Document Zbl 1326.60115

<!doctype html> <html lang="en"> <head> <meta charset="utf-8"> <title>Document Zbl 1326.60115 - zbMATH Open</title> <meta name="viewport" content="width=device-width, minimum-scale=0.1, maximum-scale=5.0"> <meta name="robots" content="noarchive, noindex"> <meta name="referrer" content="origin-when-cross-origin"> <link href="https://static.zbmath.org/contrib/bootstrap/v3.3.7/css/bootstrap.min.css" rel="stylesheet" media="screen,print"> <link href="https://static.zbmath.org/contrib/bootstrap/v3.3.7/css/bootstrap-theme.min.css" rel="stylesheet" media="screen,print"> <link href="https://static.zbmath.org/contrib/bootstrap-lightbox/v0.7.0/bootstrap-lightbox.min.css" rel="stylesheet" media="screen,print"> <link rel="stylesheet" href="https://static.zbmath.org/contrib/bootstrap-select/v1.13.14/css/bootstrap-select.min.css"> <link href="/static/css/smoothness/jquery-ui-1.10.1.custom.min.css" rel="stylesheet" media="screen"> <link href="/static/styles.css?v=20241024" rel="stylesheet" media="screen,print"> <link href="https://static.zbmath.org/zbMathJax/v0.1.38/zbmathjax.css" rel="stylesheet" media="screen,print"> <link rel="shortcut icon" href="/static/zbmath.ico"> <script type="application/ld+json"> { "@context": "http://schema.org", "@type": "Organization", "url": "https://zbmath.org/", "logo": "https://zbmath.org/static/zbMATH.png" } </script> </head> <body> <div id="line"></div> <span id="clear" style="cursor: pointer;">×</span> <div id="page"> <div id="head"> <nav id="menu" class="navbar navbar-default"> <div class="container-fluid"> <div class="navbar-header"> <button type="button" class="navbar-toggle collapsed" data-toggle="collapse" data-target="#zbnav" aria-expanded="false"> <span class="sr-only">Toggle navigation</span> <span class="icon-bar"></span> <span class="icon-bar"></span> <span class="icon-bar"></span> </button> <a class="navbar-brand" href="#"> <img class="logo" src="/static/zbmath.gif" alt="zbMATH Open logo"> </a> </div> <div id="zbnav" class="collapse navbar-collapse"> <ul class="nav navbar-nav pages"> <li class="about"> <a href="/about/">About</a> </li> <li class="frequently-asked-questions"> <a href="/frequently-asked-questions/">FAQ</a> </li> <li class="general-help"> <a href="/general-help/">General Help</a> </li> <li class="reviewer-service"> <a href="https://zbmath.org/reviewer-service/" target="_self" >Reviewer Service</a> </li> <li> <a href="/tools-and-resources/">Tools & Resources</a> </li> <li class="contact"> <a href="/contact/">Contact</a> </li> </ul> <ul class="nav navbar-nav navbar-right prefs"> <li class="preferences dropdown"> <a data-toggle="dropdown" href="#">Preferences <i class="caret"></i></a> <ul class="dropdown-menu preferences"> <li> <form id="preferences" class="navbar-form" method="post" action="/preferences/" onsubmit="return confirm('This website uses cookies for the purposes of storing preference information on your device. Do you agree to this?\n\nPlease refer to our Privacy Policy to learn more about our use of cookies.')" > <input type="hidden" name="path" value="/?q=rj%3A313+se%3A475+ai%3Agordy.michael-b"> <span class=""> <label class="title">Search Form</label> <div class="form-group"> <input id="search-multi-line" type="radio" name="search" value="multi-line" checked> <label for="search-multi-line" class="radio">Multi-Line Search (default)</label> </div> <div class="form-group"> <input id="search-one-line" type="radio" name="search" value="one-line"> <label for="search-one-line" class="radio">One-Line Search</label> </div> </span> <span class="count"> <label class="title">Hits per Page</label> <div class="form-group"> <input id="count-10" type="radio" name="count" value="10"> <label for="count-10" class="radio">10</label> </div> <div class="form-group"> <input id="count-20" type="radio" name="count" value="20"> <label for="count-20" class="radio">20</label> </div> <div class="form-group"> <input id="count-50" type="radio" name="count" value="50"> <label for="count-50" class="radio">50</label> </div> <div class="form-group"> <input id="count-100" type="radio" name="count" value="100" checked> <label for="count-100" class="radio">100 (default)</label> </div> <div class="form-group"> <input id="count-200" type="radio" name="count" value="200"> <label for="count-200" class="radio">200</label> </div> </span> <span class="format"> <label class="title">Display Format</label> <div class="form-group"> <input id="format-mathjax" type="radio" name="format" value="mathjax" checked> <label for="format-mathjax" class="radio">MathJax (default)</label> </div> <div class="form-group"> <input id="format-amstex" type="radio" name="format" value="latex"> <label for="format-amstex" class="radio">LaTeX</label> </div> </span> <span class="ranking"> <label class="title">Documents Sorting</label> <div class="form-group"> <input id="documents-ranking-default" type="radio" name="documents_ranking" value="date" checked> <label for="documents-ranking-default" class="radio">Newest first (default)</label> </div> <div class="form-group"> <input id="documents-ranking-references" type="radio" name="documents_ranking" value="references"> <label