Results 41 to 50 of about 4,903,854 (193)

Density derivative estimation for stationary and strongly mixing data

open access: yesAlexandria Engineering Journal, 2020
Estimation of density derivatives has found multiple uses in statistical data analysis. An inefficient two-step method to obtain it is estimating the density and then computing the derivatives.
Marziyeh Mahmoudi   +3 more
doaj   +1 more source

Asymptotic Deconfinement in High-Density QCD [PDF]

open access: yesPhysical Review Letters, 2001
We discuss QCD with two light flavors at large baryon chemical potential mu. Color superconductivity leads to partial breaking of the color SU(3) group. We show that the infrared physics is governed by the gluodynamics of the remaining SU(2) group with an exponentially soft confinement scale Lambda_QCD' Delta*exp[-a*mu/(g*Delta)], where Delta<
Rischke, D. H.   +2 more
openaire   +3 more sources

Asymptotic Expansion of Risk-Neutral Pricing Density

open access: yesInternational Journal of Financial Studies, 2018
A new method for pricing contingent claims based on an asymptotic expansion of the dynamics of the pricing density is introduced. The expansion is conducted in a preferred coordinate frame, in which the pricing density looks stationary.
Thomas Mazzoni
doaj   +1 more source

Semi-Parametric Estimation Using Bernstein Polynomial and a Finite Gaussian Mixture Model

open access: yesEntropy, 2022
The central focus of this paper is upon the alleviation of the boundary problem when the probability density function has a bounded support. Mixtures of beta densities have led to different methods of density estimation for data assumed to have compact ...
Salima Helali   +2 more
doaj   +1 more source

Asymptotic Convergence of Soft-Constrained Neural Networks for Density Estimation

open access: yesMathematics, 2020
A soft-constrained neural network for density estimation (SC-NN-4pdf) has recently been introduced to tackle the issues arising from the application of neural networks to density estimation problems (in particular, the satisfaction of the second ...
Edmondo Trentin
doaj   +1 more source

Probability Density of Lognormal Fractional SABR Model

open access: yesRisks, 2022
Instantaneous volatility of logarithmic return in the lognormal fractional SABR model is driven by the exponentiation of a correlated fractional Brownian motion.
Jiro Akahori, Xiaoming Song, Tai-Ho Wang
doaj   +1 more source

Spectral analysis of vibration in weakly non-linear systems

open access: yesVietnam Journal of Mechanics, 2000
The weakly nonlinear systems subjected to deterministic excitations have been fully and deeply studied by use of the well developed asymptotic methods [1-4].
Nguyen Tien Khiem
doaj   +1 more source

Asymptotic Behavior of the Exchange‐Correlation Energy Density and the Kohn‐Sham Potential in Density Functional Theory: Exact Results and Strategy for Approximations

open access: yesIsrael Journal of Chemistry, 2019
The present work is a review of two analytical properties of the exact exchange-correlation (xc) functional in density-functional theory. These properties are the asymptotic behavior of the xc energy density per particle and the asymptotic behavior of ...
E. Kraisler
semanticscholar   +1 more source

Plünnecke’s Theorem for asymptotic densities [PDF]

open access: yesTransactions of the American Mathematical Society, 2011
Plünnecke proved that if B ⊆ N
openaire   +1 more source

POSITIVITY OF QCD AT ASYMPTOTIC DENSITY [PDF]

open access: yesStrong and Electroweak Matter 2002, 2003
In this talk, I try to show that the sign problem of dense QCD is due to modes whose frequency is higher than the chemical potential. An effective theory of quasi-quarks near the Fermi surface has a positive measure in the leading order. The higher-order corrections make the measure complex, but they are suppressed as long as the chemical potential is ...
openaire   +2 more sources

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