Supercongruences for sporadic sequences

We prove two-term supercongruences for generalizations of recently discovered sporadic sequences of Cooper. We also discuss recent progress and future directions concerning other types of supercongruences.Comment: 16 pages, to appear in Proceedings of the Edinburgh Mathematical Societ

Press Release Regarding Oregon Beach Initiative Measure

Press release from State Treasurer Robert W. Straub about the filing of the beach initiative measure by the Committee to Save the Oregon Beaches. The initiative measure would provide authorization for $30 million bond issue to raise the gasoline tax on passenger vehicles, whose funds would be used to purchase public beach land along the Oregon coast

News Release Regarding Oregon Dunes National Seashore Park

Press release while Straub was Lane County State Senator regarding his opinion of Oregon Dunes National Seashore Park and Governor Mark Hatfield\u27s stance

"Endogenous Uncertainty and Credit Crunches"

We develop a theory of endogenous uncertainty where the ability of investors to learn about firm-level fundamentals declines during financial crises. At the same time, higher uncertainty reinforces financial distress of firms, giving rise to “belief traps”— a persistent cycle of uncertainty, pessimistic expectations, and financial constraints, through which a temporary shortage of funds can develop into a long-lasting funding problem for firms. At the macro-level, belief traps provide a rationale for the long-lasting recessions that typically entail financial crises. In our model, financial crises are characterized by high levels of credit misallocation, an increased cross-sectional dispersion of growth rates, endogenously increased pessimism, uncertainty and disagreement among investors, highly volatile asset prices, and high risk premia. A calibration of our model to U.S. micro data on investor beliefs matches the slow recovery after the 08/09 crisis remarkably well

Endogenous Uncertainty and Credit Crunches

We develop a theory of endogenous uncertainty where the ability of investors to learn about firm-level fundamentals declines during financial crises. At the same time, higher uncertainty reinforces financial distress, causing a persistent cycle of uncertainty, pessimistic expectations, and financial constraints. Through this channel, a temporary shortage of funds can develop into a long-lasting funding problem for firms. Financial crises are characterized by increased credit misallocation, volatile asset prices, high risk premia, an increased cross-sectional dispersion of returns, and high levels of disagreement among forecasters. A numerical example suggests that the proposed channel may significantly delay recovery from financial shocks

Endogenous Second Moments: A Unified Approach to Fluctuations in Risk, Dispersion, and Uncertainty

Many important statistics in macroeconomics and finance—such as cross-sectional dispersions, risk, volatility, or uncertainty—are second moments. In this paper, we explore a mechanism by which second moments naturally and endogenously fluctuate over time as nonlinear transformations of fundamentals. Specifically, we provide general results that characterize second moments of transformed random variables when the underlying fundamentals are subject to distributional shifts that affect their means, but not their variances. We illustrate the usefulness of our results with a series of applications to (1) the cyclicality of the cross-sectional dispersions of macroeconomic variables, (2) the dispersion of MRPKs, (3) security pricing, and (4) endogenous uncertainty in Bayesian inference problems

Endogenous Second Moments: A Unified Approach to Fluctuations in Risk, Dispersion, and Uncertainty

Many important statistics in macroeconomics and finance—such as cross-sectional dispersions, risk, volatility, or uncertainty—are second moments. In this paper, we explore a mechanism by which second moments naturally and endogenously fluctuate over time as nonlinear transformations of fundamentals. Specifically, we provide general results that characterize second moments of transformed random variables when the underlying fundamentals are subject to distributional shifts that affect their means, but not their variances. We illustrate the usefulness of our results with a series of applications to (1) the cyclicality of the cross-sectional dispersions of macroeconomic variables, (2) the dispersion of MRPKs, (3) security pricing, and (4) endogenous uncertainty in Bayesian inference problems

Small viscosity behavior of a homogeneous, quasi-geostrophic, ocean circulation mode

Insensitivity to turbulent closure in the wind-driven nonlinear Stommel-Munk model is addressed theoretically and numerically. The QG energy equation is used to show that, with the assumption that the maximum velocities occur at inertial length scales or smaller, a Sverdrup interior is consistent with the small Rossby number assumption only when the frictional parameters exceed critical values. For frictional parameters smaller than these values, valid solutions must decrease the energy source. This is possible for non-Sverdrup solutions since the energy source is dependent on the solution. The steady-state behavior of the model was investigated via a pseudo-arclength continuation algorithm. Dependence on the boundary layer Reynolds number, Re, was investigated by varying the eddy viscosity for fixed wind forcing. A tendency to decrease the energy source was found for solutions that are nonsymmetric about the center latitude. Antisymmetric solutions displayed the opposite behavior and diverged more quickly with increasing Re. The robustness of the results to dynamic boundary condition, symmetry and strength of wind stress, time dependence and bottom friction were tested. Some aspects of the nonsymmetric solutions appeared insensitive to Re

Introduction to the AIS Code of Research Conduct

In this paper, we discuss the AIS Code of Research Conduct approved by AIS Council at its December 2003 meeting. . We explain the purpose of the Code, its focus, who developed the code, and indicate the participation of many leading scholars in our community. We discuss how the Code may be used as an instrument to assist in maintaining the integrity of our journals and conference proceedings. We identify processes by which scholars who were victimized may seek redress. The adoption of this code of research conduct is as an important step in the maturing of our IS community

Enantioselective synthesis of β-amino acid derivatives using amidine-based and bifunctional organocatalysts

Two new enantioselective methodologies have been developed that have important implications for the asymmetric synthesis of β-amino acids and their derivatives. First, chiral amidine-based catalyst (ABC) HBTM-2 catalyzed an asymmetric cyclocondensation between in situ activated fluoroacetic acid and N-sulfonyl aldimines to give α-fluoro-β-lactams in highly enantioenriched form, achieving modest to excellent diastereoselectivities. These reactive lactams can then be quenched with various alcohols and amines to deliver the α-fluoro-β-amino acid derivatives in moderate isolated yields. Secondly, bifunctional double hydrogen bond donor-amine organocatalysts enable the catalytic alcoholysis of various racemic N-carbalkoxy-3-substituted isoxazolidin-5-ones, resulting in their kinetic resolution. The enantioenriched unreacted isoxazolidinone and product (easily recyclable via a two-step transesterification-cyclization process) can undergo quantitative N-O bond cleavage by hydrogen to give β-amino acids in N-protected form. The fourth chapter of this dissertation, an extension of previous achievements in our group, describes the development of an organocatalyzed rearrangement of S-phenacyl thioesters that is mechanistically distinct from our previously published work. Additionally, more examples of asymmetric tandem rearrangements of S-aryl thioesters were demonstrated