Results 191 to 200 of about 155,102 (233)
Some of the next articles are maybe not open access.
Fractional moments of automorhic L-FUNCTIONS. II
Journal of Mathematical Sciences, 2011zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
Fractional-moment CAPM with loss aversion
Chaos, Solitons & Fractals, 2009Abstract In this paper, we present a new fractional-order value function which generalizes the value function of Kahneman and Tversky [Kahneman D, Tversky A. Prospect theory: an analysis of decision under risk. Econometrica 1979;47:263–91; Tversky A, Kahneman D. Advances in prospect theory: cumulative representation of uncertainty. J.
Yahao Wu, Xiao-Tian Wang, Min Wu
openaire +1 more source
Optimal predictive densities and fractional moments
Applied Stochastic Models in Business and Industry, 2008AbstractThe maximum entropy approach used together with fractional moments has proven to be a flexible and powerful tool for density approximation of a positive random variable. In this paper we consider an optimality criterion based on the Kullback–Leibler distance in order to select appropriate fractional moments.
Taufer, Emanuele +2 more
openaire +2 more sources
Moments for Tempered Fractional Advection-Diffusion Equations
Journal of Statistical Physics, 2010zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +1 more source
Maxentropic solution of fractional moment problems
Applied Mathematics and Computation, 2006zbMATH Open Web Interface contents unavailable due to conflicting licenses.
H. Gzyl +3 more
openaire +3 more sources
On fractional moments of Dirichlet L-functions, II
Lithuanian Mathematical Journal, 2006This is Part II of the author's work on fractional moments of Dirichlet \(L\)-functions [Part III, ibid. 47, No. 2, 228--241 (2007; Zbl 1113.11052)]. Let \[ I_k(T,\chi) := \int_0^T| L(\textstyle{1\over2}+it,\chi)|^{2k}\,dt, \] and let \(\chi\) be a primitive character modulo \(q\) with the corresponding \(L\)-function \[ L(s,\chi) =\sum_{n=1}^\infty ...
openaire +3 more sources
Fractional Moments. New Source of Information in Radiospectroscopy
physica status solidi (b), 1986AbstractA new fractional moments method for the absorption and dispersion curves in radiospectroscopy is suggested. The fractional moments solve the problem of moments existing in the mathematical statistics and enable one to restore the complex susceptibility ξ(ω) and the relaxation function Φ(t) completely.
openaire +3 more sources
Moment analysis for spatiotemporal fractional dispersion
Water Resources Research, 2008The evolution of the first five nonnegative integer‐order spatial moments (corresponding to the mass, mean, variance, skewness, and kurtosis) are investigated systematically for spatiotemporal nonlocal, fractional dispersion. Three commonly used fractional‐order transport equations, including the time fractional advection‐dispersion equation (Time‐FADE)
Yong Zhang +2 more
openaire +1 more source
Fractional moment spectra and related results
Fifth ASSP Workshop on Spectrum Estimation and Modeling, 1990The authors consider the following problems: (a) What is the p.d.f. with maximum entropy subject to cumulant constraints? (b) Given that a signal consists of two harmonics of unknown frequencies, how can they determine whether both the harmonics are phase-coupled to another unobservable harmonic whose frequency is unknown?
A. Swami, J. Mendel
openaire +1 more source
Fractional moments of low order for scintillation statistics
SPIE Proceedings, 1999Use of fractional moments of low order is here proposed for processing data of intensity fluctuations from optical atmospheric propagation measurements. In this paper we check the accuracy of low order moment estimation and their ability to discriminate which one, among a number of candidate theoretical distributions, better represents the experimental
Claudia Innocenti +2 more
openaire +2 more sources