Results 91 to 100 of about 16,496 (311)
An observation‐driven state‐space model for claims size modelling
Canadian Journal of Statistics, EarlyView.Abstract State‐space models are popular in econometrics. Recently, these models have gained some popularity in the actuarial literature. The best known state‐space models are of the Kalman‐filter type. These are called parameter‐driven because the observations do not impact the state‐space dynamics.
Jae Youn Ahn +2 more
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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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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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The integer quantum Hall plateau transition is a current algebra after all
Nuclear Physics B, 2019 The scaling behavior near the transition between plateaus of the Integer Quantum Hall Effect (IQHE) has traditionally been interpreted on the basis of a two-parameter renormalization group (RG) flow conjectured from Pruisken's non-linear sigma model ...
Martin R. Zirnbauer
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Fourier Mass Lower Bounds for Batchelor‐Regime Passive Scalars
Communications on Pure and Applied Mathematics, EarlyView.ABSTRACT Batchelor predicted that a passive scalar ψν$\psi ^\nu$ with diffusivity ν$\nu$, advected by a smooth fluid velocity, should typically have Fourier mass distributed as |ψ̂ν|2(k)≈|k|−d$|\widehat{\psi }^\nu |^2(k) \approx |k|^{-d}$ for |k|≪ν−1/2$|k| \ll \nu ^{-1/2}$.
William Cooperman, Keefer Rowan
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On correlation functions in models related to the Temperley-Lieb algebra
SciPost PhysicsWe deal with quantum spin chains whose Hamiltonian arises from a representation of the Temperley-Lieb algebra, and we consider the mean values of those local operators which are generated by the Temperley-Lieb algebra.
Kohei Fukai, Raphael Kleinemühl, Balázs Pozsgay, Eric Vernier
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Three-dimensional dynamics of four-dimensional topological BF theory with boundary
New Journal of Physics, 2012 We consider the four-dimensional (4D) abelian topological BF theory with a planar boundary, following Symanzik's method. We find the most general boundary conditions compatible with the field equations broken by the boundary.
A Amoretti +3 more
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Energies, 2019 Non-linear loads in circuits cause the appearance of harmonic disturbances both in voltage and current. In order to minimize the effects of these disturbances and, therefore, to control the flow of electricity between the source and the load, passive or ...
Francisco G. Montoya +3 more
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Current Algebra and Photoproduction of Pions [PDF]
, 1968 M. S. Bhatia, P. Narayanaswamy
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CURRENT ALGEBRA, BARYONS, AND QUARK CONFINEMENT
Nuclear Physics B, 1983 It is shown that ordinary baryons can be understood as solitons in current algebra effective lagrangians. The formation of color flux tubes can also be seen in current algebra, under certain conditions.
openaire +1 more source