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Analysis Of Sequential Barycenter Random Probability Measures via Discrete Constructions

Description: Hill and Monticino (1998) introduced a constructive method for generating random probability measures with a prescribed mean or distribution on the mean. The method involves sequentially generating an array of barycenters that uniquely defines a probability measure. This work analyzes statistical properties of the measures generated by sequential barycenter array constructions. Specifically, this work addresses how changing the base measures of the construction affects the statististics of m… more
Date: December 2002
Creator: Valdes, LeRoy I.
open access

Applications of Graph Theory and Topology to Combinatorial Designs

Description: This dissertation is concerned with the existence and the isomorphism of designs. The first part studies the existence of designs. Chapter I shows how to obtain a design from a difference family. Chapters II to IV study the existence of an affine 3-(p^m,4,λ) design where the v-set is the Galois field GF(p^m). Associated to each prime p, this paper constructs a graph. If the graph has a 1-factor, then a difference family and hence an affine design exists. The question arises of how to determine … more
Date: December 1988
Creator: Somporn Sutinuntopas
open access

Aspects of Universality in Function Iteration

Description: This work deals with some aspects of universal topological and metric dynamic behavior of iterated maps of the interval.
Date: December 1991
Creator: Taylor, John (John Allen)
open access

The Continuous Wavelet Transform and the Wave Front Set

Description: In this paper I formulate an explicit wavelet transform that, applied to any distribution in S^1(R^2), yields a function on phase space whose high-frequency singularities coincide precisely with the wave front set of the distribution. This characterizes the wave front set of a distribution in terms of the singularities of its wavelet transform with respect to a suitably chosen basic wavelet.
Date: December 1993
Creator: Navarro, Jaime
open access

Contributions to Descriptive Set Theory

Description: Assume AD+V=L(R). In the first chapter, let W^1_1 denote the club measure on \omega_1. We analyze the embedding j_{W^1_1}\restr HOD from the point of view of inner model theory. We use our analysis to answer a question of Jackson-Ketchersid about codes for ordinals less than \omega_\omega. In the second chapter, we provide an indiscernibles analysis for models of the form L[T_n,x]. We use our analysis to provide new proofs of the strong partition property on \delta^1_{2n+1}
Date: December 2016
Creator: Dance, Cody
open access

Cycles and Cliques in Steinhaus Graphs

Description: In this dissertation several results in Steinhaus graphs are investigated. First under some further conditions imposed on the induced cycles in steinhaus graphs, the order of induced cycles in Steinhaus graphs is at most [(n+3)/2]. Next the results of maximum clique size in Steinhaus graphs are used to enumerate the Steinhaus graphs having maximal cliques. Finally the concept of jumbled graphs and Posa's Lemma are used to show that almost all Steinhaus graphs are Hamiltonian.
Date: December 1994
Creator: Lim, Daekeun
open access

A Decomposition of the Group Algebra of a Hyperoctahedral Group

Description: The descent algebra of a Coxeter group is a subalgebra of the group algebra with interesting representation theoretic properties. For instance, the natural map from the descent algebra of the symmetric group to the character ring is a surjective algebra homomorphism, so the descent algebra implicitly encodes information about the representations of the symmetric group. However, this property does not hold for other Coxeter groups. Moreover, a complete set of primitive idempotents in the descent… more
Date: December 2016
Creator: Tomlin, Drew E

Hamiltonian cycles in subset and subspace graphs.

Description: In this dissertation we study the Hamiltonicity and the uniform-Hamiltonicity of subset graphs, subspace graphs, and their associated bipartite graphs. In 1995 paper "The Subset-Subspace Analogy," Kung states the subspace version of a conjecture. The study of this problem led to a more general class of graphs. Inspired by Clark and Ismail's work in the 1996 paper "Binomial and Q-Binomial Coefficient Inequalities Related to the Hamiltonicity of the Kneser Graphs and their Q-Analogues," we defin… more
Access: Restricted to UNT Community Members. Login required if off-campus.
Date: December 2004
Creator: Ghenciu, Petre Ion
open access