for="documents-ranking-references" class="radio">Citations</label> </div> <div class="form-group"> <input id="documents-ranking-relevance" type="radio" name="documents_ranking" value="relevance"> <label for="documents-ranking-relevance" class="radio">Relevance</label> </div> </span> <span class="ranking"> <label class="title">Authors Sorting</label> <div class="form-group"> <input id="authors-ranking-default" type="radio" name="authors_ranking" value="alpha" checked> <label for="authors-ranking-default" class="radio">Alphabetically (default)</label> </div> <div class="form-group"> <input id="authors-ranking-references" type="radio" name="authors_ranking" value="references"> <label for="authors-ranking-references" class="radio">Citations</label> </div> </span> <span class="ranking"> <label class="title">Serials Sorting</label> <div class="form-group"> <input id="serials-ranking-default" type="radio" name="serials_ranking" value="alpha" checked> <label for="serials-ranking-default" class="radio">Alphabetically (default)</label> </div> <div class="form-group"> <input id="serials-ranking-references" type="radio" name="serials_ranking" value="references"> <label for="serials-ranking-references" class="radio">Citations</label> </div> </span> <span class="ranking"> <label class="title">Software Sorting</label> <div class="form-group"> <input id="software-ranking-default" type="radio" name="software_ranking" value="references" checked> <label for="software-ranking-default" class="radio">Citations (default)</label> </div> <div class="form-group"> <input id="software-ranking-alpha" type="radio" name="software_ranking" value="alpha"> <label for="software-ranking-alpha" class="radio">Alphabetically</label> </div> </span> <button type="submit" class="btn btn-default">OK</button> <div class="clearfix"> </form> </li> </ul> </li> </ul> </div> </div> </nav> <div id="tabs"> <h1 class="logo"> <a class="logo" href="/"> <img class="logo" src="/static/zbmath.gif" alt="zbMATH Open — the first resource for mathematics" > </a> </h1> <nav> <ul class="nav nav-tabs"> <li class="tab-documents active"> <a href="/">Documents</a> </li> <li class="tab-authors"> <a href="/authors/">Authors</a> </li> <li class="tab-serials"> <a href="/serials/">Serials</a> </li> <li class="tab-software"> <a href="/software/">Software</a> </li> <li class="tab-classification"> <a href="/classification/">Classification</a> </li> <li class="tab-formulae"> <a href="/formulae/">Formul忙</a> </li> </ul> </nav> <div class="clearfix"></div> </div> <div class="content-fixed"> <div class="content-formular"> <div style="display: none;"> <div class="row ml-0"id="multi-line-new-line" style="display: none;"> <div class="col-xs-12 form-inline multi-line"> <select class="form-control multi-line-field multi-line-selectpicker" name="ml-0-f" aria-label="field"> <option data-type="input" value="any" selected>Anywhere</option> <option data-type="input" value="au">Authors</option> <option data-type="input" value="ti">Title</option> <option data-type="input" value="py">Year</option> <option data-type="range" value="pyr">Year Range</option> <option data-type="input" value="cc">MSC</option> <option data-type="input" value="cc1">MSC Primary</option> <option data-type="input" value="so">Source / Journal</option> <option data-type="input" value="pu">Publisher</option> <option data-type="input" value="la">Language</option> <option data-type="input" value="ab">Summary / Review</option> <option data-type="input" value="rv">Reviewer</option> <option data-type="input" value="an">zbMATH ID</option> <option data-type="input" value="en">External ID</option> <option data-type="input" value="ut">Keywords</option> <option data-type="input" value="sw">Software</option> <option data-type="input" value="br">Biographic Ref</option> <option data-type="input" value="rft">Reference Text</option> <option data-type="multiselect-db" value="db">Database</option> <option data-divider="true"></option> <option data-function="remove-line" data-content='<span class="glyphicon glyphicon-minus" aria-hidden="true"></span> remove line' value="any">remove line</option> </select><input name="ml-0-v" class="form-control multi-line-value multi-line-input" type="text" value="" aria-label="value"><select class="form-control multi-line-operators multi-line-selectpicker" name="ml-0-op" aria-label="operator"> <option value="and" selected>AND</option> <option value="andnot">AND NOT</option> <option value="or">OR</option> </select></div> </div> <input name="ml-0-v" class="form-control multi-line-value multi-line-input" type="text" value="" aria-label="value" id="multi-line-type-input"> <span class="multi-line-value" id="multi-line-type-range"><span style="padding-left: 5px;">from</span> <input name="ml-0-v1" class="form-control multi-line-input" type="text" value="" aria-label="value"> until <input name="ml-0-v2" class="form-control multi-line-input" type="text" value="" aria-label="value"></span> <input name="ml-0-v" class="form-control multi-line-value multi-line-input" type="text" value="" aria-label="value" id="multi-line-type-input-la" placeholder="use name or ISO code"> <input name="ml-0-v" class="form-control