Results 101 to 110 of about 6,560 (255)

Convergence rates of sums of α-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes [PDF]

, 2016
The convergence rates of the sums of α-mixing (or strongly mixing) triangular arrays of heterogeneous random variables are derived. We pay particular attention to the case where central limit theorems may fail to hold, due to relatively strong time ...
Kanaya, Shin, Shin Kanaya
core  

Front Propagation Through a Perforated Wall

Communications on Pure and Applied Mathematics, EarlyView.
ABSTRACT We consider a bistable reaction– diffusion equation ut=Δu+f(u)$u_t=\Delta u +f(u)$ on RN${\mathbb {R}}^N$ in the presence of an obstacle K$K$, which is a wall of infinite span with many holes. More precisely, K$K$ is a closed subset of RN${\mathbb {R}}^N$ with smooth boundary such that its projection onto the x1$x_1$‐axis is bounded and that ...
Henri Berestycki, François Hamel, Hiroshi Matano   +2 more
wiley   +1 more source

Estimation of a microfounded herding model on German survey expectations [PDF]

, 2007
The paper considers the dynamic adjustments of an average opinion index that can be derived from a microfounded framework where the individual agents switch between two kinds of sentiment with certain transition probabilities.
Reiner Franke, Franke, Reiner
core  

Stochastic Gradient Descent in High Dimensions for Multi‐Spiked Tensor PCA

Communications on Pure and Applied Mathematics, EarlyView.
ABSTRACT We study the high‐dimensional dynamics of online stochastic gradient descent (SGD) for the multi‐spiked tensor model. This multi‐index model arises from the tensor principal component analysis (PCA) problem with multiple spikes, where the goal is to estimate the unknown signal vectors within the N$N$‐dimensional unit sphere through maximum ...
Gérard Ben Arous, Cédric Gerbelot, Vanessa Piccolo   +2 more
wiley   +1 more source

Price and wealth dynamics in a speculative market with generic procedurally rational traders [PDF]

, 2006
An agent-based model of a simple financial market with arbitrary number of traders having relatively general behavioral specifications is analyzed. In a pure exchange economy with two assets, riskless and risky, trading takes place in discrete time under
Bottazzi, Giulio, Anufriev, Mikhail, Giulio Bottazzi, Mikhail Anufriev   +3 more
core  

Quenching the Hubbard Model: Comparison of Nonequilibrium Green's Function Methods

Contributions to Plasma Physics, EarlyView.
ABSTRACT We benchmark nonequilibrium Green's function (NEGF) approaches for interaction quenches in the half‐filled Fermi–Hubbard model in one and two dimensions. We compare fully self‐consistent two‐time Kadanoff–Baym equations (KBE), the generalized Kadanoff–Baym ansatz (GKBA), and the recently developed NEGF‐based quantum fluctuations approach (NEGF‐
Jan‐Philip Joost, Christopher Makait, Alexander Osterkorn, Erik Schroedter   +3 more
wiley   +1 more source

The Virial Expansion of the Hydrogen Equation of State in Comparison to PIMC Simulations: The Quasiparticle Concept, IPD, and Ionization Degree

Contributions to Plasma Physics, EarlyView.
ABSTRACT The properties of plasmas in the low‐density limit are described by virial expansions. Analytical expressions are known for the lowest virial coefficients from Green's function approaches. Recently, accurate path‐integral Monte Carlo (PIMC) simulations were performed for the hydrogen plasma at low densities by Filinov and Bonitz (Phys. Rev.
Gerd Röpke, Chengliang Lin, W. Ebeling, H. Reinholz   +3 more
wiley   +1 more source

Pricing multivariate currency options with copulas [PDF]

, 2006
Multivariate options are widely used when there is a need to hedge against a number of risks simultaneously; such as when there is an exposure to several currencies or the need to provide cover against an index such as the FTSE100, or indeed any ...
Salmon, Mark H., Schleicher, Christoph, Christoph Schleicher, Mark Salmon   +3 more
core  

Kinetic Contribution to the Arbitrary Order Odd Frequency Moments of the Dynamic Structure Factor

Contributions to Plasma Physics, EarlyView.
ABSTRACT An exact expression is derived for the kinetic contribution to the odd (arbitrary order) frequency moments of the dynamic structure factor via a finite summation that features averages of even (all lower orders) powers of the momentum over the exact momentum distribution.
Panagiotis Tolias, Tobias Dornheim, Jan Vorberger   +2 more
wiley   +1 more source

Upper bound limit analysis of coral reef limestone cavern roof stability incorporating a tension‐shear failure mechanism with tensile‐strength cut‐off

Deep Underground Science and Engineering, EarlyView.
For the roof of coral reef limestone caverns, a novel tension‐shear composite failure mechanism was developed. The most critical tensile crack model was identified using a hybrid optimization algorithm, and the stability of the cavern roof was analyzed accordingly.
Dongsheng Xu, Chenxu Li, Chuantan Hou
wiley   +1 more source