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It is obvious that t is positive semide nite. Let Z = (Z1 , . . . , Zn )T be a centered Gaussian random vector in Rn with covariance t , that is, E(Z Z T ) = t , and F (t) = P(Z1 a1 , . . . , Zn an ). Our aim is to give an upper bound for F (0) F (1), and for this purpose we consider the derivative F (t). Let us rst notice that it is suf cient to prove the result when t is nonsingular for all t [0, 1]. In fact, if this has been proved, in the general case we proceed as follows.

As the Web became popularized, many companies realized what a powerful application platform it represented. But there were some issues with the responsiveness of HTML-based user interfaces. With the introduction of Java, people thought that they could use applets as the necessary addition to Web applications that would allow fullfeatured programs to be loaded seamlessly on every client machine. Unfortunately, the reality wasn t the same as the marketing. Instead, people discovered that applets ran into version issues, and that large applets had numerous load-time constraints. Moreover, the addition of JavaScript, Flash, and other client-side technologies seemed to make HTML a sufficient user interface platform. But that isn t always the case. Some applications require a richer interface than the one a Web page can provide. Also, there are applications that can be implemented either as Web pages or full-blown applications, but work better in an application than a Web page. To make the right decisions, application developers have to look at their users needs, not just at the available technology. Put bluntly, always using HTML for your application user interface is wrong, and doing so is caused by assuming that using the Web means using HTML, making that assumption an AntiPattern.

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Different laboratory studies have used different research paradigms and those that have been used are listed in the tables of this chapter. I have differentiated between: (i) studies where participants actually took part in an event and then were asked to tell the truth or

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any investment managers claim to be running market neutral strategies that exploit relative value opportunities. These claims are, without a doubt, honestly made. The managers believe they are offering a product that is less risky than a long-short or directional strategy. However, there is more to being market neutral than being at in an asset class. Investors need to do more than take assertions of market neutrality at face value. A market neutral trading strategy can be de ned loosely as one that is not dependent on overall market movements in order to succeed, and that is immune from harm caused by overall market movements. A relative-value strategy is one that takes advantage of price anomalies between fundamentally similar instruments. Clearly these loose terms admit a wide range of potential trading strategies, most of which, however, fail to live up to the de nition of market neutral once they are tested. In the realm of xed income, market neutral has been used to describe various macrostrategies that can turn out to be extremely market dependent, and that involve fundamentally unrelated assets. Trading the yield curve, for example, is commonly viewed as a market neutral arbitrage strategy. Certainly, the price of a government bond of one maturity is related to that of another issue of the same government with

Your application must present large lists of shallow information items to its users and allow those users to select an item in order to reveal its detailed, deep information. Use lightweight JDBC queries and scrollable result sets to select potentially vast numbers of shallow list items. Use an additional JDBC query or Entity Bean fetch to retrieve the deep information for a selected shallow item.

Riemannian Manifold. The form in (6.19) is independent of the parameterization, but the terms inside the integrand are not. It is possible to give an expression that consists of three terms independent of the parameterization in the case when W is a Riemannian manifold. When such a Riemannian metric is not given, it is always possible to use the metric g induced by the process itself (see Taylor and Adler, 2003) by setting

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