Level Curves of the Angle Function of a Positive Definite Symmetric Matrix

Description: Given a real N by N matrix A, write p(A) for the maximum angle by which A rotates any unit vector. Suppose that A and B are positive definite symmetric (PDS) N by N matrices. Then their Jordan product {A, B} := AB + BA is also symmetric, but not necessarily positive definite. If p(A) + p(B) is obtuse, then there exists a special orthogonal matrix S such that {A, SBS^(-1)} is indefinite. Of course, if A and B commute, then {A, B} is positive definite. Our work grows from the following quest… more
Date: December 2009
Creator: Bajracharya, Neeraj
open access

Maximum Likelihood Estimation of Logistic Sinusoidal Regression Models

Description: We consider the problem of maximum likelihood estimation of logistic sinusoidal regression models and develop some asymptotic theory including the consistency and joint rates of convergence for the maximum likelihood estimators. The key techniques build upon a synthesis of the results of Walker and Song and Li for the widely studied sinusoidal regression model and on making a connection to a result of Radchenko. Monte Carlo simulations are also presented to demonstrate the finite-sample perform… more
Date: December 2013
Creator: Weng, Yu
open access

Minimality of the Special Linear Groups

Description: Let F denote the field of real numbers, complex numbers, or a finite algebraic extension of the p-adic field. We prove that the special linear group SLn(F) with the usual topology induced by F is a minimal topological group. This is accomplished by first proving the minimality of the upper triangular group in SLn(F). The proof for the upper triangular group uses an induction argument on a chain of upper triangular subgroups and relies on general results for locally compact topological groups, q… more
Date: December 1997
Creator: Hayes, Diana Margaret
open access

Natural Smooth Measures on the Leaves of the Unstable Manifold of Open Billiard Dynamical Systems

Description: In this paper, we prove, for a certain class of open billiard dynamical systems, the existence of a family of smooth probability measures on the leaves of the dynamical system's unstable manifold. These measures describe the conditional asymptotic behavior of forward trajectories of the system. Furthermore, properties of these families are proven which are germane to the PYC programme for these systems. Strong sufficient conditions for the uniqueness of such families are given which depend upon… more
Date: December 1998
Creator: Richardson, Peter A. (Peter Adolph), 1955-

A New Class of Stochastic Volatility Models for Pricing Options Based on Observables as Volatility Proxies

Description: One basic assumption of the celebrated Black-Scholes-Merton PDE model for pricing derivatives is that the volatility is a constant. However, the implied volatility plot based on real data is not constant, but curved exhibiting patterns of volatility skews or smiles. Since the volatility is not observable, various stochastic volatility models have been proposed to overcome the problem of non-constant volatility. Although these methods are fairly successful in modeling volatilities, they still re… more
Date: December 2021
Creator: Zhou, Jie
open access

Nonparametric Estimation of Receiver Operating Characteristic Surfaces Via Bernstein Polynomials

Description: Receiver operating characteristic (ROC) analysis is one of the most widely used methods in evaluating the accuracy of a classification method. It is used in many areas of decision making such as radiology, cardiology, machine learning as well as many other areas of medical sciences. The dissertation proposes a novel nonparametric estimation method of the ROC surface for the three-class classification problem via Bernstein polynomials. The… more
Date: December 2012
Creator: Herath, Dushanthi N.

Optimal Pair-Trading Decision Rules for a Class of Non-Linear Boundary Crossings by Ornstein-Uhlenbeck Processes

Description: The most useful feature used in finance of the Ornstein-Uhlenbeck (OU) stochastic process is its mean-reverting property: the OU process tends to drift towards its long- term mean (its equilibrium state) over time. This important feature makes the OU process arguably the most popular statistical model for developing best pair-trading strategies. However, optimal strategies depend crucially on the first passage time (FPT) of the OU process to a suitably chosen boundary and its probability densi… more
Date: December 2021
Creator: Tamakloe, Emmanuel Edem Kwaku
open access

Optimal Strategies for Stopping Near the Top of a Sequence

Description: In Chapter 1 the classical secretary problem is introduced. Chapters 2 and 3 are variations of this problem. Chapter 2, discusses the problem of maximizing the probability of stopping with one of the two highest values in a Bernoulli random walk with arbitrary parameter p and finite time horizon n. The optimal strategy (continue or stop) depends on a sequence of threshold values (critical probabilities) which has an oscillating pattern. Several properties of this sequence have been proved by Dr… more
Date: December 2015
Creator: Islas Anguiano, Jose Angel

