positive series
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2021 ◽  
Vol 56 (2) ◽  
pp. 133-143
Author(s):  
M.V. Pratsovytyi ◽  
Ya. V. Goncharenko ◽  
I. M. Lysenko ◽  
S.P. Ratushniak

We consider function $f$ which is depended on the parameters $0<a\in R$, $q_{0n}\in (0;1)$, $n\in N$ and convergent positive series $v_1+v_2+...+v_n+...$, defined by equality $f(x=\Delta^{Q_2^*}_{\alpha_1\alpha_2...\alpha_n...})=a^{\varphi(x)}$, where $\alpha_n\in \{0,1\}$, $\varphi(x=\Delta^{Q_2^*}_{\alpha_1\alpha_2...\alpha_n...})=\alpha_1v_1+...+\alpha_nv_n+...$, $q_{1n}=1-q_{0n}$, $\Delta^{Q_2^*}_{\alpha_1...\alpha_n...}=\alpha_1q_{1-\alpha_1,1}+\sum\limits_{n=2}^{\infty}\big(\alpha_nq_{1-\alpha_n,n}\prod\limits_{i=1}^{n-1}q_{\alpha_i,i}\big)$.In the paper we study structural, variational, integral, differential and fractal properties of the function $f$.



2021 ◽  
Vol 109 (123) ◽  
pp. 61-76
Author(s):  
Vyacheslav Abramov ◽  
Meitner Cadena ◽  
Edward Omey

The paper provides a new test of convergence and divergence of positive series. In particular, it extends the known test by Margaret Martin [Bull. Amer. Math. Soc. 47 (1941), 452-457].



2021 ◽  
Vol 11 (06) ◽  
pp. 1202-1210
Author(s):  
传芳 张
Keyword(s):  


2020 ◽  
Vol 51 ◽  
Author(s):  
Vladimír Baláž ◽  
Kálmán Liptai ◽  
János Tóth T. ◽  
Tomáš Visnyai


2019 ◽  
Vol 70 (10) ◽  
pp. 1619-1634
Author(s):  
V. P. Markitan ◽  
M. V. Prats’ovytyi ◽  
I. O. Savchenko
Keyword(s):  


Author(s):  
Ludmila Bourchtein ◽  
Andrei Bourchtein
Keyword(s):  


Author(s):  
Jean Berstel ◽  
Christophe Reutenauer
Keyword(s):  


2012 ◽  
Vol 87 (5) ◽  
pp. 1709-1736 ◽  
Author(s):  
Devin M. Shanthikumar

ABSTRACT Prior research demonstrates that investors respond differently to earnings surprises that are part of a string of consecutive earnings increases or surprises than to those that are not. To shed light on who values these patterns, I compare trading responses of small and large traders to earnings surprises that occur during a series of positive or negative surprises. I find that the relative intensity of small traders' trading response (and, to a lesser extent, that of medium traders) to earnings surprises generally increases as a series progresses. Small traders respond more negatively to the second (third) negative surprise in a series than to the first (second), and more positively for the first three surprises in a positive series. Moreover, I find that announcement-period returns are related to the trading of small and medium traders. These results suggest that less sophisticated smaller traders, responding to earnings series, contribute to previously documented pricing patterns. Data Availability: All data used in this study, with the exception of data obtained from an anonymous discount brokerage firm, are publicly available from the sources indicated in the text.



2005 ◽  
Vol 57 (12) ◽  
pp. 1968-1976 ◽  
Author(s):  
O. I. Stepanets’ ◽  
A. L. Shydlich


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