Modeling the Volatility and Expected Value of a Diversified World Index [PDF]
This paper considers a diversified world stock index in a continuous financial market with the growth optimal portfolio (GOP) as the reference unit or benchmark.
Eckhard Platen
core
On the Density–Density Correlations of the Non‐Interacting Finite Temperature Electron Gas
Contributions to Plasma Physics, EarlyView.ABSTRACT The density–density correlations of the non‐interacting finite temperature electron gas are discussed in detail. Starting from the ideal linear density response function and utilizing general relations from linear response theory, known and novel expressions are derived for the pair correlation function, static structure factor, dynamic ...
Panagiotis Tolias +2 more
wiley +1 more source
Major Reference Works, Page 169-176., 2023 International Tables for Crystallography is the definitive resource and reference work for crystallography and structural science.
Each of the eight volumes in the series contains articles and tables of data relevant to crystallographic research and to applications of crystallographic methods in all sciences concerned with the ...
Gerrit van der Laan C. Chantler +2 more
wiley +1 more source
Large deviations for squares of Bessel and Ornstein-Uhlenbeck processes [PDF]
, 2004 Catherine Donati-Martin +3 more
openalex +1 more source
Instantaneous Normal Modes of Yukawa Liquids
Contributions to Plasma Physics, EarlyView.ABSTRACT The instantaneous normal mode (INM) approach, which extends the normal mode description of collective excitations in solids to liquids, is applied to strongly coupled, three‐dimensional Yukawa liquids. Based on data from Langevin dynamics simulations, we compute the instantaneous normal modes across a wide range of coupling and screening ...
Tillman Keller, Hanno Kählert
wiley +1 more source
Inverse spectral analysis for singular differential operators with matrix coefficients
Electronic Journal of Differential Equations, 2006 Let $L_alpha$ be the Bessel operator with matrix coefficients defined on $(0,infty)$ by $$ L_alpha U(t) = U''(t)+ {I/4-alpha^2over t^2}U(t), $$ where $alpha$ is a fixed diagonal matrix.
Nour el Houda Mahmoud, Imen Yaich
doaj
Effect of electric and magnetic field on thermal property of two dimensional harmonic oscillator
Results in Physics, 2023 The energy spectrum of a 2D quantum harmonic oscillator confined by a hard wall circular cavity of size r0 in the presence of static electric and the magnetic field is computed numerically using the Bessel function basis set and the linear variational ...
Monika Arora +7 more
doaj
Supremum distribution of Bessel process of drifting Brownian motion
, 2015 Let (B^{(1)}_t ;B^{(2)}_t ;B^{(3)}_t + \mu t) be a three-dimensional Brownian motion with drift \mu, starting at the origin. Then X_t = ||(B^{(1)}_t ;B^{(2)}_t ;B^{(3)}_t +\mu t)||, its distance from the starting point, is a diffusion with many ...
Pyć, Andrzej +2 more
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Recent Developments in Materials Design for Advanced Supercapacitors
ENERGY &ENVIRONMENTAL MATERIALS, EarlyView.Recent advancements in supercapacitor materials are reviewed to realize high‐power energy storage applications. The developments in material design for improved performance of advanced supercapacitors can provide a promising route for energy storage solutions.
Abhisikta Bhaduri +2 more
wiley +1 more source
Regenerative Composition Structures
, 2003 A new class of random composition structures (the ordered analog of Kingman's partition structures) is defined by a regenerative description of component sizes.
Gnedin, Alexander, Pitman, Jim
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