Results 11 to 20 of about 23,245 (312)
Asymptotics of Asynchronicity [PDF]
In this article we focus on estimating the quadratic covariation of continuous semimartingales from discrete observations that take place at asynchronous observation times. The Hayashi-Yoshida estimator serves as synchronized realized covolatility for that we give our own distinct illustration based on an iterative synchronization algorithm.
Markus Bibinger
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Eigenvalues asymptotics for Stark operators [PDF]
We give the eigenvalues asymptotics for the Stark operator of the form $\displaystyle-\Delta+Fx$, $F>0$ on $\displaystyle\mathrm{L}^2([0,d])$. This is given in the case when $F$ is small enough or sufficiently large.
Hatem Najar, Monia Raissi
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Asymptotics in an asymptotic CFT
Abstract In this work we illustrate the resurgent structure of the λ-deformation; a two-dimensional integrable quantum field theory that has an RG flow with an SU(N)k Wess-Zumino-Witten conformal fixed point in the UV. To do so we use modern matched asymptotic techniques applied to the thermodynamic Bethe ansatz formulation to ...
Schepers, Lucas, Thompson, Daniel
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Asymptotic solutions in asymptotic safety [PDF]
Minor corrections.
Gonzales-Martin, Sergio +2 more
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Precise asymptotics: robust stochastic volatility models [PDF]
International audienceWe present a new methodology to analyze large classes of (classical and rough) stochastic volatility models, with special regard to short-time and small noise formulae for option prices.
Pigato, Paolo +2 more
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Prediction and Asymptotics [PDF]
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Barndorff-Nielsen, O. E., Cox, David R.
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Exponential asymptotics and gravity waves [PDF]
The problem of irrotational inviscid incompressible free-surface flow is examined in the limit of small Froude number. Since this is a singular perturbation, singularities in the flow field (or its analytic continuation) such as stagnation points, or ...
Vanden-Broeck, J-.M. +8 more
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Medicine and “ Big Pharma” , as its strongest ally, are rapidly reorienting toward treating the healthy people, which is well reflected in the Ray Moynihan’ s term of disease mongering and Richard Smith’ s list of non-diseases. The most obvious and commonest reasons for this trend are profit (healthy people are more numerous and wealthier than ill ...
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Asymptotics of a small liquid drop on a cone and plate rheometer [PDF]
A cone and a plate rheometer is a laboratory apparatus used to measure the viscosity and other related parameters of a non-Newtonian liquid subject to an applied force.
McKee, Sean +5 more
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ASYMPTOTIC UNCONDITIONALITY [PDF]
We show that a separable real Banach space embeds almost isometrically in a space $Y$ with a shrinking 1-unconditional basis if and only if $\lim_{n \to \infty} \|x^* + x_n^*\| = \lim_{n \to \infty} \|x^* - x_n^*\|$ whenever $x^* \in X^*$, $(x_n^*)$ is a weak$^*$-null sequence and both limits exist. If $X$ is reflexive then $Y$ can be assumed reflexive.
Cowell, S. R., Kalton, N. J.
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