Results 81 to 90 of about 66,689 (211)
British Journal of Mathematical and Statistical Psychology, EarlyView.Abstract Psychological concepts are increasingly understood as complex dynamic systems that change over time. To study these complex systems, researchers are increasingly gathering intensive longitudinal data (ILD), revealing non‐linear phenomena such as asymptotic growth, mean‐level switching, and regulatory oscillations.
Jan I. Failenschmid +3 more
wiley +1 more source
On the 𝑞-Euler Numbers and Polynomials with Weight 0
Abstract and Applied Analysis, 2012 The purpose of this paper is to investigate some properties of 𝑞-Euler numbers and polynomials with weight 0. From those 𝑞-Euler numbers with weight 0, we derive some identities on the 𝑞-Euler numbers and polynomials with weight 0.
T. Kim, J. Choi
doaj +1 more source
Degenerate Bell polynomials associated with umbral calculus
Journal of Inequalities and Applications, 2020 Carlitz initiated a study of degenerate Bernoulli and Euler numbers and polynomials which is the pioneering work on degenerate versions of special numbers and polynomials.
Taekyun Kim +4 more
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Euler characteristics and chromatic polynomials
European Journal of Combinatorics, 2007 This work studies the relation between the chromatic polynomial of a graph \(G\) and the Euler characteristic of certain spaces. These spaces are obtained by a construction which is a generalization of the configuration space. The authors show, in the case that \(G\) has only one point, the following theorem: Let \(G\) be a graph and \(M_G\) the ...
Eastwood, Michael George +1 more
openaire +2 more sources
Euler and the Legendre Polynomials
Euleriana, 2023 In this note we will present how Euler's investigations on various different subjects lead to certain properties of the Legendre polynomials. More precisely, we will show that the generating function and the difference equation for the Legendre polynomials was already written down by Euler in at least two different papers.
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A Conversation With David Bellhouse
International Statistical Review, EarlyView.Summary David Richard Bellhouse was born in Winnipeg, Manitoba, on 19 July 1948. He studied actuarial mathematics and statistics at the University of Manitoba (BA, 1970; MA, 1972) and completed his PhD at the University of Waterloo, Ontario, in 1975. After being an Assistant Professor for 1 year at his alma mater, he joined the University of Western ...
Christian Genest
wiley +1 more source
Exploring probabilistic Bernstein polynomials: identities and applications
Applied Mathematics in Science and EngineeringIn this paper, we introduce the probabilistic Bernstein polynomials and derive new and interesting correlations among several special functions and special number sequences such as Euler polynomials, Bernoulli polynomials of higher order, Frobenius–Euler
Ayse Karagenc +2 more
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Monetary Policy When Preferences Are Quasi‐Hyperbolic
Journal of Money, Credit and Banking, EarlyView.Abstract We study discretionary monetary policy in an economy where economic agents have quasi‐hyperbolic discounting. We demonstrate that a benevolent central bank is able to keep inflation under control for a wide range of discount factors. If the central bank, however, does not adopt the household's time preferences and tries to discourage early ...
RICHARD DENNIS, OLEG KIRSANOV
wiley +1 more source
The Determinants of Negotiated Pharmaceutical Prices
The Journal of Industrial Economics, EarlyView.ABSTRACT We focus on the determinants of pharmaceutical drug prices. Using data from the Brazilian pharmaceutical market, we find large variations in drug prices across buyers, drug classes, and time periods. Our estimation results provide evidence that transaction‐specific determinants between buyers and sellers (e.g., transaction volume, buyer's ...
Ralph B. Siebert +2 more
wiley +1 more source
Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source