We study the supergravity solutions describing non-extremal enhançons. There are two branches of solutions: a ‘shell branch’ connected to the extremal solution, and a ‘horizon branch’ which connects to the Schwarzschild black hole at large mass. We show that the shell branch solutions violate the weak energy condition, and are hence unphysical. We investigate linearized perturbations of the hor...

This paper is concerned with a generalization of classical inventory models (with xed ordering costs) that exhibit (s; S) policies. In our model, the distribution of demands in successive periods is dependent on a Markov chain. The model includes the case of cyclic or seasonal demand. The model is further extended to incorporate some other realistic features such as no ordering periods and stor...

We consider the effects of the Faddeev-Popov determinant in the Coulomb gauge on the confinement properties of the QCD vacuum. We show that the the determinant is needed to regularize the otherwise divergent functional integrals near the Gribov horizon but still enables large field configurations to generate IR enhanced running coupling. The physical gluon propagator is found to be strongly sup...

The payoff distribution pricing model (PDPM) of Dybvig [13] is a powerful tool for measuring the inefficiency of any investment strategy in a multiperiod setting. In this study, we extend the PDPM in three major ways. Firstly, we develop an operational formula for computing the inefficiency amount of a strategy. Secondly, we use six different investment horizons spanning from one month to five ...

Brownian motion is used to model the uncertainty in the motion of cars on a highway. The probability of collision of two adjacent cars within a xed horizon is calculated and its implications are discussed. Moreover, the probability of collision in the presence of emergency braking is also obtained by modeling the occurrence of emergency braking as a Poisson process.

In this paper, we propose some improvements for the problem of time series prediction with neural networks where a medium-term prediction horizon is needed. In particular, the ionospheric prediction service of the french Centre National d' Etudes des T el ecommunica-tions needs a six-month ahead prediction of a sunspots related time series which has a strong innuence on wave propagation in iono...

We consider space-times which in addition to admitting an isolated horizon also admit Killing horizons with or without an event horizon. We show that an isolated horizon is a Killing horizon provided either (1) it admits a stationary neighbourhood or (2) it admits a neighbourhood with two independent, commuting Killing vectors. A Killing horizon is always an isolated horizon. For the case when ...

We construct spontaneously vectorized black holes where a real vector field is coupled to the Gauss-Bonnet invariant. employ three coupling functions for field, and determine respective domains of existence holes. These are bounded by marginally stable Schwarzschild critical also address effects mass term. For given hole horizon radius smaller than Since vanishes at horizon, there no contributi...

2 The Dedication, or Cash-Flow Matching (CFM) Model. 3 2.1 The Deterministic Case . . . . . . . . . . . . . . . . . . . . . 4 2.1.1 Short-term reinvesting and borrowing . . . . . . . . . 5 2.1.2 Tradeability Considerations . . . . . . . . . . . . . . . 6 2.1.3 Transactions costs . . . . . . . . . . . . . . . . . . . . 8 2.1.4 Rebalancing an existing portfolio . . . . . . . . . . . . 8 2.1.5 Tim...

This paper relates predictable gains from positions in fed funds futures contracts to violations of the expectations hypothesis of the term structure of interest rates. Although evidence for predictable gains from positions in short-horizon contracts is mixed, we find that gains in longer-horizon contracts can be well described using Markov switching models, with predictability associated with ...