Results 231 to 240 of about 84,229 (281)

Stieltjes moment problem via fractional moments

Applied Mathematics and Computation, 2005
The authors extend a procedure for the reconstruction of probability density function from the knowledge of its infinite sequence of ordinary moments [cf. the authors, ibid. 144, No. 1, 61--74 (2003; Zbl 1029.44003)] from the case of distributions with finite positive support (Hausdorff case) to the case where the distribution has \([0,\infty ...
Novi Inverardi, Pier Luigi, A. Petri, G. Pontuale, Tagliani, Aldo   +3 more
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Stieltjes moment problem and fractional moments

Applied Mathematics and Computation, 2010
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H. Gzyl, Tagliani, Aldo
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The discrete moment problem with fractional moments

Operations Research Letters, 2013
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Ninh, Anh, Prékopa, András
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Fractional-moment Capital Asset Pricing model

Chaos, Solitons & Fractals, 2009
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Li, Hui, Wu, Min, Wang, Xiao-Tian
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Hausdorff moment problem and fractional moments: A simplified procedure

Applied Mathematics and Computation, 2011
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On Fractional Moments of Dirichlet L-Functions

Lithuanian Mathematical Journal, 2005
The authors prove the bound \[ c_1(q)T(\log T)^{k^2} \leq \int_0^T| L(1/2+it,\chi)| ^{2k}\,dt \leq c_2(q)T(\log T)^{k^2} \quad(0 < c_1(q) < c_1(q)),\tag{1} \] where \(T\to\infty, k = 1/n, n\in\mathbb N\), \(L(s,\chi)\) is a Dirichlet \(L\)-function with \(\chi(n)\) a character to the modulus \(q\).
Kačėnas, A., Laurinčikas, A., Zamarys, S.   +2 more
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Wigner distribution moments measured as fractional Fourier transform intensity moments

SPIE Proceedings, 2003
It is shown how all global Wigner distribution moments of arbitrary order can be measured as intensity moments in the output plane of an appropriate number of fractional Fourier transform systems (generally anamorphic ones). The minimum number of (anamorphic) fractional power spectra that are needed for the determination of these moments is derived.
Bastiaans, M.J., Alieva, T.
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Fractional moments of automorhic L-FUNCTIONS. II

Journal of Mathematical Sciences, 2011
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Fractional-moment CAPM with loss aversion

Chaos, Solitons & Fractals, 2009
Abstract 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
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Optimal predictive densities and fractional moments

Applied Stochastic Models in Business and Industry, 2008
AbstractThe 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, Bose, Sudip, Tagliani, Aldo   +2 more
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