We propose a decision theoretic framework that allows a decision maker to
express its causal model of the world. We extend the model of Savage (1972) by
allowing the decision maker (DM) to choose policy interventions prior to
choosing acts ...
Zero-Inflated Autoregressive Conditional Duration Model for Discrete
Trade Durations with Excessive Zeros
December 18, 2018
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Quantitative Finance
Statistics
Statistical Finance
Methodology
In finance, durations between successive transactions are usually modeled by
the autoregressive conditional duration model based on a continuous
distribution omitting zero values. Zero or close-to-zero durations can be
caused by either spli...
Chiral QCD phase in equilibrium with Hadron Gas and the location of the
critical point
December 17, 2018
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Physics
Nuclear Theory
High Energy Physics - Phenomenology
Nuclear Theory
High Energy Physics - Phenomenology
We develop a description of the equation of state of QCD matter with restored
chiral symmetry, which is in thermal and chemical equilibrium with the hadronic
phase. The hadron gas is described with thermodynamically consistent volume
correc...
Tiling an Equilateral Triangle
December 17, 2018
Mathematics
Combinatorics
History and Overview
Metric Geometry
Let ABC be an equilateral triangle. For certain triangles T (the "tile")
and certain N, it is possible to cut ABC into N copies of T. It is
known that only certain shapes of T are possible, but until now very little
was known ...
Hamiltonian cubic bipartite graphs
December 16, 2018
Mathematics
General Mathematics
We provide a polynomial time algorithm to determine a cubic bipartite graph
has a hamilton cycle or not....
Points accessible in average by rearrangement of sequences
December 14, 2018
Mathematics
Classical Analysis and ODEs
We investigate the set of limit points of averages of rearrangements of a
given sequence. We study how the properties of the sequence determine the
structure of that set and what type of sets we can expect as the set of such
accessible poin...
Posterior Projection for Inference in Constrained Spaces
December 13, 2018
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Statistics
Methodology
Methodology
Estimation of parameters that obey specific constraints is crucial in
statistics and machine learning; for example, when parameters are required to
satisfy boundedness, monotonicity, or linear inequalities. Traditional
approaches impose the...
Some proofs of the Poincar\'e-Birkhoff-Witt theorem and related matters
December 12, 2018
Mathematics
Rings and Algebras
This expository paper focuses on free Lie K-algebras and the basic PBW
theorem. We argue in various ways that the basic PBW theorem is a quite close
consequence of the Magnus-Witt theorems concerning free Lie algebras....
Solutions to a moving boundary problem on the Boltzmann equation
December 11, 2018
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Mathematics
Analysis of PDEs
Analysis of PDEs
Motivated by the numerical investigation by Aoki et al. [1], we study a
rarefied gas flow between two parallel infinite plates of the same temperature
governed by the Boltzmann equation with diffuse reflection boundaries, where
one plate is...
On the final limit of a transition matrix
December 11, 2018
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Mathematics
Classical Analysis and ODEs
Probability
Classical Analysis and ODEs
Probability
An efficient algorithm is presented for computation of the limit of exp(t A)
for t towards infinity where A denotes an intensity matrix of finite dimension....