Results 51 to 60 of about 15,674 (187)
Imprecise continuous-time Markov chains : efficient computational methods with guaranteed error bounds [PDF]
, 2017 Imprecise continuous-time Markov chains are a robust type of continuous-time Markov chains that allow for partially specified time-dependent parameters. Computing inferences for them requires the solution of a non-linear differential equation.
De Bock, Jasper, Erreygers, Alexander
core +1 more source
Wave Tracing: Generalizing The Path Integral To Wave Optics
Computer Graphics Forum, EarlyView.Abstract Modeling the wave nature of light and the propagation and diffraction of electromagnetic fields is crucial for the accurate simulation of many phenomena, yet wave simulations are significantly more computationally complex than classical ray‐based models.
Shlomi Steinberg, Matt Pharr
wiley +1 more source
Outage-based ergodic link adaptation for fading channels with delayed CSIT
, 2012 Link adaptation in which the transmission data rate is dynamically adjusted according to channel variation is often used to deal with time-varying nature of wireless channel.
Bae, Jung Hyun +2 more
core +1 more source
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
Intrinsic ergodicity via obstruction entropies
, 2013 Bowen showed that a continuous expansive map with specification has a unique measure of maximal entropy. We show that the conclusion remains true under weaker non-uniform versions of these hypotheses. To this end, we introduce the notions of obstructions
Climenhaga, Vaughn, Thompson, Daniel J.
core +1 more source
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
Symmetries as Ground States of Local Superoperators: Hydrodynamic Implications
PRX QuantumSymmetry algebras of quantum many-body systems with locality can be understood using commutant algebras, which are defined as algebras of operators that commute with a given set of local operators.
Sanjay Moudgalya, Olexei I. Motrunich
doaj +1 more source
Error bounds for last-column-block-augmented truncations of block-structured Markov chains
, 2018 This paper discusses the error estimation of the last-column-block-augmented northwest-corner truncation (LC-block-augmented truncation, for short) of block-structured Markov chains (BSMCs) in continuous time.
Masuyama, Hiroyuki
core +1 more source
Mean-bounded operators and mean ergodic theorems
Journal of Functional Analysis, 1985 A linear operator T on a Banach space B is said to be ''mean-bounded'' if \(\sup_{n\geq 1}n^{-1}\| I+...+T^{n-1}\|
openaire +2 more sources
Econometrics at the Extreme: From Quantile Regression to QFAVAR1
Journal of Economic Surveys, EarlyView.ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte +4 more
wiley +1 more source