Results 41 to 50 of about 1,042,431 (269)

On Time Correlations for KPZ Growth in One Dimension [PDF]

open access: yes, 2016
Time correlations for KPZ growth in 1+1 dimensions are reconsidered. We discuss flat, curved, and stationary initial conditions and are interested in the covariance of the height as a function of time at a fixed point on the substrate.
Ferrari, Patrik L., Spohn, Herbert
core   +1 more source

Construction of nonsingular formulae of variance and covariance function of disturbing gravity gradient tensors

open access: yesGeodesy and Geodynamics, 2013
When the computational point is approaching the poles, the variance and covariance formulae of the disturbing gravity gradient tensors tend to be infinite, and this is a singular problem.
Liu Xiaogang   +3 more
doaj   +1 more source

Means and covariance functions for geostatistical compositional data: an axiomatic approach [PDF]

open access: yes, 2017
This work focuses on the characterization of the central tendency of a sample of compositional data. It provides new results about theoretical properties of means and covariance functions for compositional data, with an axiomatic perspective.
A Kolmogorov   +29 more
core   +2 more sources

On the Joint Analysis of the Total Discounted Payments to Policyholders and Shareholders: Dividend Barrier Strategy

open access: yesRisks, 2015
In the compound Poisson insurance risk model under a dividend barrier strategy, this paper aims to analyze jointly the aggregate discounted claim amounts until ruin and the total discounted dividends until ruin, which represent the insurer’s payments to ...
Eric C.K. Cheung   +2 more
doaj   +1 more source

Pricing of Pseudo-Swaps Based on Pseudo-Statistics

open access: yesRisks, 2023
The main problem in pricing variance, volatility, and correlation swaps is how to determine the evolution of the stochastic processes for the underlying assets and their volatilities.
Sebastian Franco, Anatoliy Swishchuk
doaj   +1 more source

Nonparametric Stein-type Shrinkage Covariance Matrix Estimators in High-Dimensional Settings [PDF]

open access: yes, 2014
Estimating a covariance matrix is an important task in applications where the number of variables is larger than the number of observations. Shrinkage approaches for estimating a high-dimensional covariance matrix are often employed to circumvent the ...
Touloumis, Anestis
core   +2 more sources

Real‐World Performance of CSF Kappa Free Light Chains in the 2024 McDonald Criteria

open access: yesAnnals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Kappa free light chains (KFLCs) in the cerebrospinal fluid (CSF) have a similar performance to CSF‐restricted oligoclonal bands (OCB) for multiple sclerosis (MS) diagnosis. To help with implementation, we set out to resolve several remaining uncertainties: (1) performance in a real‐world cohort and the 2024 McDonald criteria; (2 ...
Maya M. Leibowitz   +11 more
wiley   +1 more source

Texture Inpainting Using Covariance in Wavelet Domain

open access: yesJournal of Intelligent Systems, 2013
In this article, the covariance of wavelet transform coefficients is used to obtain a texture inpainted image. The covariance is obtained by the maximum likelihood estimate.
Biradar Rajkumar L., Kohir Vinayadatt V.
doaj   +1 more source

Practice of correlation analysis for determination of ionospheric influence on GPS measurements

open access: yesGeodesy and Cartography, 2012
The variations of ionosphere influence on GPS measurements by correlation analysis of spatial geocentric coordinates are analysed in this paper. The condition of ionosphere is not stable, but it varies with time and space and its influence on GPS ...
Jonas Skeivalas
doaj   +1 more source

Critical Evaluation of Common Claims in Loop Quantum Cosmology

open access: yesUniverse, 2020
A large number of models have been analyzed in loop quantum cosmology, using mainly minisuperspace constructions and perturbations. At the same time, general physics principles from effective field theory and covariance have often been ignored.
Martin Bojowald
doaj   +1 more source

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