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Journal articles on the topic 'Primos de Gauss'

Author: Grafiati

Published: 4 June 2021

Last updated: 1 February 2022

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1

Intriago Delgado, Yandry Marcelo. "Conjetura de GOLDBACH, números naturales y teorema de números primos." Revista Bases de la Ciencia. e-ISSN 2588-0764 4, no. 1 (2019): 45. http://dx.doi.org/10.33936/rev_bas_de_la_ciencia.v4i1.1552.

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 Mediante el uso de Geogebra en el siguiente manuscrito se realiza un análisis de la conjetura de Goldbach, posteriormente se comprueba mediante expresiones algebraicas que siempre existe una cantidad mínima de elementos primos que hacen que se cumpla la conjetura para cualquier número natural par . Se toma en consideración el gráfico que es generado mediante el Método Gráfico de la Conjetura de Goldbach, en el que se examinan cada una de las variables que intervienen en el eje de las ordenadas y las abscisas. Luego de esto, se estudian ciertos números pares conocidos en los que se sabe

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2

Kerr, Bryce. "Incomplete gauss sums modulo primes." Quarterly Journal of Mathematics 69, no. 2 (2018): 729–45. http://dx.doi.org/10.1093/qmath/hax059.

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3

Kobayashi, Kenta. "A remark on the fast Gauss transform." Publications of the Research Institute for Mathematical Sciences 39, no. 4 (2003): 785–96. http://dx.doi.org/10.2977/prims/1145476047.

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4

Woronowicz, S. L., and S. Zakrzewski. "Quantum Lorentz group having Gauss decomposition property." Publications of the Research Institute for Mathematical Sciences 28, no. 5 (1992): 809–24. http://dx.doi.org/10.2977/prims/1195167937.

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5

Oi, Shu. "Gauss hypergeometric functions, multiple polylogarithms, and multiple zeta values." Publications of the Research Institute for Mathematical Sciences 45, no. 4 (2009): 981–1009. http://dx.doi.org/10.2977/prims/1260476650.

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6

Yamamoto, Yusaku. "Double-exponential fast Gauss transform algorithms for pricing discrete lookback options." Publications of the Research Institute for Mathematical Sciences 41, no. 4 (2005): 989–1006. http://dx.doi.org/10.2977/prims/1145474605.

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7

Brungs, H. H., H. Marubayashi, and E. Osmanagic. "Primes of Gauss Extensions Over Crossed Product Algebras." Communications in Algebra 40, no. 6 (2012): 1951–73. http://dx.doi.org/10.1080/00927872.2012.665530.

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8

Castaño Domínguez, Alberto. "Exponents of Some One-Dimensional Gauss–Manin Systems." Publications of the Research Institute for Mathematical Sciences 53, no. 3 (2017): 431–55. http://dx.doi.org/10.4171/prims/53-3-5.

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9

Itoh, Mitsuhiro, and Hiroyasu Satoh. "Harmonic Hadamard Manifolds and Gauss Hypergeometric Differential Equations." Publications of the Research Institute for Mathematical Sciences 55, no. 3 (2019): 531–64. http://dx.doi.org/10.4171/prims/55-3-3.

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10

Aoki, Takashi, and Yasuo Ohno. "Sum relations for multiple zeta values and connection formulas for the Gauss hypergeometric functions." Publications of the Research Institute for Mathematical Sciences 41, no. 2 (2005): 329–37. http://dx.doi.org/10.2977/prims/1145475357.

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11

Johnson, John M. "On the Distribution of Primes." Mathematics Teacher 96, no. 3 (2003): 198–200. http://dx.doi.org/10.5951/mt.96.3.0198.

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he distribution of primes throughout the natural numbers is a wonderful mystery that has always entertained mathematicians—professional and amateur, genius and ordinary—yet complete understanding has eluded their attempts. The names of those who have considered the problems discussed in this article and related problems form a “mathematics hall of fame” and span at least twenty-three centuries. This list includes Euclid, Euler, Fermat, Gauss, Legendre, and so on. This article highlights some of the well-known properties of primes and explores some properties that are not as wellknown but that

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12

Tschinkel, Yuri. "About the cover: On the distribution of primes---Gauss' tables." Bulletin of the American Mathematical Society 43, no. 01 (2005): 89–91. http://dx.doi.org/10.1090/s0273-0979-05-01096-7.

