In this paper we study the existence of stationary solutions for stochastic partial differential equations. We establish a new connection between L2ρ(R ;R)⊗Lρ(R ;R) valued solutions of backward doubly stochastic differential equations (BDSDEs) on infinite horizon and the stationary solutions of the SPDEs. Moreover, we prove the existence and uniqueness of the solutions of BDSDEs on both finite ...

An important aspect of cryptography with matrices is that given N ×N matrix P over a field F find a class of matrices G over F such that the associated doubly circulant matrix Gc is singular in order that the equation AGB = P in circulant matrices A,B has infinitely many solutions. The aim of this note is to present such a class of matrices G. We also present a direct method of finding the inve...

in this paper, we investigate the existence of a positive solution of fully fuzzy linear equation systems. this paper mainly to discuss a new decomposition of a nonsingular fuzzy matrix, the symmetric times triangular (st) decomposition. by this decomposition, every nonsingular fuzzy matrix can be represented as a product of a fuzzy symmetric matrix s and a fuzzy triangular matrix t.

0 = d dt ‖x(t)‖ = 2x(t) ẋ(t) = 2x(t)Ax(t) = x(t) (A+ A )x(t) for all x(t), which occurs if and only A+A = 0, which is the same as A = −A, i.e., A is skew-symmetric. There are many other ways to see this. For example, the norm of the state will be constant provided the velocity vector is always orthogonal to the position vector, i.e., ẋ(t)x(t) = 0. This also leads us to A + A = 0. Another approa...

In this paper, we study the dependencies of the number of symmetric and doubly symmetric diagonal Latin squares on the order N. Using fast generator of diagonal Latin squares (augmented by symmetry checker), we determined these dependencies for order at most 8. We also found a number of doubly symmetric diagonal Latin squares of orders 12, 16 and 20.

Let {Xk, k ≥ 1} be a sequence of independent, identically distributed nonnegative random variables with common distribution function F and finite expectation μ > 0. Under the assumption that the tail probability F(x) = 1−F(x) is consistently varying as x tends to infinity, this paper investigates precise large deviations for both the partial sums Sn and the random sums SN(t), where N(·) is a co...

We extend some two Higgs doublet models, where the Yukawa couplings for the charged fermion mass generation only involve one Higgs doublet, by two singlet scalars respectively carrying a singly electric charge and a doubly electric charge. The doublet and singlet scalars together can mediate a two-loop diagram to generate a tiny Majorana mass matrix of the standard model neutrinos. Remarkably, ...

Spectral clustering is a standard approach to label nodes on a graph by studying the (largest or lowest) eigenvalues of a symmetric real matrix such as e.g. the adjacency or the Laplacian. Recently, it has been argued that using instead a more complicated, non-symmetric and higher dimensional operator, related to the non-backtracking walk on the graph, leads to improved performance in detecting...

Recently, there has been a growing interest in the methods addressing volatility in computational finance and econometrics. Peiris et al. [8] have introduced doubly stochastic volatility models with GARCH innovations. Random coefficient autoregressive sequences are special case of doubly stochastic time series. In this paper, we consider some doubly stochastic stationary time series with GARCH ...