866 research outputs found
Global clinical response in C ushing's syndrome patients treated with mifepristone
Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/106755/1/cen12332.pd
Analysis of Fourier transform valuation formulas and applications
The aim of this article is to provide a systematic analysis of the conditions
such that Fourier transform valuation formulas are valid in a general
framework; i.e. when the option has an arbitrary payoff function and depends on
the path of the asset price process. An interplay between the conditions on the
payoff function and the process arises naturally. We also extend these results
to the multi-dimensional case, and discuss the calculation of Greeks by Fourier
transform methods. As an application, we price options on the minimum of two
assets in L\'evy and stochastic volatility models.Comment: 26 pages, 3 figures, to appear in Appl. Math. Financ
The singular continuous diffraction measure of the Thue-Morse chain
The paradigm for singular continuous spectra in symbolic dynamics and in
mathematical diffraction is provided by the Thue-Morse chain, in its
realisation as a binary sequence with values in . We revisit this
example and derive a functional equation together with an explicit form of the
corresponding singular continuous diffraction measure, which is related to the
known representation as a Riesz product.Comment: 6 pages, 1 figure; revised and improved versio
Does This Child Have Appendicitis?
Evaluation of abdominal pain in children can be difficult. Rapid, accurate diagnosis of appendicitis in children reduces the morbidity of this common cause of pediatric abdominal pain. Clinical evaluation may help identify (1) which children with abdominal pain and a likely diagnosis of appendicitis should undergo immediate surgical consultation for potential appendectomy and (2) which children with equivocal presentations of appendicitis should undergo further diagnostic evaluation
Time Asymmetric Quantum Physics
Mathematical and phenomenological arguments in favor of asymmetric time
evolution of micro-physical states are presented.Comment: Tex file with 2 figure
Theory of Circle Maps and the Problem of One-Dimensional Optical Resonator with a Periodically Moving Wall
We consider the electromagnetic field in a cavity with a periodically
oscillating perfectly reflecting boundary and show that the mathematical theory
of circle maps leads to several physical predictions. Notably, well-known
results in the theory of circle maps (which we review briefly) imply that there
are intervals of parameters where the waves in the cavity get concentrated in
wave packets whose energy grows exponentially. Even if these intervals are
dense for typical motions of the reflecting boundary, in the complement there
is a positive measure set of parameters where the energy remains bounded.Comment: 34 pages LaTeX (revtex) with eps figures, PACS: 02.30.Jr, 42.15.-i,
42.60.Da, 42.65.Y
On infinite-volume mixing
In the context of the long-standing issue of mixing in infinite ergodic
theory, we introduce the idea of mixing for observables possessing an
infinite-volume average. The idea is borrowed from statistical mechanics and
appears to be relevant, at least for extended systems with a direct physical
interpretation. We discuss the pros and cons of a few mathematical definitions
that can be devised, testing them on a prototypical class of infinite
measure-preserving dynamical systems, namely, the random walks.Comment: 34 pages, final version accepted by Communications in Mathematical
Physics (some changes in Sect. 3 -- Prop. 3.1 in previous version was
partially incorrect
A sociological dilemma: race, segregation, and US sociology
US sociology has been historically segregated in that, at least until the 1960s, there were two distinct institutionally organized traditions of sociological thought – one black and one white. For the most part, however, dominant historiographies have been silent on that segregation and, at best, reproduce it when addressing the US sociological tradition. This is evident in the rarity with which scholars such as WEB Du Bois, E Franklin Frazier, Oliver Cromwell Cox, or other ‘African American Pioneers of Sociology’, as Saint-Arnaud calls them, are presented as core sociological voices within histories of the discipline. This article addresses the absence of African American sociologists from the US sociological canon and, further, discusses the implications of this absence for our understanding of core sociological concepts. With regard to the latter, the article focuses in particular on the debates around equality and emancipation and discusses the ways in which our understanding of these concepts could be extended by taking into account the work of African American sociologists and their different interpretations of core themes
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