Results 81 to 90 of about 97,220 (201)
, 2007 The entangled ergodic theorem concerns the study of the convergence in the strong, or merely weak operator topology, of the multiple Cesaro mean $$\frac{1}{N^{k}}\sum_{n_{1},...,n_{k}=0}^{N-1} U^{n_{\a(1)}}A_{1}U^{n_{\a(2)}}... U^{n_{\a(2k-1)}}A_{2k-1}U^{
Fidaleo, Francesco
core
Testing Distributional Granger Causality With Entropic Optimal Transport
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley +1 more source
Tackling nonlinear price impact with linear strategies
Mathematical Finance, Volume 35, Issue 2, Page 422-440, April 2025.Abstract Empirical studies in various contexts find that the price impact of large trades approximately follows a power law with exponent between 0.4 and 0.7. Yet, tractable formulas for the portfolios that trade off predictive trading signals, risk, and trading costs in an optimal manner are only available for quadratic costs corresponding to linear ...
Xavier Brokmann +3 more
wiley +1 more source
Słabe łamanie ergodyczności vs. determinizm
Zagadnienia Filozoficzne w Nauce, 2015 All physical processes are deterministic de iure. Physicists speak about different types of determinism of physical processes, depending on the degree with which their course can be anticipated.
Andrzej Fuliński
doaj
On the ergodic theory of the real Rel foliation
Forum of Mathematics, PiLet ${{\mathcal {H}}}$ be a stratum of translation surfaces with at least two singularities, let $m_{{{\mathcal {H}}}}$ denote the Masur-Veech measure on ${{\mathcal {H}}}$ , and let $Z_0$ be a flow on $({{\mathcal {H ...
Jon Chaika, Barak Weiss
doaj +1 more source
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
Andrzej Lasota's selected results [PDF]
Opuscula Mathematica, 2008 In this article we recall Andrzej Lasota's selected results which either indicated new directions of research, or layed the foundations for new approaches, or solved interesting problems. The area of mathematical interests of Professor Andrzej Lasota was
Józef Myjak
doaj
A Vulnerability Lens for Intuitive‐Logic Scenarios
FUTURES &FORESIGHT SCIENCE, Volume 8, Issue 1, April 2026.ABSTRACT Exploration of possibilities by means of intuitive logic is hampered by a large number of scenarios, which easily exceed the limits imposed by human bounded rationality. While many practitioners constrain their scenarios within a 2 × 2 $2\times 2$ matrix by design, more structured approaches point to rationales such as eliminating ...
Guido Fioretti
wiley +1 more source
Journal of Applied Mathematics, 2014 By the weighted ergodic function based on the measure theory, we study pseudo asymptotic behavior of mild solution for nonautonomous integrodifferential equations with nondense domain.
Zhinan Xia
doaj +1 more source
JAWRA Journal of the American Water Resources Association, Volume 62, Issue 2, April 2026.ABSTRACT Previous studies of teleconnection (TC) impacts on Terrestrial Water Storage Anomalies (TWSA) rarely focus on Vietnam or on the nonstationary nature of TC–TWSA relationships. This study addresses these gaps by examining both stationary and nonstationary TC influences on TWSA using correlation analysis (Pearson and cross‐spectral methods) and ...
Hoa Thi Pham +2 more
wiley +1 more source