/IteraTeR_full_sent huggingface dataset:
Original:  The sum of the durations of pause and the following translocation defines the dwell time at the binding site on the microtubule . Using the NOSC model (Nishinari et. al. PRL, {\bf 95}, 118101 (2005)) , which captures the Brownian ratchet mechanism of individual KIF1A along with its biochemical cycle , we systematically derive an analytical expression for the dwell time distribution.
Revised:  The sum of the durations of pause and the following translocation defines the dwell time . Using the NOSC model (Nishinari et. al. PRL, {\bf 95}, 118101 (2005)) , which captures the Brownian ratchet mechanism of individual KIF1A along with its biochemical cycle , we systematically derive an analytical expression for the dwell time distribution.
Edit intent: clarity
Original:  The sum of the durations of pause and the following translocation defines the dwell time at the binding site on the microtubule . Using the NOSC model (Nishinari et. al. PRL, {\bf 95}, 118101 (2005)) , which captures the Brownian ratchet mechanism of individual KIF1A along with its biochemical cycle , we systematically derive an analytical expression for the dwell time distribution.
Revised:  The sum of the durations of pause and the following translocation defines the dwell time at the binding site on the microtubule . Using the NOSC model (Nishinari et. al. PRL, {\bf 95}, 118101 (2005)) of individual KIF1A along with its biochemical cycle , we systematically derive an analytical expression for the dwell time distribution.
Edit intent: coherence
Original:  The sum of the durations of pause and the following translocation defines the dwell time at the binding site on the microtubule . Using the NOSC model (Nishinari et. al. PRL, {\bf 95}, 118101 (2005)) , which captures the Brownian ratchet mechanism of individual KIF1A along with its biochemical cycle , we systematically derive an analytical expression for the dwell time distribution.
Revised:  The sum of the durations of pause and the following translocation defines the dwell time at the binding site on the microtubule . Using the NOSC model (Nishinari et. al. PRL, {\bf 95}, 118101 (2005)) , which captures the Brownian ratchet mechanism of individual KIF1A , we systematically derive an analytical expression for the dwell time distribution.
Edit intent: clarity
Original:  The f-circuits are constructed from the f-circuits of the same topology, with the proper "alfa", so that the given topology is kept, and 'f' is an additive function of the connection.
Revised:  The f-circuits are constructed from the "alfa"-circuits of the same topology, with the proper "alfa", so that the given topology is kept, and 'f' is an additive function of the connection.
Edit intent: clarity
Original:  LIKWID is a collection of small command line applications that support inexperienced as well as seasoned programmers in developing and running software in an efficient way. The development of LIKWID is targeted on providing access to performance-oriented tooling in a transparent and easy manner. We present the four tools that comprise LIKWID and show the influence of thread pinning on performance using the well-known OpenMP STREAM triad benchmark .
Revised:  LIKWID is a set of command-line utilities that addresses four key problems: Probing the thread and cache topology of a shared-memory node, enforcing thread-core affinity on a program, measuring performance counter metrics, and toggling hardware prefetchers. An API for using the performance counting features from user code is also included. We clearly state the differences to the widely used PAPI interface. To demonstrate the capabilities of the tool set we show the influence of thread pinning on performance using the well-known OpenMP STREAM triad benchmark .
Edit intent: meaning-changed
Original:  We present the four tools that comprise LIKWID and show the influence of thread pinning on performance using the well-known OpenMP STREAM triad benchmark . On the example of a stencil code specifically optimized to utilize cache topology we demonstrate the usage of likwid-pin and likwid-perfCtr .
Revised:  We present the four tools that comprise LIKWID and show the influence of thread pinning on performance using the well-known OpenMP STREAM triad benchmark , and use the affinity and hardware counter tools to study the performance of a stencil code specifically optimized to utilize cache topology we demonstrate the usage of likwid-pin and likwid-perfCtr .
