Results 71 to 80 of about 52,018 (229)
A Comparative Review of Specification Tests for Diffusion Models
International Statistical Review, EarlyView.Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez +3 more
wiley +1 more source
On Integral Priors for Multiple Comparison in Bayesian Model Selection
International Statistical Review, EarlyView.Summary Noninformative priors constructed for estimation purposes are usually not appropriate for model selection and testing. The methodology of integral priors was developed to get prior distributions for Bayesian model selection when comparing two models, modifying initial improper reference priors. We propose a generalisation of this methodology to
Diego Salmerón +2 more
wiley +1 more source
Dynamical quantum ergodicity from energy level statistics
Physical Review Research, 2023 Ergodic theory provides a rigorous mathematical description of chaos in classical dynamical systems, including a formal definition of the ergodic hierarchy. How ergodic dynamics is reflected in the energy levels and eigenstates of a quantum system is the
Amit Vikram, Victor Galitski
doaj +1 more source
Many-body localization in Landau level subbands
, 2018 We explore the problem of localization in topological and non-topological nearly-flat subbands derived from the lowest Landau level, in the presence of quenched disorder and short-range interactions. We consider two models: a suitably engineered periodic
Bhatt, R. N. +2 more
core +1 more source
Ergodic Interference Alignment [PDF]
IEEE Transactions on Information Theory, 2009 16 pages, 6 figure, To appear in IEEE Transactions on Information ...
Nazer +5 more
openaire +2 more sources
Does any fish scale of a fish have the same number of marks? A case study for two Mugilidae species
Journal of Fish Biology, EarlyView.Abstract This study evaluates the difference in growth marks in scales from nine body areas of two Mugilidae species from the Gulf of Mexico: Mugil curema and Mugil cephalus. It addresses whether the different body areas show more (or fewer) marks, and which area(s) would be more useful in fish biology studies relying on mark analysis.
Ebenecer Guerra +6 more
wiley +1 more source
IEEE Journal of Selected Topics in Applied Earth Observations and Remote SensingThis study numerically investigates the spatial ergodicity of Doppler characteristics in polarimetric ocean radar scattering. The full Apel wave spectrum is employed to generate 2-D time-varying sea surfaces that involve all dominant large-scale gravity ...
Jianing Shao +5 more
doaj +1 more source
On the ergodicity of the adaptive Metropolis algorithm on unbounded domains
, 2008 This paper describes sufficient conditions to ensure the correct ergodicity of the Adaptive Metropolis (AM) algorithm of Haario, Saksman and Tamminen [Bernoulli 7 (2001) 223--242] for target distributions with a noncompact support.
Saksman, Eero, Vihola, Matti
core +3 more sources
Monetary and Macroprudential Policies under Dollar‐Denominated Foreign Debt
Journal of Money, Credit and Banking, EarlyView.Abstract This paper studies monetary and macroprudential policies in a small open economy that borrows from abroad in foreign currency. The model features a novel mechanism in which exchange rate depreciation triggered by a borrowing constraint is amplified through balance of payments adjustments, increasing the real burden of foreign debt and causing ...
HIDEHIKO MATSUMOTO
wiley +1 more source
Robustness of quantum many-body scars in the presence of a Markovian bath
Communications PhysicsGeneric closed quantum many-body systems tend to thermalize, a phenomenon known as quantum ergodicity, where initial local information scrambles into the full space.
Xiang-Ping Jiang +5 more
doaj +1 more source