multi-line-value multi-line-input" type="text" value="" aria-label="value" id="multi-line-type-input-rv" placeholder="enter name or zbMATH reviewer number"> <input name="ml-0-v" class="form-control multi-line-value multi-line-input" type="text" value="" aria-label="value" id="multi-line-type-input-an" placeholder="Zbl, JFM or ERAM number"> <input name="ml-0-v" class="form-control multi-line-value multi-line-input" type="text" value="" aria-label="value" id="multi-line-type-input-en" placeholder="e.g. DOI, ISBN, arXiv ID"> <input name="ml-0-v" class="form-control multi-line-value multi-line-input" type="text" value="" aria-label="value" id="multi-line-type-input-sw" placeholder="use * to find all documents using software"> <input name="ml-0-v" class="form-control multi-line-value multi-line-input" type="text" value="" aria-label="value" id="multi-line-type-input-br" placeholder="find documents about the life or work of a person"> <span class="multi-line-value" id="multi-line-type-multiselect-db"> <select class="multi-line-selectpicker" data-width="100%" multiple> <option value="zbl">Zbl</option> <option value="arxiv">arXiv</option> <option value="jfm">JFM</option> <option value="eram">ERAM</option> </select> <input type="hidden" class="multi-line-input" name="ml-0-v" value=""> </span> </div> <form name="documents" method="GET" action="/" autocomplete="off"> <div class="documents multi-line" style="display: none;"> <div class="forms"> <ul class="nav forms"> <li class="one-line"> <span tabindex="0" class="glyphicon glyphicon-question-sign" title="One-Line Search allows for free logical combinations of search fields" aria-label="One-Line Search allows for free logical combinations of search fields" data-placement="bottom"></span> <a style="display: inline-block;" href="#">One-Line Search <span class="glyphicon glyphicon-search"></span></a> </li> </ul> </div> <div class="clearfix"></div> <div class="container-fluid"> <input type="hidden" id="multi-line-ml" name="ml" value="3"> <div id="multi-line-row-wrapper"> <div class="row ml-1"> <div class="col-xs-12 form-inline multi-line"> <select class="form-control multi-line-field multi-line-selectpicker" name="ml-1-f" aria-label="field"> <option data-type="input" value="any" selected>Anywhere</option> <option data-type="input" value="au">Authors</option> <option data-type="input" value="ti">Title</option> <option data-type="input" value="py">Year</option> <option data-type="range" value="pyr">Year Range</option> <option data-type="input" value="cc">MSC</option> <option data-type="input" value="cc1">MSC Primary</option> <option data-type="input" value="so">Source / Journal</option> <option data-type="input" value="pu">Publisher</option> <option data-type="input" value="la">Language</option> <option data-type="input" value="ab">Summary / Review</option> <option data-type="input" value="rv">Reviewer</option> <option data-type="input" value="an">zbMATH ID</option> <option data-type="input" value="en">External ID</option> <option data-type="input" value="ut">Keywords</option> <option data-type="input" value="sw">Software</option> <option data-type="input" value="br">Biographic Ref</option> <option data-type="input" value="rft">Reference Text</option> <option data-type="multiselect-db" value="db">Database</option> <option data-divider="true"></option> <option data-function="remove-line" data-content='<span class="glyphicon glyphicon-minus" aria-hidden="true"></span> remove line' value="any">remove line</option> </select><input name="ml-1-v" class="form-control multi-line-value multi-line-input" type="text" value="" aria-label="value"><select class="form-control multi-line-operators multi-line-selectpicker" name="ml-1-op" aria-label="operator"> <option value="and" selected>AND</option> <option value="andnot">AND NOT</option> <option value="or">OR</option> </select></div> </div> <div class="row ml-2"> <div class="col-xs-12 form-inline multi-line"> <select class="form-control multi-line-field multi-line-selectpicker" name="ml-2-f" aria-label="field"> <option data-type="input" value="any">Anywhere</option> <option data-type="input" value="au" selected>Authors</option> <option data-type="input" value="ti">Title</option> <option data-type="input" value="py">Year</option> <option data-type="range" value="pyr">Year Range</option> <option data-type="input" value="cc">MSC</option> <option data-type="input" value="cc1">MSC Primary</option> <option data-type="input" value="so">Source / Journal</option> <option data-type="input" value="pu">Publisher</option> <option data-type="input" value="la">Language</option> <option data-type="input" value="ab">Summary / Review</option> <option data-type="input" value="rv">Reviewer</option> <option data-type="input" value="an">zbMATH ID</option> <option data-type="input" value="en">External ID</option> <option data-type="input" value="ut">Keywords</option> <option data-type="input" value="sw">Software</option> <option data-type="input" value="br">Biographic Ref</option> <option data-type="input" value="rft">Reference Text</option> <option data-type="multiselect-db" value="db">Database</option> <option