Results 41 to 50 of about 117,133 (133)

On Degenerate Truncated Special Polynomials

Mathematics, 2020
The main aim of this paper is to introduce the degenerate truncated forms of multifarious special polynomials and numbers and is to investigate their various properties and relationships by using the series manipulation method and diverse special proof ...
Ugur Duran, Mehmet Acikgoz
doaj   +1 more source

A Non‐Parametric Framework for Correlation Functions on Product Metric Spaces

International Statistical Review, EarlyView.
Summary We propose a non‐parametric framework for analysing data defined over products of metric spaces, a versatile class encountered in various fields. This framework accommodates non‐stationarity and seasonality and is applicable to both local and global domains, such as the Earth's surface, as well as domains evolving over linear time or time ...
Pier Giovanni Bissiri, Bernardo Nipoti, Emilio Porcu, Philip White   +3 more
wiley   +1 more source

On the Exact Limiting Distribution of a Volatility Target Index

Mathematical Finance, EarlyView.
ABSTRACT Assuming a lognormal distribution for the underlying risky asset, we study the limiting distribution of a volatility target index as the rebalancing time step approaches zero. Two limit theorems (a strong law of large numbers and a central limit theorem) are established, and as an application, the exact limiting distribution is derived.
Xuan Liu, Michel Gauthier
wiley   +1 more source

Convergence of Heavy‐Tailed Hawkes Processes and the Microstructure of Rough Volatility

Mathematical Finance, EarlyView.
ABSTRACT We establish the weak convergence of the intensity of a nearly‐unstable Hawkes process with heavy‐tailed kernel. Our result is used to derive a scaling limit for a financial market model where orders to buy or sell an asset arrive according to a Hawkes process with power‐law kernel.
Ulrich Horst, Wei Xu, Rouyi Zhang
wiley   +1 more source

Stochastic Galerkin and Monte Carlo Methods for Parabolic Problems: Numerical Performance of Variational Matrix‐Free Approximations

Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.
ABSTRACT Stochastic Galerkin methods offer unexplored potential for the numerical simulation of parabolic problems with random variables, in particular if they are combined with variational discretizations of the space and time variables. Due to the high dimensionality, the solution of the arising algebraic systems do not become feasible without ...
Moataz Dawor, Nils Margenberg, Markus Bause   +2 more
wiley   +1 more source

Convergence in Distribution of the P–P Process in L1[0,1]$$ {\boldsymbol{L}}^{\mathbf{1}}\left[\mathbf{0},\mathbf{1}\right] $$

Stat, Volume 15, Issue 4, December 2026.
ABSTRACT We show that the percentile–percentile (P–P) process constructed from an independent and identically distributed sample of pairs converges in distribution in L1[0,1]$$ {L}^1\left[0,1\right] $$ if and only if the associated P–P curve is absolutely continuous.
Brendan K. Beare, Tetsuya Kaji
wiley   +1 more source

Combinatorial Sums and Identities associated with Functional Equations of Generating Functions for Fubini Type Polynomials [PDF]

, 2023
Using generating functions with their functional equations method, a great number of novel combinatorial sums, formulas, and recurrence relation including Fubini type polynomials and numbers, Stirling type numbers, and Apostol type polynomials are given.
Kilar, Neslihan, Neslıhan KILAR
core   +1 more source

Fragmentation–Coagulation Processes With Advection or Diffusion in Space

Mathematical Methods in the Applied Sciences, Volume 49, Issue 17, Page 17952-17982, 30 November 2026.
ABSTRACT In this paper, we consider a continuous fragmentation–coagulation model in which the reacting particles can be transported in physical space through either advection or diffusion. We prove new results on the generation of C0‐semigroups with parameter and use them to show that the abstract Cauchy problem associated with a more general version ...
Jacek Banasiak, Nduduzo Majozi
wiley   +1 more source

Some results on degenerate Fubini and degenerate Bell polynomials

Applicable Analysis and Discrete Mathematics, 2023
The aim of this paper is to further study some properties and identities on the degenerate Fubini and the degenerate Bell polynomials which are degenerate versions of the Fubini and the Bell polynomials, respectively. Especially, we find several expressions for the generating function of the sum of the values of the generalized falling factorials at ...
Kim, Taekyun, Kim, Dae San
openaire   +3 more sources

A Randomized Algorithm for Simultaneously Diagonalizing Symmetric Matrices by Congruence

Numerical Linear Algebra with Applications, Volume 33, Issue 5, October 2026.
ABSTRACT A family of symmetric matrices A1,…,Ad$$ {A}_1,\dots, {A}_d $$ is simultaneously diagonalizable by congruence (SDC), also called nonorthogonal joint diagonalization, if there is an invertible matrix X$$ X $$ such that every XTAkX$$ {X}^T{A}_kX $$ is diagonal. In this work, a novel randomized SDC (RSDC) algorithm is proposed that reduces SDC to
Haoze He, Daniel Kressner
wiley   +1 more source