African University of Science and Technology: Recent submissions

Now showing items 341-360 of 4790

  • Excitations in superfluids of atoms and polaritons 

    Pinsker, Florian (University of CambridgeDepartment of Pure Mathematics and Mathematical StatisticsSt. Edmund's College, 2014-11-11)
    This thesis is devoted to the study of excitations in atomic and polariton Bose-Einstein condensates (BEC). These two specimens are prime examples for equilibrium and non equilibrium BEC. The corresponding condensate wave ...

  • Estimate nothing 

    Duembgen, Moritz; Rogers, Leonard Christopher (Taylor & FrancisQuantitative Finance, 2014)
    In the econometrics of financial time series, it is customary to take some parametric model for the data, and then estimate the parameters from historical data. This approach suffers from several problems. Firstly, how is ...

  • Optimal investment: bounds and heuristics 

    Rogers, L. C. G.; Zaczkowski, P. (Incisive Financial PublishingJournal of Computational Finance, 2015-10-28)
    High-dimensional optimal investment/consumption problems are hard to deal with, not least because of the difficulty in characterizing the value function. This paper tries to offer ways to determine an approximately optimal ...

  • Investing and stopping 

    Duembgen, Moritz; Rogers, Leonard Christopher (Applied Probability TrustJournal of Applied Probability, 2014)
    In this paper we solve the hedge fund manager’s optimization problem in a model that allows for investors to enter and leave the fund over time depending on its performance. The manager’s payoff at the end of the year will ...

  • An explicit upper bound for the Helfgott delta in SL(2,p) 

    Button, Jack; Roney-Dougal, Colva M (ElsevierJournal of Algebra, 2014-09-23)
    Helfgott proved that there exists a δ > 0 such that if S is a symmetric generating subset of SL(2, p)containing 1 then either S^3=SL(2, p)or |S^3| ≥|S|^1+ δ. It is known that δ ≥ 1/3024. Here we show that δ ≤ (log_2 (7) ...

  • Quadratic differentials as stability conditions 

    Bridgeland, Tom; Smith, Ivan (SpringerPublications mathématiques de l'IHÉS, 2014)
    We prove that moduli spaces of meromorphic quadratic differentials with simple zeroes on compact Riemann surfaces can be identified with spaces of stability conditions on a class of CY3 triangulated categories defined using ...

  • Two topics in financial mathematics : Forward utility and consumption functions & Hedging with variance swaps in infinite dimensions 

    Berrier, Francois (University of CambridgeDepartment of Pure Mathematics and Mathematical Statistics, 2010-10)
    Financial Mathematics is often presented as being composed of two main branches: one dealing with investment and consumption, with the aim of answering the now ancient question of how people should invest and spend their ...

  • A 3-manifold group which is not four dimensional linear 

    Button, Jack (ElsevierJournal of Pure and Applied Algebra, 2014-01-28)
    We give examples of closed orientable graph 3-manifolds having a fundamental group which is not a subgroup of GL(4, F) for any field F. This answers a question in the Kirby problem list from 1977 which is credited to the ...

  • Quadratic differentials as stability conditions 

    Bridgeland, Tom; Smith, Ivan (SpringerPublications mathématiques de l'IHÉS, 2014)
    We prove that moduli spaces of meromorphic quadratic differentials with simple zeroes on compact Riemann surfaces can be identified with spaces of stability conditions on a class of CY3 triangulated categories defined using ...

  • A Symplectic Prolegomenon 

    Smith, Ivan (American Mathematical SocietyBulletin of the American Mathematical Society, 2014)
    A symplectic manifold gives rise to a triangulated A∞-category, the derived Fukaya category, which encodes information on Lagrangian submanifolds and dynamics as probed by Floer cohomology. This survey aims to give some ...

  • Extremal and probabilistic bootstrap percolation 

    Przykucki, Michał Jan (University of CambridgeDepartment of Pure Mathematics and Mathematical Statistics, 2013-11-12)
    In this dissertation we consider several extremal and probabilistic problems in bootstrap percolation on various families of graphs, including grids, hypercubes and trees. Bootstrap percolation is one of the simplest ...

  • Three-dimensional manifolds 

    Epstein, David Alper (University of CambridgeFaculty of MathematicsTrinity College, 1960-08-03)
    In the post-war years, the theory of 3-dimensional manifolds has developed tremendously. On the one hand, Bing and Moise have proved that 3-manifolds can be triangulated, and that the Hauptvermutung (that any two triangulations ...

  • Morita cohomology 

    Holstein, Julian Victor Sebastian (University of CambridgeDepartment of Pure Mathematics and Mathematical Statistics, 2014-01-07)
    This work constructs and compares different kinds of categorified cohomology of a locally contractible topological space X. Fix a commutative ring k of characteristic 0 and also denote by k the differential graded category ...

  • The classification of maps between the classifying spaces of Lie groups 

    Mahmud, Zafer (University of CambridgeGonville and Caius CollegeDepartment of Pure Mathematics and Mathematical Statistics, 1974-08-01)

  • Modelling non-linear exposure-disease relationships in a large individual participant meta-analysis allowing for the effects of exposure measurement error 

    Strawbridge, Alexander Daniel (University of CambridgeDepartment of Pure Mathematics and Mathematical StatisticsMRC Biostatistics Unit, 2012-10-09)
    This thesis was motivated by data from the Emerging Risk Factors Collaboration (ERFC), a large individual participant data (IPD) meta-analysis of risk factors for coronary heart disease(CHD). Cardiovascular disease is the ...

  • Maximum likelihood parameter estimation in time series models using sequential Monte Carlo 

    Yildirim, Sinan (University of CambridgeDepartment of Pure Mathematics and Mathematical StatisticsStatistical LaboratoryDarwin College, 2013-06-11)
    Time series models are used to characterise uncertainty in many real-world dynamical phenomena. A time series model typically contains a static variable, called parameter, which parametrizes the joint law of the random ...

  • Automorphisms of free products of groups 

    Griffin, James Thomas (University of CambridgeDepartment of Pure Mathematics and Mathematical Statistics, 2013-02-05)
    The symmetric automorphism group of a free product is a group rich in algebraic structure and with strong links to geometric configuration spaces. In this thesis I describe in detail and for the first time the (co)homology ...

  • Problems of optimal choice on posets and generalizations of acyclic colourings 

    Garrod, Bryn James (University of CambridgeDepartment of Pure Mathematics and Mathematical Statistics, 2011-06)
    NOTE : The mathematical symbols in the abstract do not always display correctly in this text field. Please see the abstract in the thesis for the definitive abstract. ABSTRACT: This dissertation is in two parts, each ...

  • Collaborating queues: large service network and a limit order book 

    Yudovina, Elena (University of CambridgeDepartment of Pure Mathematics and Mathematical StatisticsEmmanuel CollegeStatistics Laboratory, 2012-10-09)
    We analyse the steady-state behaviour of two different models with collaborating queues: that is, models in which "customers" can be served by many types of "servers", and "servers" can process many types of "customers". The ...

  • Linear waves on higher dimensional Schwarzschild black holes and Schwarzschild de Sitter spacetimes 

    Schlue, Volker (University of CambridgeDepartment of Pure Mathematics and Mathematical Statistics, 2012-07-03)
    I study linear waves on higher dimensional Schwarzschild black holes and Schwarzschild de Sitter spacetimes. In the first part of this thesis two decay results are proven for general finite energy solutions to the linear ...