data-divider="true"></option> <option data-function="remove-line" data-content='<span class="glyphicon glyphicon-minus" aria-hidden="true"></span> remove line' value="any">remove line</option> </select><input name="ml-2-v" class="form-control multi-line-value multi-line-input" type="text" value="" aria-label="value"><select class="form-control multi-line-operators multi-line-selectpicker" name="ml-2-op" aria-label="operator"> <option value="and" selected>AND</option> <option value="andnot">AND NOT</option> <option value="or">OR</option> </select></div> </div> <div class="row ml-3"> <div class="col-xs-12 form-inline multi-line"> <select class="form-control multi-line-field multi-line-selectpicker" name="ml-3-f" aria-label="field"> <option data-type="input" value="any">Anywhere</option> <option data-type="input" value="au">Authors</option> <option data-type="input" value="ti" selected>Title</option> <option data-type="input" value="py">Year</option> <option data-type="range" value="pyr">Year Range</option> <option data-type="input" value="cc">MSC</option> <option data-type="input" value="cc1">MSC Primary</option> <option data-type="input" value="so">Source / Journal</option> <option data-type="input" value="pu">Publisher</option> <option data-type="input" value="la">Language</option> <option data-type="input" value="ab">Summary / Review</option> <option data-type="input" value="rv">Reviewer</option> <option data-type="input" value="an">zbMATH ID</option> <option data-type="input" value="en">External ID</option> <option data-type="input" value="ut">Keywords</option> <option data-type="input" value="sw">Software</option> <option data-type="input" value="br">Biographic Ref</option> <option data-type="input" value="rft">Reference Text</option> <option data-type="multiselect-db" value="db">Database</option> <option data-divider="true"></option> <option data-function="remove-line" data-content='<span class="glyphicon glyphicon-minus" aria-hidden="true"></span> remove line' value="any">remove line</option> </select><input name="ml-3-v" class="form-control multi-line-value multi-line-input" type="text" value="" aria-label="value"><div id="multi-line-plus"> <a href="#"><span class="glyphicon glyphicon-plus" aria-hidden="true"></span> add line</a> </div></div> </div> </div> <div class="row"> <div class="col-xs-12 form-inline"> <div class="form-group field checkboxes-wrapper" id="checkboxes-wrapper-test" style="visibility: hidden; position: fixed;"> <label>Document Type:</label> <div class="checkboxes"> <div class="slider"> <label title="search for Articles in Journals"> <input type="checkbox" class="form-control" value="j" checked> <span tabindex="0"><small></small></span> Journal Articles </label> </div> <div class="slider"> <label title="search for Articles in Conference Proceedings and Collected Volumes"> <input type="checkbox" class="form-control" value="a" checked> <span tabindex="0"><small></small></span> Collection Articles </label> </div> <div class="slider"> <label title="search for Monographs, Proceedings, Dissertations etc."> <input type="checkbox" class="form-control" value="b" checked> <span tabindex="0"><small></small></span> Books </label> </div> <div class="slider"> <label title="search for arXiv Preprints"> <input type="checkbox" class="form-control" value="p" checked> <span tabindex="0"><small></small></span> arXiv Preprints </label> </div> </div> </div> <div class="form-group field checkboxes-wrapper" id="checkboxes-wrapper-real"> <label>Document Type:</label> <div class="checkboxes"> <div class="slider"> <label for="dt-j" title="search for Articles in Journals"> <input type="checkbox" id="dt-j" name="dt" class="form-control" value="j" checked> <span tabindex="0"><small></small></span> Journal Articles </label> </div> <div class="slider"> <label for="dt-a" title="search for Articles in Conference Proceedings and Collected Volumes"> <input type="checkbox" id="dt-a" name="dt" class="form-control" value="a" checked> <span tabindex="0"><small></small></span> Collection Articles </label> </div> <div class="slider"> <label for="dt-b" title="search for Monographs, Proceedings, Dissertations etc."> <input type="checkbox" id="dt-b" name="dt" class="form-control" value="b" checked> <span tabindex="0"><small></small></span> Books </label> </div> <div class="slider"> <label for="dt-p" title="search for arXiv Preprints"> <input type="checkbox" id="dt-p" name="dt" class="form-control" value="p" checked> <span tabindex="0"><small></small></span> arXiv Preprints </label> </div> </div> </div> </div> </div> <div class="row"> <div class="col-xs-12 buttons"> <a tabindex="0" class="btn btn-default clear-all">Reset all <span class="glyphicon glyphicon-remove"></span></a> <div class="submit"> <button class="btn btn-default search" type="submit">Search <span class="glyphicon glyphicon-search"></span></button> </div> </div> </div> </div> </div> </form> <form class="form-inline" name="documents" method="GET" action="/"> <div class="documents one-line" style="display: block;"> <div class="forms"> <ul class="nav forms"> <li class="multi-line"><a href="#">New Multi-Line Search <span class="glyphicon