9/2007 |
Full Bayesian Analysis for Price Calculation in Jump-diffusion Models Laura L. R. Rifo, Soledad Torres We observe a process $X$ on a fixed time interval $[0, T]$, at times $0, T/n, 2T/n, \ldots ,T$ and we wish to decide whether the process has jumps or not. We study an evidence measure driven by a full Bayesian analysis for Jump-diffusion model. In order to compare power, we adapt the full Bayesian decision procedure, as defined in Pereira and Stern, \cite{perste}. rp-2007-9.pdf |
8/2007 |
Skew-Normal Distribution in Multivariate Null Intercept Measurement Error Model Filidor E. Vilca-Labra, R. Aoki, V. Garibay, Víctor H. Lachos In this paper we discuss inferential aspects of the multivariate null intercept measurement error model where the unobserved value of the covariate (latent variable) follows a skew-normal distribution. First, closed form expressions of the marginal likelihood, the score function and the observed information matrix of the observed quantities are presented allowing direct inference implementation. Then, we indicate how maximum likelihood estimators of the parameter vector may be obtained via the ECM algorithm. Additionally, an EM-type algorithm for evaluating the restricted maximum likelihood estimate under equality constraints on the regression coe±cients is examined. In order to discuss some diagnostic techniques in this type of models, we derive the appropriate matrices to assess the local in°uence on the parameters estimate under di®erent perturbation schemes. The results and methods are applied to a dental clinical trial presented in Hadgu and Koch (1999). rp-2007-8.pdf |
7/2007 |
Laguerre Expansions and Products of Distributions, Pedro J. Catuogno Federico N. Martínez, Sandra Molina In this paper we introduce two products of tempered distributions with positive support. These products are based in the Laguerre representation of distributions. rp-2007-7.pdf |
6/2007 |
Symmetric and Nonsymmetric Soliton Solutions for a Class of Quasilinear Schrödinger Equations Uberlândio Batista Severo In this paper we use the variational methods, more precisely, the Mountain-Pass Theorem and Principle of Symmetric Criticality to establish multiplicity of solutions for the following class of quasilinearelliptic problems:\[\begin{array}{lll}-\Delta u +V(z)u-\Delta (u^2)u = h(u), & \;\text{in}\; &\mathbb{R}^N\ \ (N\geq 4).\end{array}\]We assume that the potential $V:\mathbb{R}^N\rightarrow \mathbb{R}$ is positive and bounded away from zero and satisfies periodic and symmetric conditions, and the nonlinear term$h:\mathbb{R}\rightarrow \mathbb{R}$ has subcritical growth and satisfies a condition of the type Ambrosetti-Rabinowitz. |
5/2007 |
Multiplicity of Soliton Solutions for Quasilinear Schrödinger Equations Uberlândio Batista Severo In this paper we use the Fountain theorem to obtain infinitely many solutions for the following class of quasilinear Schr\"{o}dinger equations:\[\begin{array}{lll}-(|u'|^{p-2}u')'+ V(x)|u|^{p-2}u - (|(u^2)'|^{p-2}(u^2)')'u=\lambda|u|^{r-1}u,\ \ u\inW^{1,p}(\mathbb{R}),\\\end{array}\]where $\lambda$ is a positive parameter, $1 < p < \infty, \; r>2p-1 $ and the potential $V(x)$ is nonnegative and bounded away from zero outside of a ball. |
4/2007 |
Conservations Laws for Critical Kohn-Laplace Equations on the Heisenberg Group Yuri Bozhkov, Igor Leite Freire Using the complete group classification of semilinear differential equations on the Heisenberg group $\Hi$, carried out in a preceding work, we establish the conservation laws for the critical Kohn-Laplace equations via Noether Theorem. rp-2007-4.pdf |
3/2007 |
Absolutely Summing Mappings, Nuclear Mappings and Convolution Equations Mario C. Matos The material of this book was taught in the discipline Topics on Functional Analysis of the Graduate Program of IMECC-UNICAMP during the first semester of 2005.The results of Chapter 9 are new and extend the Existence and Approximations Theorems for convolution equations presented by C.P. Gupta in his PHD dissertation at University of Rochester in 1968 (see [5]). Of course, the theorems of this chapter, as well as those in Gupta's dissertation, are the infinite dimensional versions of well known results proved by B. Malgrange (see [9]).In order to get the above results we wrote Chapter 8, where we introduced and proved theorems on quasi-nuclear holomorphic mappings between Banach spaces.Chapter 8, with new results and extensions of the nuclear mappings considered before by Gupta (see [5]) and Matos (see [12]), is essential for the construction of the quasi-nuclear mappings.In Chapter 5 we considered $(p;m(s; q))$-summing mappings, first studied in Matos [14]. The new features in this chapter are the introduction of the exponential type $(p;m(s; q))$-summing mappings and the division results for them. These division theorems play an important role in Chapter 9.In Chapters 4 and 6 we consider linear and non-linear $(m(s; p); q)$-summing mappings. Soares in [20] considered holomorphic, multilinear and polynomial mixing summing mappings, special cases of the mappings considered in Chapter 6. The results of this Chapter 6 are new. It would be nice if someone could find for these mappings similar results to those proved in Chapters 9,8 and 5.The results of Chapters 1,2 and 3 are all known and they are there in order to motivate and prove results used in the others chapters.Since the length of the new material proved here forbids the publication of it in some journal, we opted to publish this book, in a limited edition, in order to make it accessible to the interested researchers of the area.I want to thank Vinicius Vieira Favaro for the careful reading of the first version of this book and also for pointing out several mistakes and misprints of that version. rp-2007-3.pdf |
2/2007 |
Skew-Normal/Independent Distributions, with Applications Víctor H. Lachos, Filidor E. Vilca-Labra Normal/independent distributions are often used as a challenging family for statistical procedures of symmetrical data. In this article, we have defined a skewed version of these distributions in the multivariate setting and we have derived several of its properties. The main virtue of the members of this family of distributions is that they are easy to simulate from and they also lend themselves to the Monte Carlo EM algorithm for maximum likelihood estimation. For multivariate skewed responses, the EM-type algorithm has been discussed with emphasis on the skew-t, on the skew-slash, and on the skew-contaminated normal distributions. Results obtained from simulated and real data sets are reported illustrating the usefulness of the proposed methodology. rp-2007-2.pdf |
1/2007 |
Control Sets on Flag Manifolds and Ideal Boundaries of Symmetric Spaces Marcelo Firer, O. G. do Rocio Given a semigroup $S$ with non-empty interior, contained in a semisimple real Lie group of non-compact type $G$, the effective control sets of $S$ in the flag manifolds are well known. In this work we consider the orbits of $S$ in a symmetric space and its images by the Weyl group and describe the effective control sets in the flag manifolds as images of those orbits. rp-2007-1.pdf |
40/2006 |
Circulant Graphs, Lattices and Spherical Codes Sueli I. R. Costa, João E. Strapasson, Rogério M. Siqueira, Marcelo Muniz Circulant graphs are homogeneous graphs with special properties which have been used to build interconnection networks for parallel computing. The association of a circulant graph to a spherical code in dimension $2\,k$ is presented here via the construction of an isomorphic graph supported by a lattice of $\mathds{R}^k$. |