Results 21 to 30 of about 665 (180)
Exploring EADS Modules: Properties, Direct Sums, and Applications in Matrix Rings
Journal of MathematicsWe introduce the concept of an EADS module, defined such that for any decomposition M=A⊕B and any ec-complement C of A in M, the module satisfies M=A⊕C.
Farnaz Davachi Miandouab +1 more
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Invariant Measure and Universality of the 2D Yang–Mills Langevin Dynamic
Communications on Pure and Applied Mathematics, EarlyView.ABSTRACT We prove that the Yang–Mills (YM) measure for the trivial principal bundle over the two‐dimensional torus, with any connected, compact structure group, is invariant for the associated renormalised Langevin dynamic. Our argument relies on a combination of regularity structures, lattice gauge‐fixing and Bourgain's method for invariant measures ...
Ilya Chevyrev, Hao Shen
wiley +1 more source
Anisotropy Factor Spectra for Weakly Allowed Electronic Transitions in Chiral Ketones
ChemPhysChem, Volume 26, Issue 6, March 15, 2025.Anisotropy factor spectra for the weak n→π*‐type A‐band of chiral ketones cannot be described within the Franck–Condon approximation. Thus, we present such spectra computed by accounting for Herzberg–Teller corrections and compare them to experiments for fenchone, camphor and 3MCP to describe chiroptical properties of these molecules in the mid to near
Leon A. Kerber +5 more
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Direct summands of serial modules
Journal of Pure and Applied Algebra, 1998 The authors investigate the following problem: Is every direct summand of a serial module serial? They have got affirmative answers in some special cases. Every direct summand of a finite direct sum of copies of a uniserial module \(U\) is again a finite direct sum of copies of \(U\). If \(U_1,U_2,\dots,U_n\) are uniserial modules such that for any \(i,
NGUYEN VIET DUNG, FACCHINI, ALBERTO
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High Relative Accuracy Computations With Covariance Matrices of Order Statistics
Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT In many statistical applications, numerical computations with covariance matrices need to be performed. The error made when performing such numerical computations increases with the condition number of the covariance matrix, which is related to the number of variables and the strength of the correlation between the variables. In a recent work,
Juan Baz +3 more
wiley +1 more source
Modules whose $p$-submodules are direct summands
TURKISH JOURNAL OF MATHEMATICS, 2018 Summary: In this article, we deal with modules with the property that all \(p\)-submodules are direct summands. In contrast to \(CLS\)-modules, it is shown that the former property is closed under finite direct sums, but it is not inherited by direct summands.
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Loss Behavior in Supervised Learning With Entangled States
Advanced Quantum Technologies, EarlyView.Entanglement in training samples supports quantum supervised learning algorithm in obtaining solutions of low generalization error. Using analytical as well as numerical methods, this work shows that the positive effect of entanglement on model after training has negative consequences for the trainability of the model itself, while showing the ...
Alexander Mandl +4 more
wiley +1 more source
Tensor Changepoint Detection and Eigenbootstrap
Journal of Time Series Analysis, EarlyView.ABSTRACT Tensor data consisting of multivariate outcomes over the items and across the subjects with longitudinal and cross‐sectional dependence are considered. A completely distribution‐free and tweaking‐parameter‐free detection procedure for changepoints at different locations is designed, which does not require training data.
Michal Pešta +2 more
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Testing for Unspecified Periodicities in Binary Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT Given random variables Y1,…,Yn$$ {Y}_1,\dots, {Y}_n $$ with Yi∈{0,1}$$ {Y}_i\in \left\{0,1\right\} $$ we test the hypothesis whether the underlying success probabilities pi$$ {p}_i $$ are constant or whether they are periodic with an unspecified period length of r≥2$$ r\ge 2 $$.
Finn Schmidtke, Mathias Vetter
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A Note on Local Polynomial Regression for Time Series in Banach Spaces
Journal of Time Series Analysis, EarlyView.ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
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