Edit intent: meaning-changed
Original:  We identify optimal content placement strategies in a particular scenario of limited content catalogue , casting the problem into the framework of loss networks .
Revised:  We distinguish two scenarios, namely "Distributed Server Networks" (DSN) for which requests are exogenous to the system, and "Pure P2P Networks" (PP2PN) for which requests emanate from the peers themselves. For both scenarios, we consider a loss network model of performance, and determine asymptotically optimal content placement strategies in a particular scenario of limited content catalogue , casting the problem into the framework of loss networks .
Edit intent: meaning-changed
Original:   Relating the system performance to properties of a specific random graph model, we establish a content placement strategy which again maximizes system performance , provided storage space per peer grows unboundedly, although arbitrarily slowly, with system size.
Revised:  Under this scaling, we establish that storage space per peer must necessarily grow unboundedly if bandwidth utilization is to be maximized. Relating the system performance to properties of a specific random graph model, we establish a content placement strategy which again maximizes system performance , provided storage space per peer grows unboundedly, although arbitrarily slowly, with system size.
Edit intent: meaning-changed
Original:   Relating the system performance to properties of a specific random graph model, we establish a content placement strategy which again maximizes system performance , provided storage space per peer grows unboundedly, although arbitrarily slowly, with system size.
Revised:  Relating the system performance to properties of a specific random graph model, we then identify a content placement strategy which again maximizes system performance , provided storage space per peer grows unboundedly, although arbitrarily slowly, with system size.
Edit intent: clarity
Original:   Relating the system performance to properties of a specific random graph model, we establish a content placement strategy which again maximizes system performance , provided storage space per peer grows unboundedly, although arbitrarily slowly, with system size.
Revised:  Relating the system performance to properties of a specific random graph model, we establish a content placement strategy and a request acceptance policy which jointly maximize bandwidth utilization , provided storage space per peer grows unboundedly, although arbitrarily slowly, with system size.
Edit intent: meaning-changed
Original:  To every convex regular risk measure \rho on {\cal C}_b(\Omega), we associate a canonical c_{\rho of probability measures . Furthermore{\cal   the convex risk measure admits a dual representation in terms of a weakly relatively compact set of probability measures absolutely continuous with respect to some probability measure belonging to the canonical c_{\rho .
Revised:  To every convex regular risk measure \rho on {\cal C}_b(\Omega), we associate a canonical c_{\rho of probability measures on Borel sets, characterizing the riskless non positive elements of{\cal the convex risk measure admits a dual representation in terms of a weakly relatively compact set of probability measures absolutely continuous with respect to some probability measure belonging to the canonical c_{\rho .
Edit intent: meaning-changed
Original:  Furthermore{\cal   the convex risk measure admits a dual representation in terms of a weakly relatively compact set of probability measures absolutely continuous with respect to some probability measure belonging to the canonical c_{\rho .
Revised:  Furthermore{\cal _b(\Omega). We prove that the convex risk measure admits a dual representation in terms of a weakly relatively compact set of probability measures absolutely continuous with respect to some probability measure belonging to the canonical c_{\rho .
Edit intent: meaning-changed
Original:  To get these results we study the topological properties of the dual of the Banach space L^1(c) associated to some capacity cand we prove a representation Theorem for convex risk measures on L^1(c). As applications, we obtain that every G-expectation \E (resp. in case of uncertain volatility every sublinear risk measure \rho), admits a representation with a numerable family of probability measures absolutely continuous with respect to some P belonging to the canonical c-class, with c(f )=  \E(|f|) , (resp.
Revised:  To get these results we study the topological properties of the dual of the Banach space L^1(c) associated to a capacity c. As application we obtain that every G-expectation \E (resp. in case of uncertain volatility every sublinear risk measure \rho), admits a representation with a numerable family of probability measures absolutely continuous with respect to some P belonging to the canonical c-class, with c(f )= \E(|f|) , (resp.
