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Mycielski-Regular Measures

Description: Let μ be a Radon probability measure on M, the d-dimensional Real Euclidean space (where d is a positive integer), and f a measurable function. Let P be the space of sequences whose coordinates are elements in M. Then, for any point x in M, define a function ƒn on M and P that looks at the first n terms of an element of P and evaluates f at the first of those n terms that minimizes the distance to x in M. The measures for which such sequences converge in measure to f for almost every sequence a… more
Date: August 2011
Creator: Bass, Jeremiah Joseph
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-
open access

A New Algorithm for Finding the Minimum Distance between Two Convex Hulls

Description: The problem of computing the minimum distance between two convex hulls has applications to many areas including robotics, computer graphics and path planning. Moreover, determining the minimum distance between two convex hulls plays a significant role in support vector machines (SVM). In this study, a new algorithm for finding the minimum distance between two convex hulls is proposed and investigated. A convergence of the algorithm is proved and applicability of the algorithm to support vector … more
Date: May 2009
Creator: Kaown, Dougsoo

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

Non-Resonant Uniserial Representations of Vec(R)

Description: The non-resonant bounded uniserial representations of Vec(R) form a certain class of extensions composed of tensor density modules, all of whose subquotients are indecomposable. The problem of classifying the extensions with a given composition series is reduced via cohomological methods to computing the solution of a certain system of polynomial equations in several variables derived from the cup equations for the extension. Using this method, we classify all non-resonant bounded uniserial ext… more
Date: May 2018
Creator: O'Dell, Connor
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.

A Novel Two-Stage Adaptive Method for Estimating Large Covariance and Precision Matrices

Description: Estimating large covariance and precision (inverse covariance) matrices has become increasingly important in high dimensional statistics because of its wide applications. The estimation problem is challenging not only theoretically due to the constraint of its positive definiteness, but also computationally because of the curse of dimensionality. Many types of estimators have been proposed such as thresholding under the sparsity assumption of the target matrix, banding and tapering the sample c… more
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Date: August 2019
Creator: Rajendran, Rajanikanth
open access

A Numerical Method for Solving Singular Differential Equations Utilizing Steepest Descent in Weighted Sobolev Spaces

Description: We develop a numerical method for solving singular differential equations and demonstrate the method on a variety of singular problems including first order ordinary differential equations, second order ordinary differential equations which have variational principles, and one partial differential equation.
Date: August 1995
Creator: Mahavier, William Ted
open access

Numerical Values of the Hausdorff and Packing Measures for Limit Sets of Iterated Function Systems

Description: In the context of fractal geometry, the natural extension of volume in Euclidean space is given by Hausdorff and packing measures. These measures arise naturally in the context of iterated function systems (IFS). For example, if the IFS is finite and conformal, then the Hausdorff and packing dimensions of the limit sets agree and the corresponding Hausdorff and packing measures are positive and finite. Moreover, the map which takes the IFS to its dimension is continuous. Developing on previous … more
Date: August 2017
Creator: Reid, James Edward
open access

On Factors of Rank One Subshifts

Description: Rank one subshifts are dynamical systems generated by a regular combinatorial process based on sequences of positive integers called the cut and spacer parameters. Despite the simple process that generates them, rank one subshifts comprise a generic set and are the source of many counterexamples. As a result, measure theoretic rank one subshifts, called rank one transformations, have been extensively studied and investigations into rank one subshifts been the basis of much recent work. We will … more
Date: May 2018
Creator: Ziegler, Caleb
open access

On Sharp Permutation Groups whose Point Stabilizers are Certain Frobenius Groups

Description: We investigate non-geometric sharp permutation groups of type {0,k} whose point stabilizers are certain Frobenius groups. We show that if a point stabilizer has a cyclic Frobenius kernel whose order is a power of a prime and Frobenius complement cyclic of prime order, then the point stabilizer is isomorphic to the symmetric group on 3 letters, and there is up to permutation isomorphism, one such permutation group. Further, we determine a significant structural description of non-geometric sharp… more
Date: May 2023
Creator: Norman, Blake Addison
open access

On Steinhaus Sets, Orbit Trees and Universal Properties of Various Subgroups in the Permutation Group of Natural Numbers

