Results 161 to 170 of about 128,877 (315)
Integrable systems on the lattice and orthogonal polynomials of discrete variable
Journal of Computational and Applied Mathematics, 2003 LaTeX, 10 pages, Comunication presented to the 6th International Symposium on Orthogonal Polynomials, Special Functions and their Applications, Rome, June 2001 (late submission to arxiv.org)
openaire +3 more sources
Markov Determinantal Point Process for Dynamic Random Sets
Journal of Time Series Analysis, EarlyView.ABSTRACT The Law of Determinantal Point Process (LDPP) is a flexible parametric family of distributions over random sets defined on a finite state space, or equivalently over multivariate binary variables. The aim of this paper is to introduce Markov processes of random sets within the LDPP framework. We show that, when the pairwise distribution of two
Christian Gouriéroux, Yang Lu
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Open problem in orthogonal polynomials
, 2018 Using an algebraic method for solving the wave equation in quantum mechanics, we encountered a new class of orthogonal polynomials on the real line. It consists of a four-parameter polynomial with continuous spectrum on the whole real line and two of its
Alhaidari, A. D.
core
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
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Partial Observability of Implied Volatility Matrices: Identification and Covolatilities Filtering
Mathematical Finance, EarlyView.ABSTRACT Whereas data on implied volatilities are available for a large number of assets, this is less frequently the case of implied covolatilities. We introduce a new approach based on static and dynamic Wishart models to solve this problem of missing data.
Christian Gouriéroux, Yang Lu
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Thin hyperbolic reflection groups
Bulletin of the London Mathematical Society, EarlyView.Abstract We study a family of Zariski dense finitely generated discrete subgroups of Isom(Hd)$\mathrm{Isom}(\mathbb {H}^d)$, d⩾2$d \geqslant 2$, defined by the following property: any group in this family contains at least one reflection in a hyperplane. As an application, we obtain a general description of all thin hyperbolic reflection groups.
Nikolay Bogachev, Alexander Kolpakov
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Transactions of the London Mathematical Society, Volume 12, Issue 1, December 2025.Abstract We study convergence problems for the intermediate long wave (ILW) equation, with the depth parameter δ>0$\delta > 0$, in the deep‐water limit (δ→∞$\delta \rightarrow \infty$) and the shallow‐water limit (δ→0$\delta \rightarrow 0$) from a statistical point of view.
Guopeng Li, Tadahiro Oh, Guangqu Zheng
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Analysis of density matrix embedding theory around the non‐interacting limit
Communications on Pure and Applied Mathematics, Volume 78, Issue 8, Page 1359-1410, August 2025.Abstract This article provides the first mathematical analysis of the Density Matrix Embedding Theory (DMET) method. We prove that, under certain assumptions, (i) the exact ground‐state density matrix is a fixed‐point of the DMET map for non‐interacting systems, (ii) there exists a unique physical solution in the weakly‐interacting regime, and (iii ...
Eric Cancès +4 more
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