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13

Jones, Edna. "Local densities of diagonal integral ternary quadratic forms at odd primes." International Journal of Number Theory 17, no. 03 (2021): 547–75. http://dx.doi.org/10.1142/s1793042120400357.

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We give formulas for local densities of diagonal integral ternary quadratic forms at odd primes. Exponential sums and quadratic Gauss sums are used to obtain these formulas. These formulas (along with 2-adic densities and Siegel’s mass formula) can be used to compute the representation numbers of certain ternary quadratic forms.

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14

Nichelatti, Michele, Maurizio Nordio, Umberto Maggiore, Maurizio Postorino, Aurelio Limido, and Anteo Di Napoli. "La Distribuzione Normale - Parte I: Introduzione." Giornale di Clinica Nefrologica e Dialisi 26, no. 1 (2014): 78–80. http://dx.doi.org/10.33393/gcnd.2014.867.

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Si presenta la funzione di Gauss come primo provvisorio modello usato dagli statistici per descrivere la distribuzione di dati in cui sono più frequenti i valori medi di una variabile e meno frequenti quelli estremi. Viene presentato anche il numero di Euler e e la sua derivazione. (Epidemiology_statistics)

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15

Takagi, Tsuyoshi. "Product Formula of the Cubic Gauss Sum Modulo the Product of the Primes." Journal of Number Theory 62, no. 2 (1997): 298–306. http://dx.doi.org/10.1006/jnth.1997.2064.

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16

Orzechowski, Arkadiusz. "PRICING EUROPEAN OPTIONS IN SELECTED STOCHASTIC VOLATILITY MODELS." Metody Ilościowe w Badaniach Ekonomicznych 21, no. 3 (2020): 145–56. http://dx.doi.org/10.22630/mibe.2020.21.3.14.

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In this paper four methods of calculating characteristic functions and their application to selected stochastic volatility models are considered. The methods applied are based on the assumption that the prices of European calls are evaluated numerically by means of the Gauss-Kronrod quadrature. Such approach is used to investigate computational efficiency of pricing European calls. Particular attention in this matter is paid to the speed of generating theoretical prices of the analyzed contracts.

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17

Gallas, Jason A. C. "Monogenic period equations are cyclotomic polynomials." International Journal of Modern Physics C 31, no. 04 (2020): 2050058. http://dx.doi.org/10.1142/s0129183120500588.

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We study monogeneity in period equations, [Formula: see text], the auxiliary equations introduced by Gauss to solve cyclotomic polynomials by radicals. All monogenic [Formula: see text] of degrees [Formula: see text] are determined for extended intervals of primes [Formula: see text], and found to coincide either with cyclotomic polynomials or with simple de Moivre reduced forms of cyclotomic polynomials. The former case occurs for [Formula: see text], and the latter for [Formula: see text]. For [Formula: see text], we conjecture all monogenic period equations to be cyclotomic polynomials. Tot

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18

Strauch, Oto. "UNSOLVED PROBLEMS." Tatra Mountains Mathematical Publications 56, no. 1 (2013): 109–229. http://dx.doi.org/10.2478/tmmp-2013-0029.

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ABSTRACT In this paper there are given problems from the Unsolved Problems Section on the homepage of the journal Uniform Distribution Theory <http://www.boku.ac.at/MATH/udt/unsolvedproblems.pdf> It contains 38 items and 5 overviews collected by the author and by Editors of UDT. They are focused at uniform distribution theory, more accurate, distri- bution functions of sequences, logarithm of primes, Euler totient function, van der Corput sequence, ratio sequences, set of integers of positive density, exponen- tial sequences, moment problems, Benford’s law, Gauss-Kuzmin theorem, Duffin-

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19

Furuta, Yoshiomi. "Gauss’s ternary form reduction and its application to a prime decomposition symbol." Nagoya Mathematical Journal 98 (June 1985): 77–86. http://dx.doi.org/10.1017/s0027763000021371.

