Jump Traces with Large Gapsby
نویسنده
چکیده
We settle the main question left open in HiSl] by establishing that for all n there exists a Turing degree a with jump trace of the form (? ! 0 ; ? n) | that is, for all k 2 !, 0 (k) T a (k) T 0 (n+k) and a (k) is incomparable with 0 (k+1) ; : : :; 0 (n+k?1). It follows that every consistent jump trace is realized.
منابع مشابه
Bidding Strategy on Demand Side Using Eligibility Traces Algorithm
Restructuring in the power industry is followed by splitting different parts and creating a competition between purchasing and selling sections. As a consequence, through an active participation in the energy market, the service provider companies and large consumers create a context for overcoming the problems resulted from lack of demand side participation in the market. The most prominent ch...
متن کاملبررسی آزمایشگاهی اثر تخلیه تحتانی سد انحرافی روی مشخصات پرش هیدرولیکی
One of the usual ways to dissipate excess energy in the dam's downstream is hydraulic jump. Hydraulic jump is a rapidly varied flow, in which the flow conditions change from supercritical to sub-critical with a large amount of energy loss. In this research, a combination of two water jets in the form of overflow dam and underflow through a slot on the body of an ogee dam with the USBR standard ...
متن کاملSpecial functions with bounded variation and with weakly differentiable traces on the jump set
متن کامل
Learning the Hang Power Clean: Kinetic, Kinematic, and Technical Changes in Four Weightlifting Naive Athletes.
The investment in learning required to reach benefit with weightlifting training is currently not well understood in elite athletes. The purpose of this investigation was to quantify changes in vertical jump power production and kinematic variables in hang power clean (HPC) performance during the learning process from a naive state in a multiple single-subject research design. Four elite athlet...
متن کاملClosed formulas for the price and sensitivities of European options under a double exponential jump diffusion model
We derive closed formulas for the prices of European options andtheir sensitivities when the underlying asset follows a double-exponentialjump diffusion model, as considered by S. Kou in 2002. This author hasderived the option price by making use of double series where each termrequires the computation of a sequence of special functions, such thatthe implementation remains difficult for a large...
متن کامل