Monte Carlo Simulation with Asymptotic Method (Published in "Journal of Japan Statistical Society", Vol.35-2, 171-203, 2005. ) [PDF]
We shall propose a new computational scheme with the asymptotic method to achieve variance reduction of Monte Carlo simulation for numerical analysis especially in finance. We not only provide general scheme of our method, but also show its effectiveness
Nakahiro Yoshida, Akihiko Takahashi
core
The Second-Class Particle in the Half-Line Open Totally Asymmetric Simple Exclusion Process. [PDF]
Chen K.
europepmc +1 more source
An AI for diseases or a sick AI? The epistemological pathology of big data overload and the loss of statistical significance. [PDF]
Roccetti M.
europepmc +1 more source
Research on Diaphragm Pump Fault Diagnosis Method Based on Res‐DCB‐Net
ABSTRACT Nonstationary pressure pulsation signals of diaphragm pumps contain strong background noise and coupled characteristics. This makes it challenging to extract incipient fault features and to decouple faults with similar physical mechanisms. To address these limitations, this paper proposes a spatiotemporal fault diagnosis model named Res‐DCB ...
Jiahui Wang +7 more
wiley +1 more source
Penalized Likelihood-Based Estimation of Stratified Semiparametric Cox Models Under Partly Interval Censoring. [PDF]
Ma J, Webb A, Manuguerra M, Hudson HM.
europepmc +1 more source
"An Asymptotic Expansion with Malliavin Weights: An Application to Pricing Discrete Barrier Options" [PDF]
This paper proposes a new approximation method for pricing barrier options with discrete monitoring under stochastic volatility environment. In particular, the integration-by-parts formula in Malliavin calculus is effectively applied in an asymptotic ...
Akihiko Takahashi, Toshihiro Yamada
core
ABSTRACT Efficient removal of liquid aerosols from compressed gas streams is essential in chemical and energy processes. Conventional separators relying on a single mechanism (inertial or centrifugal) struggle to capture both fine and coarse droplets simultaneously.
Son Ung Kang +3 more
wiley +1 more source
Improved Asymptotic Friis Formula with Higher-Order Terms: Calculating Antenna Coupling in Close Proximity. [PDF]
Kim I, Lee JH.
europepmc +1 more source
ABSTRACT The behavior of nanofluid flow involving a zero‐mass flux condition has received considerable interest because of a realistic scenario. In reality, this condition confines the optimistic accumulation or disappearance of nanoparticles past a sheet, constructing a more physically realistic demonstration through several applications, such as heat
Umair Khan +3 more
wiley +1 more source
The Impact of BOLD-Induced Linewidth Modulation on Functional <sup>1</sup>H MRS Analysis. [PDF]
Wilson M, Finney SM, Clarke WT.
europepmc +1 more source

