Results 61 to 70 of about 9,201 (174)

Relativistic covariance and nonlinear quantum mechanics: Tomonaga-Schwinger analysis

Physics Letters B
We use the Tomonaga–Schwinger (TS) formulation of quantum field theory to determine when state-dependent additions to the local Hamiltonian density (i.e., modifications to linear Schrödinger evolution) violate relativistic covariance.
Stephen D.H. Hsu
doaj   +1 more source

The Continuous Classical Boundary Optimal Control of a Couple Linear Of Parabolic Partial Differential Equations

Al-Mustansiriyah Journal of Science, 2018
In this paper the continuous classical boundary optimal problem of a couple linear partial differential equations of parabolic type is studied, The Galerkin method is used to prove the existence and uniqueness theorem of the state vector solution of a ...
Jamil Amir Al-hawasy
doaj   +1 more source

Existence, Uniqueness, and Mittag–Leffler–Ulam Stability Results for Cauchy Problem Involving ψ-Caputo Derivative in Banach and Fréchet Spaces

International Journal of Differential Equations, 2020
Our aim in this paper is to investigate the existence, uniqueness, and Mittag–Leffler–Ulam stability results for a Cauchy problem involving ψ-Caputo fractional derivative with positive constant coefficient in Banach and Fréchet Spaces.
Choukri Derbazi, Zidane Baitiche, Mouffak Benchohra, G. N’Guérékata   +3 more
doaj   +1 more source

On Metric Choice in Dimension Reduction for Fréchet Regression

International Statistical Review, EarlyView.
Summary Fréchet regression is becoming a mainstay in modern data analysis for analysing non‐traditional data types belonging to general metric spaces. This novel regression method is especially useful in the analysis of complex health data such as continuous monitoring and imaging data.
Abdul‐Nasah Soale, Congli Ma, Siyu Chen, Obed Koomson   +3 more
wiley   +1 more source

A general and intuitive envelope theorem [PDF]

, 2013
We present an envelope theorem for establishing first-order conditions in decision problems involving continuous and discrete choices. Our theorem accommodates general dynamic programming problems, even with unbounded marginal utilities.
Clausen, Andrew, Strub, Carlo
core  

Validation of machine learning based scenario generators

Journal of Risk and Insurance, EarlyView.
Abstract Machine learning (ML) methods are becoming increasingly important for designing economic scenario generators for internal models. Validating data‐driven models requires different methods than validating classical, theory‐based models. We discuss two novel aspects of such validation: first, checking the multivariate distribution of risk factors,
Gero Junike, Solveig Flaig, Ralf Werner
wiley   +1 more source

Limited operators and differentiability

, 2016
We characterize the limited operators by differentiability of convex continuous functions. Given Banach spaces $Y$ and $X$ and a linear continuous operator $T: Y \longrightarrow X$, we prove that $T$ is a limited operator if and only if, for every convex
Bachir, Mohammed
core   +1 more source

A Conditional Tail Expectation Type Risk Measure for Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We consider the estimation of the conditional expectation 𝔼(Xh|X0>UX(1/p)), provided 𝔼|X0|<∞, at extreme levels, where (Xt)t∈ℤ$$ {\left({X}_t\right)}_{t\in \mathbb{Z}} $$ is a strictly stationary time series, UX$$ {U}_X $$ its tail quantile function, h$$ h $$ is a positive integer and p∈(0,1)$$ p\in \left(0,1\right) $$ is such that p→0$$ p\to ...
Yuri Goegebeur, Armelle Guillou, Jing Qin   +2 more
wiley   +1 more source

Dependence of eigenvalue of Sturm-Liouville problem with singular potential and eigenparameter-dependent boundary conditions(边界条件含有谱参数的奇异Sturm-Liouville算子特征值的依赖性)

Zhejiang Daxue xuebao. Lixue ban
In this paper, we study the dependence of eigenvalue of Sturm-Liouville operator with distributed potential function and prove the continuous dependence of eigenvalue branch by establishing boundary condition space and constructing embedded mapping ...
仲林路(ZHONG Linlu), 杜高峰(DU Gaofeng)   +1 more
doaj   +1 more source

Density‐Valued ARMA Models by Spline Mixtures

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley   +1 more source