A debt behaviour model
A stochastic model with hidden discrete Markov processes is constructed to understand the behavior of debtors.
arXiv subjects
Publications and source records attributed to John Holt.
A stochastic model with hidden discrete Markov processes is constructed to understand the behavior of debtors.
We present examples of hyperbolizable 3-manifolds $M$ with the following property. Let $CC(π_1(M))$ denote the space of convex co-compact representations of $π_1(M)$. We show that for every $K\geq 1$ there exists a representation $ρ$ in $\bar {CC(π_1(M))}$ so that every $K$-quasiconformal deformation of $ρ$ lies in the closure of every component of $CC(π_1(M))$. The examples $M$ were discovered by Anderson and Canary.
Let $N$ be a hyperbolic 3-manifold and $B$ a component of the interior of $AH(π_1(N))$, the space of marked hyperbolic 3-manifolds homotopy equivalent to $N$. We will give topological conditions on $N$ sufficient to give $ρ\in \bar{B}$ such that for every small neighborhood $V$ of $ρ$, $V \cap B$ is disconnected. This implies that $\bar{B}$ is not manifold with boundary.