{"title":"Maximum nullity of some Cayley graphs","authors":"E. Vatandoost, Y. Golkhandy Pour","doi":"10.1080/25742558.2018.1462658","DOIUrl":"https://doi.org/10.1080/25742558.2018.1462658","url":null,"abstract":"Abstract Recently, the nullity, the algebraic multiplicity of the number zero in the spectrum of the adjacency matrix, of a molecular graph has received a lot of attention as it has a number of direct applications in organic chemistry. In this regard, many researchers have been trying to find an upper or lower bound for the maximum nullity (minimum rank), (), for a graph . In this paper, using a well-known result, which presents the spectrum of a Cayley graph in terms of irreducible characters of the underlying group, and using representation and character of groups, we give a lower bound for the maximum nullity of Cayley graph, , where is a cyclic group, or such that is a cyclic group and is an arbitrary finite group, for , with determine the spectrum of Cayley graphs.","PeriodicalId":92618,"journal":{"name":"Cogent mathematics & statistics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2018-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/25742558.2018.1462658","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43738692","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Subdiffusive fractional Black–Scholes model for pricing currency options under transaction costs","authors":"F. Shokrollahi","doi":"10.1080/25742558.2018.1470145","DOIUrl":"https://doi.org/10.1080/25742558.2018.1470145","url":null,"abstract":"Abstract A new framework for pricing European currency option is developed in the case where the spot exchange rate follows a subdiffusive fractional Black–Scholes. An analytic formula for pricing European currency call option is proposed by a mean self-financing delta-hedging argument in a discrete time setting. The minimal price of a currency option under transaction costs is obtained as time-step , which can be used as the actual price of an option. In addition, we also show that time-step and long-range dependence have a significant impact on option pricing.","PeriodicalId":92618,"journal":{"name":"Cogent mathematics & statistics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2018-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/25742558.2018.1470145","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49199828","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Testing homogeneity of effect sizes in pooling 2x2 contingency tables from multiple studies: a comparison of methods","authors":"O. Almalik, E. Heuvel","doi":"10.1080/25742558.2018.1478698","DOIUrl":"https://doi.org/10.1080/25742558.2018.1478698","url":null,"abstract":"Abstract Meta-analysis is a statistical methodology that combines the outcomes of several independent studies. Either a fixed-effects or a random-effects model is used to combine the results of the independent studies. The choice depends on whether the outcomes can be considered homogeneous or not. Several methods have been developed to test the homogeneity of effect sizes. Although many of them have been compared already, they have not been studied in more realistic practical settings where individuals all have their own risk of an event and a complete overview is lacking. In this article, we investigate the performance of 10 statistical methods to test homogeneity of a binary exposure on a binary clinical outcome, using an extensive simulation study and a real life meta-analysis. We evaluated the Type I error and the statistical power. The fixed-effects regression model for treatment and study interaction was found to be a slightly liberal test, while the Q-statistic and the Bliss statistic can be considered conservative tests. The random-effects regression model, the Peto statistic and the I2 perform rather poorly compared to the other methods. All chi-square tests that are based on the calculation of a specific odds ratio and the fixed-effects logistic regression analysis perform best. Among these chi-square tests, we recommend the Breslow–Day test, but only for convenience purposes, since it is available in most statistical software packages and the other tests are not.","PeriodicalId":92618,"journal":{"name":"Cogent mathematics & statistics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2018-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/25742558.2018.1478698","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42059323","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A new type of statistical Cauchy sequence and its relation to Bourbaki completeness","authors":"M. İlkhan, E. Kara","doi":"10.1080/25742558.2018.1487500","DOIUrl":"https://doi.org/10.1080/25742558.2018.1487500","url":null,"abstract":"Abstract Bourbaki complete metric spaces are important since they are a class between compact metric spaces and complete metric spaces. The aim of the present paper is to introduce the statistical Bourbaki–Cauchy sequence as a new concept and to give an equivalent condition for a metric space to be Bourbaki complete. Also, Bourbaki complete and Bourbaki-bounded metric spaces are characterized in terms of functions which preserve statistical Bourbaki–Cauchy sequences.","PeriodicalId":92618,"journal":{"name":"Cogent mathematics & statistics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2018-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/25742558.2018.1487500","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49073307","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Improved methods for estimating fraction of missing information in multiple imputation.","authors":"Qiyuan Pan, Rong Wei","doi":"10.1080/25742558.2018.1551504","DOIUrl":"10.1080/25742558.2018.1551504","url":null,"abstract":"<p><p>Multiple imputation (MI) has become the most popular approach in handling missing data. Closely associated with MI, the fraction of missing information (FMI) is an important parameter for diagnosing the impact of missing data. Currently γ <sub><i>m</i></sub> , the sample value of FMI estimated from MI of a limited <i>m</i>, is used as the estimate of γ<sub>0</sub>, the population value of FMI, where <i>m</i> is the number of imputations of the MI. This FMI estimation method, however, has never been adequately justified and evaluated. In this paper, we quantitatively demonstrated that <i>E</i>(γ <sub><i>m</i></sub> ) decreases with the increase of <i>m</i> so that <i>E</i>(γ <sub><i>m</i></sub> ) > γ<sub>0</sub> for any finite <i>m</i>. As a result <i>γ</i> <sub><i>m</i></sub> would inevitably overestimate γ<sub>0</sub>. Three improved FMI estimation methods were proposed. The major conclusions were substantiated by the results of the MI trials using the data of the 2012 Physician Workflow Mail Survey of the National Ambulatory Medical Care Survey, USA.