Necessary and Sufficient Conditions for the Mean-Variance Portfolio Model with Constant Risk Aversion

1981 ◽  
Vol 16 (2) ◽  
pp. 169 ◽  
Author(s):  
Thomas W. Epps
Keyword(s):  
Risk Aversion ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
The Mean ◽  
Mean Variance Portfolio ◽  
Necessary And Sufficient ◽  
Mean Variance

Mean and variance of vacancy for distribution of k-dimensional spheres within k-dimensional space

1984 ◽  
Vol 21 (4) ◽  
pp. 738-752 ◽  
Author(s):  
Peter Hall
Keyword(s):  
Dimensional Space ◽  
Sufficient Conditions ◽  
Unit Cube ◽  
Necessary And Sufficient Conditions ◽  
Dimensional Sphere ◽  
Asymptotic Formulae ◽  
Dimensional Unit ◽  
Mean And Variance ◽  
The Mean ◽  
Necessary And Sufficient

Let n points be distributed independently within a k-dimensional unit cube according to density f. At each point, construct a k-dimensional sphere of content an. Let V denote the vacancy, or ‘volume' not covered by the spheres. We derive asymptotic formulae for the mean and variance of V, as n → ∞and an → 0. The formulae separate naturally into three cases, corresponding to nan → 0, nan → a (0 < a <∞) and nan →∞, respectively. We apply the formulae to derive necessary and sufficient conditions for V/E(V) → 1 in L2.

scholarly journals MEAN VALUE TYPE INEQUALITIES FOR QUASINEARLY SUBHARMONIC FUNCTIONS

2013 ◽  
Vol 55 (2) ◽  
pp. 349-368 ◽  
Author(s):  
OLEKSIY DOVGOSHEY ◽  
JUHANI RIIHENTAUS
Keyword(s):  
Sufficient Conditions ◽  
Continuous Functions ◽  
Mean Value ◽  
Necessary And Sufficient Conditions ◽  
Subharmonic Functions ◽  
Mean Value Inequality ◽  
The Mean ◽  
Mean Value Inequalities ◽  
Necessary And Sufficient ◽  
Bounded Sets

AbstractThe mean value inequality is characteristic for upper semi-continuous functions to be subharmonic. Quasinearly subharmonic functions generalise subharmonic functions. We find the necessary and sufficient conditions under which subsets of balls are big enough for the characterisation of non-negative, quasinearly subharmonic functions by mean value inequalities. Similar result is obtained also for generalised mean value inequalities where, instead of balls, we consider arbitrary bounded sets, which have non-void interiors and instead of the volume of ball some functions depending on the radius of this ball.

SURFACES IN Sn WITH PRESCRIBED GAUSS MAP AND MEAN CURVATURE VECTOR FIELD

2006 ◽  
Vol 17 (10) ◽  
pp. 1127-1143
Author(s):  
AYAKO TANAKA
Keyword(s):  
Vector Field ◽  
Mean Curvature ◽  
Sufficient Conditions ◽  
Curvature Vector ◽  
Gauss Map ◽  
Necessary And Sufficient Conditions ◽  
Mean Curvature Vector ◽  
The Mean ◽  
Necessary And Sufficient

We give relations between the Gauss map and the mean curvature vector field of a surface in the Euclidean unit n-sphere Sn. These relations are necessary and sufficient conditions for the existence of a surface in Sn with prescribed Gauss map and mean curvature vector field. We show that such surfaces can be expressed explicitly by using given data.

Mean and variance of vacancy for distribution of k-dimensional spheres within k-dimensional space

1984 ◽  
Vol 21 (04) ◽  
pp. 738-752
Author(s):  
Peter Hall
Keyword(s):  
Dimensional Space ◽  
Sufficient Conditions ◽  
Unit Cube ◽  
Necessary And Sufficient Conditions ◽  
Dimensional Sphere ◽  
Asymptotic Formulae ◽  
Dimensional Unit ◽  
Mean And Variance ◽  
The Mean ◽  
Necessary And Sufficient

Let n points be distributed independently within a k-dimensional unit cube according to density f. At each point, construct a k-dimensional sphere of content an. Let V denote the vacancy, or ‘volume' not covered by the spheres. We derive asymptotic formulae for the mean and variance of V, as n → ∞and an → 0. The formulae separate naturally into three cases, corresponding to nan → 0, nan → a (0 &lt; a &lt;∞) and nan →∞, respectively. We apply the formulae to derive necessary and sufficient conditions for V/E(V) → 1 in L2.

A branching process with disasters

1975 ◽  
Vol 12 (1) ◽  
pp. 47-59 ◽  
Author(s):  
Norman Kaplan ◽  
Aidan Sudbury ◽  
Trygve S. Nilsen
Keyword(s):  
Asymptotic Behavior ◽  
Renewal Process ◽  
Branching Process ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Population Process ◽  
Age Dependent ◽  
The Mean ◽  
Necessary And Sufficient

A population process is considered where particles reproduce according to an age-dependent branching process, and are subjected to disasters which occur at the epochs of an independent renewal process. Each particle alive at the time of a disaster, survives it with probability p and the survival of any particle is assumed independent of the survival of any other particle. The asymptotic behavior of the mean of the process is determined and as a consequence, necessary and sufficient conditions are given for extinction.

A branching process with disasters

1975 ◽  
Vol 12 (01) ◽  
pp. 47-59 ◽  
Author(s):  
Norman Kaplan ◽  
Aidan Sudbury ◽  
Trygve S. Nilsen
Keyword(s):  
Asymptotic Behavior ◽  
Renewal Process ◽  
Branching Process ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Population Process ◽  
Age Dependent ◽  
The Mean ◽  
Necessary And Sufficient

A population process is considered where particles reproduce according to an age-dependent branching process, and are subjected to disasters which occur at the epochs of an independent renewal process. Each particle alive at the time of a disaster, survives it with probability p and the survival of any particle is assumed independent of the survival of any other particle. The asymptotic behavior of the mean of the process is determined and as a consequence, necessary and sufficient conditions are given for extinction.

The extinction time of a general birth and death process with catastrophes

1986 ◽  
Vol 23 (04) ◽  
pp. 851-858 ◽  
Author(s):  
P. J. Brockwell
Keyword(s):  
Laplace Transform ◽  
Size Distribution ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Death Process ◽  
Extinction Time ◽  
Birth And Death Process ◽  
Different Types ◽  
The Laplace Transform ◽  
Necessary And Sufficient

The Laplace transform of the extinction time is determined for a general birth and death process with arbitrary catastrophe rate and catastrophe size distribution. It is assumed only that the birth rates satisfyλ0= 0,λj&gt; 0 for eachj&gt; 0, and. Necessary and sufficient conditions for certain extinction of the population are derived. The results are applied to the linear birth and death process (λj=jλ, µj=jμ) with catastrophes of several different types.

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