For a class of linear autonomous delay differential equations with parameter α we give upper bounds for the integral ∞ 0 |X (t, α)| dt of the fundamental solution X (·, α). The asymptotic estimations are sharp at a critical value α0 where x = 0 loses stability. We use these results to study the stability properties of perturbed equations.

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)...

The statistical analysis of spatial data is usually done under Gaussian assumption for the underlying random field model. When this assumption is not satisfied, block bootstrap methods can be used to analyze spatial data. One of the crucial problems in this setting is specifying the block sizes. In this paper, we present asymptotic optimal block size for separate block bootstrap to estimate the...

Laboratory and field experiments have shown that dispersivity is one of the key parameters in contaminant transport in porous media and varies with elapsed time. This time-dependence can be shown using a time-variable dispersivity function. The advantage of this function as opposed to constant dispersivity is that it has at least two coefficients that increase the accuracy of the dispersivity p...