Results 101 to 110 of about 6,946 (173)
A Q-Operator for Open Spin Chains II: Boundary Factorization. [PDF]
Commun Math PhysCooper A, Vlaar B, Weston R.
europepmc +1 more source
Robust CDF‐Filtering of a Location Parameter
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania +2 more
wiley +1 more source
Near Linearity of the Macroscopic Hall Current Response in Infinitely Extended Gapped Fermion Systems. [PDF]
Commun Math PhysWesle M +4 more
europepmc +1 more source
Spacelike Singularities and Hidden Symmetries of Gravity. [PDF]
Living Rev Relativ, 2008 Henneaux M, Persson D, Spindel P.
europepmc +1 more source
Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
Orientation in operator algebras. [PDF]
Proc Natl Acad Sci U S A, 1998 Alfsen EM, Shultz FW.
europepmc +1 more source
Robust Bernoulli Mixture Models for Credit Portfolio Risk
Mathematical Finance, EarlyView.ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
wiley +1 more source
Nonparametric Bootstrap of Sample Means of Positive-Definite Matrices with an Application to Diffusion-Tensor-Imaging Data Analysis. [PDF]
Commun Stat Simul Comput, 2017 Ellingson L +4 more
europepmc +1 more source
Tax Progressivity, Public Debt, and Growth in a Neo‐Kaleckian Model
Metroeconomica, EarlyView.ABSTRACT We develop a neo‐Kaleckian growth‐and‐distribution model featuring two classes of workers and a progressive income tax. Two fiscal closures are considered: balanced budgets and deficit financing via public debt. We study the responses to shocks, including changes in functional income distribution, and assess how tax progressivity alters demand
Tailiny Ventura +2 more
wiley +1 more source
Brane Effective Actions, Kappa-Symmetry and Applications. [PDF]
Living Rev Relativ, 2012 Simón J.
europepmc +1 more source