Edit intent: coherence
Original:  As applications, we obtain that every G-expectation \E (resp. in case of uncertain volatility every sublinear risk measure \rho), admits a representation with a numerable family of probability measures absolutely continuous with respect to some P belonging to the canonical c-class, with c(f )=  \E(|f|) , (resp.
Revised:  As applications, we obtain that every G-expectation \E has a representation with a numerable family of probability measures absolutely continuous with respect to some P belonging to the canonical c-class, with c(f )= \E(|f|) , (resp.
Edit intent: clarity
Original:  As applications, we obtain that every G-expectation \E (resp. in case of uncertain volatility every sublinear risk measure \rho), admits a representation with a numerable family of probability measures absolutely continuous with respect to some P belonging to the canonical c-class, with c(f )=  \E(|f|) , (resp.
Revised:  As applications, we obtain that every G-expectation \E (resp. in case of uncertain volatility every sublinear risk measure \rho), admits a representation with a countable set of probability measures absolutely continuous with respect to some P belonging to the canonical c-class, with c(f )= \E(|f|) , (resp.
Edit intent: clarity
Original:  As applications, we obtain that every G-expectation \E (resp. in case of uncertain volatility every sublinear risk measure \rho), admits a representation with a numerable family of probability measures absolutely continuous with respect to some P belonging to the canonical c-class, with c(f )=  \E(|f|) , (resp.
Revised:  As applications, we obtain that every G-expectation \E (resp. in case of uncertain volatility every sublinear risk measure \rho), admits a representation with a numerable family of probability measures absolutely continuous with respect to a probability measure P such that P(|f| )= \E(|f|) , (resp.
Edit intent: clarity
Original:  As applications, we obtain that every G-expectation \E (resp. in case of uncertain volatility every sublinear risk measure \rho), admits a representation with a numerable family of probability measures absolutely continuous with respect to some P belonging to the canonical c-class, with c(f )=  \E(|f|) , (resp.
Revised:  As applications, we obtain that every G-expectation \E (resp. in case of uncertain volatility every sublinear risk measure \rho), admits a representation with a numerable family of probability measures absolutely continuous with respect to some P belonging to the canonical c-class, with c(f )= 0 iff \E(|f|) , (resp.
Edit intent: meaning-changed
Original:  As applications, we obtain that every G-expectation \E (resp. in case of uncertain volatility every sublinear risk measure \rho), admits a representation with a numerable family of probability measures absolutely continuous with respect to some P belonging to the canonical c-class, with c(f )=  \E(|f|) , (resp. \rho(-|f|)) .
Revised:  As applications, we obtain that every G-expectation \E (resp. in case of uncertain volatility every sublinear risk measure \rho), admits a representation with a numerable family of probability measures absolutely continuous with respect to some P belonging to the canonical c-class, with c(f )= \E(|f|) =0. We also apply our results to the case of uncertain volatility .
Edit intent: meaning-changed
Original:  The model, despite the parsimonious approach , is able to reproduce several empirical features of the high-frequency dynamics of the market microstructure not only related to the price movements but also to the deposition of the orders in the book.
Revised:  The model, despite making just few basic assumptions over the trading strategies of the agents , is able to reproduce several empirical features of the high-frequency dynamics of the market microstructure not only related to the price movements but also to the deposition of the orders in the book.
Edit intent: meaning-changed
Original: We develop a  non-life reserving model using a stable-1/2 random bridge to simulate the accumulation of paid claims, allowing for an  arbitrary choice of a priori distribution for the ultimate loss.
Revised: We develop a class of non-life reserving model using a stable-1/2 random bridge to simulate the accumulation of paid claims, allowing for an arbitrary choice of a priori distribution for the ultimate loss.
Edit intent: meaning-changed
Original: We develop a  non-life reserving model using a stable-1/2 random bridge to simulate the accumulation of paid claims, allowing for an  arbitrary choice of a priori distribution for the ultimate loss.
