Results 251 to 260 of about 4,543,360 (329)

Playing with fire? A mean‐field game analysis of fire sales and systemic risk under regulatory capital constraints

Canadian Journal of Statistics, EarlyView.
Abstract We analyze the effect of regulatory capital constraints on financial stability in a large homogeneous banking system using a mean‐field game (MFG) model. Each bank holds cash and a tradable risky asset. Banks choose absolutely continuous trading rates in order to maximize expected terminal equity, with trades subject to transaction costs ...
Rüdiger Frey, Theresa Traxler
wiley   +1 more source

On the oscillation criteria for neutral differential equations with several delays. [PDF]

Sci Rep
Alqhtani M, Masood F, Saad KM, Bazighifan O.   +3 more
europepmc   +1 more source

A Markov approach to credit rating migration conditional on economic states

Canadian Journal of Statistics, EarlyView.
Abstract We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time‐homogeneous Markov chain. While the rating process itself possesses the Markov property only under restrictive conditions, methods ...
Michael Kalkbrener, Natalie Packham
wiley   +1 more source

Five Facts About Influence Functions. [PDF]

Epidemiology
Cole SR, Breskin A, Shook-Sa BE, Zivich PN, Hudgens MG, Edwards JK.   +5 more
europepmc   +1 more source

Bayesian clustering of multivariate extremes

Canadian Journal of Statistics, EarlyView.
Abstract The asymptotic dependence structure between multivariate extreme values is fully characterized by their projections on the unit simplex. Under mild conditions, the only constraint on the resulting distributions is that their marginal means must be equal, which results in a nonparametric model that can be difficult to use in applications ...
Sonia Alouini, Anthony C. Davison
wiley   +1 more source

Optimal Complexity of Parameterized Quantum Circuits. [PDF]

Entropy (Basel)
Correr GI, Azado PC, Soares-Pinto DO, Carlo GG.   +3 more
europepmc   +1 more source

On the Asymptotic Ergodic Capacity of Correlated Multiantenna Channels using Finite Dimensional Statistics.

, 2014
Mario Díaz, Víctor Pérez‐Abreu
openalex   +1 more source

Degree theory for 4‐dimensional asymptotically conical gradient expanding solitons

Communications on Pure and Applied Mathematics, EarlyView.
Abstract We develop a new degree theory for 4‐dimensional, asymptotically conical gradient expanding solitons. Our theory implies the existence of gradient expanding solitons that are asymptotic to any given cone over S3$S^3$ with non‐negative scalar curvature. We also obtain a similar existence result for cones whose link is diffeomorphic to S3/Γ$S^3/\
Richard H. Bamler, Eric Chen
wiley   +1 more source

The Variance-Gamma Product Distribution. [PDF]

Results Math
Gaunt RE, Li S, Sutcliffe HL.
europepmc   +1 more source

Linear and Two‐Dimensional Infrared Spectroscopy of the Multifunctional Vibrational Probe, 3‐(4‐Azidophenyl) Propiolonitrile. Deperturbing a Fermi Triad by Isotopic Substitution

ChemPhysChem, Volume 26, Issue 6, March 15, 2025.
Linear infrared spectroscopy combined with isotope labeling and density functional theory unravels the origin of a Fermi triad in a multifunctional vibrational chromophore. Ultrafast 2DIR‐spectroscopy reports directly on the dynamics and the intramolecular vibrational energy flow pathways in the isotopically deperturbed system. Abstract Infrared probes
Claudia Gräve, Jörg Lindner, Stefan Flesch, Luis I. Domenianni, Peter Vöhringer   +4 more
wiley   +1 more source