{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2010:4TK6WV6ZLMK2UUFAF63HTPRURB","merge_version":"pith-open-graph-merge-v1","event_count":2,"valid_event_count":2,"invalid_event_count":0,"equivocation_count":0,"current":{"canonical_record":{"metadata":{"abstract_canon_sha256":"82fc9c4e625383969ec68dcbbb1c847ae10473bee254f5b85fb0b31e8f0646c6","cross_cats_sorted":["math.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2010-08-12T12:29:09Z","title_canon_sha256":"5f2f987a8e0276f915e27d9cf2646b83a85ffc8114ec2b2621196089f553b55c"},"schema_version":"1.0","source":{"id":"1008.2104","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1008.2104","created_at":"2026-05-18T04:42:21Z"},{"alias_kind":"arxiv_version","alias_value":"1008.2104v1","created_at":"2026-05-18T04:42:21Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1008.2104","created_at":"2026-05-18T04:42:21Z"},{"alias_kind":"pith_short_12","alias_value":"4TK6WV6ZLMK2","created_at":"2026-05-18T12:26:04Z"},{"alias_kind":"pith_short_16","alias_value":"4TK6WV6ZLMK2UUFA","created_at":"2026-05-18T12:26:04Z"},{"alias_kind":"pith_short_8","alias_value":"4TK6WV6Z","created_at":"2026-05-18T12:26:04Z"}],"graph_snapshots":[{"event_id":"sha256:872ea37f6c9c8257844040202b11f9346d6922dc33a265ba3573858e179188fc","target":"graph","created_at":"2026-05-18T04:42:21Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"graph_snapshot":{"author_claims":{"count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","strong_count":0},"builder_version":"pith-number-builder-2026-05-17-v1","claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"paper":{"abstract_excerpt":"In the LIBOR market model, forward interest rates are log-normal under their respective forward measures. This note shows that their distributions under the other forward measures of the tenor structure have approximately log-normal tails.","authors_text":"Stefan Gerhold","cross_cats":["math.PR"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2010-08-12T12:29:09Z","title":"Moment Explosion in the LIBOR Market Model"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1008.2104","kind":"arxiv","version":1},"verdict":{"created_at":null,"id":null,"model_set":{},"one_line_summary":"","pipeline_version":null,"pith_extraction_headline":"","strongest_claim":"","weakest_assumption":""}},"verdict_id":null}}],"author_attestations":[],"timestamp_anchors":[],"storage_attestations":[],"citation_signatures":[],"replication_records":[],"corrections":[],"mirror_hints":[],"record_created":{"event_id":"sha256:9167c69eff0d9e77b07926f13af7d931f0fb742f305079c65c761855d5ac3349","target":"record","created_at":"2026-05-18T04:42:21Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"attestation_state":"computed","canonical_record":{"metadata":{"abstract_canon_sha256":"82fc9c4e625383969ec68dcbbb1c847ae10473bee254f5b85fb0b31e8f0646c6","cross_cats_sorted":["math.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PR","submitted_at":"2010-08-12T12:29:09Z","title_canon_sha256":"5f2f987a8e0276f915e27d9cf2646b83a85ffc8114ec2b2621196089f553b55c"},"schema_version":"1.0","source":{"id":"1008.2104","kind":"arxiv","version":1}},"canonical_sha256":"e4d5eb57d95b15aa50a02fb679be3488528ad84f0d9bb15bdcb12d568db0a77f","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"e4d5eb57d95b15aa50a02fb679be3488528ad84f0d9bb15bdcb12d568db0a77f","first_computed_at":"2026-05-18T04:42:21.689140Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T04:42:21.689140Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"wKG33BQfIetjhFBLAt187c4rnpVQ55jTce6BLTDb00UJsVYGOHc/kUhtwH1DyNVMAUCtExqqRPcoNRepdAQSAg==","signature_status":"signed_v1","signed_at":"2026-05-18T04:42:21.689784Z","signed_message":"canonical_sha256_bytes"},"source_id":"1008.2104","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:9167c69eff0d9e77b07926f13af7d931f0fb742f305079c65c761855d5ac3349","sha256:872ea37f6c9c8257844040202b11f9346d6922dc33a265ba3573858e179188fc"],"state_sha256":"e76def526eeeb485f466d1c096403019864f85513301b6c62a4cdbb5270a940c"}