Results 51 to 60 of about 3,943 (190)
Cumulative Radiation Damage and Cumulative Radiation Effect [PDF]
Acta Radiologica: Oncology, 1983 Different mathematical formulas capable of replacing CRE have been analyzed. The purpose was to develop an expression which would yield a value identical with CRE for regular treatment schedules, but would represent more clearly and more truthfully the radiation damage of tissue. This quantity has been called cumulative radiation damage (CRD). Its unit
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Cumulate and Cumulative Granites and Associated Rocks [PDF]
Resource Geology, 2004 Abstract. Processes that move crystals relative to melt, that is crystal fractionation, are of major importance in producing variations that are observed within cogenetic suites of granites. In low‐temperature granite suites, crystal fractionation initially involves the progressive separation of crystals residual from partial melting from that partial
Bruce W. Chappell, Doone Wyborn
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Specification Tests for Jump‐Diffusion Models Based on the Characteristic Function
International Statistical Review, EarlyView.Summary Goodness‐of‐fit tests are suggested for several popular jump‐diffusion processes. The suggested test statistics utilise the marginal characteristic function of the model and its L2‐type discrepancy from an empirical counterpart. Model parameters are estimated either by minimising the aforementioned L2‐type discrepancy or by maximum likelihood ...
Gerrit Lodewicus Grobler +3 more
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Sixth-Second Order Normalized Cumulant Blind Equalization Algorithm Based on Oversampling
Dianxin kexue, 2014 Most existing blind equalization algorithms rely on partial or complete channel identification, but the channel order estimation is always a difficult task.
Xiaoqin Zhang, Yongsheng Hu, Liyi Zhang
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The discount version of large deviations for a randomly indexed sum of random variables
Lietuvos Matematikos Rinkinys, 2011 In this paper, we consider a compound random variable Z = \sum^N_{j=1} vjXj , where 0 < v < 1, Z = 0, if N = 0. It is assumed that independent identically distributed random variables X1,X2, . . .
Aurelija Kasparavičiūtė +1 more
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Adaptive Estimation for Weakly Dependent Functional Times Series
Journal of Time Series Analysis, EarlyView.ABSTRACT We propose adaptive mean and autocovariance function estimators for stationary functional time series under 𝕃p−m‐approximability assumptions. These estimators are designed to adapt to the regularity of the curves and to accommodate both sparse and dense data designs.
Hassan Maissoro +2 more
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Theorems on large deviations for the sum of random number of summands
Lietuvos Matematikos Rinkinys, 2010 In this paper, we present the rate of convergence of normal approximation and the theorem on large deviations for a compound process Zt = \sumNt i=1 t aiXi, where Z0 = 0 and ai > 0, of weighted independent identically distributed random variables Xi, i =
Aurelija Kasparavičiūtė +1 more
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Sparse Causal Dynamic Linear Regression
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a sparse causal dynamic regression framework for long multivariate time series. With very long time series, the potentially large number of lags and leads in a dynamic regression model often makes time‐domain estimation numerically unstable or intractable.
Rui Huang, Kung‐Sik Chan
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On Regularized Solution for BBGKY Hierarchy of One-Dimensional Infinite System
Symmetry, Integrability and Geometry: Methods and Applications, 2006 We construct a regularized cumulant (semi-invariant) representation of a solution of the initial value problem for the BBGKY hierarchy for a one-dimensional infinite system of hard spheres interacting via a short-range potential.
Tatiana V. Ryabukha
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The discounted local limit theorems for large deviations
Lietuvos Matematikos Rinkinys, 2008 Theorems of large deviations, both in the Cramer zone and the Linnik power zones, for the normal approximation of the distribution density function of normalized sum Sv = \sum∞ k=0 vkXk, 0 < v < 1, of i.i.d.
Leonas Saulis, Dovilė Deltuvienė
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