Associated with every $2n\times 2n$ real positive definite matrix $A,$ there exist n positive numbers called the symplectic eigenvalues of $A,$ and a basis of $\mathbb {R}^{2n}$ called the symplectic eigenbasis of A corresponding to these numbers. In this paper, we discuss differentiability and analyticity of the symplectic eigenvalues and corresponding symplectic eigenbasis and compute their derivatives. We then derive an analogue of Lidskii’s theorem for symplectic eigenvalues as an application.

We prove that a generic homogeneous polynomial of degree $d$ is determined, up to a nonzero constant multiplicative factor, by the vector space spanned by its partial derivatives of order $k$ for $k\leqslant \frac{d}{2}-1$.

Duparc introduced a two-player game for a function f between zero-dimensional Polish spaces in which Player II has a winning strategy iff f is of Baire class 1. We generalize this result by defining a game for an arbitrary function f : X → Y between arbitrary Polish spaces such that Player II has a winning strategy in this game iff f is of Baire class 1. Using the strategy of Player II, we reprove a result concerning first return recoverable functions.

Crop index microinsurance is a novel product that has been piloted and implemented in many developing countries. We attempt to give an overview of crop index microinsurance, covering the major issues needed to design, price and implement a crop index microinurance programme. In some ways, providing insurance to the poor is fundamentally different to providing insurance to the middle-income or rich; in other ways, including in the actuarial fields of product design, pricing and risk financing, there are strong similarities. We offer a stylised discussion of these differences and similarities, with particular reference to issues of potential interest to actuaries, and propose an actuarial framework for crop index microinsurance. Case studies from Malawi and the Philippines provide examples for what does and what does not seem to work in crop index microinsurance, and motivation for further work needed.

For every natural number m, the existentially closed models of the theory of fields with m commuting derivations can be given a first-order geometric characterization in several ways. In particular, the theory of these differential fields has a model-companion. The axioms are that certain differential varieties determined by certain ordinary varieties are nonempty. There is no restriction on the characteristic of the underlying field.

A martingale is used to study extinction probabilities of the Galton-Watson process using a stopping time argument. This same martingale defines a martingale function in its argument s; consequently, its derivative is also a martingale. The argument s can be classified as regular or irregular and this classification dictates very different behavior of the Galton-Watson process. For example, it is shown that irregularity of a point s is equivalent to the derivative martingale sequence at s being closable, (i.e., it has limit which, when attached to the original sequence, the martingale structure is retained). It is also shown that for irregular points the limit of the derivative is the derivative of the limit, and two different types of norming constants for the asymptotics of the Galton-Watson process are asymptotically equivalent only for irregular points.

A deterministic automaton recognizing a givenω-regular languageis constructed from an ω-regular expressionwith the help of derivatives.The construction is related to Safra's algorithm, in about the same way as the classicalderivative method is related to the subset construction.

In this paper a refinement of property Z of Zahorski-Weil is defined and shown to be, like the weaker property Z, satisfied by all common derivatives.