Book reviews
(2015)
Journal Article
Fry, J. (2015). Book reviews. Market technician : the journal of the Society of Technical Analysts, 79, 8-8
All Outputs (16)
Book reviews (2015)
Journal Article
Fry, J. (2015). Book reviews. Market technician : the journal of the Society of Technical Analysts, 78, 6-7
Musielak-Orlicz spaces that are isomorphic to subspaces of L1 (2015)
Journal Article
Prochno, J. (2015). Musielak-Orlicz spaces that are isomorphic to subspaces of L1. Annals of Functional Analysis, 6(1), 84-94. https://doi.org/10.15352/afa/06-1-7We prove that 1/n! ∑π∈Gn (∑ni=1 |xiai,π(i)|2)1/2 is equivalent to a Musielak-Orlicz norm ||x||∑Mi. We also provide the converse result, i.e., given the Orlicz functions, we provide a formula for the choice of the matrix that generates the correspondi... Read More about Musielak-Orlicz spaces that are isomorphic to subspaces of L1.
Metastability of the Ising model on random regular graphs at zero temperature (2015)
Journal Article
Dommers, S. (2017). Metastability of the Ising model on random regular graphs at zero temperature. Probability theory and related fields, 167(1-2), 305-324. https://doi.org/10.1007/s00440-015-0682-0We study the metastability of the ferromagnetic Ising model on a random r-regular graph in the zero temperature limit. We prove that in the presence of a small positive external field the time that it takes to go from the all minus state to the all p... Read More about Metastability of the Ising model on random regular graphs at zero temperature.
What is required in terms of mass drug administration to interrupt the transmission of schistosome parasites in regions of endemic infection? (2015)
Journal Article
Anderson, R., Turner, H., Farrell, S., Yang, J., & Truscott, J. (2015). What is required in terms of mass drug administration to interrupt the transmission of schistosome parasites in regions of endemic infection?. Parasites and Vectors, 8(1), Article 553. https://doi.org/10.1186/s13071-015-1157-yBackground Schistosomiasis is endemic in 54 countries, but has one of the lowest coverages by mass drug administration of all helminth diseases. However, with increasing drug availability through donation, the World Health Organisation has set a goa... Read More about What is required in terms of mass drug administration to interrupt the transmission of schistosome parasites in regions of endemic infection?.
Probabilistic estimates for tensor products of random vectors (2015)
Journal Article
Alonso-Gutiérrez, D., Passenbrunner, M., & Prochno, J. (2016). Probabilistic estimates for tensor products of random vectors. Proceedings of the American Mathematical Society, 144(5), 2133-2148. https://doi.org/10.1090/proc/12883We prove some probabilistic estimates for tensor products of random vectors, generalizing results that were obtained by Gordon, Litvak, Schütt,
Improved decision for a resource-efficient fusion scheme in cooperative spectrum sensing (2015)
Presentation / Conference Contribution
Guimarães, D. A., Aquino, G. P., & Cattaneo, M. E. G. V. (2015, June). Improved decision for a resource-efficient fusion scheme in cooperative spectrum sensing. Presented at IWT 2015 - 2015 International Workshop on TelecommunicationsPaper presented at at 2015 International Workshop on Telecommunications (IWT), 14th to 17th of June, Santa Rita do Sapucai, Brazil. Abstract Recently, a novel decision fusion scheme for cooperative spectrum sensing was proposed, aiming at saving reso... Read More about Improved decision for a resource-efficient fusion scheme in cooperative spectrum sensing.
The rank of the semigroup of transformations stabilising a partition of a finite set (2015)
Journal Article
Araújo, J., Bentz, W., Mitchell, J., & Schneider, C. (2015). The rank of the semigroup of transformations stabilising a partition of a finite set. Mathematical proceedings of the Cambridge Philosophical Society, 159(02), 339-353. https://doi.org/10.1017/S0305004115000389Let P be a partition of a finite set X. We say that a full transformation f:X→X preserves (or stabilizes) the partition P if for all P∈P there exists Q∈P such that Pf⊆Q. Let T(X,P) denote the semigroup of all full transformations of X that preserve t... Read More about The rank of the semigroup of transformations stabilising a partition of a finite set.
