Results 11 to 20 of about 846,444 (289)
On sampling discretization in L2
Journal of Mathematical Analysis and Applications, 2022 20 pages, presentation ...
Limonova, I., Temlyakov, V.
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Individual alpha frequency appears unrelated to the latency of early visual responses
Frontiers in Neuroscience, 2023 A large body of work has linked neural oscillations in the alpha-band (8–13 Hz) to visual perceptual outcomes. In particular, studies have found that alpha phase prior to stimulus onset predicts stimulus detection, and sensory responses and that the ...
Audrey Morrow, Wei Dou, Jason Samaha
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Closed-Form Formula for the Conditional Moments of Log Prices under the Inhomogeneous Heston Model
Computation, 2022 Several financial instruments have been thoroughly calculated via the price of an underlying asset, which can be regarded as a solution of a stochastic differential equation (SDE), for example the moment swap and its exotic types that encourage investors
Kittisak Chumpong +1 more
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Pruned Discrete Random Samples [PDF]
Journal of Applied Probability, 2013 Let Xi,i ∈ ℕ, be independent and identically distributed random variables with values in ℕ0. We transform (‘prune’) the sequence {X1,…,Xn},n∈ ℕ, of discrete random samples into a sequence {0,1,2,…,Yn}, n∈ ℕ, of contiguous random sets by replacing Xn+1 with Yn +1 if Xn+1 >Yn. We consider the asymptotic behaviour of Yn as n→∞.
Grübel, Rudolf, Hitczenko, Paweł
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Pricing Variance Swaps under MRG Model with Regime-Switching: Discrete Observations Case
Mathematics, 2023 In this paper, we creatively price the discretely sampled variance swaps under the mean-reverting Gaussian model (MRG model in short) with regime-switching asymmetric double exponential jump diffusion.
Anqi Zou, Jiajie Wang, Chiye Wu
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Constant-time Implementation Method for Discrete Gaussian Sampling on Integer [PDF]
Jisuanji gongcheng, 2020 Discrete Gaussian sampling on integer is the basic operation implemented by lattice cryptosystems,and is also a determinant factor of security,but it may be subject to timing attacks and cause the leakage of secret information.To address the problem,this
LU Jiajia, DU Yusong
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Gaps in Discrete Random Samples [PDF]
Journal of Applied Probability, 2009 Let (Xi)i∈ℕ be a sequence of independent and identically distributed random variables with values in the set ℕ0 of nonnegative integers. Motivated by applications in enumerative combinatorics and analysis of algorithms we investigate the number of gaps and the length of the longest gap in the set {X1,…,Xn} of the first n values. We obtain necessary and
Grübel, Rudolf, Hitczenko, Paweł
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Improved Bernoulli Sampling for Discrete Gaussian Distributions over the Integers
Mathematics, 2021 Discrete Gaussian sampling is one of the fundamental mathematical tools for lattice-based cryptography. In this paper, we revisit the Bernoulli(-type) sampling for centered discrete Gaussian distributions over the integers, which was proposed by Ducas et
Shaohao Xie, Shaohua Zhuang, Yusong Du
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Multidimensional sampling theorems for multivariate discrete transforms
Advances in Difference Equations, 2021 This paper is devoted to the establishment of two-dimensional sampling theorems for discrete transforms, whose kernels arise from second order partial difference equations.
H. A. Hassan
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Discrete-time randomized sampling [PDF]
ICECS 2001. 8th IEEE International Conference on Electronics, Circuits and Systems (Cat. No.01EX483), 2002 This paper explores the use of randomized sampling in implementing convolution in discrete-time with application to the areas of approximate filtering, low-power filter design, and hardware failure modeling. Three distinct randomized sampling methods are presented and additive error models as well as second-order error statistics are derived for these ...
M.R. Said, A.V. Oppenheim
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