Results 51 to 60 of about 50,043 (267)
Distributional derivation of an asymptotic expansion [PDF]
Proceedings of the American Mathematical Society, 1980 An alternative derivation of the asymptotic expansion of multiple Fourier transforms is presented. The present approach is based on the use of distributions. With some modifications, this method can also be applied to other integral transforms with oscillatory kernels such as the Hankel transform.
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Advanced Functional Materials, EarlyView.An all‐in‐one analog AI accelerator is presented, enabling on‐chip training, weight retention, and long‐term inference acceleration. It leverages a BEOL‐integrated CMO/HfOx ReRAM array with low‐voltage operation (<1.5 V), multi‐bit capability over 32 states, low programming noise (10 nS), and near‐ideal weight transfer.
Donato Francesco Falcone +11 more
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Asymptotic Formula for Noncentral F-Distribution [PDF]
The Egyptian Statistical Journal, 1977 The method of small parameter is used to obtain a new representation for the distribution of the variance ratio when the Null-Hypothesis is not true. Although the new formula is supposed to be valid only when λ(the non-centrality parameter) is large, yet
A.H. Taha, K.E. El-Nadi
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Advanced Materials, EarlyView.This work reports a direct, biocompatible method to synthesize UiO‐66, enabling one‐step encapsulation of proteins without compromising crystallinity or activity. Using advanced in situ and ex situ techniques, the study reveals that proteins integrate concurrently with MOF growth, forming crystalline protein@UiO‐66 nanoparticles, and provide insight ...
Jesús Cases Díaz +5 more
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Measures of Dispersion and Serial Dependence in Categorical Time Series
Econometrics, 2019 The analysis and modeling of categorical time series requires quantifying the extent of dispersion and serial dependence. The dispersion of categorical data is commonly measured by Gini index or entropy, but also the recently proposed extropy measure can
Christian H. Weiß
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The Asymptotically Unbiased Prior Distribution
The Annals of Mathematical Statistics, 1965 In estimation of a real valued parameter $\theta$, using observations from the probability density $f(x \mid \theta)$, and using loss function $L(\theta, \phi)$, the prior density which minimizes asymptotic bias of the associated estimator is shown to be $J(\theta) = \varepsilon((\partial/\partial\theta) \log f)^2/\lbrack(\partial^2/\partial\phi^2)L ...
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Rethinking Charge Transport and Recombination in Donor‐Diluted Organic Solar Cells
Advanced Materials, EarlyView.Organic solar cells with 1–45% PM6 content in Y12 were studied to link structure and charge dynamics to performance. The conductivity follows a 3D percolation model without a sharp threshold. Donor dilution preserves the photogeneration yield, but limits the fill factor due to transport resistance losses.
Chen Wang +14 more
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Parametrization of the Davis Growth Model using data of crossbred Zebu cattle
Scientia Agricola: The system of differential equations proposed by Oltjen et al. [1986, named Davis Growth Model (DGM)] to represent cattle growth has been parameterized with data from Bos taurus (British) and Bos indicus (Nellore) breeds.
Adriele Giaretta Biase +9 more
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Extremal properties of the beta-normal distribution
Journal of Inequalities and Applications, 2022 Asymptotic behaviors of the extremes of the beta-normal distribution are derived. The higher-order asymptotic expansions of the probability density and cumulative distribution functions for the maximum are given under an optimal normalizing constants. In
Yingying Jiang, Baokun Li
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On the Asymptotic Distribution of Watson's Statistic
The Annals of Statistics, 1983 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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