Option Pricing Under New Classes of Jump-Diffusion Processes

Description: In this dissertation, we introduce novel exponential jump-diffusion models for pricing options. Firstly, the normal convolution gamma mixture jump-diffusion model is presented. This model generalizes Merton's jump-diffusion and Kou's double exponential jump-diffusion. We show that the normal convolution gamma mixture jump-diffusion model captures some economically important features of the asset price, and that it exhibits heavier tails than both Merton jump-diffusion and double exponential jum… more
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Date: December 2023
Creator: Adiele, Ugochukwu Oliver
open access

Polynomial Isomorphisms of Cayley Objects Over a Finite Field

Description: In this dissertation the Bays-Lambossy theorem is generalized to GF(pn). The Bays-Lambossy theorem states that if two Cayley objects each based on GF(p) are isomorphic then they are isomorphic by a multiplier map. We use this characterization to show that under certain conditions two isomorphic Cayley objects over GF(pn) must be isomorphic by a function on GF(pn) of a particular type.
Date: December 1989
Creator: Park, Hong Goo

Quantization Dimension for Probability Definitions

Description: The term quantization refers to the process of estimating a given probability by a discrete probability supported on a finite set. The quantization dimension Dr of a probability is related to the asymptotic rate at which the expected distance (raised to the rth power) to the support of the quantized version of the probability goes to zero as the size of the support is allowed to go to infinity. This assumes that the quantized versions are in some sense ``optimal'' in that the expected distances… more
Access: Restricted to UNT Community Members. Login required if off-campus.
Date: December 2001
Creator: Lindsay, Larry J.
open access

R₀ Spaces, R₁ Spaces, And Hyperspaces

Description: The purpose of this paper is to further investigate R0 spaces, R1 spaces, and hyperspaces. The R0 axiom was introduced by N. A. Shanin in 1943. Later, in 1961, A. S. Davis investigated R0 spaces and introduced R1 spaces. Then, in 1975, William Dunham further investigated R1 spaces and proved that several well-known theorems can be generalized from a T2 setting to an R1 setting. In Chapter II R0 and R1 spaces are investigated and additional theorems that can be generalized from a T2 setting to a… more
Date: December 1976
Creator: Dorsett, Charles I.
open access

A Random Walk Version of Robbins' Problem

Description: Robbins' problem is an optimal stopping problem where one seeks to minimize the expected rank of their observations among all observations. We examine random walk analogs to Robbins' problem in both discrete and continuous time. In discrete time, we consider full information and relative ranks versions of this problem. For three step walks, we give the optimal stopping rule and the expected rank for both versions. We also give asymptotic upper bounds for the expected rank in discrete time. Fina… more
Date: December 2018
Creator: Allen, Andrew
open access

Rankin-Cohen Brackets for Hermitian Jacobi Forms and Hermitian Modular Forms

Description: In this thesis, we define differential operators for Hermitian Jacobi forms and Hermitian modular forms over the Gaussian number field Q(i). In particular, we construct Rankin-Cohen brackets for such spaces of Hermitian Jacobi forms and Hermitian modular forms. As an application, we extend Rankin's method to the case of Hermitian Jacobi forms. Finally we compute Fourier series coefficients of Hermitian modular forms, which allow us to give an example of the first Rankin-Cohen bracket of two Her… more
Date: December 2016
Creator: Martin, James D. (James Dudley)
open access

Semi-supervised and Self-evolving Learning Algorithms with Application to Anomaly Detection in Cloud Computing

Description: Semi-supervised learning (SSL) is the most practical approach for classification among machine learning algorithms. It is similar to the humans way of learning and thus has great applications in text/image classification, bioinformatics, artificial intelligence, robotics etc. Labeled data is hard to obtain in real life experiments and may need human experts with experimental equipments to mark the labels, which can be slow and expensive. But unlabeled data is easily available in terms of web pa… more
Date: December 2012
Creator: Pannu, Husanbir Singh
open access

T-Sets of Normed Linear Spaces

Description: This paper is a study of T-sets of normed linear spaces. Geometrical properties of normed linear spaces are developed in terms of intersection properties shared by a subcollection of T-sets of the space and in terms of special spanning properties shared by each T-set of a subcollection of T-sets of the space. A characterization of the extreme points of the unit ball of the dual of a normed linear space is given in terms of the T-sets of the space. Conditions on the collection of T-sets of a nor… more
Date: December 1976
Creator: McCormick, Robert E.
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