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Proof verification and hardness of approximation problems
 IN PROC. 33RD ANN. IEEE SYMP. ON FOUND. OF COMP. SCI
, 1992
"... We show that every language in NP has a probablistic verifier that checks membership proofs for it using logarithmic number of random bits and by examining a constant number of bits in the proof. If a string is in the language, then there exists a proof such that the verifier accepts with probabilit ..."
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Cited by 797 (39 self)
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with probability 1 (i.e., for every choice of its random string). For strings not in the language, the verifier rejects every provided “proof " with probability at least 1/2. Our result builds upon and improves a recent result of Arora and Safra [6] whose verifiers examine a nonconstant number of bits
Nonconstant
"... bounded holomorphic functions of hyperbolic numbers – Candidates for hyperbolic activation functions * Eckhard Hitzer (University of Fukui) Abstract – The Liouville theorem states that bounded holomorphic complex functions are necessarily constant. Holomorphic functions fulfill the socalled CauchyR ..."
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bounded holomorphic functions of hyperbolic numbers – Candidates for hyperbolic activation functions * Eckhard Hitzer (University of Fukui) Abstract – The Liouville theorem states that bounded holomorphic complex functions are necessarily constant. Holomorphic functions fulfill the socalled Cauchy
of nonconstant curvature via the Stäckel transform
"... Received???, in final form????; Published online???? doi:10.3842/SIGMA.201*.?? Abstract. The Stäckel transform is applied to the geodesic motion on Euclidean space, through the harmonic oscillator and Kepler–Coloumb potentials, in order to obtain maximally superintegrable classical systems on Ndi ..."
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dimensional Riemannian spaces of nonconstant curvature. By one hand, the harmonic oscillator potential leads to two families of superintegrable systems which are interpreted as an intrinsic Kepler–Coloumb system on a hyperbolic curved space and as the socalled Darboux III oscillator. On the other, the Kepler
Local Computation Algorithms for Graphs of NonConstant Degrees
, 2014
"... In the model of local computation algorithms (LCAs), we aim to compute the queried part of the output by examining only a small (sublinear) portion of the input. Many recently developed LCAs on graph problems achieve time and space complexities with very low dependence on n, the number of vertices. ..."
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In the model of local computation algorithms (LCAs), we aim to compute the queried part of the output by examining only a small (sublinear) portion of the input. Many recently developed LCAs on graph problems achieve time and space complexities with very low dependence on n, the number of vertices
BELTRAMI FIELDS WITH A NONCONSTANT PROPORTIONALITY FACTOR ARE RARE
"... Abstract. We consider the existence of Beltrami fields with a nonconstant proportionality factor f in an open subset U of R3. By reformulating this problem as a constrained evolution equation on a surface, we find an explicit differential equation that f must satisfy whenever there is a nontrivial B ..."
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Cited by 2 (2 self)
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Abstract. We consider the existence of Beltrami fields with a nonconstant proportionality factor f in an open subset U of R3. By reformulating this problem as a constrained evolution equation on a surface, we find an explicit differential equation that f must satisfy whenever there is a nontrivial
Detection of nonconstant long memory parameter∗
"... Abstract This article deals with detection of nonconstant long memory parameter in time series. The null hypothesis presumes stationary or nonstationary time series with constant long memory parameter, typically an I(d) series with d> −.5. The alternative corresponds to an increase in persistence ..."
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Cited by 1 (1 self)
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Abstract This article deals with detection of nonconstant long memory parameter in time series. The null hypothesis presumes stationary or nonstationary time series with constant long memory parameter, typically an I(d) series with d> −.5. The alternative corresponds to an increase
Optimal Carbon Taxes with NonConstant Time Preference∗
, 2012
"... The paper derives an explicit formula for the nearterm carbon price in a dynamic stochastic general equilibrium climate model in which agents employ arbitrary nonconstant time preference rates. The paper uses a simplified version of the model in Golosov et al. (2011), though we argue that the adde ..."
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The paper derives an explicit formula for the nearterm carbon price in a dynamic stochastic general equilibrium climate model in which agents employ arbitrary nonconstant time preference rates. The paper uses a simplified version of the model in Golosov et al. (2011), though we argue
FORECASTING AND TESTING A NONCONSTANT VOLATILITY
, 2006
"... Abstract. In this paper we study volatility functions. Our main assumption is that the volatility is deterministic or stochastic but driven by a Brownian motion independent of the stock. We propose a forecasting method and check the consistency with option pricing theory. To estimate the unknown vol ..."
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Abstract. In this paper we study volatility functions. Our main assumption is that the volatility is deterministic or stochastic but driven by a Brownian motion independent of the stock. We propose a forecasting method and check the consistency with option pricing theory. To estimate the unknown volatility function we use the approach of [12] based on filters for estimation of an unknown function from its noisy observations. One of the main assumptions is that the volatility is a continuous function, with derivative satisfying some smoothness conditions. The two forecasting methods correspond to the the first and second order filters, the first order filter tracks the unknown function and the second order tracks the function and it derivative. Therefore the quality of forecasting depends on the type of the volatility function: if oscillations of volatility around its average are frequent, then the first order filter seems to be appropriate, otherwise the second order filter is better. Further, in deterministic volatility models the price of options is given by the BlackScholes formula with averaged future volatility [16], [29]. This enables us to compare the implied volatility with the averaged estimated historical volatility. This comparison is done for five companies and shows that the implied volatility and the historical volatilities are not statistically related. 1.
Title: NonConstant Discounting in Continuous Time
"... eScholarship provides open access, scholarly publishing services to the University of California and delivers a dynamic research platform to scholars worldwide. ..."
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eScholarship provides open access, scholarly publishing services to the University of California and delivers a dynamic research platform to scholars worldwide.
Results 1  10
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15,697