gnome
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Given this statement "T^k_{s,i} is exponentially distributed, and the parameter \alpha in the distribution of T^k_{s,i} depends only on the maximum expected surplus S^k_{s,i} of seller i on the length T of the trading period, and on t_k, the time elapsed in the trading period. We write this dependence as
<br /> \mbox{\Huge \alpha = f_{s,i}(S^k_{s,i};\, t_k,\, T)}<br />
..."
In that last expression what is the significance of the separation of the S^k_{s,i} from the t_k, T by a semicolon, as contrasted with the separation of the latter two terms by a comma? It's clearly not accidental -- they follow this notation several times in the paper.
<br /> \mbox{\Huge \alpha = f_{s,i}(S^k_{s,i};\, t_k,\, T)}<br />
..."
In that last expression what is the significance of the separation of the S^k_{s,i} from the t_k, T by a semicolon, as contrasted with the separation of the latter two terms by a comma? It's clearly not accidental -- they follow this notation several times in the paper.