20,471 research outputs found

    BV-regularity for the Malliavin Derivative of the Maximum of the Wiener Process

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    We prove that, on the classical Wiener space, the random variable sup0tTWt\sup_{0\le t \le T} W_t admits a measure as second Malliavin derivative, whose total variation measure is finite and singular w.r.t.\ the Wiener measure

    Zero noise limits using local times

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    We consider a well-known family of SDEs with irregular drifts and the correspondent zero noise limits. Using (mollified) local times, we show which trajectories are selected. The approach is completely probabilistic and relies on elementary stochastic calculus only

    Inapproximability of Combinatorial Optimization Problems

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    We survey results on the hardness of approximating combinatorial optimization problems

    Some Applications of Coding Theory in Computational Complexity

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    Error-correcting codes and related combinatorial constructs play an important role in several recent (and old) results in computational complexity theory. In this paper we survey results on locally-testable and locally-decodable error-correcting codes, and their applications to complexity theory and to cryptography. Locally decodable codes are error-correcting codes with sub-linear time error-correcting algorithms. They are related to private information retrieval (a type of cryptographic protocol), and they are used in average-case complexity and to construct ``hard-core predicates'' for one-way permutations. Locally testable codes are error-correcting codes with sub-linear time error-detection algorithms, and they are the combinatorial core of probabilistically checkable proofs

    Portable high-end instrument for in-vivo infrared spectroscopy using spread spectrum modulation

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    Near infrared spectroscopy (NIRS) can be employed to monitor noninvasively and continuously local changes in hemodynamics and oxygenation of human tissues. In particular, the technique can be particularly useful for muscular functional monitoring during unattended physical activity. A portable NIRS research-grade acquisition system, dedicated to low-noise measurements during muscular exercise, is presented. A spread-spectrum multiplexing scheme significantly enhances system performance. The resulting instrument is compact, lightweight and efficient. Preliminary tests on oxygen consumption during exercise and venous occlusion show excellent detectivity and time response

    Job Security and New Restrictive Permanent Contracts. Are Spanish Workers More Worried of Losing Their Job?

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    This paper investigates the impact of the introduction of new restrictive permanent contracts on the perceived job security of the workers in Spain. The perceived job security is strongly influenced by the characteristics of individuals and their distribution within groups. Comparing heterogeneous groups could make the traditional DID estimator biased. To address this issue I combine the propensity score matching DID with a fixed effect estimator. The analysis is conducted using data from the ECHP Survey for Spain from 1995 to 2000. The result is that this reform has a positive impact only for one targeted group, i.e. the young workers and no effect for the others. Several robustness checks are performed.Job security, Firing Costs, Evaluation Policy, Fixed effect estimator.

    Three superposition principles: currents, continuity equations and curves of measures

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    We establish a general superposition principle for curves of measures solving a continuity equation on metric spaces without any smooth structure nor underlying measure, representing them as marginals of measures concentrated on the solutions of the associated ODE defined by some algebra of observables. We relate this result with decomposition of acyclic normal currents in metric spaces. As an application, a slightly extended version of a probabilistic representation for absolutely continuous curves in Kantorovich-Wasserstein spaces, originally due to S. Lisini, is provided in the metric framework. This gives a hierarchy of implications between superposition principles for curves of measures and for metric currents
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