Description: In the first chapter, we define Steinhaus set as a set that meets every isometric copy of another set at exactly one point. We show that there is no Steinhaus set for any four-point subset in a plane.In the second chapter, we define the orbit tree of a permutation group of natural numbers, and further introduce compressed orbit trees. We show that any rooted finite tree can be realized as a compressed orbit tree of some permutation group. In the third chapter, we investigate certain classes of … more
Date: August 2012
Creator: Xuan, Mingzhi
open access

On the Descriptive Complexity and Ramsey Measure of Sets of Oracles Separating Common Complexity Classes

Description: As soon as Bennett and Gill first demonstrated that, relative to a randomly chosen oracle, P is not equal to NP with probability 1, the random oracle hypothesis began piquing the interest of mathematicians and computer scientists. This was quickly disproven in several ways, most famously in 1992 with the result that IP equals PSPACE, in spite of the classes being shown unequal with probability 1. Here, we propose what could be considered strengthening of the random oracle hypothesis, using a st… more
Date: August 2022
Creator: Creiner, Alex
open access

On the Subspace Dichotomy of Lp[0; 1] for 2 < p < ∞

Description: The structure and geometry of subspaces of a given Banach space is among the most fundamental questions in Functional Analysis. In 1961, Kadec and Pelczyński pioneered a field of study by analyzing the structures of subspaces and basic sequences in L_p[0,1] under a naturally occurring restriction of p, 2 < p <\infty. They proved that any infinite-dimensional subspace X\subset L_p[0,1] for 2<p<\infty must either be isomorphic to l_2 and complemented in L_p or must contain a complemented subspace… more
Date: August 2021
Creator: James, Christopher W
open access

Operators on Continuous Function Spaces and Weak Precompactness

Description: If T:C(H,X)-->Y is a bounded linear operator then there exists a unique weakly regular finitely additive set function m:-->L(X,Y**) so that T(f) = ∫Hfdm. In this paper, bounded linear operators on C(H,X) are studied in terms the measure given by this representation theorem. The first chapter provides a brief history of representation theorems of these classes of operators. In the second chapter the represenation theorem used in the remainder of the paper is presented. If T is a weakly compact o… more
Date: August 1988
Creator: Abbott, Catherine Ann
open access

Optimal Look-Ahead Stopping Rules for Simple Random Walk

Description: In a stopping rule problem, a real-time player decides to stop or continue at stage n based on the observations up to that stage, but in a k-step look-ahead stopping rule problem, we suppose the player knows k steps ahead. The aim of this Ph.D. dissertation is to study this type of prophet problems for simple random walk, determine the optimal stopping rule and calculate the expected return for them. The optimal one-step look-ahead stopping rule for a finite simple random walk is determined in … more
Date: August 2021
Creator: Sharif Kazemi, Zohreh

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

Overrings of an Integral Domain

Description: This dissertation focuses on the properties of a domain which has the property that each ideal is a finite intersection of a π-ideal, the properties of a domain which have the property that each ideal is a finite product of π-ideal, and the containment relations of the resulting classes of ideals. Chapter 1 states definitions which are needed in later chapters. Chapters 2 and 3 focuses on domains which have the property that each ideal in D is a finite intersection of π-ideals while Chapter 4 f… more
Date: August 1992
Creator: Emerson, Sharon Sue
open access

Partition Properties for Non-Ordinal Sets under the Axiom of Determinacy

Description: In this paper we explore coloring theorems for the reals, its quotients, cardinals, and their combinations. This work is done under the scope of the axiom of determinacy. We also explore generalizations of Mycielski's theorem and show how these can be used to establish coloring theorems. To finish, we discuss the strange realm of long unions.
Date: May 2017
Creator: Holshouser, Jared

The Pettis Integral and Operator Theory

Description: Let (Ω, Σ, µ) be a finite measure space and X, a Banach space with continuous dual X*. A scalarly measurable function f: Ω→X is Dunford integrable if for each x* X*, x*f L1(µ). Define the operator Tf. X* → L1(µ) by T(x*) = x*f. Then f is Pettis integrable if and only if this operator is weak*-to-weak continuous. This paper begins with an overview of this function. Work by Robert Huff and Gunnar Stefansson on the operator Tf motivates much of this paper. Conditions that make Tf weak*-to-weak c… more
Access: Restricted to UNT Community Members. Login required if off-campus.
Date: August 2001
Creator: Huettenmueller, Rhonda
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
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