Results 81 to 90 of about 23,064 (196)
Regional Adjustments to NGA‐West2 Ground‐Motion Models for Turkey
Earthquake Engineering &Structural Dynamics, Volume 55, Issue 6, Page 1313-1332, May 2026.ABSTRACT This paper presents a ground‐motion model updating (GMMU) framework to adjust NGA‐West2 models for predicting a set of intensity measures in Turkey, including peak ground acceleration (PGA), peak ground velocity (PGV), and pseudo‐spectral acceleration (PSA) at periods ranging from 0.01 to 10 s. The GMMU framework integrates bias identification
Mao‐Xin Wang, Gang Wang
wiley +1 more source
Journal of High Energy PhysicsWe present here the first lattice simulation of symplectic quantization, a new functional approach to quantum field theory which allows to define an algorithm to numerically sample the quantum fluctuations of fields directly in Minkowski space-time, at ...
Martina Giachello +2 more
doaj +1 more source
Earthquake Spectra, Volume 42, Issue 2, May 2026.We develop the ground‐motion characterization (GMC) for the 2025 U.S. National Seismic Hazard Model for Puerto Rico and the U.S. Virgin Islands (NSHM‐PRVI) for earthquakes in active crustal, subduction interface, and subduction intraslab regimes. Using ground‐motion models (GMMs) from the Next‐Generation Attenuation (NGA)‐West2 and NGA‐Subduction ...
Morgan P. Moschetti +9 more
wiley +1 more source
Convergence of multiple ergodic averages along cubes for several commuting transformations
, 2008 We prove the norm convergence of multiple ergodic averages along cubes for several commuting transformations, and derive corresponding combinatorial results.
Chu, Qing
core +1 more source
Tests for Changes in Count Time Series Models With Exogenous Covariates
Journal of Time Series Analysis, Volume 47, Issue 3, Page 526-538, May 2026.ABSTRACT We deal with a parametric change in models for count time series with exogenous covariates specified via the conditional distribution, i.e., with integer generalized autoregressive conditional heteroscedastic models with covariates (INGARCH‐X).
Šárka Hudecová, Marie Hušková
wiley +1 more source
Journal of Time Series Analysis, Volume 47, Issue 3, Page 539-556, May 2026.ABSTRACT In this paper, we propose a new test for the detection of a change in a non‐linear (auto‐)regressive time series as well as a corresponding estimator for the unknown time point of the change. To this end, we consider an at‐most‐one‐change model and approximate the unknown (auto‐)regression function by a neural network with one hidden layer. It
Claudia Kirch, Stefanie Schwaar
wiley +1 more source
, 2005 We establish multilinear $L^p$ bounds for a class of maximal multilinear averages of functions on one variable, reproving and generalizing the bilinear maximal function bounds of Lacey.
Demeter, Ciprian +2 more
core +1 more source
Almost Everywhere Convergence of Entangled Ergodic Averages [PDF]
Integral Equations and Operator Theory, 2016 Comment: 16 pages, to appear in Integral Equations and Operator ...
openaire +3 more sources
ChemPhysChem, Volume 27, Issue 8, 28 April 2026.For directly comparing experimental results on gas‐phase ion reactions with the predictions from quantum chemical calculations, the latter must first be converted into rate constants. This review addresses the question of whether current methods of statistical rate theory can accomplish this task reliably. Statistical rate theory has long been used for
Thomas Auth, Konrad Koszinowski
wiley +1 more source
DIFFERENCES OF ERGODIC AVERAGES FOR CESÀRO BOUNDED OPERATORS
The Quarterly Journal of Mathematics, 2007 Summary: We prove that the weighted differences of ergodic averages, induced by a Cesàro bounded, strongly continuous, one-parameter group of positive, invertible, linear operators on \(L^{p}\), \(1 < p < {\infty}\), converge almost every where and in the \(L^{p}\)-norm.
Bernardis-Medici, Ana Lucía +4 more
openaire +5 more sources