Results 151 to 160 of about 1,393,167 (288)

Improved Asymptotic Friis Formula with Higher-Order Terms: Calculating Antenna Coupling in Close Proximity. [PDF]

Sensors (Basel)
Kim I, Lee JH.
europepmc   +1 more source

Large liquidity expansion of super-hedging costs. [PDF]

We consider a financial market with liquidity cost as in Cetin, Jarrow and Protter [3] where the supply function S"(s; ) depends on a parameter " 0 with S0(s; ) = s corresponding to the perfect liquid situation.
Possamai, Dylan, Touzi, Nizar, Soner, H. Mete   +2 more
core  

Large parameter asymptotic analysis for homogeneous normalized random measures with independent increments

Canadian Journal of Statistics, EarlyView.
Abstract Homogeneous normalized random measures with independent increments represent a broad class of Bayesian nonparametric priors and thus are widely used. In this article, we obtain the strong law of large numbers, the central limit theorem (CLT), and the functional central limit theorem (fCLT) of such measures when the concentration parameter a ...
Junxi Zhang, Shui Feng, Yaozhong Hu
wiley   +1 more source

Surjectivity of the asymptotic Borel map in Carleman ultraholomorphic classes defined by sequences with shifted moments. [PDF]

J Inequal Appl
Jiménez-Garrido J, Miguel-Cantero I, Sanz J, Schindl G.   +3 more
europepmc   +1 more source

A conversation with James V. Zidek

Canadian Journal of Statistics, EarlyView.
AbstractThis article documents a series of exchanges between the authors and the senior Canadian statistician Jim Zidek in early 2026. The interview traces his life trajectory, surveying his principal contributions to statistics while offering insights into his motivations, successes, and challenges. Zidek is a Fellow of the Royal Society of Canada and
Christian Genest, Nancy E. Heckman
wiley   +1 more source

Secrecy Performance of O-RAN-Enabled RIS-Assisted FSO/RF Satellite Downlinks. [PDF]

Entropy (Basel)
Li Y, Chen X, Shi J, Lv G, Jin Y.
europepmc   +1 more source

Asymptotic refinements of bootstrap tests in a linear regression model ; A CHM bootstrap using the first four moments of the residuals [PDF]

We consider linear regression models and we suppose that disturbances are either Gaussian or non Gaussian. Then, by using Edgeworth expansions, we compute the exact errors in the rejection probability (ERPs) for all one-restriction tests (asymptotic and ...
Pierre-Eric Treyens
core  

Sparse maximum likelihood estimation of regression models

Canadian Journal of Statistics, EarlyView.
Abstract For regression model selection and estimation, we study a small set of candidate models of maximum likelihood from which all information criteria such as the Akaike information criterion (AIC) and the Bayesian information criterion (BIC) choose their models.
Min Tsao
wiley   +1 more source

A Geometric Characterization of Steady Laminar Flow

Communications on Pure and Applied Mathematics, EarlyView.
ABSTRACT We study the steady states of the Euler equations on the periodic channel or annulus. We show that if these flows are laminar (layered by closed non‐contractible streamlines which foliate the domain), then they must be either parallel or circular flows.
Theodore D. Drivas, Marc Nualart
wiley   +1 more source

The Second-Class Particle in the Half-Line Open Totally Asymmetric Simple Exclusion Process. [PDF]

J Theor Probab
Chen K.
europepmc   +1 more source