(1) M(x) ≪ x 1 2. Conversely, the estimate M(x) ≪ x 12+ǫ implies, by partial summation, the convergence of the series ∑∞ n=1 μ(n)n −s = 1/ζ(s) for any σ > 1/2, and therefore RH. Subsequently, E. Landau [5] showed that, assuming RH, (1) is valid with ǫ ≪ log log log x/ log log x, and E.C. Titchmarsh [13] improved this to ǫ ≪ 1/ log log x. H. Maier and H.L. Montgomery [7] obtained a substantial i...

We establish the preserving log-convexity property for the generalized Pascal triangles. It is an extension of a result of H. Davenport and G. Pólya “On the product of two power series”, who proved that the binomial convolution of two log-convex sequences is log-convex.

We respond to Sornette and Johansen’s criticisms of our findings regarding log-periodic precursors to financial crashes. Included in this paper are discussions of the Sornette-Johansen theoretical paradigm, traditional methods of identifying log-periodic precursors, the behavior of the first differences of a log-periodic price series, and the distribution of drawdowns for a securities price.

A hybrid estimator of the log-spectral density of a stationary time series is proposed. First, a multiple taper estimate is performed, followed by kernel smoothing the log-multiple taper estimate. This procedure reduces the expected mean square error by (π 2 4) 4/5 over simply smoothing the log tapered periodogram. A data adaptive implementation of a variable bandwidth kernel smoother is given.

We use generalized power series to construct algebraically a nonstandard model of the theory of the real eld with exponentiation. This model enables us to show the undeenability of the zeta function and certain non-elementary and improper integrals. We also use this model to answer a question of Hardy by showing that the compositional inverse to the function (log x)(log log x) is not asymptotic...

Nowadays almost every major company has a monitoring system and produces log data to analyse their systems. To perform analysation on the log data and to extract experience for future decisions it is important to transform and synchronize different time series. For synchronizing multiple time series serveral methods are provided so that they are leading to a synchronized uniform time series. Th...

The present paper constitutes the third paper in a series of four papers and may be regarded as the culmination of the abstract conceptual portion of the theory developed in the series. In the present paper, we study the theory surrounding the log-theta-lattice, a highly non-commutative two-dimensional diagram of “miniature models of conventional scheme theory”, called Θ±ellNF-Hodge theaters. H...