glyphicon-list"></span></a></li> </ul> </div> <div id="search-row" class="input-group box"> <span> <div id="search-field"> <input class="query form-control" type="text" name="q" value="rj:313 se:475 ai:gordy.michael-b" aria-label="Search for documents" placeholder="Search for documents" autocomplete="off"> </div> <div class="search-buttons input-group-btn"> <div class="btn-group"> <button class="btn btn-default search" type="submit"><span class="virtual">Search</span> <span class="glyphicon glyphicon-search" style="top: 2px;"></span></button> </div> </div> </span> <span> <div class="search-buttons input-group-btn"> <div class="btn-group"> <div class="btn-group fields"> <button class="btn btn-default dropdown-toggle" data-toggle="dropdown">Fields <i class="caret"></i></button> <ul id="fields" class="dropdown-menu pull-right"> <li><a href="#"><span class="token item">any:</span><span> </span>anywhere (default)</a></li> <li><a href="#"><span class="token item">ab:</span><span>  </span>review text</a></li> <li><a href="#"><span class="token item">an:</span><span>  </span>zbmath id</a></li> <li><a href="#"><span class="token item">any:</span><span>  </span>anywhere</a></li> <li><a href="#"><span class="token item">au:</span><span>  </span>contributor name</a></li> <li><a href="#"><span class="token item">br:</span><span>  </span>biographic reference name</a></li> <li><a href="#"><span class="token item">cc:</span><span>  </span>msc title</a></li> <li><a href="#"><span class="token item">dt:</span><span>  </span>document type</a></li> <li><a href="#"><span class="token item">doi:</span><span>  </span>doi</a></li> <li><a href="#"><span class="token item">en:</span><span>  </span>external id</a></li> <li><a href="#"><span class="token item">la:</span><span>  </span>language</a></li> <li><a href="#"><span class="token item">pu:</span><span>  </span>publisher</a></li> <li><a href="#"><span class="token item">py:</span><span>  </span>year</a></li> <li><a href="#"><span class="token item">rv:</span><span>  </span>reviewer name</a></li> <li><a href="#"><span class="token item">so:</span><span>  </span>source</a></li> <li><a href="#"><span class="token item">sw:</span><span>  </span>software name</a></li> <li><a href="#"><span class="token item">ti:</span><span>  </span>title</a></li> <li><a href="#"><span class="token item">ut:</span><span>  </span>keyword</a></li> </ul> </div> <div class="btn-group operators"> <button class="btn btn-default dropdown-toggle" data-toggle="dropdown">Operators <i class="caret"></i></button> <ul id="operators" class="dropdown-menu pull-right"> <li><a href="#"><span class="token">a <span class="item">&</span> b </span><span> </span>logical and (default)</a></li> <li><a href="#"><span class="token">a <span class="item">|</span> b </span><span> </span>logical or</a></li> <li><a href="#"><span class="token"><span class="item">!</span>ab   </span><span> </span>logical not</a></li> <li><a href="#"><span class="token">abc<span class="item">*</span>  </span><span> </span>right wildcard</a></li> <li><a href="#"><span class="token"><span class="item">"</span>ab c<span class="item">"</span></span><span> </span>phrase</a></li> <li><a href="#"><span class="token"><span class="item">(</span>ab c<span class="item">)</span></span><span> </span>parentheses</a></li> </ul> </div> </div> </div> <div class="special"> <ul class="nav help-button"> <li class="dropdown pull-right"> <a href="#">Help <i class="caret"></i></a> </li> </ul> </div> </span> </div> <div class="help"><h2>Examples</h2> <div id="help-terms" role="table"> <div class="help-item" role="row"> <span class="search-example" role="rowheader"><a href="/?q=Geometry">Geometry</a></span> <span class="search-explanation" role="cell" role="cell">Search for the term <em>Geometry</em> in <strong>any</strong> field. Queries are <strong>case-independent</strong>.</span> </div> <div class="help-item" role="row"> <span class="search-example" role="rowheader"><a href="/?q=Funct%2A">Funct*</a></span> <span class="search-explanation" role="cell"><strong>Wildcard</strong> queries are specified by <strong><u>*</u></strong> (e.g. <em>functions</em>, <em>functorial</em>, etc.). Otherwise the search is <strong>exact</strong>.</span> </div> <div class="help-item" role="row"> <span class="search-example" role="rowheader"><a href="/?q=%22Topological+group%22">"Topological group"</a></span> <span class="search-explanation" role="cell"><strong>Phrases</strong> (multi-words) should be set in <u>"</u>straight quotation marks<u>"</u>.</span> </div> <div class="help-item" role="row"> <span class="search-example" role="rowheader"><a href="/?q=au%3A+Bourbaki+%26+ti%3A+Algebra">au: Bourbaki & ti: Algebra</a></span> <span class="search-explanation" role="cell">Search for <strong><u>au</u>thor</strong> and <strong><u>ti</u>tle</strong>. The <strong>and-operator &</strong> is default and can be omitted.</span> </div> <div class="help-item" role="row"> <span class="search-example" role="rowheader"><a href="/?q=Chebyshev+%7C+Tschebyscheff">Chebyshev | Tschebyscheff</a></span> <span class="search-explanation" role="cell">The <strong>or-operator |</strong> allows to search for <em>Chebyshev</em> or <em>Tschebyscheff</em>.