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We defined a prime decomposition symbol [d1 d2, p] in a previous paper [3], and characterized in [4] the set of rational primes p which are decomposed completely in a non-abelian central extension which is of degree 8 in substance. The explicit value of the symbol was determined by using a solution of certain ternary quadratic diophantine equation. The solution corresponds to a square root of an ideal class of the principal genus of a quadratic field. This is translated to a problem in classes of integral quadratic forms, namely to find a form whose duplication is a given one contained in a pr

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20

Keating, J. P., Z. Rudnick, and T. D. Wooley. "Number fields and function fields: coalescences, contrasts and emerging applications." Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences 373, no. 2040 (2015): 20140315. http://dx.doi.org/10.1098/rsta.2014.0315.

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The similarity between the density of the primes and the density of irreducible polynomials defined over a finite field of q elements was first observed by Gauss. Since then, many other analogies have been uncovered between arithmetic in number fields and in function fields defined over a finite field. Although an active area of interaction for the past half century at least, the language and techniques used in analytic number theory and in the function field setting are quite different, and this has frustrated interchanges between the two areas. This situation is currently changing, and there

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21

Guntur, Mohammad, Julius Santony, and Yuhandri Yuhandri. "Prediksi Harga Emas dengan Menggunakan Metode Naïve Bayes dalam Investasi untuk Meminimalisasi Resiko." Jurnal RESTI (Rekayasa Sistem dan Teknologi Informasi) 2, no. 1 (2018): 354–60. http://dx.doi.org/10.29207/resti.v2i1.276.

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The high low price of gold influenced by many factors such as economic conditions, inflation rate, supply and demand and much more. The Naïve Bayes algorithm is capable of generating a classification that is used to predict future opportunities. By using the Naïve Bayes Classifier algorithm obtained a prediction of gold prices that can help decision makers in determining whether to sell or buy gold. By using the Naïve Bayes Classifier algorithm obtained a prediction of gold prices that can help decision makers in determining whether to sell or buy gold. Gold data will be processed using Rapidm

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22

Pompermayer, Fabiano Mezadre, Michael Florian, José Eugenio Leal, and Adriana Costa Soares. "A spatial price equilibrium model in the oligopolistic market for oil derivatives: an application to the brazilian scenario." Pesquisa Operacional 27, no. 3 (2007): 517–34. http://dx.doi.org/10.1590/s0101-74382007000300006.

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This paper presents a spatial price equilibrium model in an oligopoly market for refined oil products. Till 1997 the Brazilian oil market was characterized by the state monopoly of Petrobras, which up to 2001 remained the only firm authorized to import oil derivatives. With several agents operating in the primary oil supply market, the government stopped fixing the prices for Petrobras, which started to determine the prices based on competition with other players. In this new scenario some questions arise regarding the price levels at which refined products will be supplied in different region

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23

Kleptsyna, M. L., A. Le Breton, and M. Viot. "New formulas concerning Laplace transforms of quadratic forms for general Gaussian sequences." Journal of Applied Mathematics and Stochastic Analysis 15, no. 4 (2002): 309–25. http://dx.doi.org/10.1155/s1048953302000266.

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Various methods to derive new formulas for the Laplace transforms of some quadratic forms of Gaussian sequences are discussed. In the general setting, an approach based on the resolution of an appropriate auxiliary filtering problem is developed; it leads to a formula in terms of the solutions of Volterra-type recursions describing characteristics of the corresponding optimal filter. In the case of Gauss-Markov sequences, where the previous equations reduce to ordinary forward recursive equations, an alternative approach prices another formula; it involves the solution of a backward recursive

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24

Tahani, Nabil, and Xiaofei Li. "Pricing interest rate derivatives under stochastic volatility." Managerial Finance 37, no. 1 (2011): 72–91. http://dx.doi.org/10.1108/03074351111092157.

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PurposeThe purpose of this paper is to derive semi‐closed‐form solutions to a wide variety of interest rate derivatives prices under stochastic volatility in affine‐term structure models.Design/methodology/approachThe paper first derives the Frobenius series solution to the cross‐moment generating function, and then inverts the related characteristic function using the Gauss‐Laguerre quadrature rule for the corresponding cumulative probabilities.FindingsThis paper values options on discount bonds, coupon bond options, swaptions, interest rate caps, floors, and collars, etc. The valuation appro

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25

Shiu, Peter. "Cyclotomy and the heptadecagon." Mathematical Gazette 100, no. 548 (2016): 288–97. http://dx.doi.org/10.1017/mag.2016.66.

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Cyclotomy is concerned with the division of a circle into a given number of equal segments, amounting to the construction of a regular polygon, say a q-gon, so that we need to deliver the angle α = 2π / q, or the length cos α. The construction is by Euclidean means, which make use of only ruler and compasses. Now, from given lengths, sums and differences of lengths are easy to obtain and, with the compasses, products and quotients of lengths can be obtained from similar triangles using parallel lines; indeed even the length can be obtained by applying the intersecting chord theorem to a circle

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26

Mu'affa, Lamik Nabil, Tarno Tarno, and Suparti Suparti. "PENYUSUNAN DAN PENERAPAN METODE REGRESSION ADAPTIVE NEURO FUZZY INFERENCE SYSTEM (RANFIS) UNTUK ANALISIS DATA KURS IDR/USD." Jurnal Gaussian 9, no. 2 (2020): 182–92. http://dx.doi.org/10.14710/j.gauss.v9i2.27820.

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The exchange rate of rupiah is one of the important prices in an open economy because the exchange rate can be used as a tool to measure the economic condition of a country. The movement of the rupiah exchange rate affected the Indonesian economy, maintaining the stability of the rupiah exchange rate became an important thing to do. In an effort to maintain the stability of the rupiah exchange rate, the factors that influence it must first be identified. Several factors affect the IDR / USD exchange rate, namely the large trade price index, foreign exchange reserves, money supply and interest

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27

CASTRO, CARLOS. "ON STRATEGIES TOWARDS THE RIEMANN HYPOTHESIS: FRACTAL SUPERSYMMETRIC QM AND A TRACE FORMULA." International Journal of Geometric Methods in Modern Physics 04, no. 05 (2007): 861–80. http://dx.doi.org/10.1142/s0219887807002338.

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The Riemann hypothesis (RH) states that the non-trivial zeros of the Riemann zeta-function are of the form sn = 1/2+iλn. An improvement of our previous construction to prove the RH is presented by implementing the Hilbert–Polya proposal and furnishing the Fractal Supersymmetric Quantum Mechanical (SUSY-QM) model whose spectrum reproduces the imaginary parts of the zeta zeros. We model the fractal fluctuations of the smooth Wu–Sprung potential (that capture the average level density of zeros) by recurring to a weighted superposition of Weierstrass functions ∑p W(x, p, D) and where the summation

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28

Koymans, Peter, and Carlo Pagano. "Higher genus theory." International Mathematics Research Notices, August 24, 2020. http://dx.doi.org/10.1093/imrn/rnaa196.

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Abstract In $1801$, Gauss found an explicit description, in the language of binary quadratic forms, for the $2$-torsion of the narrow class group and dual narrow class group of a quadratic number field. This is now known as Gauss’s genus theory. In this paper, we extend Gauss’s work to the setting of multi-quadratic number fields. To this end, we introduce and parametrize the categories of expansion groups and expansion Lie algebras, giving an explicit description for the universal objects of these categories. This description is inspired by the ideas of Smith [ 16] in his recent breakthrough

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29

Berninger, Christoph, and Julian Pfeiffer. "The Gauss2++ model: a comparison of different measure change specifications for a consistent risk neutral and real world calibration." European Actuarial Journal, February 9, 2021. http://dx.doi.org/10.1007/s13385-021-00260-7.

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AbstractEspecially in the insurance industry interest rate models play a crucial role, e.g. to calculate the insurance company’s liabilities, performance scenarios or risk measures. A prominant candidate is the 2-Additive-Factor Gaussian Model (Gauss2++ model)—in a different representation also known as the 2-Factor Hull-White model. In this paper, we propose a framework to estimate the model such that it can be applied under the risk neutral and the real world measure in a consistent manner. We first show that any time-dependent function can be used to specify the change of measure without lo

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