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Shane Chern

Publications and source records attributed to Shane Chern.

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Some congruences modulo 5 and 25 for overpartition

We present two new Ramanujan-type congruences modulo 5 for overpartition. We also give an affirmative answer to a conjecture of Dou and Lin, which includes four congruences modulo 25 for overpartition.

math.NT

Congruences and recursions for the cubic partition

Let $p_2(n)$ denote the number of cubic partitions. In this paper, we shall present two new congruences modulo $11$ for $p_2(n)$. We also provide an elementary alternative proof of a congruence established by Chan. Furthermore, we will establish a recursion for $p_2(n)$, which is a special case of a broader class of recursions.

math.NT

Remarks on the distribution of the primitive roots of a prime

Let $\mathbb{F}_p$ be a finite field of size $p$ where $p$ is an odd prime. Let $f(x)\in\mathbb{F}_p[x]$ be a polynomial of positive degree $k$ that is not a $d$-th power in $\mathbb{F}_p[x]$ for all $d\mid p-1$. Furthermore, we require that $f(x)$ and $x$ are coprime. The main purpose of this paper is to give an estimate of the number of pairs $(ξ,ξ^αf(ξ))$ such that both $ξ$ and $ξ^αf(ξ)$ are primitive roots of $p$ where $α$ is a given integer. This answers a question of Han and Zhang.

math.NT

New congruences for 2-color partitions

Let $p_k(n)$ denote the number of $2$-color partitions of $n$ where one of the colors appears only in parts that are multiples of $k$. We will prove a conjecture of Ahmed, Baruah, and Dastidar on congruences modulo $5$ for $p_k(n)$. Moreover, we will present some new congruences modulo $7$ for $p_4(n)$.

math.NT

Formulas for Partition $k$-Tuples with $t$-Cores

Let $A_{t,k}(n)$ denote the number of partition $k$-tuples of $n$ where each partition is $t$-core. In this paper, we establish formulas of $A_{t,k}(n)$ for some values of $t$ and $k$ by employing the method of modular forms, which extends Wang's result for $t=3$ and $k=2,3$.

math.NT

Consistent Pricing of VIX and Equity Derivatives with the 4/2 Stochastic Volatility Plus Jumps Model

In this paper, we develop a 4/2 stochastic volatility plus jumps model, namely, a new stochastic volatility model including the Heston model and 3/2 model as special cases. Our model is highly tractable by applying the Lie symmetries theory for PDEs, which means that the pricing procedure can be performed efficiently. In fact, we obtain a closed-form solution for the joint Fourier-Laplace transform so that equity and realized-variance derivatives can be priced. We also employ our model to consistently price equity and VIX derivatives. In this process, the quasi-closed-form solutions for future and option prices are derived. Furthermore, through adopting data on daily VIX future and option prices, we investigate our model along with the Heston model and 3/2 model and compare their different performance in practice. Our result illustrates that the 4/2 model with an instantaneous volatility of the form $(a\sqrt{V_t}+b/\sqrt{V_t})$ for some constants $a, b$ presents considerable advantages in pricing VIX derivatives.

q-fin.CP

A note on balancing binomial coefficients

In 2014, T. Komatsu and L. Szalay studied the balancing binomial coefficients. In this paper, we focus on the following Diophantine equation $$\binom{1}{5}+\binom{2}{5}+...+\binom{x-1}{5}=\binom{x+1}{5}+...+\binom{y}{5}$$ where $y>x>5$ are integer unknowns. We prove that the only integral solution is $(x,y)=(14,15)$. Our method is mainly based on the linear form in elliptic logarithms.

math.NT