Towards the Green-Griffiths-Lang conjecture

The Green-Griffiths-Lang conjecture stipulates that for every projective variety X of general type over C, there exists a proper algebraic subvariety of X containing all non constant entire curves f : C $\rightarrow$ X. Using the formalism of directed varieties, we prove here that this assertion holds true in case X satisfies a strong general type condition that is related to a certain jet-semistability property of the tangent bundle TX . We then give a sufficient criterion for the Kobayashi hyperbolicity of an arbitrary directed variety (X,V). This work is dedicated to the memory of Professor Salah Baouendi.Comment: version 2 has been expanded and improved (15 pages

Excursions of the integral of the Brownian motion

The integrated Brownian motion is sometimes known as the Langevin process. Lachal studied several excursion laws induced by the latter. Here we follow a different point of view developed by Pitman for general stationary processes. We first construct a stationary Langevin process and then determine explicitly its stationary excursion measure. This is then used to provide new descriptions of Ito's excursion measure of the Langevin process reflected at a completely inelastic boundary, which has been introduced recently by Bertoin.Comment: In this second version, some consequent changes of notations and presentation. The space we work on for Proposition 2 and Theorem 2 changed a bit (the proofs are unchanged

EBW technology applied on the ICRF antenna component

Central conductor is one of the key components of ion cyclotron ranges of heating antenna, which is usually formed by welding due to the complex structures. High level of welding seam quality and small deformation are very important to central conductor. Electron beam welding (EBW) is suggested as the central conductor welding. To meet EBW requirements and reduce the risk, complex and high level of the accuracy welding fixture have been designed for central conductor EBW. Some samples were manufactured to do test and examination for EBW qualification before central conductor welding. Based on the welding parameters, thermal analysis using finite element method for the welding seam have been carried out. One mockup of central conductor for EBW has been made for proving welding parameters. In addition, some postwelding process were employed after one central conductor EBW. Results of examination and inspection of one central conductor using EBW are presented in this paper

Supervised learning of the adaptive resonance theory system

A supervised learning ART model (SART) is proposed which is based on the structure of ARTMAP but is much simpler. The techniques of match tracking and complement coding have been implemented to ensure the correct selection of category and stability during the training and testing phases. Two simulations have been done in order to verify and evaluate the classification power of SART. The result of identification of poisonous mushroom by SART is compared with that by ARTMAP.published_or_final_versio

Pricing of defaultable bonds with random information flow

In the information-based approach to asset pricing, the market filtration is modelled explicitly as a superposition of signals concerning relevant market factors and independent noise. The rate at which the signal is revealed to the market then determines the overall magnitude of asset volatility. By letting this information flow rate random, we obtain an elementary stochastic volatility model within the information-based approach. Such an extension is justified on account of the fact that in real markets information flow rates are rarely measurable. Effects of having a random information flow rate are investigated in detail in the context of a simple model setup. Specifically, the price process of an elementary defaultable bond is derived, and its characteristic behaviours are revealed via simulation studies. The price of a European-style option on the bond is worked out, showing that the model has a sufficient flexibility to fit volatility surface. As an extension of the random information flow model, modelling of price manipulation is considered. A simple model is used to show how the skewness of the manipulated and unmanipulated price processes take opposite signature

Mondayitis

Mondayitis is a widely known and discussed condition in popular culture. Searching for “Mondayitis” on PubMed, however, will not return any positive results (as of Sunday 6 September 2015). We hope to address this gap in knowledge by proposing a number of possible hypotheses as to its cause, and so assist a keen researcher in directing his or her energies in the most fruitful direction for further exploration

Gender disparity of hepatocellular carcinoma: role of hepatitis B virus X protein and androgen receptor

Key Messages 1. The natural COOH-terminal truncated HBx was more frequently detected in hepatocellular carcinoma (HCC) in male than female patients. 2. There was no significant clinicopathological correlation with the HBx status or remarkable changes in androgen receptor (AR) expression in the presence of different truncated HBx mutants compared with full-length HBx. 3. Lower expression of AR was associated with more aggressive tumour phenotype and a higher metastatic potential of HCC.published_or_final_versio

Multipower variation for Brownian semistationary processes

In this paper we study the asymptotic behaviour of power and multipower variations of processes $Y$:$$Y_t=\int_{-\in fty}^tg(t-s)\sigma_sW(\mathrm{d}s)+Z_t,$$ where $g:(0,\infty)\rightarrow\mathbb{R}$ is deterministic, $\sigma >0$ is a random process, $W$ is the stochastic Wiener measure and $Z$ is a stochastic process in the nature of a drift term. Processes of this type serve, in particular, to model data of velocity increments of a fluid in a turbulence regime with spot intermittency $\sigma$. The purpose of this paper is to determine the probabilistic limit behaviour of the (multi)power variations of $Y$ as a basis for studying properties of the intermittency process $\sigma$. Notably the processes $Y$ are in general not of the semimartingale kind and the established theory of multipower variation for semimartingales does not suffice for deriving the limit properties. As a key tool for the results, a general central limit theorem for triangular Gaussian schemes is formulated and proved. Examples and an application to the realised variance ratio are given.Comment: Published in at http://dx.doi.org/10.3150/10-BEJ316 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm