Servidor de Pré-Publicações

(PRE-PRINTS)

SÉRIE B – ARTIGOS DE PESQUISA


NÚMERO

TÍTULO / AUTOR

01/81

MAXIMUM PRINCIPLE AND TRANSVERSALITY CONDITION FOR CONCAVE INFINITE HORIZON ECONOMIC MODELS
- A. Araujo e J. A. Scheinkman

02/81

QUALITATIVE ROBUSTNESS FOR GENERAL PROCESS
- Oscar Bustos

03/81

LOCAL TIMES FOR TWO-PARAMETER LEVY PROCESS
- Maria Eulália Vares

04/81

REPRESENTATION OF THE MARTINGALES GENERATED BY A TWO-PARAMETER LEVY PROCESS
- Maria Eulália Vares

05/81

GENERAL M-ESTIMATES FOR CONTAMINATED p-ORDER AUTOREGRESSIVE PROCESS CONSISTENCY AND ASYMPTOTIC NORMALITY
- Oscar Bustos

06/82

ON THE INFLUENCE CURVE FOR QUANTAL BIOASSAY
- B. James e K. L. James

07/82

A MARKET EQUILIBRIUM APPROACH FOR SOLVING LARGE SCALE LINEAR PROGRAMMING MODELS
- S. Granville e J. Schechtman

08/82

A PATHWISE APPROACH TO METASTABILITY
- A. Galves, A. Nogueira, R. Schonnan e M. E. Vares

09/82

LACK OF EQUILIBRIA IN ECONOMICS WITH INFINITELY MANY COMMODITIES THE NEED OF IMPATIENCE
- Aloísio Araujo

10/82

REGULAR ECONOMICS AND SETS OF MEASURE ZERO IN BANACH SPACES
- Aloisio Araujo

11/83

AN EFFICIENCE R-ESTIMATOR FOR THE ED 50
- B. James, K. L. James, H. Westenberger

12/83

ROBUST ESTIMATES FOR ARMA MODELS
- O. Bustos e V. Yohai

13/83

METASTABLE BEHAVIOR OF STOCHASTIC DYNAMICS: A PATHWISE APPROACH
- M. Cassandro, A. Galves, E. Olivieri, M. E. Vares

14/83

A FUNCTIONAL LAW OF THE ITERATED LOGARITHM FOR ADAPTIVE STOCHASTIC APPROXIMATION PROCESS
- B. James, K. L. James

15/83

A RENORMALIZATION OF THE STIRRING PROCESSES ON THE LINE
- A. Galves, A. Nogueira e M.E. Vares

16/84

IDENTIFIABILITY CONDITION FOR DYNAMIC SIMULTANEOUS EQUATIONS MODELS WITH ARMA ERRORS
- Pedro Valls

17/84

AN APPLICATION OF THE AUGMENTED LAGRANGIAN APPROACH TO DECOMPOSITION IN LINEAR PROGRAMMING
- S. Granville e J. Schechtman

18/84

THE LOST OF EFFICIENCY IN ESTIMATION OF STATIONARY ECONOMICS TIME SERIES MODELS WITH MISSING OBSERVATIONS
- Pedro Valls

19/84

ASYMPTOTIC BEHAVIOR OF THE ESTIMATES BASED ON RESIDUAL AUTOCOVARIANCES FOR ARMA MODELS
- O. Bustos, R. Fraiman e V. Yohai

20/84

A NOTE ON THE EXISTENCE OF PARETO OPTIMA IN TOPOLOGICAL VECTOR SPACES
- Aloisio Araujo

21/84

A PARALLEL PROJECTION METHOD OF FINDING A COMMON POINT A FAMILY OF CONVEX SETS
- A. R. de Pierro, A. Iusem

22/84

AN INCOME FLUCTUATION PROBLEM WITH INTERTEMPORAL DISTRIBUTION
- Marilda Sotomayor

23/84

SOME REMARKS ON THE STABLE MATCHING PROBLEM
- D. Gale, M. Sotomayor

24/84

MS. MACHIAVELLI AND THE STABLE MATCHING PROBLEM
- D. Gale e M. Sotomayor

25/84

DEMAND FUNCTIONS WITH INFINITELY MANY GOODS: NON-EXISTENCE RESULTS
- Aloisio Araujo

26/85

SOME RESULTS ON THE EXISTENCE OF UTILITY FUNCTIONS ON PATH CONNECTED SPACES
- Paulo Klinger Monteiro

27/85

NON-OPTIMALITY OF RATIONAL EXPECTATIONS EQUILIBRIUM: THE COMPLETE MARKETS CASE
- Paulo César Coutinho

28/85

ON AUMANN'S NOTION OF COMMON KNOWLEDGE AN ALTERNATIVE APPROACH
- Sérgio Ribeiro da Costa Werlang e Tommy Chin-Chiu Tan

29/85

ARMA PROCESSES WITH HIDDEN MISSING DATA
- Kaizô I. Beltrão

30/85

DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
- K. Beltrão e P. Bloomfield

31/85

RATIONAL EXPECTATIONS EQUILIBRIA WITH KEYNESIAM PROPERTIES
- Costas Azaríadis

32/85

NON LINEAR PRINCIPAL COMPONENTS BY PROJECTION PERSUIT
- R. Klein e E. G. Garayalde

33/85

CONTRACTING IN INTERMEDIATE MARKETS
- Paulo Cesar Coutinho

34/85

ALTERNATIVE ESTIMATORS OF STRATUM VARIANCE IN MULTISTRATA DESINGS
- K. I. Beltrão e D. G. C. Pessôa

35/86

A NOTE ON THE VALUE FUNCTION APPROACH TO SEQUENTIAL EQUILIBRIUM
- V. Madrigal, T. Chin-Chiu Tan e S. R. C. Werlang

36/86

EFFECTS OF GROWTH ON RELATIVE PRICES IN A TWO-GOOD n-COUNTRY MODEL
- Sergio R. C. Werlang

37/86

ANALYSIS OF EXPERIMENTAL DESINGS WITH BLOCKS OF DIFFERENT SIZES
- K. I. Beltrão e D. G. Pessôa

38/86

EQUILIBRIUM WITHOUT UNIFORME CONDITIONS
- A. Araujo e P. K. Monteiro

39/86

TENSOR COMPONENTS OF MULTIVARIATE HERMIT POLYNOMIAL AND MOMENTS OF A MULTIVARIATE NORMAL DISTRIBUTION
- Alberto Holly

40/87

EMPLED DE CARAS ASIMETRICAS PARA REPRESENTAR GRAFICAMENTE DATOS MULTIVARIANTES
- Elkim Castaño Velez

41/87

GENERIC NON-EXISTENCE OF EQUILIBRIA IN FINANCE MODELS
- A. Araujo e P. K. Monteiro

42/87

ON COMPETITIVE PRICE SYSTEMS ASSOCIATED WITH EFFICIENT GROWIN PATHS
- Paulo Cesar Coutinho

43/88

FINDING HIGH-LEVERAGE SUBSETS IN REGRESSION BY A SPECIAL DECOMPOSITION RELATED TO THE HAT MATRIX
- Bent Jorgensen

44/88

OUTLIERS Y ROBUSTEZ
- Oscar Bustos

45/88

CAN IT MATTER IF A SECURITY IS REAL OR SINTHETIC ?
- Paulo Cesar Coutinho

46/88

CNORT: UNA SUB ROTINA PARA GENERACION DE CAPSULAS NORMALES USANDO EM IMSL
- Oscar Bustos e Alejandro C. Frery Orgambido

47/88

NOTES ON PROGRAMING WHEN THE POSITIVE CONE HAS AN EMPTY INTERIOR
- A. Araujo e P. Klinger

48/88

THE ECONOMICS OF ORCHARDS: AN EXERCISE IN POINT-INPUT, FLOW-OUTPUT CAPITAL THEORY
- Tapan Mitra, Debraj Ray e Rahul Roy

49/88

USO DE ESTIMADORES ROBUSTOS PARA IMPUTACION DE DATOS FALIANTES EN ENCUESTAS
- O. Bustos e P. L. do Nascimento Silva

50/89

GENERAL EQUILIBRIUM WITH INFINITELY MANY GOODS, THE CASE OF SEPARABLE UTILITIES
- A. Araujo, P. Klinger

51/89

SUR UNE PROPRIETÉ DES FAMILIES EXPONENTIELLES NATURELLES DE VARIANCE QUADRATIQUE
- B. Jorgensen, G. Letac e V. Seshadri

52/89

ON THE MIXTURE OF THE INVERSE GAUSSIAN DISTRIBUTION WITH ITS COMPLEMENTARY RECIPROCAL
- B. Jorgensen e V. Seshadri

53/89

GENERALIZED LINEAR MODELS AND EXTENTIONS
- Bent Jorgensen

54/89

THE SYMMETRIC SIMPLE EXCLUSION PROCESS - II APPLICATIONS
- P.A. Ferrari, E. Presutti, E. Scacciatelli e M. E. Vares

55/89

THE SYMMETRIC SIMPLE EXCLUSION PROCESS - I PROBABILITY ESTIMATES
- P.A. Ferrari, E. Presutti, E. Scacciatelli e M. E. Vares

56/89

EQUILIBRIUM IN CONTRACT MARKETS WITH LINEAR PRICE SCHEDULES
- Paulo C. Coutinho e Fernando B. Saldanha

57/89

THE ONCE BUT NOT TWICE DIFFERENTIABILITY OF THE POLICY FUNCTION
- Aloisio Araujo

58/89

SOME PARAMETRIC MODELS ON THE SIMPLEX
- P. E. Barndorff-Nielsen, Bent Jorgensen

59/90

ON THE ASYMPTOTIC BEHAVIOUR OF THE VARIANCE FUNCTION
- B. Jorgensen, J. R. Martinez

60/90

THE GENERAL EXISTENCE OF EXTENDED PRICE EQUILIBRIA WITH INFINITELY MANY COMMODITIES
- A. Araujo e P. Klinger

61/90

A CONTRIBUTION TO THE STUDY OF MARKOVIAN DEGRATED IMAGES: AN EXTENSION OF A THEOREM BY GERMAN AND GERMAN
- O. Bustos e A. C Frery Orgambido

62/90

A TURBO C IMPLEMENTATION OF A GFSR (0,1) PSEUDORANDON NUMBER ALGORITHM
- Oscar Bustos

63/91

MARKOVIAN FIELDS AS LIMITS OF MARKOV CHAINS
- O. Bustos e A. C. Frery Orgambido

64/91

MARKOVIAN FIELDS: THEORY, SIMULATION AND PARAMETER ESTIMATION
- Alejandro C. F. Orgambido

65/91

ON THE VALUE OF PUBLIC INFORMATION: THE CASE OF HARA UTILITY FUNCTIONS
- Paulo Coutinho, Richard Kihlstrom

66/91

REAL OR SYNTHETIC SECURITIES: DOES IT MAKE ANY DIFFERENCE?
- Gonzalo Contreras e Paulo Coutinho

67/91

BARTLETT CORRECTIONS AND BIAS CORRECTION FOR TWO HETEROSCEDASTIC REGRESSION MODELS
- Gauss Cordeiro

68/91

PROPER DISPERSION MODELS
- O. E. Barndorff-Nielsen e B. Jorgensen

69/91

GENERAL MATRIX FORMULAE FOR COMPUTING BARTLETT CORRECTIONS
- Gauss Cordeiro

70/92

FITTING TWEEDIE'S COMPOUND POISSON MODEL TO INSURANCE CLAIMS DATA
- B. Jorgensen e Maria C. P. de Souza

71/92

OPTIMAL QUALITY SELECTION UNDER REPUTATION UNCERTAINTY
- Alain Caron

72/92

IMPROVED LIKELIHOOD RATIO TESTS FOR DISPERSION MODELS
- G. Cordeiro, G. A. Paula e D. A. Botter

73/92

MATRIX FORMULAE FOR COMPUTING IMPROVED SCORE TESTS
- S. L. de Paula Ferrari e Gauss Cordeiro

74/92

TOPOLOGY OF ELEMENTARY WAVES FOR MIXED SYSTEMS OF CONSERVATION LAWS (In memorian of Jean Martinet) -
- Dan Marchesin e Frederico Palmeira

75/93

FORMAÇÃO DE CHOQUES EM SISTEMAS HIPERBÓLICOS QUASILINEARES
- Milton da Costa Lopes Filho

76/93

THE GENERAL EXISTENCE OF EXTENDED PRICE EQUILIBRIA WITH INFINITELY MANY COMMODITIES (Revisado)
- Aloisio Araujo e Paulo Klinger

77/93

SEQUENCIAL AUCTIONS WITH CONTINUATION COSTS
- R. Engelbrecht-Wiggans e F. Menezes

78/93

SEQUENTIAL ASYMETRIC AUCTIONS WITH ENDOGENEOUS PARTICIPATION
- F. Menezes e P. Klinger

79/93

UNDISCOUNTED ECONOMIC GROWTH PROBLEM AND COMPETITIVE PRICES
- W. F. Leiva Maldonado

80/94

THE LEVY-KHINCHINE REPRESENTATION OF THE TWEEDIE FAMILY
- José Raul Martínez

81/94

AN INTERIOR POINT METHOD FOR THE NONLINEAR COMPLEMENTARITY PROBLEM
- Alfredo Iusem

82/94

ON SOME PROPERTIES OF GENERALIZED PROXIMAL POINT METHODS FOR QUADRATIC AND LINEAR PROGRAMMING
- Alfredo Iusem

83/94

FULL CONVERGENCE OF THE STEEPEST DESCENT METHOD WITH INEXACT LINE SEARCHES
- Regina Burachik, L. M. Graña Drumond, Alfredo Iusem, B. Fux Svaiter

84/94

AN INTERIOR POINT METHOD WITH BREGMAN FUNCTIONS FOR THE VARIATIONAL INEQUALITY PROBLEM WITH PARAMONOTONE OPERATORS
- Y. Censor, A. Iusem e S. A. Zenios

85/94

MULTIPLE VISCIOUS SOLUTIONS FOR SYSTEMS OF CONSERVATION LAWS
- A. V. Azevedo e D. Marchesin

86/94

EXISTENCE OF EQUILIBRIA WITH INFINITELY MANY GOODS INCOMPLETE MARKETS AND BANKRUPTCY
- A. Araujo e P. Klinger, M. Páscoa

87/94

ON THE CONVERGENCE TO RATIONAL EXPECTATIONS WHEN MARKETS ARE COMPLETE
- A. Araujo, A. Sandroni

88/94

A NEW DUALITY THEORY FOR MATHEMATICAL PROGRAMMING
- Benar Fux Svaiter

89/94

ARBITRAGE PRICING OF INTEGRAL OPTIONS
- Rogerio de Deus Oliveira

90/95

EMPIRICAL MEASURES AND SUNSPOT EQUILIBRIUM
- A. Araujo e W. Maldonado

91/95

REAL DETERMINACY, FINANCIAL MARKETS AND DEFAULT
- A. Araujo e M. R. Páscoa

92/95

INFINITE HORIZON INCOMPLETE MARKETS WITH A CONTINUUM OF STATES
- A. Araujo, P. Klinger Monteiro e M. Páscoa

93/95

SPECTRAL GAP FOR ZERO-RANGE DYNAMICS
- C. Landim, S. Sethuraman e S. Varadhan

94/95

ON THE CONVERGENCE OF CONSTRAINED PARALLEL VARIABLE DISTRIBUTION ALGORITHMS
- Michael V. Solodov

95/95

BIFURCATIONS IN NONLINEAR RESONANCES FOR SYSTEMS OF CONSERVATION LAWS
- Aparecido J. de Souza e Dan Marchesin

96/95

INCREMENTAL GRADIENT ALGORITHMS WITH STEPSIZES BOUNDEDAWAY FROM ZERO
- M. V. Solodov

97/96

STABILITY ANALYSIS OF THE GENERALIZED ROSENHEAD POINT VORTEX APPROXIMATION
- André Nachbin

98/96

SIMULTANEOUS POOLED AUCTIONS
- Paulo K. Monteiro e Flavio M. Menezes

99/96

ON THE PROJECTED SUBGRADIENT METHOD FOR NONSMOOTH CONVEX OPTIMIZATION IN A HILBERT SPACE
- Ya. I. Alber, A. N. Iusem e M. V. Solodov

100/96

A NUMERICAL STUDY OF LAGRANGIAN MARKER DYNAMICS ALONG VORTEX SHEETS
- André Nachbin

101/96

ON SOME PROPERTIES OF PARAMONOTONE OPERATORS
- Alfredo Iusem

102/96

A NEW SERIES OF m -RESOLVABLE PBIB DESIGNS
- R. N. Mohan e Sanpei Kageyama

103/96

A NEW SERIES OF U-RESOLVABLE (D+1) ASSOCIATE CLASS GDPBIB DESIGNS
- R. N. Mohan

104/96

ON A Mn-MATRIX
- R. N. Mohan

105/96

QUASI U-RESOLVABLE AND QUASI AFFINE U-RESOLVABLE DESIGNS
- R. N. Mohan

106/96

LEARNING IN PROBABILISTIC NETWORKS WITH HIDDEN UNITS: AN EM-APPROACH
- Hermann von Hasseln

107/96

A MIXED HÖLDER AND MINKOWSKI INEQUALITY
- Alfredo N. Iusem, Carlos A. Isnard e Dan Butnariu

108/96

ON WELL DEFINEDNESS OF THE CENTRAL PATH
- L. M. Graña Drummond e B. F. Svaiter

109/97

ON GRAPHS ASSOCIATED WITH MATRICES OF COMBINATORIAL INTERESTS
- R. N. Mohan e A. H. Ahmed

110/97

ENLARGEMENT OF MONOTONE OPERATORS WITH APPLICATIONS TO VARIATIONAL INEQUALITIES
- Regina S. Burachik, Alfredo Noel Iusem e B. F. Svaiter

111/97

A NEW PROJECTION METHOD FOR MONOTONE VARIATIONAL INEQUALITY PROBLEMS
- M. V. Solodov e B. F. Svaiter

112/97

ON THE PRICING OF EUROPEAN AND AMERICAN SWAP OPTIONS
- Aloisio Araujo e Rogerio Oliveira

113/97

ON A GENERAL FORMULA FOR MATRICES OF COMBINATORIAL INTEREST
- R. N. Mohan e A. H. Ahmed

114/97

A CONSTRUCTION FOR AUTHENTICATION/SECRECY CODES BASED ON LATIN SQUARES THEORY
- R. N. Mohan e A. H. Ahmed

115/97

A HYBRID PROJECTION-PROXIMAL POINT ALGORITHM
- M. V. Solodov e B. F. Svaiter

116/97

CERTAIN T-PARTITE GRAPHS
- R. N. Mohan

117/97

ON ORTHOGONALITY OF LATIN SQUARES
- R. N. Mohan

118/97

ON THE GEOMETRY OF GRAEFFE ITERATION
- Gregorio Malajovich e Jorge P. Zubelli

119/98

TANGENT GRAEFFE ITERATION
- Gregorio Malajovich e Jorge P. Zubelli

120/99

TOTALLY CONVEX FUNCTIONS FOR FIXED POINTS COMPUTATION AND INFINITE DIMENSIONAL OPTIMIZATION
- Dan Butnariu e Alfredo N. Iusem

121/99

STEEPEST DESCENT METHODS FOR MULTICRITERIA OPTIMIZATION
- Jörg Fliege e B. F. Svaiter

122/99

A RELAXED HYBRID EXTRAGRADIENT-PROXIMAL POINT ALGORITHM FOR GENERALIZED EQUATIONS
- Regina S. Burachik, Susana Scheimberg e B. F. Svaiter

123/2000

ERROR BOUNDS FOR PROXIMAL POINT SUBPROBLEMS AND ASSOCIATED INEXACT PROXIMAL POINT ALGORITHMS
- M. V. Solodov e B. F. Svaiter

124/2000

A NEW APPROACH TO DEVELOPING SUPERLINEARLY CONVERGENT ALGORITHMS FOR SOLVING SINGULAR EQUATIONS AND REFORMULATIONS OF COMPLEMENTARITY PROBLEMS
- A. F. Izmailov e M. V. Solodov

125/2000

ERROR BOUNDS FOR 2-REGULAR MAPPINGS WITH LIPSCHITZIAN DERIVATIVES AND THEIR APPLICATIONS
- A. F. Izmailov e M. V. Solodov

126/2000

A UNIFIED FRAMEWORK FOR SOME INEXACT PROXIMAL POINT ALGORITHMS
- M. V. Solodov e B. F. Svaiter

127/2000

ON THE HEISENBERG SPIN EQUATION IN HYDRODYNAMICS
- Colin Rogers

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