276 research outputs found
Antisemitism in University Admissions Statements and Generative AI
This article is an exploratory study of antisemitic bias in personal statements produced since the introduction of generative AI in applications for Jewish Studies undergraduate degrees at University College London (UCL)
Semi-Static Hedging Based on a Generalized Reflection Principle on a Multi Dimensional Brownian Motion
On a multi-assets Black-Scholes economy, we introduce a class of barrier
options. In this model we apply a generalized reflection principle in a context
of the finite reflection group acting on a Euclidean space to give a valuation
formula and the semi-static hedge.Comment: Asia-Pacific Financial Markets, online firs
Cauchy's infinitesimals, his sum theorem, and foundational paradigms
Cauchy's sum theorem is a prototype of what is today a basic result on the
convergence of a series of functions in undergraduate analysis. We seek to
interpret Cauchy's proof, and discuss the related epistemological questions
involved in comparing distinct interpretive paradigms. Cauchy's proof is often
interpreted in the modern framework of a Weierstrassian paradigm. We analyze
Cauchy's proof closely and show that it finds closer proxies in a different
modern framework.
Keywords: Cauchy's infinitesimal; sum theorem; quantifier alternation;
uniform convergence; foundational paradigms.Comment: 42 pages; to appear in Foundations of Scienc
Functional central limit theorems for vicious walkers
We consider the diffusion scaling limit of the vicious walker model that is a
system of nonintersecting random walks. We prove a functional central limit
theorem for the model and derive two types of nonintersecting Brownian motions,
in which the nonintersecting condition is imposed in a finite time interval
for the first type and in an infinite time interval for
the second type, respectively. The limit process of the first type is a
temporally inhomogeneous diffusion, and that of the second type is a temporally
homogeneous diffusion that is identified with a Dyson's model of Brownian
motions studied in the random matrix theory. We show that these two types of
processes are related to each other by a multi-dimensional generalization of
Imhof's relation, whose original form relates the Brownian meander and the
three-dimensional Bessel process. We also study the vicious walkers with wall
restriction and prove a functional central limit theorem in the diffusion
scaling limit.Comment: AMS-LaTeX, 20 pages, 2 figures, v6: minor corrections made for
publicatio
Noncolliding Squared Bessel Processes
We consider a particle system of the squared Bessel processes with index conditioned never to collide with each other, in which if
the origin is assumed to be reflecting. When the number of particles is finite,
we prove for any fixed initial configuration that this noncolliding diffusion
process is determinantal in the sense that any multitime correlation function
is given by a determinant with a continuous kernel called the correlation
kernel. When the number of particles is infinite, we give sufficient conditions
for initial configurations so that the system is well defined. There the
process with an infinite number of particles is determinantal and the
correlation kernel is expressed using an entire function represented by the
Weierstrass canonical product, whose zeros on the positive part of the real
axis are given by the particle-positions in the initial configuration. From the
class of infinite-particle initial configurations satisfying our conditions, we
report one example in detail, which is a fixed configuration such that every
point of the square of positive zero of the Bessel function is
occupied by one particle. The process starting from this initial configuration
shows a relaxation phenomenon converging to the stationary process, which is
determinantal with the extended Bessel kernel, in the long-term limit.Comment: v3: LaTeX2e, 26 pages, no figure, corrections made for publication in
J. Stat. Phy
Moments of vicious walkers and M\"obius graph expansions
A system of Brownian motions in one-dimension all started from the origin and
conditioned never to collide with each other in a given finite time-interval
is studied. The spatial distribution of such vicious walkers can be
described by using the repulsive eigenvalue-statistics of random Hermitian
matrices and it was shown that the present vicious walker model exhibits a
transition from the Gaussian unitary ensemble (GUE) statistics to the Gaussian
orthogonal ensemble (GOE) statistics as the time is going on from 0 to .
In the present paper, we characterize this GUE-to-GOE transition by presenting
the graphical expansion formula for the moments of positions of vicious
walkers. In the GUE limit , only the ribbon graphs contribute and the
problem is reduced to the classification of orientable surfaces by genus.
