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229
result(s) for
"rational bound"
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On rational bounds for the gamma function
by
Chu, Yu-Ming
,
Qian, Wei-Mao
,
Zhang, Wen
in
Analysis
,
Applications of Mathematics
,
completely monotonic function
2017
In the article, we prove that the double inequality
x
2
+
p
0
x
+
p
0
<
Γ
(
x
+
1
)
<
x
2
+
9
/
5
x
+
9
/
5
holds for all
x
∈
(
0
,
1
)
, we present the best possible constants
λ
and
μ
such that
λ
(
x
2
+
9
/
5
)
x
+
9
/
5
≤
Γ
(
x
+
1
)
≤
μ
(
x
2
+
p
0
)
x
+
p
0
for all
x
∈
(
0
,
1
)
, and we find the value of
x
∗
in the interval
(
0
,
1
)
such that
Γ
(
x
+
1
)
>
(
x
2
+
1
/
γ
)
/
(
x
+
1
/
γ
)
for
x
∈
(
0
,
x
∗
)
and
Γ
(
x
+
1
)
<
(
x
2
+
1
/
γ
)
/
(
x
+
1
/
γ
)
for
x
∈
(
x
∗
,
1
)
, where
Γ
(
x
)
is the classical gamma function,
γ
=
lim
n
→
∞
(
∑
k
=
1
n
1
/
k
−
log
n
)
=
0.577
…
is Euler-Mascheroni constant and
p
0
=
γ
/
(
1
−
γ
)
=
1.365
…
.
Journal Article
Model uncertainty and the pricing of American options
by
Hobson, David
,
Neuberger, Anthony
in
Economic Theory/Quantitative Economics/Mathematical Methods
,
Economics
,
Expected values
2017
The virtue of an American option is that it can be exercised at any time. This right is particularly valuable when there is model uncertainty. Yet almost all the extensive literature on American options assumes away model uncertainty. This paper quantifies the potential value of this flexibility by identifying the supremum on the price of an American option when we do not impose a model, but rather consider the class of all models which are consistent with a family of European call prices. The bound is enforced by a hedging strategy involving these call options which is robust to model error.
Journal Article
Some novel inequalities for fuzzy variables on the variance and its rational upper bound
by
Zhou, Jian
,
Wang, Yujie
,
Yi, Xiajie
in
Analysis
,
Applications of Mathematics
,
credibility distribution
2016
Variance is of great significance in measuring the degree of deviation, which has gained extensive usage in many fields in practical scenarios. The definition of the variance on the basis of the credibility measure was first put forward in 2002. Following this idea, the calculation of the accurate value of the variance for some special fuzzy variables, like the symmetric and asymmetric triangular fuzzy numbers and the Gaussian fuzzy numbers, is presented in this paper, which turns out to be far more complicated. Thus, in order to better implement variance in real-life projects like risk control and quality management, we suggest a rational upper bound of the variance based on an inequality, together with its calculation formula, which can largely simplify the calculation process within a reasonable range. Meanwhile, some discussions between the variance and its rational upper bound are presented to show the rationality of the latter. Furthermore, two inequalities regarding the rational upper bound of variance and standard deviation of the sum of two fuzzy variables and their individual variances and standard deviations are proved. Subsequently, some numerical examples are illustrated to show the effectiveness and the feasibility of the proposed inequalities.
