647 research outputs found
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Finance Without Brownian Motions: An Introduction To Simplified Stochastic Calculus
The paper introduces a simple way of recording and manipulating stochastic processes without explicit reference to a probability measure. In the new calculus, operations traditionally presented in a measure-specific way are instead captured by tracing the behaviour of jumps (also when no jumps are physically present). The new calculus is thus intuitive and compact. The calculus is also fail-safe in that, under minimal assumptions, all formal calculations are guaranteed to yield mathematically well-defined stochastic processes. Several illustrative examples of the new concept are given, among them a novel result on the Margrabe option to exchange one defaultable asset for another
The Complexity of Finding Reset Words in Finite Automata
We study several problems related to finding reset words in deterministic
finite automata. In particular, we establish that the problem of deciding
whether a shortest reset word has length k is complete for the complexity class
DP. This result answers a question posed by Volkov. For the search problems of
finding a shortest reset word and the length of a shortest reset word, we
establish membership in the complexity classes FP^NP and FP^NP[log],
respectively. Moreover, we show that both these problems are hard for
FP^NP[log]. Finally, we observe that computing a reset word of a given length
is FNP-complete.Comment: 16 pages, revised versio
Thermal Conductivity of High Performance Concrete in Wide Temperature and Moisture Ranges
The thermal conductivity of two types of high performance concrete was measured in the temperature range from 100 °C to 800 °C and in the moisture range from dry material to saturation water content. A transient measuring method based on analysis of the measured temperature fields was chosen for the high temperature measurements, and a commercial hot wire device was employed in room temperature measurements of the effect of moisture on thermal conductivity. The measured results reveal that both temperature and moisture exhibit significant effects on the values of thermal conductivity, and these effects are quite comparable from the point of view of the magnitude of the observed variations
Temperature and Moisture Dependence of the Specific Heat of High Performance Concrete
The specific heat of two types of high performance concrete was measured in the temperature range from 20 °C to 1000 °C and in the moisture range from dry material to saturation water content. A nonadiabatic method was chosen instead of classical adiabatic treatments in order to meet the requirements following from the large representative elementary volume of the materials. The measured results reveal a significant temperature effect on the specific heat value. The influence of moisture is less important than the influence of temperature, but is also not negligible
Thermal and Hygric Expansion of High Performance Concrete
The linear thermal expansion coefficient of two types of high performance concrete was measured in the temperature range from 20 °C to 1000 °C, and the linear hygric expansion coefficient was determined in the moisture range from dry material to saturation water content. Comparative methods were applied for measurements of both coefficients. The experimental results show that both the effect of temperature on the values of linear thermal expansion coefficients and the effect of moisture on the values of linear hygric expansion coefficients are very significant and cannot be neglected in practical applications
Finitely generated ideal languages and synchronizing automata
We study representations of ideal languages by means of strongly connected
synchronizing automata. For every finitely generated ideal language L we
construct such an automaton with at most 2^n states, where n is the maximal
length of words in L. Our constructions are based on the De Bruijn graph.Comment: Submitted to WORDS 201
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Pure-jump semimartingales
A taxonomic hierarchy of pure-jump semimartingales is introduced. This hierarchy contains, in particular, the class of sigma-locally finite variation pure-jump processes. The members of this family can be explicitly characterized in terms of the predictable compensators of their jump measures. This family is also closed under stochastic integration and smooth transformations
Comparison of the Capacitance Method and the Microwave Impulse Method for Determination of Moisture Profiles in Building Materials
A comparison of the capacitance method and the microwave impulse method for the determination of moisture profiles in three typical porous building materials is presented in this paper. The basic principles of the measuring methods are given. The calibration process is described in detail. On the basis of the measured results, it can be concluded that the capacitance method provides better accuracy in the range of lower moisture content than to the microwave impulse method, which is more accurate for the highest values of moisture content.
ÚČINNOSŤ DEZINFEKČNÉHO PRÍPRAVKU DUSEPT NA G- A G+ BAKTÉRIE TEPELNE OŠETRENÉHO MLIEKA
We were evaluating the effectiveness of disinfecting appliance Dusept on mixture of G+ and G- bacteria and on
the micro-organisms of heat-treated milk by three methods. By using the qualitative method effective action of
2% reagent was found on mixture of G+ and G- bacteria. By the qualitative method with carrier the 2% reagent
was also effective on the mixture of G+ and G- bacteria, 1% and 0,1% reagents were not effective. The 2%
reagent was not effective on the micro-organisms of milk on a carrier. The 2% solution was effective when
applying the quantitative method by 20 minutes actuation on bacteria contained in milk.V experimente sme hodnotili účinnosť dezinfekčného prípravku na báze chlóru tromi metódami na zmes G+
a G- baktérií a na mikroorganizmy obsiahnuté v pasterizovanom mlieku. Pri použití kvalitatívnej platňovej
metódy bolo účinné pôsobenie 2 %-ného roztoku na zmes G+ a G- baktérií. Pri kvalitatívnej metóde s použitím
skleneného nosiča bol 2 %-ný roztok taktiež účinný na zmes G+ a G- , 1 %-ný a 0,1 %-ný roztok nebol účinný.
Pre mikroorganizmy mlieka na nosiči 2 %-ný roztok bol neúčinný. Pri kvantitatívnej metóde bol 2 %-ný
roztok po 20 minútovom pôsobení na baktérie obsiahnuté v mlieku účinný
Evaluation of Water Resistance and Diffusion Properties of Paint Materials
A simple method is presented for evaluating the water-proofness quality of paints on lining materials. The method is based on measuring the integral capillarity in dependence on time, and then comparing this value to the value determined for the basic lining material. Measurements of the effective water vapor permeability then provide information on the risk of condensation which may increase after applying the paint. A practical application of the method is performed with four Karlocolor paints on glass concrete substrates. All the Karlocolor paints are found to be very effective materials for driven rain protection. The diffusion properties of all the paints are found to be excellent
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