Following the time evolution of the vicious walkers, however, the graphs with
twisted ribbons, called M\"obius graphs, increase their contribution to our
expansion formula, and we have to deal with the topology of non-orientable
surfaces. Application of the recent exact result of dynamical correlation
functions yields closed expressions for the coefficients in the M\"obius
expansion using the Stirling numbers of the first kind.Comment: REVTeX4, 11 pages, 1 figure. v.2: calculations of the Green function
and references added. v.3: minor additions and corrections made for
publication in Phys.Rev.
A Burgessian critique of nominalistic tendencies in contemporary mathematics and its historiography
We analyze the developments in mathematical rigor from the viewpoint of a
Burgessian critique of nominalistic reconstructions. We apply such a critique
to the reconstruction of infinitesimal analysis accomplished through the
efforts of Cantor, Dedekind, and Weierstrass; to the reconstruction of Cauchy's
foundational work associated with the work of Boyer and Grabiner; and to
Bishop's constructivist reconstruction of classical analysis. We examine the
effects of a nominalist disposition on historiography, teaching, and research.Comment: 57 pages; 3 figures. Corrected misprint
Symmetry of matrix-valued stochastic processes and noncolliding diffusion particle systems
As an extension of the theory of Dyson's Brownian motion models for the
standard Gaussian random-matrix ensembles, we report a systematic study of
hermitian matrix-valued processes and their eigenvalue processes associated
with the chiral and nonstandard random-matrix ensembles. In addition to the
noncolliding Brownian motions, we introduce a one-parameter family of
temporally homogeneous noncolliding systems of the Bessel processes and a
two-parameter family of temporally inhomogeneous noncolliding systems of Yor's
generalized meanders and show that all of the ten classes of eigenvalue
statistics in the Altland-Zirnbauer classification are realized as particle
distributions in the special cases of these diffusion particle systems. As a
corollary of each equivalence in distribution of a temporally inhomogeneous
eigenvalue process and a noncolliding diffusion process, a stochastic-calculus
proof of a version of the Harish-Chandra (Itzykson-Zuber) formula of integral
over unitary group is established.Comment: LaTeX, 27 pages, 4 figures, v3: Minor corrections made for
publication in J. Math. Phy
Infinite systems of non-colliding generalized meanders and Riemann-Liouville differintegrals
Yor's generalized meander is a temporally inhomogeneous modification of the
-dimensional Bessel process with , in which the
inhomogeneity is indexed by . We introduce the
non-colliding particle systems of the generalized meanders and prove that they
are the Pfaffian processes, in the sense that any multitime correlation
function is given by a Pfaffian. In the infinite particle limit, we show that
the elements of matrix kernels of the obtained infinite Pfaffian processes are
generally expressed by the Riemann-Liouville differintegrals of functions
comprising the Bessel functions used in the fractional calculus,
where orders of differintegration are determined by . As special
cases of the two parameters , the present infinite systems
include the quaternion determinantal processes studied by Forrester, Nagao and
Honner and by Nagao, which exhibit the temporal transitions between the
universality classes of random matrix theory.Comment: LaTeX, 35 pages, v3: The argument given in Section 3.2 was
simplified. Minor corrections were mad
Activating mTOR Mutations in a Patient with an Extraordinary Response on a Phase I Trial of Everolimus and Pazopanib
Understanding the genetic mechanisms of sensitivity to targeted anticancer therapies may improve patient selection, response to therapy, and rational treatment designs. One approach to increase this understanding involves detailed studies of exceptional responders: rare patients with unexpected exquisite sensitivity or durable responses to therapy. We identified an exceptional responder in a phase I study of pazopanib and everolimus in advanced solid tumors. Whole-exome sequencing of a patient with a 14-month complete response on this trial revealed two concurrent mutations in mTOR, the target of everolimus. In vitro experiments demonstrate that both mutations are activating, suggesting a biologic mechanism for exquisite sensitivity to everolimus in this patient. The use of precision (or “personalized”) medicine approaches to screen patients with cancer for alterations in the mTOR pathway may help to identify subsets of patients who may benefit from targeted therapies directed against mTOR.National Human Genome Research Institute (U.S.) (5U54HG003067-11
- …