Department of Mathematics and Computer Studies: Recent submissions
Now showing items 1-20 of 50
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Which graphs are rigid in lpd?
(Springer, 2021-03-13)We present three results which support the conjecture that a graph is minimally rigid in d-dimensional ℓp-space, where p∈(1,∞) and p≠2, if and only if it is (d, d)-tight. Firstly, we introduce a graph bracing operation ... -
The stability space of the derived category of holomorphic triples and further investigations
(2021-04-14)In this thesis we give a complete description of the Bridgeland stability space for the bounded derived category of holomorphic triples over a smooth projective curve of genus one as a connected, four dimensional complex ... -
Constructing isostatic frameworks for the l1 and l infinity plane (Pre-published)
(Electronic Journal of Combinatorics, 2020-06-12)We use a new coloured multi-graph constructive method to prove that if the edge-set of a graph G = (V,E) has a partition into two spanning trees T1 and T2 then there is a map p : V → R2, p(v) = (p(v)1,p(v)2), such that ... -
Graph rigidity for unitarily invariant matrix norms (Pre-published)
(Elsevier, 2020-11-15)A rigidity theory is developed for bar-joint frameworks in linear matrix spaces endowed with a unitarily invariant matrix norm. Analogues of Maxwell's counting criteria are obtained and minimally rigid matrix frameworks ... -
Symbol functions for symmetric frameworks (Pre-published)
(Elsevier, 2021-05-15)We prove a variant of the well-known result that intertwiners for the bilateral shift on ℓ2(Z) are unitarily equivalent to multiplication operators on L2(T). This enables us to unify and extend fundamental aspects of ... -
Symmetric frameworks in normed spaces
(Elsevier, 2020-12-15)We develop a combinatorial rigidity theory for symmetric bar-joint frameworks in a general finite dimensional normed space. In the case of rotational symmetry, matroidal Maxwell-type sparsity counts are identified for a ... -
Symmetric powers of trace forms on symbol algebras
(Université D'Artois, 2013) -
Anomalies of the magnitude of the bias of the maximum likelihood estimator of the regression slope
(Athens Institute for Education and Research, 2015)The slope of the best-fit line y h x x 0 1 ( ) from minimizing a function of the squared vertical and horizontal errors is the root of a polynomial of degree four which has exactly two real roots, one positive and ... -
An investigation of the performance of five different estimators in the measurement error regression model
(Athens Institute for Education and Research, 2015)In a comprehensive paper by Riggs et al.(1978) the authors analyse the performances of numerous estimators for the regression slope in the measurement error model with positive measurement error variances >0 0 for X and ... -
On moduli stacks of G-bundles over a curve (Pre-published version)
(Springer, 2010)Let C be a smooth projective curve over an algebraically closed eld k of arbitrary characteristic. Given a linear algebraic group G over k, let MG be the moduli stack of principal G-bundles on C. We determine the set of ... -
Moduli stacks of vector bundles on curves and the King–Schofield rationality proof (Pre-published version)
(Springer, 2010)Let C be a connected smooth projective curve of genus g ≥ 2 over an algebraically closed field k. Consider the coarse moduli scheme Bunr,d (resp. Bunr,L) of stable vector bundles on C with rank r and degree d ∈ Z (resp. ... -
On semistable vector bundles over curves (Pre-published version)
(Elsevier, 2008)Let X be a geometrically irreducible smooth projective curve de ned over a eld k, and let E be a vector bundle on X. Then E is semistable if and only if there is a vector bundle F on X such that Hi(X; F E) = 0 for i = 0; ... -
Poincaré families and automorphisms of principal bundles on a curve (Pre-published version)
(Elsevier, 2009)Let C be a smooth projective curve, and let G be a reductive algebraic group. We give a necessary condition, in terms of automorphism groups of principal G-bundles on C, for the existence of Poincaré families parameterized ... -
Moment estimation of measurement errors
(NEDETAS, 2011)The slope of the best-fit line from minimizing a function of the squared vertical and horizontal errors is the root of a polynomial of degree four. We use second order and fourth order moment equations to estimate the ratio ... -
Revisiting some design criteria
(Athens Institute for Education and Research, 2015)We address the problem that the A (trace) design criterion is not scale invariant and often is in disagreement with the D (determinant) design criterion. We consider the canonical moment matrix CM and use the trace of its ... -
Limitations of the least squares estimators; a teaching perspective
(Athens Institute for Education and Research, 2016)The standard linear regression model can be written as Y = Xβ+ε with X a full rank n × p matrix and L(ε) = N(0, σ2In). The least squares estimator is = (X΄X)−1XY with variance-covariance matrix Coυ( ) = σ2(X΄X)−1, where ... -
A note on the computation of symmetric powers of hyperbolic forms and of trace froms on symbol algebras
(Scientific Advances Publishers, 2014)Let K be a field with characteristic different from 2 and let S be a symbol algebra over K. We compute the symmetric powers of hyperbolic quadratic forms over K. Also, we compute the symmetric powers of the quadratic trace ... -
Generalized vector bundles on curves (Pre-published version)
(de Gruyter, 1998)In their paper [14] G. Harder and M.S. Narasimhan (and independently D. Quillen) have constructed a canonical flag of subbundles on any vector bundle on a complete smooth algebraic curve over a field. This flag measures ... -
Moduli schemes of generically simple Azumaya modules
(Documenta Mathematica, 2005)Let A be an Azumaya algebra over a smooth projective variety X or more generally, a torsion free coherent sheaf of algebras over X whose generic fiber is a central simple algebra. We show that generically simple torsion ... -
Mitigating collinearity in linear regression models using ridge, surrogate and raised estimators
(Cogent OA, 2016)Collinearity in the design matrix is a frequent problem in linear regression models, for example, with economic or medical data. Previous standard procedures to mitigate the effects of collinearity included ridge regression ...