721 research outputs found
Raymond Francis Dvorak: His life and career in music
No full textRaymond Francis Dvorak (1900–1982) was a distinguished Director of Bands at the University of Wisconsin-Madison from 1934–1968. His career spans transformative years at the University of Illinois and the University of Wisconsin-Madison. Dvorak’s life and career are presented and examined through his contributions to the wind band, music, music education professions and civic organizations as an entertainer, innovator, and leader.
This historical study, is drawn from artifacts and correspondence housed within the Sousa Archives and Center for American Music on the campus of the University of Illinois, the American Bandmaster Association Research Center, the College Band Directors National Association Archives, and the Midwest Clinic Archives all of which are housed in the Special Collections in Performing Arts at the Michelle Smith Performing Arts Library on the campus of the University of Maryland. The University of Wisconsin Archives and Records Management located in Steenbock Library on the UW-Madison campus provided valuable resources as well. Interviews were conducted with Dvorak’s living children, former students from the University of Wisconsin-Madison, and his colleagues from the UW-Madison and the board of the Midwest Clinic. Recorded interviews and personal conversations with Dvorak were also utilized in the gathering of information.
Dvorak’s significant innovations and contributions to the development of the concert and marching band include establishing collegiate traditions such as the Arm Wave during the singing of the Alma Mater at the UW-Madison, the invention of the Chief Illiniwek mascot for the University of Illinois, the utilization of group singing by the band from the field during football games, and the introduction of moving formations and the use of a colorguard in the marching band. Additionally, Dvorak was crucial in organizing the transportation of the estate of John Philip Sousa to the University of Illinois and consequently the establishment of the Sousa Archives and Center for American Music, the founding of the Illinois All-State Orchestra, helping A. A. Harding develop the Illinois Band Clinics, the establishment and development of the Midwest Clinic, the College Band Directors National Association, and the Wisconsin Bandmasters Association.
Off the field and outside of the rehearsal hall, Dvorak promoted the accomplishments of person with disabilities through his leadership roles with the Wisconsin Rehabilitation Association, the Wisconsin Easter Seals, the Governor’s Committee on Employing the Handicapped, and the President’s Committee on Employing the Handicapped. Finally, Dvorak was a champion of John Philip Sousa, his music, and his approach to entertaining crowds. Dvorak worked to make Sousa a household name in America and was the primary person responsible for Sousa being elected into the Hall of Fame for Great Americans as well as having his march “The Stars and Stripes Forever,” being declared the National March of the United States of America.Submission original under an indefinite embargo labeled 'Open Access'. The submission was exported from vireo on 2020-02-28 without embargo termsThe student, Daniel Neuenschwander, accepted the attached license on 2019-12-03 at 06:52.The student, Daniel Neuenschwander, submitted this Dissertation for approval on 2019-12-03 at 07:33.This Dissertation was approved for publication on 2019-12-03 at 12:40.DSpace SAF Submission Ingestion Package generated from Vireo submission #14657 on 2020-02-28 at 17:14:47Made available in DSpace on 2020-03-02T21:58:20Z (GMT). No. of bitstreams: 3
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Previous issue date: 2019-12-0
On Sufficient Statistics for Combined Models with Stockastic Volatility and Jumps: Some Complements
No full textRetrieval of Black–Scholes and generalized Erlang models by perturbed observations at a fixed time
No full textRetrieval of Black-Scholes and generalized Erlang models by perturbed observations at a fixed time
No full textS-stable laws on the real line (more generally on Hilbert spaces), associated with some non-linear transformations (so-called "shrinking operations"), were introduced in [Jurek, Z.J., 1977. Limit distributions for truncated random variables. In: Proc. 2nd Vilnius Conference on Probability and Statistics, June 28-July 3, 1977. In: Abstracts of Communications, vol. 3, pp. 95-96; Jurek, Z.J., 1979. Properties of s-stable distribution functions. Bull. Acad. Polon. Sci. Sér. Math. XXVII (1), 135-141; Jurek, Z.J., 1981. Limit distributions for sums of shrunken random variables. Dissertationes Math. vol. CLXXXV]. In [Jurek, Z.J., Neuenschwander, D., 1999. S-stable laws in insurance and finance and generalization to nilpotent Lie groups. J. Theoret. Probab. 12 (4), 1089-1107], the authors interpreted s-stable motions on the real line as limits of total amount of claims processes (up to a deterministic premium) of a portfolio of excess-of-loss reinsurance contracts and showed that they led to Erlang's model or to Brownian motion. In [Neuenschwander, D., 2000b. On option pricing in models driven by iterated integrals of Brownian motion. In: Mitt. SAV 2000, Heft 1, pp. 35-39], we considered stochastic integrals whose integrand and integrator are both independent Brownian motions, thus modelling a stochastic volatility; as a result we got an analogue of the Black-Scholes formula in this model, confirming a result of Hull and White [Hull, J., White, A., 1987. The pricing of options on assets with stochastic volatility. J. Finance XLII (2), 281-300]. In the present paper, we will look at a common generalization of these processes, namely s-stable motions on the real line perturbed by a stochastic integral whose integrand and integrator are both (not necessarily independent) s-stable motions. The main result will be that if we can observe the distribution of such so-perturbed s-stable motions (together with the values of the perturbing processes) at time t=1, then we can identify the whole model (including the perturbation) among all models with Lévy processes perturbed by an iterated stochastic integral of two Lévy processes (in the gaussian case) resp. among all models with a compound Poisson process with drift perturbed by an iterated stochastic integral of two compound Poisson processes (in the completely non-gaussian case if the perturbing processes have no drift) without knowing anything about the history or about its distribution during 0
A New Proof for the Lévy Construction of Second Kind for Stable Laws
No full textWe give a direct proof for the "Lévy construction of second kind" for stable laws on the real line without referring to the construction of "first kind.
Uniqueness of embedding of Gaussian probability measures into a continuous convolution semigroup on simply connected nilpotent Lie groups. Unicité du plongement de mesures de probabilité gaussiennes dans un semigroupe de convolution continu sur des groupes de Lie nilpotents et simplement connexes
No full textLet {mu((i))(t)}t >= 0 (i = 1.2) be continuous convolution semigroups on a simply connected nilpotent Lie group G. Suppose that mu((1))(1) = mu((2))(1) and that {mu((1))(t)}(t) >= 0 is a Gaussian semigroup (in the sense that its generating distribution just consists of a primitive distribution and a second order differential operator). Then mu((1))(t) = mu((2))(t) for all t >= 0
Uniqueness of the Embedding Continuous Convolution Semigroup of a Gaussian Probability Measure on the Affine Group and an Application in Mathematical Finance
No full textLet {μ(i)t}t≥0 ( i=1,2 ) be continuous convolution semigroups (c.c.s.) of probability measures on Aff(1) (the affine group on the real line). Suppose that μ(1)1=μ(2)1 . Assume furthermore that {μ(1)t}t≥0 is a Gaussian c.c.s. (in the sense that its generating distribution is a sum of a primitive distribution and a second-order differential operator). Then μ(1)t=μ(2)t for all t≥0 . We end up with a possible application in mathematical finance
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