Revised: We develop a non-life reserving model using a stable-1/2 random bridge to simulate the accumulation of paid claims, allowing for an essentially arbitrary choice of a priori distribution for the ultimate loss.
Edit intent: meaning-changed
Original: Detrending moving average (DMA)  is a widely used method to quantify the correlation of non-stationary signals. We generalize DMA to multifractal detrending moving average (MFDMA) , and then extend one-dimensional MFDMA to two-dimensional version.
Revised: Detrending moving average (DMA) is a widely used method to quantify the correlation of non-stationary time series and the long-range correlations of fractal surfaces, which contains a parameter \theta determining the position of the detrending window. We develop multifractal detrending moving average (MFDMA) , and then extend one-dimensional MFDMA to two-dimensional version.
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Original:  We generalize DMA to multifractal detrending moving average (MFDMA) , and then extend one-dimensional MFDMA to two-dimensional version. In the paper, we elaborate one-dimensional and two-dimensional MFDMA theoretically and apply the methods to synthetic multifractal measures  .
Revised:  We generalize DMA to multifractal detrending moving average (MFDMA) , and then extend one-dimensional multifractal measures and higher-dimensional multifractals, which is a generalization of the DMA method. The performance of the one-dimensional and two-dimensional MFDMA theoretically and apply the methods to synthetic multifractal measures .
Edit intent: meaning-changed
Original:  In the paper, we elaborate one-dimensional and two-dimensional MFDMA theoretically and apply the methods to synthetic multifractal measures  .
Revised:  In the paper, we elaborate one-dimensional and two-dimensional MFDMA theoretically and apply the methods to synthetic multifractal measures with analytical solutions for backward (\theta=0), centered (\theta=0.5), and forward (\theta=1) detrending windows .
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Original:  We also compare the performance of MFDMA with MFDFA, and report that MFDMA is superior to MFDFA when apply them to analysis the properties of one-dimensional and two-dimensional multifractal measures .
Revised:  In addition, the backward MFDMA method has the best performance, which provides the most accurate estimates of the scaling exponents with lowest error bars, while the centered MFDMA method has the worse performance. It is found that the backward MFDMA algorithm also outperforms the multifractal detrended fluctuation analysis (MFDFA). The one-dimensional backward MFDMA method is applied to analyzing the time series of Shanghai Stock Exchange Composite Index and its multifractal nature is confirmed .
Edit intent: coherence
Original:  The results present the best equilibrium point between maximization of dividend pay-outs and minimization of risks  .
Revised:  The results present the best equilibrium point between maximization of dividend pay-outs and minimization of risks . Moreover, the paper also gets a risk-based capital standard to ensure the capital requirement of can cover the total given risk and discusses how the model parameters, such as, volatility, premium rate, and risk level, impact on risk-based capital standard, optimal retention ratio, optimal dividend payout level and the company's profit by numerical results .
Edit intent: meaning-changed
Original:  Moreover, the paper also gets a risk-based capital standard to ensure the capital requirement of can cover the total given risk and discusses how the model parameters, such as, volatility, premium rate, and risk level, impact on risk-based capital standard, optimal retention ratio, optimal dividend payout level and the company's profit by numerical results .
Revised:  The paper also gets a risk-based capital standard to ensure the capital requirement of can cover the total given risk and discusses how the model parameters, such as, volatility, premium rate, and risk level, impact on risk-based capital standard, optimal retention ratio, optimal dividend payout level and the company's profit by numerical results .
Edit intent: coherence
Original:  Moreover, the paper also gets a risk-based capital standard to ensure the capital requirement of can cover the total given risk and discusses how the model parameters, such as, volatility, premium rate, and risk level, impact on risk-based capital standard, optimal retention ratio, optimal dividend payout level and the company's profit by numerical results .
Revised:  Moreover, the paper also gets a risk-based capital standard to ensure the capital requirement of can cover the total given risk . We present numerical results to make analysis how the model parameters, such as, volatility, premium rate, and risk level, impact on risk-based capital standard, optimal retention ratio, optimal dividend payout level and the company's profit by numerical results .