</p>","PeriodicalId":92618,"journal":{"name":"Cogent mathematics & statistics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2018-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/25742558.2018.1551504","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"37080820","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Generalized integral inequalities for fractional calculus","authors":"M. Samraiz, S. Iqbal, J. Pečarić","doi":"10.1080/23311835.2018.1426205","DOIUrl":"https://doi.org/10.1080/23311835.2018.1426205","url":null,"abstract":"In this paper, we present a variety of integral inequalities in and spaces for the integral operator involving generalized Mittag-Leffler function in its kernel, Hilfer fractional derivative, generalized Riemann-Liouville and Riemann-Liouville k-fractional integral operators.","PeriodicalId":92618,"journal":{"name":"Cogent mathematics & statistics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2018-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/23311835.2018.1426205","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45302627","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"On queue with two types of general heterogeneous service with Bernoulli feedback","authors":"Snigdhayan Mahanta, G. Choudhury","doi":"10.1080/23311835.2018.1433577","DOIUrl":"https://doi.org/10.1080/23311835.2018.1433577","url":null,"abstract":"Abstract This paper deals with the steady-state behavior of an M/G/1 queue with two types of general heterogeneous service to the arriving customers and Bernoulli feedback. We first derive the steady-state probability generating functions for the queue size distributions at a random epoch as well as at a departure epoch. Next, we derive the mean queue size at random epoch and the mean waiting time. Also, we obtain the mean busy period of this model and discuss some important particular cases.","PeriodicalId":92618,"journal":{"name":"Cogent mathematics & statistics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2018-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/23311835.2018.1433577","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44345867","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Numerical solution of nonlinear mixed Volterra-Fredholm integro-differential equations by two-dimensional block-pulse functions","authors":"M. Safavi, A. Khajehnasiri","doi":"10.1080/25742558.2018.1521084","DOIUrl":"https://doi.org/10.1080/25742558.2018.1521084","url":null,"abstract":"Abstract This paper proposed an effective numerical method to obtain the solution of nonlinear two-dimensional mixed Volterra-Fredholm integro-differential equations. For this purpose, the two-dimensional block-pulse functions (2D-BPFs) operational matrix of integration and differentiation has been presented. The 2D-BPFs method converts nonlinear two-dimensional mixed Volterra-Fredholm integro-differential equations to an algebraic system of equations which is computable as well. Error analysis and some numerical examples are presented to illustrate the effectiveness and accuracy of the method.","PeriodicalId":92618,"journal":{"name":"Cogent mathematics & statistics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2018-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/25742558.2018.1521084","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48228273","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Goodness of fit test for higher order binary Markov chain models","authors":"Mahboobeh Zangeneh Sirdari, M. Islam","doi":"10.1080/23311835.2017.1421003","DOIUrl":"https://doi.org/10.1080/23311835.2017.1421003","url":null,"abstract":"Abstract When the interest is in making statements about change based on repeated measurements of discrete data, one way to do so is using Markov chain models. Goodness of fit test to find a good model is very important in analyzing the underlying patterns and relationships in the repeated measures data. To test for the various associations in the models, the likelihood ratio and Wald tests are used. However, it has been observed that the efficient score tests can provide equally good tests and can provide an easier alternative. In this paper, we provide an extension of Tsiatis method for goodness of fit test on higher order Markov chains. In our method, we follow the approach of Tsiatis goodness of fit test in logistic regression models. New method provided in this paper is applied to real-life data to examine the suitability of the techniques.","PeriodicalId":92618,"journal":{"name":"Cogent mathematics & statistics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2018-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/23311835.2017.1421003","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49045887","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Quasi-boundedness of irresolute paratopological groups","authors":"Rafaqat Noreen, M. Khan","doi":"10.1080/25742558.2018.1458553","DOIUrl":"https://doi.org/10.1080/25742558.2018.1458553","url":null,"abstract":"Abstract Continuing the study of irresolute paratopological groups, our focus in this paper is to define and study the boundedness for irresolute paratopological groups. Premeager property for irresolute paratopological groups is discussed. It is proved that every open subgroup of a quasi-bounded, premeager irresolute paratopological group is premeager. For bounded homomorphisms on an irresolute paratopological group, new notions -quasi bounded and -quasi bounded homomorphisms are introduced and discussed.","PeriodicalId":92618,"journal":{"name":"Cogent mathematics & statistics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2018-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/25742558.2018.1458553","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49605691","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}