Results 171 to 180 of about 302,370 (330)

Asymptotic Stability of Port-Hamiltonian Systems

open access: yes
20 pages, 1 figure; v2: typos removed, referee's comments incorporated, additional chapters 3 and 5, dealing with exponential stability and applying findings to the vibrating strings example; 29 pages, 1 ...
Marcus Waurick, Hans Zwart
openaire   +2 more sources

A Markov approach to credit rating migration conditional on economic states

open access: yesCanadian 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

Causal analysis of extreme risk in a network of industry portfolios

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract We provide a detailed review of causal dependence within the framework of max‐linear structural models. Such models express each node variable as a max‐linear function of its parental node variables in a directed acyclic graph (DAG) and some exogenous innovation.
Claudia Klüppelberg, Mario Krali
wiley   +1 more source

Bayesian inverse ensemble forecasting for COVID‐19

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract Variations in strains of COVID‐19 have a significant impact on the rate of surges and on the accuracy of forecasts of the epidemic dynamics. The primary goal for this article is to quantify the effects of varying strains of COVID‐19 on ensemble forecasts of individual “surges.” By modelling the disease dynamics with an SIR model, we solve the ...
Kimberly Kroetch, Don Estep
wiley   +1 more source

Existence of Full Replica Symmetry Breaking for the Sherrington–Kirkpatrick Model at Low Temperature

open access: yesCommunications on Pure and Applied Mathematics, EarlyView.
ABSTRACT We verify the existence of full replica symmetry breaking (FRSB) for the Sherrington–Kirkpatrick (SK) model and determine the structure of its Parisi measure slightly beyond the high temperature regime. More specifically, we prove that the support of the Parisi measure for the SK model consists of an interval starting at the origin slightly ...
Yuxin Zhou
wiley   +1 more source

Self‐Similar Blowup for the Cubic Schrödinger Equation

open access: yesCommunications on Pure and Applied Mathematics, EarlyView.
ABSTRACT We give a rigorous proof for the existence of a finite‐energy, self‐similar solution to the focusing cubic Schrödinger equation in three spatial dimensions. The proof is computer‐assisted and relies on a fixed point argument that shows the existence of a solution in the vicinity of a numerically constructed approximation.
Roland Donninger, Birgit Schörkhuber
wiley   +1 more source

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