Results 111 to 120 of about 83,325 (264)
Canadian Journal of Statistics, EarlyView.Abstract We analyze the effect of regulatory capital constraints on financial stability in a large homogeneous banking system using a mean‐field game (MFG) model. Each bank holds cash and a tradable risky asset. Banks choose absolutely continuous trading rates in order to maximize expected terminal equity, with trades subject to transaction costs ...
Rüdiger Frey, Theresa Traxler
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Dynamics of a Computer Virus Propagation Model with Delays and Graded Infection Rate
Advances in Mathematical Physics, 2017 A four-compartment computer virus propagation model with two delays and graded infection rate is investigated in this paper. The critical values where a Hopf bifurcation occurs are obtained by analyzing the distribution of eigenvalues of the ...
Zizhen Zhang, Limin Song
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A Markov approach to credit rating migration conditional on economic states
Canadian 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
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Journal of Innovative Applied Mathematics and Computational SciencesMathematical modeling serves as a vital tool in public health, enabling policymakers to synthesize evidence, forecast disease trends, and assess intervention strategies.
Henry Milimo Wanjala +2 more
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Bayesian clustering of multivariate extremes
Canadian Journal of Statistics, EarlyView.Abstract The asymptotic dependence structure between multivariate extreme values is fully characterized by their projections on the unit simplex. Under mild conditions, the only constraint on the resulting distributions is that their marginal means must be equal, which results in a nonparametric model that can be difficult to use in applications ...
Sonia Alouini, Anthony C. Davison
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International Journal of Robust and Nonlinear Control, EarlyView., 2023 Abstract We propose a hierarchical energy management scheme for aggregating Distributed Energy Resources (DERs) for grid flexibility services. To prevent a direct participation of numerous prosumers in the wholesale electricity market, aggregators, as self‐interest agents in our scheme, incentivize prosumers to provide flexibility. We firstly model the
Xiupeng Chen +3 more
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Isoperimetric inequalities on slabs with applications to cubes and Gaussian slabs
Communications on Pure and Applied Mathematics, EarlyView.Abstract We study isoperimetric inequalities on “slabs”, namely weighted Riemannian manifolds obtained as the product of the uniform measure on a finite length interval with a codimension‐one base. As our two main applications, we consider the case when the base is the flat torus R2/2Z2$\mathbb {R}^2 / 2 \mathbb {Z}^2$ and the standard Gaussian measure
Emanuel Milman
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Evolutionary dynamics on a regular networked structured and unstructured multi‐population
International Journal of Robust and Nonlinear Control, EarlyView., 2023 Abstract In this paper, we study collective decision‐making in a multi‐population framework, where groups of individuals represent whole populations that interact by means of a regular network. Each group consists of a number of players and every player can choose between two options.
Wouter Baar +2 more
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Degree theory for 4‐dimensional asymptotically conical gradient expanding solitons
Communications on Pure and Applied Mathematics, EarlyView.Abstract We develop a new degree theory for 4‐dimensional, asymptotically conical gradient expanding solitons. Our theory implies the existence of gradient expanding solitons that are asymptotic to any given cone over S3$S^3$ with non‐negative scalar curvature. We also obtain a similar existence result for cones whose link is diffeomorphic to S3/Γ$S^3/\
Richard H. Bamler, Eric Chen
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A priori bounds for the generalised parabolic Anderson model
Communications on Pure and Applied Mathematics, EarlyView.Abstract We show a priori bounds for solutions to (∂t−Δ)u=σ(u)ξ$(\partial _t - \Delta) u = \sigma (u) \xi$ in finite volume in the framework of Hairer's Regularity Structures [Invent Math 198:269–504, 2014]. We assume σ∈Cb2(R)$\sigma \in C_b^2 (\mathbb {R})$ and that ξ$\xi$ is of negative Hölder regularity of order −1−κ$- 1 - \kappa$ where κ<κ¯$\kappa <
Ajay Chandra +2 more
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