On the abundance of extreme voids (2015)
Journal Article
Chongchitnan, S. (2015). On the abundance of extreme voids. Journal of cosmology and astroparticle physics, May(05), 062-062. https://doi.org/10.1088/1475-7516/2015/05/062Cosmic voids have been shown to be an effective probe of cosmology, complementary to galaxy clusters. In this work, we present a simple theoretical framework for predicting of the size of the largest voids expected within a given redshift and volume.... Read More about On the abundance of extreme voids.
Elementary modelling and behavioural analysis for emergency evacuations using social media (2015)
Journal Article
Fry, J., & Binner, J. (2016). Elementary modelling and behavioural analysis for emergency evacuations using social media. European journal of operational research, 249(3), 1014-1023. https://doi.org/10.1016/j.ejor.2015.05.049Social media usage in evacuations and emergency management represents a rapidly expanding field of study. Our paper thus provides quantitative insight into a serious practical problem. Within this context a behavioural approach is key. We discuss whe... Read More about Elementary modelling and behavioural analysis for emergency evacuations using social media.
Resource-efficient fusion with pre-compensated transmissions for cooperative spectrum sensing (2015)
Journal Article
Cattaneo, M. E., Aquino, G. P., & Guimarães, D. A. (2015). Resource-efficient fusion with pre-compensated transmissions for cooperative spectrum sensing. Sensors, 15(5), 10891-10908. https://doi.org/10.3390/s150510891© 2015 by the authors; licensee MDPI, Basel, Switzerland. Recently, a novel fusion scheme for cooperative spectrum sensing was proposed for saving resources in the control channel. Secondary users (SUs) simultaneously report their decisions using bin... Read More about Resource-efficient fusion with pre-compensated transmissions for cooperative spectrum sensing.
The commuting graph of the symmetric inverse semigroup (2015)
Journal Article
Araújo, J., Bentz, W., & Janusz, K. (2015). The commuting graph of the symmetric inverse semigroup. Israel journal of mathematics, 207(1), 103-149. https://doi.org/10.1007/s11856-015-1173-9The commuting graph of a finite non-commutative semigroup S, denoted G(S), is a simple graph whose vertices are the non-central elements of S and two distinct vertices x, y are adjacent if xy = yx. Let I(X) be the symmetric inverse semigroup of parti... Read More about The commuting graph of the symmetric inverse semigroup.
Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)
Journal Article
Cheah, E., & Fry, J. (2015). Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin. Economics letters, 130, 32-36. https://doi.org/10.1016/j.econlet.2015.02.029Amid its rapidly increasing usage and immense public interest the subject of Bitcoin has raised profound economic and societal issues. In this paper we undertake economic and econometric modelling of Bitcoin prices. As with many asset classes we show... Read More about Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin.
Stochastic modelling for financial bubbles and policy (2015)
Journal Article
Fry, J. (2015). Stochastic modelling for financial bubbles and policy. Cogent Economics and Finance, 3(1), Article 1002152. https://doi.org/10.1080/23322039.2014.1002152In this paper, we draw upon the close relationship between statistical physics and mathematical finance to develop a suite of models for financial bubbles and crashes. By modifying previous approaches, we are able to derive novel analytical formulae... Read More about Stochastic modelling for financial bubbles and policy.
On the Gaussian behavior of marginals and the mean width of random polytopes (2015)
Journal Article
Alonso-Gutiérrez, D., & Prochno, J. (2015). On the Gaussian behavior of marginals and the mean width of random polytopes. Proceedings of the American Mathematical Society, 143(2), 821-832. https://doi.org/10.1090/S0002-9939-2014-12401-4© 2014 American Mathematical Society. We show that the expected value of the mean width of a random polytope generated by N random vectors (n ≤ N ≤ e√n) uniformly distributed in an isotropic convex body in ℝnis of the order√logNLK. This completes a r... Read More about On the Gaussian behavior of marginals and the mean width of random polytopes.
Uniform estimates for averages of order statistics of matrices (2015)
Journal Article
Lechner, R., Passenbrunner, M., & Prochno, J. (2015). Uniform estimates for averages of order statistics of matrices. Electronic Communications in Probability, 20, 1-12. https://doi.org/10.1214/ECP.v20-3992We prove uniform estimates for the expected value of averages of order statistics of matrices interms of their largest entries. As an application, we obtain similar probabilistic estimates for ℓp norms via real interpolation.