</span> </div> <div class="help-item" role="row"> <span class="search-example" role="rowheader"><a href="/?q=Quasi%2A+map%2A+py%3A+1989">Quasi* map* py: 1989</a></span> <span class="search-explanation" role="cell">The resulting documents have <strong><u>p</u>ublication <u>y</u>ear</strong> <em>1989</em>.</span> </div> <div class="help-item" role="row"> <span class="search-example" role="rowheader"><a href="/?q=so%3A+Eur%2A+J%2A+Mat%2A+Soc%2A+cc%3A+14">so: Eur* J* Mat* Soc* cc: 14</a></span> <span class="search-explanation" role="cell">Search for publications in a particular <strong><u>so</u>urce</strong> with a <strong>Mathematics Subject <u>C</u>lassification <u>c</u>ode (<u>cc</u>)</strong> in <em>14</em>.</span> </div> <div class="help-item" role="row"> <span class="search-example" role="rowheader"><a href="/?q=%22Partial+diff%2A+eq%2A%22+%21+elliptic">"Partial diff* eq*" ! elliptic</a></span> <span class="search-explanation" role="cell">The <strong>not</strong>-operator <strong>!</strong> eliminates all results containing the word <em>elliptic</em>.</span> </div> <div class="help-item" role="row"> <span class="search-example" role="rowheader"><a href="/?q=dt%3A+b+%26+au%3A+Hilbert">dt: b & au: Hilbert</a></span> <span class="search-explanation" role="cell">The <strong><u>d</u>ocument <u>t</u>ype</strong> is set to books; alternatively: <u>j</u> for <strong>journal articles</strong>, <u>a</u> for <strong>book articles</strong>.</span> </div> <div class="help-item" role="row"> <span class="search-example" role="rowheader"><a href="/?q=py%3A+2000-2015+cc%3A+%2894A+%7C+11T%29">py: 2000-2015 cc: (94A | 11T)</a></span> <span class="search-explanation" role="cell">Number <strong>ranges</strong> are accepted. Terms can be grouped within <strong><u>(</u>parentheses<u>)</u></strong>.</span> </div> <div class="help-item" role="row"> <span class="search-example" role="rowheader"><a href="/?q=la%3A+chinese">la: chinese</a></span> <span class="search-explanation" role="cell">Find documents in a given <strong><u>la</u>nguage</strong>. <a href="http://en.wikipedia.org/wiki/ISO_639-1">ISO 639-1</a> language codes can also be used.</span> </div> </div> <div id="help-fields"> <h2>Fields</h2> <table> <tr> <td class="nowrap padding" role="rowheader"><strong>any</strong></td> <td class="padding">anywhere</td> </tr> <tr> <td class="nowrap padding" role="rowheader"><strong>an</strong></td> <td class="padding">internal document identifier</td> </tr> <tr> <td class="nowrap padding" role="rowheader"><strong>au</strong></td> <td class="padding">author, editor</td> </tr> <tr> <td class="nowrap padding" role="rowheader"><strong>ai</strong></td> <td class="padding">internal author identifier</td> </tr> <tr> <td class="nowrap padding" role="rowheader"><strong>ti</strong></td> <td class="padding">title</td> </tr> <tr> <td class="nowrap padding" role="rowheader"><strong>la</strong></td> <td class="padding">language</td> </tr> <tr> <td class="nowrap padding" role="rowheader"><strong>so</strong></td> <td class="padding">source</td> </tr> <tr> <td class="nowrap padding" role="rowheader"><strong>ab</strong></td> <td class="padding">review, abstract</td> </tr> <tr> <td class="nowrap padding" role="rowheader"><strong>py</strong></td> <td class="padding">publication year</td> </tr> <tr> <td class="nowrap padding" role="rowheader"><strong>rv</strong></td> <td class="padding">reviewer</td> </tr> <tr> <td class="nowrap padding" role="rowheader"><strong>cc</strong></td> <td class="padding">MSC code</td> </tr> <tr> <td class="nowrap padding" role="rowheader"><strong>ut</strong></td> <td class="padding">uncontrolled term</td> </tr> <tr> <td class="nowrap padding" role="rowheader"><strong>dt</strong></td> <td class="padding" colspan="4">document type (<strong>j</strong>: journal article; <strong>b</strong>: book; <strong>a</strong>: book article)</td> </tr> </table> </div> <div id="help-operators"> <h2>Operators</h2> <table> <tr> <td class="nowrap padding" role="rowheader">a <strong>&</strong> b</td> <td class="padding">logic and</td> </tr> <tr> <td class="nowrap padding" role="rowheader">a <strong>|</strong> b</td> <td class="padding">logic or</td> </tr> <tr> <td class="nowrap padding" role="rowheader"><strong>!</strong>ab</td> <td class="padding">logic not</td> </tr> <tr> <td class="nowrap padding" role="rowheader">abc<strong>*</strong></td> <td class="padding">right wildcard</td> </tr> <tr> <td class="nowrap padding" role="rowheader"><strong>"</strong>ab c<strong>"</strong></td> <td class="padding">phrase</td> </tr> <tr> <td class="nowrap padding" role="rowheader"><strong>(</strong>ab c<strong>)</strong></td> <td class="padding">parentheses</td> </tr> </table> </div> <p> See also our <a href="/general-help/">General Help</a>. </p></div> </div> </form> <div class="clearfix"></div> </div> <div class="content-shadow"></div> </div> </div> <div id="body"> <div id="main"> <div class="messages"> </div> <div id="documents"> <div class="content-main"> <div class="content-item"><div class="item"> <article> <div class="author"><a href="/authors/gordy.michael-b" title="Author Profile">Gordy, Michael B.