Combinatorics, Probability and Computing

One of the exciting phenomena in mathematics in recent years has been the widespread and surprisingly effective use of probabilistic methods in diverse areas. The probabilistic point of view has turned out to b

Self-Evaluation Applied Mathematics 2003-2008 University of Twente

This report contains the self-study for the research assessment of the Department of Applied Mathematics (AM) of the Faculty of Electrical Engineering, Mathematics and Computer Science (EEMCS) at the University of Twente (UT). The report provides the information for the Research Assessment Committee for Applied Mathematics, dealing with mathematical sciences at the three universities of technology in the Netherlands. It describes the state of affairs pertaining to the period 1 January 2003 to 31 December 2008

Nieliniowość, asymetria i zależność od warunków początkowych mechanizmu transmisji monetarnej ery Alana Greenspana

The thesis deals with the problems of nonlinearity and state-dependency of the monetary transmission model and asymmetric impulse responses in the Greenspan era. The main aim of the thesis is to verify whether the standard assumption of linearity and state-independency of the monetary transmission model holds in practice when a small three-equation model of monetary transmission is confronted with a broad set of data. The issue of asymmetric monetary transmission is of utmost importance from the perspective of strategic dilemmas regarding optimal scheduling of monetary policy actions. The literature overview leaves very little doubt that there are many theoretical and empirical reasons to believe that monetary transmission exhibits significant sign, size and state asymmetries no matter whether we make some general considerations or whether we focus solely on the Greenspan era. The econometric analysis performed here, based on the STAR framework, delivers statistically significant sign and size asymmetries, but the obtained patterns are not robust among the estimated models. On the other hand, the adopted framework is successful at identifying sources of state-dependency of the estimated equations and state asymmetry of monetary transmission. Variables from all but one of the defined groups are found to deliver significant patterns of state asymmetry and, at the same time, the obtained patterns of state asymmetries are explicable from the theoretical point of view. We find the results to be useful from the perspective of conducting the monetary policy in practice.Praca podejmuje problematykę nieliniowości i zależności od warunków początkowych mechanizmu transmisji monetarnej oraz asymetrycznych odpowiedzi na impuls w erze Alana Greenspana. Głównym celem pracy jest weryfikacja, czy standardowe założenia liniowości i niezależności od warunków początkowych mechanizmu transmisji monetarnej są spełnione, gdy mały trzyrównaniowy model mechanizmu transmisji monetarnej zostaje skonfrontowany z szerokim zbiorem rzeczywistych danych. Zagadnienie asymetrycznej transmisji monetarnej jest szczególnie istotne z perspektywy strategicznych dylematów dotyczących optymalnego rozłożenia w czasie działań władz monetarnych. Przegląd literatury dostarcza wielu – zarówno teoretycznych, jak i empirycznych – przesłanek asymetrii transmisji monetarnej. Ekonometryczna analiza przeprowadzona w niniejszej pracy bazuje na metodyce modelowania modeli wygładzone przejścia klasy STAR. Wskazuje ona na występowanie istotnych asymetrii znaku i wielkości, ale otrzymane wzorce asymetrii są wrażliwe na wybór estymowanego modelu. Z drugiej strony zastosowana metodyka modelowania skutecznie identyfikuje źródła zależności od warunków początkowych estymowanych równań oraz asymetrii stanu transmisji monetarnej. Zmienne z wszystkich oprócz jednej ze zdefiniowanych grup stanowią istotne źródło asymetrii stanu, a oszacowane wzorce asymetrii stanu znajdują wytłumaczenie w teorii ekonomii. Otrzymane rezultaty mogą być przydatne z perspektywy praktyki prowadzenia polityki pieniężnej

Proceedings of the 22nd Conference on Formal Methods in Computer-Aided Design – FMCAD 2022

The Conference on Formal Methods in Computer-Aided Design (FMCAD) is an annual conference on the theory and applications of formal methods in hardware and system verification. FMCAD provides a leading forum to researchers in academia and industry for presenting and discussing groundbreaking methods, technologies, theoretical results, and tools for reasoning formally about computing systems. FMCAD covers formal aspects of computer-aided system design including verification, specification, synthesis, and testing

Proceedings of the 22nd Conference on Formal Methods in Computer-Aided Design – FMCAD 2022

The Conference on Formal Methods in Computer-Aided Design (FMCAD) is an annual conference on the theory and applications of formal methods in hardware and system verification. FMCAD provides a leading forum to researchers in academia and industry for presenting and discussing groundbreaking methods, technologies, theoretical results, and tools for reasoning formally about computing systems. FMCAD covers formal aspects of computer-aided system design including verification, specification, synthesis, and testing

LIPIcs, Volume 251, ITCS 2023, Complete Volume

LIPIcs, Volume 251, ITCS 2023, Complete Volum

LIPIcs, Volume 261, ICALP 2023, Complete Volume

LIPIcs, Volume 261, ICALP 2023, Complete Volum

Foundations of Software Science and Computation Structures

This open access book constitutes the proceedings of the 23rd International Conference on Foundations of Software Science and Computational Structures, FOSSACS 2020, which took place in Dublin, Ireland, in April 2020, and was held as Part of the European Joint Conferences on Theory and Practice of Software, ETAPS 2020. The 31 regular papers presented in this volume were carefully reviewed and selected from 98 submissions. The papers cover topics such as categorical models and logics; language theory, automata, and games; modal, spatial, and temporal logics; type theory and proof theory; concurrency theory and process calculi; rewriting theory; semantics of programming languages; program analysis, correctness, transformation, and verification; logics of programming; software specification and refinement; models of concurrent, reactive, stochastic, distributed, hybrid, and mobile systems; emerging models of computation; logical aspects of computational complexity; models of software security; and logical foundations of data bases.