In this paper, we show that there is no negative upper bound for the sectional curvature of Teichmüller space of Riemann surfaces with the Weil–Petersson metric. Mathematics Subject Classifications (2000). 32G15, 53C21, 30F60.

A large financial market is described by a sequence of standard general models of continuous trading. It turns out that the absence of asymptotic arbitrage of the first kind is equivalent to the contiguity of sequence of objective probabilities with respect to the sequence of upper envelopes of equivalent martingale measures, while absence of asymptotic arbitrage of the second kind is equivalen...

We investigate default probabilities and default correlations of Merton-type credit portfolio models in stress scenarios where a common risk factor is truncated. For elliptically distributed asset variables, the asymptotic limits of default probabilities and default correlations depend on the max-domain of attraction of the asset variables. In the regularly varying case, we derive an integral r...

Studying Pukanszky's type III factor, M2, we show that it does not have the property of asymptotic abelianness and discuss how this property is related to property L. We also prove that there are no asymptotic abelian II factors. The extension (by ampliation) of central sequences in a finite factor, N, to M ® N is shown to be central. Also, we give two examples of the reduction (by equivalence)...

In this paper, we show the uniqueness of smooth embedded selfshrinkers asymptotic to generalized cylinders of infinite order. Also, we construct non-rotationally symmetric self-shrinking ends asymptotic to generalized cylinders with rate as fast as any given polynomial.

This paper deals with the notion of a large financial market and the concepts of asymptotic arbitrage and strong asymptotic arbitrage (both of the first kind), introduced in [13], [14]. We show that the arbitrage properties of a large market are completely determined by the asymptotic behavior of the sequence of the numéraire portfolios, related to small markets. The obtained criteria can be ex...

Far too many courts lack interest in either education or engineering. This also can be applied to the police departments. In too many in­ stances educators are indifferent to the courts, police and engineering. Not desiring to point an accusing finger, it is felt that traffic engineer­ ing falls as short of perfection in this regard as the other fields of re­ sponsibility in traffic safety. If,...

In this study, the stochastic restricted and unrestricted two-parameter estimators of fixed and random effects are investigated in the linear mixed measurement error models. For this purpose, the asymptotic properties and then the comparisons under the criterion of mean squared error matrix (MSEM) are derived. Furthermore, the proposed methods are used for estimating the biasing parameters. Fin...

we propose a wavelet based stochastic regression function estimator for the estimation of the regression function for a sequence of pairwise negative quadrant dependent random variables with a common one-dimensional probability density function. some asymptotic properties of the proposed estimator are investigated. it is found that the estimators have similar properties to their counterparts st...

We consider n observations from the GARCH-type model: S = σ2Z, where σ2 and Z are independent random variables. We develop a new wavelet linear estimator of the unknown density of σ2 under four different dependence structures: the strong mixing case, the β- mixing case, the pairwise positive quadrant case and the ρ-mixing case. Its asymptotic mean integrated squared error properties are ...