</a></div> <h2 class="title"> <strong>Finite-dimensional distributions of a square-root diffusion.</strong> <i>(English)</i> <a class="label nowrap" href="/1326.60115">Zbl 1326.60115</a> </h2> <div class="source"> <a href="/serials/475" title="Journal Profile">J. Appl. Probab.</a> <a href="/?q=in%3A340766" title="Articles in this Issue">51, No. 4, 930-942 (2014)</a>. </div> <div class="abstract">Summary: We derive multivariate moment generating functions for the conditional and stationary distributions of a discrete sample path of $n$ observations of a square-root diffusion (CIR) process $X(t)$. For any fixed vector of observation times $t_1,\dots , t_n$, we find the conditional joint distribution of $(X(t_1),\dots , X(t_n))$ is a multivariate noncentral chi-squared distribution and the stationary joint distribution is a Krishnamoorthy-Parthasarathy multivariate gamma distribution. Multivariate cumulants of the stationary distribution have a simple and computationally tractable expression. We also obtain the moment generating function for the increment $X(t+\delta)-X(t)$, and show that the increment is equivalent in distribution to a scaled difference of two independent draws from a gamma distribution.</div> <div class="clear"></div> <br> <div class="citations"><div class="clear"><a href="/?q=rf%3A6408795">Cited in <strong>1</strong> Document</a></div></div> <div class="classification"> <h3>MSC:</h3> <table><tr> <td> <a class="mono" href="/classification/?q=cc%3A60J60" title="MSC2020">60J60</a> </td> <td class="space"> Diffusion processes </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A60G17" title="MSC2020">60G17</a> </td> <td class="space"> Sample path properties </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A60E10" title="MSC2020">60E10</a> </td> <td class="space"> Characteristic functions; other transforms </td> </tr></table> </div><div class="keywords"> <h3>Keywords:</h3><a href="/?q=ut%3Asquare-root+diffusion+process">square-root diffusion process</a>; <a href="/?q=ut%3Amoment+generating+functions">moment generating functions</a>; <a href="/?q=ut%3Astationary+distributions">stationary distributions</a>; <a href="/?q=ut%3Adiscrete+sample+path">discrete sample path</a>; <a href="/?q=ut%3ABell+polynomial">Bell polynomial</a>; <a href="/?q=ut%3AKibble-Moran+distribution">Kibble-Moran distribution</a>; <a href="/?q=ut%3AKrishnamoorthy-Parthasarathy+distribution">Krishnamoorthy-Parthasarathy distribution</a>; <a href="/?q=ut%3Amultivariate+noncentral+chi-squared+distribution">multivariate noncentral chi-squared distribution</a>; <a href="/?q=ut%3Amultivariate+gamma+distribution">multivariate gamma distribution</a></div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1326.60115" data-ciurl="/ci/06408795" data-biburl="/bibtex/06408795.bib" data-amsurl="/amsrefs/06408795.bib" data-xmlurl="/xml/06408795.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06408795.pdf" title="Zbl 1326.60115 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://projecteuclid.org/euclid.jap/1421763319" title="Full Text at Project Euclid">Euclid</a> </div> <div class="sfx" style="float: right;"> </div> </div> <div class="references"> <h3>References:</h3> <table><tr> <td>[1]</td> <td class="space">Alfonsi, A. (2010). Cox-Ingersoll-Ross (CIR) model. In Encyclopedia of Quantitative Finance , ed. R. Cont. John Wiley, Chichester, pp. 401-403.</td> </tr><tr> <td>[2]</td> <td class="space">Chan, K. C., Karolyi, G. A., Longstaff, F. A. and Sanders, A. B. (1992). An empirical comparison of alternative models of the short-term interest rate. J. Finance 47, 1209-1227.</td> </tr><tr> <td>[3]</td> <td class="space">Comtet, L. (1974). Advanced Combinatorics: The Art of Finite and Infinite Expansions . Reidel, Dordrecht. · <a href="/0283.05001" class="nowrap">Zbl 0283.05001</a></td> </tr><tr> <td>[4]</td> <td class="space">Cont, R. and Tankov, P. (2004). Financial Modelling with Jump Processes . Chapman & Hall/CRC, Boca Raton, FL. · <a href="/1052.91043" class="nowrap">Zbl 1052.91043</a> · <a href="https://doi.org/10.1201/9780203485217" class="nowrap">doi:10.1201/9780203485217</a></td> </tr><tr> <td>[5]</td> <td class="space">Cox, J. C., Ingersoll, J. E., Jr. and Ross, S. A. (1985). A theory of the term structure of interest rates. Econometrica 53, 385-407. · <a href="/1274.91447" class="nowrap">Zbl 1274.91447</a> · <a href="https://doi.org/10.2307/1911242" class="nowrap">doi:10.2307/1911242</a></td> </tr><tr> <td>[6]</td> <td class="space">Feller, W. (1951). Two singular diffusion problems. Ann. Math. (2) 54, 173-182. · <a href="/0045.04901" class="nowrap">Zbl 0045.04901</a> · <a href="https://doi.org/10.2307/1969318" class="nowrap">doi:10.2307/1969318</a></td> </tr><tr> <td>[7]</td> <td class="space">Gordy, M. B. (2012). On the distribution of a discrete sample path of a square-root diffusion. Res. Rep. 2012-12, Federal Reserve Board.