Tourette-like behaviors in the normal population are associated with hyperactive/impulsive ADHD-like behaviors but do not relate to deficits in conditioned inhibition or response inhibition

Attention-Deficit Hyperactivity Disorder (ADHD) and Tourette Syndrome (TS) present as distinct conditions clinically; however, comorbidity and inhibitory control deficits have been proposed for both. Whilst such deficits have been studied widely within clinical populations, findings are mixed — partly due to comorbidity and/or medication effects — and studies have rarely distinguished between subtypes of the disorders. Studies in the general population are sparse. Using a continuity approach, the present study examined (i) the relationships between inattentive and hyperactive/impulsive aspects of ADHD and TS-like behaviors in the general population, and (ii) their unique associations with automatic and executive inhibitory control, as well as (iii) yawning (a proposed behavioural model of TS). One hundred and thirty-eight participants completed self-report measures for ADHD and TS-like behaviors as well as yawning, and aconditioned inhibition task to assess automatic inhibition

Unconditionally stable dynamic analysis of multi-patch Kirchhoff-Love shells in large deformations

This work presents a numerical framework for long dynamic simulations of structures made of multiple thin shells undergoing large deformations. The C1-continuity requirement of the KirchhoffLove theory is met in the interior of patches by cubic NURBS approximation functions with membrane locking avoided by patch-wise reduced integration. A simple penalty approach for coupling adjacent patches, applicable also to non-smooth interfaces and non-matching discretization is adopted to impose translational and rotational continuity. A time-stepping scheme is proposed to achieve energy conservation and unconditional stability for general nonlinear strain measures and penalty coupling terms, like the nonlinear rotational one for thin shells. The method is a modified mid-point rule with the internal forces evaluated using the average value of the stress at the step end-points and an integral mean of the strain-displacement tangent operator over the step computed by time integration points

Unbounded Utility for Savage's "Foundations of Statistics," and Other Models

A general procedure for extending finite-dimensional "additive-like" representations for binary relations to infinite-dimensional "integral-like" representations is developed by means of a condition called truncation-continuity. The restriction of boundedness of utility, met throughout the literature, can now be dispensed with, and for instance normal distributions, or any other distribution with finite first moment, can be incorporated. Classical representation results of expected utility, such as Savage (1954), von Neumann and Morgenstern (1944), Anscombe and Aumann (1963), de Finetti (1937), and many others, can now be extended. The results are generalized to Schmeidler's (1989) approach with nonadditive measures and Choquet integrals, and Quiggin's (1982) rank-dependent utility. The different approaches have been brought together in this paper to bring to the fore the unity in the extension process

Regularity points and Jensen measures for R(X)

We discuss two types of `regularity point', points of continuity and R-points for Banach function algebras, which were introduced by the first author and Somerset in [16]. We show that, even for the natural uniform algebras R(X) (for compact plane sets X), these two types of regularity point can be different. We then give a new method for constructing Swiss cheese sets X such that R(X) is not regular, but such that R(X) has no non-trivial Jensen measures. The original construction appears in the first author's previous work. Our new approach to constructing such sets is more general, and allows us to obtain additional properties. In particular, we use our construction to give an example of such a Swiss cheese set X with the property that the set of points of discontinuity for R(X) has positive area

Non-Commutative Locally Convex Measures

This is a pre-copyedited, author-produced PDF of an article accepted for publication in Quarterly Journal of Mathematics following peer review. The version of record: José Bonet and J. D. Maitland Wright Non-Commutative Locally Convex Measures Q J Math (2011) 62 (1): 21-38 first published online June 2, 2009 doi:10.1093/qmath/hap018 is available online at: http://qjmath.oxfordjournals.org/content/62/1/21We study weakly compact operators from a C*-algebra with values in a complete locally convex space. They constitute a natural non-commutative generalization of finitely additive vector measures with values in a locally convex space. Several results of Brooks, Sato and Wright are extended to this more general setting. Building on an approach due to Sato and Wright, we obtain our theorems on non-commutative finitely additive measures with values in a locally convex space, from more general results on weakly compact operators defined on Banach spaces X whose strong dual X' is weakly sequentially complete. Weakly compact operators are also characterized by a continuity property for a certain 'Right topology' as in joint work by Peralta, Villanueva, Wright and Ylinen. © 2009. Published by Oxford University Press. All rights reserved.The research of J. B. was partially supported by MEC and FEDER Project MTM2007-62643 and by GV Project Prometeo/2008/101. The support of the University of Aberdeen and the Universidad Politecnica of Valencia is gratefully acknowledged.Bonet Solves, JA.; Wright, JDM. (2011). Non-Commutative Locally Convex Measures. Quarterly Journal of Mathematics. 62(1):21-38. https://doi.org/10.1093/qmath/hap018S213862.

Measuring risk with multiple eligible assets

The risk of financial positions is measured by the minimum amount of capital to raise and invest in eligible portfolios of traded assets in order to meet a prescribed acceptability constraint. We investigate nondegeneracy, finiteness and continuity properties of these risk measures with respect to multiple eligible assets. Our finiteness and continuity results highlight the interplay between the acceptance set and the class of eligible portfolios. We present a simple, alternative approach to the dual representation of convex risk measures by directly applying to the acceptance set the external characterization of closed, convex sets. We prove that risk measures are nondegenerate if and only if the pricing functional admits a positive extension which is a supporting functional for the underlying acceptance set, and provide a characterization of when such extensions exist. Finally, we discuss applications to set-valued risk measures, superhedging with shortfall risk, and optimal risk sharing