In this paper we recast the Cox–Ingersoll–Ross model of interest rates into the chaotic representation recently introduced by Hughston and Rafailidis. Beginning with the “squared Gaussian representation” of the CIR model, we find a simple expression for the fundamental random variable X∞. By use of techniques from the theory of infinite dimensional Gaussian integration, we derive an explicit fo...

We show that the numbers of generations and anti-generations of a (2,2) string compactification with diagonal internal theory can be expressed in terms of certain specifications of the elliptic genus of the untwisted internal theory which can be computed from the Poincaré polynomial. To establish this result we show that there are no cancellations of positive and negative contributions to the E...

Intelligent Information systems do not usually possess complete information about the world with which they interact. The AGM paradigm has become one of the standard frameworks for modeling changes to repositories of information. Its principal constructions for change operators rely on some form of underlying preference relation. The process of changing such a preference relation is known as a ...

Probabilistic model checking for systems with large or unbounded state space is a challenging computational problem in formal modelling and its applications. Numerical algorithms require an explicit representation of the state space, while statistical approaches require a large number of samples to estimate the desired properties with high confidence. Here, we show how model checking of time-bo...

Robust control systems synthesis is generally recast as a class of robust feasibility problems which is to find a solution satisfying a set of parameter-dependent convex constraints for all possible parameter values. For this class of the problems, a stochastic ellipsoid method with multiple cuts each of which corresponds to each of the constraint is proposed, where a new update rule is present...

Let E be an elliptic curve defined over Q. The aim of this paper is to make it possible to compute Heegner L-functions and anticyclotomic Λ-adic regulators of E, which were studied by Mazur-Rubin and Howard. We generalize results of Cohen and Watkins and thereby compute Heegner points of nonfundamental discriminant. We then prove a relationship between the denominator of a point of E defined ov...

Concept-to-text generation refers to the task of automatically producing textual output from non-linguistic input. We present a joint model that captures content selection (“what to say”) and surface realization (“how to say”) in an unsupervised domain-independent fashion. Rather than breaking up the generation process into a sequence of local decisions, we define a probabilistic context-free g...

We derive representations for the optimal dual martingale measure Q∗ associated with the dual to a primal utility maximization problem in a class of incomplete diffusion models containing a traded stock and a non-traded correlated stochastic factor. Using a distortion power solution [29] for the primal problem, an explicit solution is obtained for the dual value function, yielding representatio...