Journal Article
Bounds on the Moduli of Eigenvalues of Rational Matrices
by
Jayaraman, Sachindranath
,
Basavaraju, Pallavi
,
Hadimani, Shrinath
in
Approximation
,
Codes
,
Eigenvalues
2024
A rational matrix is a matrix-valued function
R
(
λ
)
:
C
→
M
p
such that
R
(
λ
)
=
r
ij
(
λ
)
p
×
p
, where
r
ij
(
λ
)
are scalar complex rational functions in
λ
for
i
,
j
=
1
,
2
,
…
,
p
. The aim of this paper is to obtain bounds on the moduli of eigenvalues of rational matrices in terms of the moduli of their poles. To a given rational matrix
R
(
λ
)
we associate a block matrix
C
R
whose blocks consist of the coefficient matrices of
R
(
λ
)
, as well as a scalar real rational function
q
(
x
) whose coefficients consist of the norm of the coefficient matrices of
R
(
λ
)
. We prove that a zero of
q
(
x
) which is greater than the moduli of all the poles of
R
(
λ
)
will be an upper bound on the moduli of eigenvalues of
R
(
λ
)
. Moreover, by using a block matrix associated with
q
(
x
), we establish bounds on the zeros of
q
(
x
), which in turn yields bounds on the moduli of eigenvalues of
R
(
λ
)
.
Journal Article
Maps with No a Priori Bounds
by
Timorin, Vladlen
,
Blokh, Alexander
,
Oversteegen, Lex
in
Classical and Quantum Gravitation
,
Complex Systems
,
Geodesy
2025
The modulus of a polynomial-like (PL) map is an important invariant that controls distortion of the straightening map and, hence, geometry of the corresponding PL Julia set. Lower bounds on the modulus, called
complex a priori bounds
, are known in a great variety of contexts. For any rational function we complement this by an upper bound for moduli of PL maps in the satellite case that depends
only on the relative period and the degree of the PL map.
This rules out a priori bounds in the satellite case with unbounded relative periods. We also apply our tools to obtain lower bounds for hyperbolic lengths of geodesics in the infinitely renormalizable case, and to show that moduli of annuli must converge to 0 for a sequence of arbitrary renormalizations, under several conditions all of which are shown to be necessary.
Journal Article
ERROR ESTIMATES AND EVALUATION OF MATRIX FUNCTIONS VIA THE FABER TRANSFORM
2009
The need to evaluate expressions of the form f(A) or f(A)b, where f is a nonlinear function, A is a large sparse n × n matrix, and b is an n-vector, arises in many applications. This paper describes how the Faber transform applied to the field of values of A can be used to determine improved error bounds for popular polynomial approximation methods based on the Arnoldi process. Applications of the Faber transform to rational approximation methods and, in particular, to the rational Arnoldi process also are discussed.
Journal Article
Counting points of bounded height in monoid orbits
2022
Given a set of endomorphisms on
P
N
, we establish an upper bound on the number of points of bounded height in the associated monoid orbits. Moreover, we give a more refined estimate with an associated lower bound when the monoid is free. Finally, we show that most sets of rational functions in one variable satisfy these more refined bounds.
Journal Article
The hardest halfspace
2021
We study the approximation of halfspaces h:0,1n→0,1 in the infinity norm by polynomials and rational functions of any given degree. Our main result is an explicit construction of the “hardest” halfspace, for which we prove polynomial and rational approximation lower bounds that match the trivial upper bounds achievable for all halfspaces. This completes a lengthy line of work started by Myhill and Kautz (1961). As an application, we construct a communication problem that achieves essentially the largest possible separation, of O(n) versus 2-Ω(n) , between the sign-rank and discrepancy. Equivalently, our problem exhibits a gap of log n versus Ω(n) between the communication complexity with unbounded versus weakly unbounded error, improving quadratically on previous constructions and completing a line of work started by Babai, Frankl, and Simon (FOCS 1986). Our results further generalize to the k-party number-on-the-forehead model, where we obtain an explicit separation of log n versus Ω(n/4n) for communication with unbounded versus weakly unbounded error.
Journal Article
Weight filtrations on Selmer schemes and the effective Chabauty–Kim method
2023
We develop an effective version of the Chabauty–Kim method which gives explicit upper bounds on the number of $S$-integral points on a hyperbolic curve in terms of dimensions of certain Bloch–Kato Selmer groups. Using this, we give a new ‘motivic’ proof that the number of solutions to the $S$-unit equation is bounded uniformly in terms of $\\#S$.
Journal Article