Results 101 to 110 of about 52,018 (229)
Advances in Mathematics, 2005 We show that any Banach space contains a continuum of non isomorphic subspaces or a minimal subspace. We define an ergodic Banach space $X$ as a space such that $E_0$ Borel reduces to isomorphism on the set of subspaces of $X$, and show that every Banach space is either ergodic or contains a subspace with an unconditional basis $ which is ...
Ferenczi, Valentin, Rosendal, Christian
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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
Likelihood Estimation for Stochastic Differential Equations with Mixed Effects
Scandinavian Journal of Statistics, EarlyView.ABSTRACT Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. When time series are observed for several experimental units, it is often the case that some of the parameters vary between the individual experimental units.
Fernando Baltazar‐Larios +2 more
wiley +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
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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
Ergodic and mixing quantum channels in finite dimensions
New Journal of Physics, 2013 The paper provides a systematic characterization of quantum ergodic and mixing channels in finite dimensions and a discussion of their structural properties. In particular, we discuss ergodicity in the general case where the fixed point of the channel is
D Burgarth +4 more
doaj +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
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Superposition Enhanced Nested Sampling
Physical Review X, 2014 The theoretical analysis of many problems in physics, astronomy, and applied mathematics requires an efficient numerical exploration of multimodal parameter spaces that exhibit broken ergodicity.
Stefano Martiniani +3 more
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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
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Abstract Ergodic Theorems [PDF]
Transactions of the American Mathematical Society, 1962 Ionescu Tulcea, Alexandra +1 more
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