Edit intent: coherence
Original:  Moreover, the paper also gets a risk-based capital standard to ensure the capital requirement of can cover the total given risk and discusses how the model parameters, such as, volatility, premium rate, and risk level, impact on risk-based capital standard, optimal retention ratio, optimal dividend payout level and the company's profit by numerical results .
Revised:  Moreover, the paper also gets a risk-based capital standard to ensure the capital requirement of can cover the total given risk and discusses how the model parameters, such as, volatility, premium rate, and risk level, impact on risk-based capital standard, optimal retention ratio, optimal dividend payout level and the company's profit .
Edit intent: coherence
Original:   We aim at establishing explicitly the value of such a loan and ranges of fair values of key parameters : this loan size, interest rate,  fee for providing such a service and quantity of this automatic termination clause and relationships among these parameters as well as the optimal terminable stopping times .
Revised:  Mathematically, it is a kind of optimal stopping problems arising from the pricing of financial products which is first revealed. We aim at establishing explicitly the value of such a loan and ranges of fair values of key parameters : this loan size, interest rate, fee for providing such a service and quantity of this automatic termination clause and relationships among these parameters as well as the optimal terminable stopping times .
Edit intent: meaning-changed
Original:   We aim at establishing explicitly the value of such a loan and ranges of fair values of key parameters : this loan size, interest rate,  fee for providing such a service and quantity of this automatic termination clause and relationships among these parameters as well as the optimal terminable stopping times .
Revised:  We aim at establishing explicitly the value of such a loan and ranges of fair values of key parameters : this loan size, interest rate, cap, margin and fee for providing such a service and quantity of this automatic termination clause and relationships among these parameters as well as the optimal terminable stopping times .
Edit intent: meaning-changed
Original:   We aim at establishing explicitly the value of such a loan and ranges of fair values of key parameters : this loan size, interest rate,  fee for providing such a service and quantity of this automatic termination clause and relationships among these parameters as well as the optimal terminable stopping times .
Revised:  We aim at establishing explicitly the value of such a loan and ranges of fair values of key parameters : this loan size, interest rate, fee for providing such a service and quantity of this automatic termination clause and relationships among these parameters as well as the optimal exercise times. We present numerical results and make analysis about the model parameters and how they impact on value of stock loan .
Edit intent: meaning-changed
Original:  In addition , although risk and return should be highly correlated, over-risking is not a good recipe for high return . Therefore, the managements of the company have to impose their preferred risk level and additional charge on firm seeking services beyond or lower than the  level.
Revised:  In addition , although risk and return should be highly correlated, over-risking is not a good recipe for high return , the supervisors of the company have to impose their preferred risk level and additional charge on firm seeking services beyond or lower than the level.
Edit intent: coherence
Original:  This paper aims at solving this kind of the optimal problems, that is, working out the optimal control policy of the insurance company , in particular, exact minimum dividend barrier, and finding the optimal return function associated with the optimal policy .
Revised:  This paper aims at solving this kind of the optimal problems, that is, deriving the optimal retention ratio,dividend payout level, optimal return function and optimal control policy of the insurance company , in particular, exact minimum dividend barrier, and finding the optimal return function associated with the optimal policy .
Edit intent: meaning-changed
Original:  This paper aims at solving this kind of the optimal problems, that is, working out the optimal control policy of the insurance company , in particular, exact minimum dividend barrier, and finding the optimal return function associated with the optimal policy .
Revised:  This paper aims at solving this kind of the optimal problems, that is, working out the optimal control policy of the insurance company . As a by-product, the paper also sets a risk-based capital standard to ensure the capital requirement of can cover the total given risk, and the effect of the risk level on optimal retention ratio, dividend payout level and optimal control policy are also presented .
Edit intent: meaning-changed