</td> </tr><tr> <td>[8]</td> <td class="space">Horn, R. A. and Johnson, C. R. (1985). Matrix Analysis . Cambridge University Press. · <a href="/0576.15001" class="nowrap">Zbl 0576.15001</a> · <a href="https://doi.org/10.1017/CBO9780511810817" class="nowrap">doi:10.1017/CBO9780511810817</a></td> </tr><tr> <td>[9]</td> <td class="space">Jensen, D. R. (1969). Limit properties of noncentral multivariate Rayleigh and chi-square distributions. SIAM J. Appl. Math. 17, 802-814. · <a href="/0181.46102" class="nowrap">Zbl 0181.46102</a> · <a href="https://doi.org/10.1137/0117072" class="nowrap">doi:10.1137/0117072</a></td> </tr><tr> <td>[10]</td> <td class="space">Jiang, G. J. and Knight, J. L. (2002). Estimation of continuous-time processes via the empirical characteristic function. J. Bus. Econom. Statist. 20, 198-212.</td> </tr><tr> <td>[11]</td> <td class="space">Johnson, N. L., Kotz, S. and Balakrishnan, N. (1994). Continuous Univariate Distributions , Vol. 1, 2nd edn. John Wiley, New York. · <a href="/0811.62001" class="nowrap">Zbl 0811.62001</a></td> </tr><tr> <td>[12]</td> <td class="space">Kotz, S., Balakrishnan, N. and Johnson, N. L. (2000). Continuous Multivariate Distributions , Vol. 1, Models and Applications , 2nd edn. John Wiley, New York. · <a href="/0946.62001" class="nowrap">Zbl 0946.62001</a></td> </tr><tr> <td>[13]</td> <td class="space">Krishnamoorthy, A. S. and Parthasarathy, M. (1951). A multivariate gamma-type distribution. Ann. Math. Statist. 22, 549-557. (Correction: 31 (1960), p. 229.) · <a href="/0045.07102" class="nowrap">Zbl 0045.07102</a> · <a href="https://doi.org/10.1214/aoms/1177729544" class="nowrap">doi:10.1214/aoms/1177729544</a></td> </tr><tr> <td>[14]</td> <td class="space">Roy, S. N., Greenberg, B. G. and Sarhan, A. E. (1960). Evaluation of determinants, characteristic equations and their roots for a class of patterned matrices. J. R. Statist. Soc. B 22, 348-359. · <a href="/0097.13601" class="nowrap">Zbl 0097.13601</a></td> </tr><tr> <td>[15]</td> <td class="space">Royen, T. (1994). On some multivariate gamma-distributions connected with spanning trees. Ann. Inst. Statist. Math. 46, 361-371. · <a href="/0802.62054" class="nowrap">Zbl 0802.62054</a> · <a href="https://doi.org/10.1007/BF01720592" class="nowrap">doi:10.1007/BF01720592</a></td> </tr><tr> <td>[16]</td> <td class="space">Vandebril, R., Van Barel, M. and Mastronardi, N. (2008). Matrix Computations and Semiseparable Matrices , Vol. 1, Linear Systems . Johns Hopkins University Press, Baltimore, MD. \endharvreferences · <a href="/1141.65019" class="nowrap">Zbl 1141.65019</a></td> </tr></table> <div class="reference_disclaimer"> This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching. </div> </div></article> </div></div> </div> </div> <div class="clearfix"></div> </div> </div> <div id="foot"><div class="copyright"> © 2025 <a target="fiz" href="https://www.fiz-karlsruhe.de/en">FIZ Karlsruhe GmbH</a> <a href="/privacy-policy/">Privacy Policy</a> <a href="/legal-notices/">Legal Notices</a> <a href="/terms-conditions/">Terms & Conditions</a> <div class="info"> <ul class="nav"> <li class="mastodon"> <a href="https://mathstodon.xyz/@zbMATH" target="_blank" class="no-new-tab-icon"> <img src="/static/mastodon.png" title="zbMATH at Mathstodon (opens in new tab)" alt="Mastodon logo"> </a> </li> </ul> </div> </div> <div class="clearfix" style="height: 0px;"></div> </div> </div> <script src="https://static.zbmath.org/contrib/jquery/1.9.1/jquery.min.js"></script> <script src="https://static.zbmath.org/contrib/jquery-caret/1.5.2/jquery.caret.min.js"></script> <script src="/static/js/jquery-ui-1.10.1.custom.min.js"></script> <script src="https://static.zbmath.org/contrib/bootstrap/v3.3.7zb1/js/bootstrap.min.js"></script> <script src="https://static.zbmath.org/contrib/bootstrap-lightbox/v0.7.0/bootstrap-lightbox.min.js"></script> <script src="https://static.zbmath.org/contrib/retina/unknown/retina.js"></script> <script src="https://static.zbmath.org/contrib/bootstrap-select/v1.13.14/js/bootstrap-select.min.js"></script> <script> var SCRIPT_ROOT = ""; </script> <script src="/static/scripts.js?v=20240926"> </script> <script src="https://static.zbmath.org/contrib/mathjax/2.7.1/MathJax.js?config=TeX-AMS-MML_HTMLorMML"></script> <script type="text/x-mathjax-config"> MathJax.Hub.Config({ "HTML-CSS": { preferredFont: "TeX", availableFonts: [ "STIX", "TeX" ], linebreaks: { automatic: true }, EqnChunk: (MathJax.Hub.Browser.isMobile ? 10 : 50) }, tex2jax: { processEscapes: true, ignoreClass: "tex2jax_ignore|dno" }, TeX: { Macros: { Aut: "\\operatorname{Aut}", Hom: "\\operatorname{Hom}" }, noUndefined: { attributes: { mathcolor: "#039", //"red", mathbackground: "white", //"#FFEEEE", mathsize: "90%" } } }, messageStyle: "none" }); </script> <script type="text/javascript"> $(document).ready(function() { $("#MathInput").stop(true, true).keyup(function() { $.ajax({ url: "/mwsq/", type: "POST", data: { query : $("#MathInput").val() }, dataType: "text" }) .done(function(xml) { $("#MathPreview").html(xml); $(window).resize(); }); }); var press = jQuery.Event("keyup"); press.ctrlKey = false; press.which = 40; $("#MathInput").trigger(press); }); </script> <div id="new_tab_icon" style="display: none"> <span class="glyphicon glyphicon-new-window" aria-hidden="true"></span><span class="sr-only">(opens in new tab)</span></div> </body> </html>

CINXE.COM

Document Zbl 1326.60115 - zbMATH Open