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Bulk eigenvalue statistics for random regular graphs
(Institute of Mathematical StatisticsAnnals of Probability, 2016)
We consider the uniform random d-regular graph on N vertices, with d ∈ [N$^{\alpha}$,N$^{2/3−\alpha}$] for arbitrary α > 0. We prove that in the bulk of the spectrum the local eigenvalue correlation
functions and the ...
Uniform Bounds for Black--Scholes Implied Volatility
(Society for Industrial and Applied MathematicsSIAM Journal on Financial Mathematics, 2016-11-29)
In this note, Black--Scholes implied volatility is expressed in terms of various optimization problems. From these representations, upper and lower bounds are derived which hold uniformly across moneyness and call price. ...
Marginalization and conditioning for LWF chain graphs
(Institute of Mathematical StatisticsAnnals of Statistics, 2016-08)
In this paper, we deal with the problem of marginalization over and conditioning on two disjoint subsets of the node set of chain graphs (CGs) with the LWF Markov property. For this purpose, we define the class of chain ...
A Paley-like graph in characteristic two
(Journal of Combinatorics, 2016)
The Paley graph is a well-known self-complementary pseudo-random graph, defined over a finite field of odd order. We describe an attempt at an analogous construction using fields of even order. Some properties of the graph ...
Simple Containers for Simple Hypergraphs
(Cambridge University PressCombinatorics Probability and Computing, 2016-05-01)
We give an easy method for constructing containers for simple hypergraphs. The method also has consequences for non-simple hypergraphs. Some applications are given; in particular, a very transparent calculation is offered ...
Classical and quantum solutions in Brans-Dicke cosmology with a perfect fluid
(American Physical SocietyPhysical Review D, 2016)
We consider the application of group invariant transformations in order to constrain a flat isotropic and homogeneous cosmological model, containing of a Brans-Dicke scalar field and a perfect fluid with a constant equation ...
Distinguishing black-hole spin-orbit resonances by their gravitational wave signatures. II: Full parameter estimation
(American Physical Society, 2016)
Gravitational waves from coalescing binary black holes encode the evolution of their spins prior to merger. In the post-Newtonian regime and on the precession timescale, this evolution has one of three morphologies, with ...
Slender-ribbon theory
(American Institute of PhysicsPhysics of Fluids, 2016-01-11)
Ribbons are long narrow strips possessing three distinct material length scales (thickness, width, and length) which allow them to produce unique shapes unobtainable by wires or filaments. For example, when a ribbon has ...
Evaporation effects in elastocapillary aggregation
(Cambridge University PressJournal of Fluid Mechanics, 2016)
We consider the effect of evaporation on the aggregation of a number of elastic objects due to a liquid’s surface tension. In particular, we consider an array of spring–block elements in which the gaps between blocks are ...
End point of Black Ring Instabilities and the Weak Cosmic Censorship Conjecture
(American Physical SocietyPhysical Review Letters, 2016-02-18)
We produce the first concrete evidence that violation of the weak cosmic censorship conjecture can occur in asymptotically flat spaces of five dimensions by numerically evolving perturbed black rings. For certain thin ...