Results 61 to 70 of about 13,307 (188)

Camel sequences and quadratic residues

open access: yes, 2002
Given an even cyclic (+1,−1) sequence s=(s0,…,s2n−1) which consists of n plus ones and n minus ones, let us compute i+j (mod2n) for all n2 (+1,−1)-pairs (si,sj) and insert the obtained n2 numbers into 2n “boxes” b0,b1,…,b2n−1, where box bk contains the ...
Gurvich, V.A., Sheng, Li
core   +1 more source

On the distribution of αp modulo one for primes p of a special form

open access: yes, 2010
A classical problem in analytic number theory is to study the distribution of αp modulo 1, where α is irrational and p runs over the set of primes. We consider the subsequence generated by the primes p such that p+2 is an almost-prime (the existence of ...
T. Todorova, D. Tolev
semanticscholar   +1 more source

Marchenko–Pastur Laws for Daniell Smoothed Periodograms

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT Given a sample X0,…,Xn−1$$ {X}_0,\dots, {X}_{n-1} $$ from a d$$ d $$‐dimensional stationary time series (Xt)t∈ℤ$$ {\left({X}_t\right)}_{t\in \mathbb{Z}} $$, the most commonly used estimator for the spectral density matrix F(θ)$$ F\left(\theta \right) $$ at a given frequency θ∈[0,2π)$$ \theta \in \left[0,2\pi \right) $$ is the Daniell smoothed ...
Ben Deitmar
wiley   +1 more source

Van Der Corput's Lemma in Number Theory and Analysis and its Applications to Abelian Varieties with Prescribed Groups [PDF]

open access: yes, 2014
Let A be an Abelian variety over a finite field Fq. We are interested in knowing the distribution of the groups A(Fq) of rational points on A as we run over all varieties defined over Fq.
Chiche-Lapierre, Valentine
core  

Measure‐valued processes for energy markets

open access: yesMathematical 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

Construction of lattice rules for multiple integration based on a weighted discrepancy

open access: yes, 2008
High-dimensional integrals arise in a variety of areas, including quantum physics, the physics and chemistry of molecules, statistical mechanics and more recently, in financial applications. In order to approximate multidimensional integrals, one may use
Sinescu, Vasile
core  

Development of a phenomenological model and numerical simulation of the chemical remediation of formation damage by asphaltene precipitation

open access: yes, 2020
En esta tesis se presenta el desarrollo de un modelo fenomenológico para la remediación química del daño de formación por precipitación de asfaltenos.
Olaya Marín, Guiber
core   +1 more source

Aggregation and the Structure of Value

open access: yesNoûs, EarlyView.
ABSTRACT Roughly, the view I call “Additivism” sums up value across time and people. Given some standard assumptions, I show that Additivism follows from two principles. The first says that how lives align in time cannot, in itself, matter. The second says, roughly, that a world cannot be better unless it is better within some period or another.
Weng Kin San
wiley   +1 more source

Novas técnicas de précodificação e equalização para sistemas multiportadoras [PDF]

open access: yes, 2012
Tese [doutorado) - Universidade Federal de Santa Catarina, Centro Tecnológico. Programa de Pós-Graduação em Engenharia Elétrica.Nesta tese, novas técnicas de equalização e précodificação para sistemas multiportadora foram propostas e analisadas ...
Chang, Bruno Sens
core  

Inference on Common Trends in a Cointegrated Nonlinear SVAR

open access: yesOxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT We consider the problem of performing inference on the number of common stochastic trends when data is generated by a cointegrated CKSVAR (a two‐regime, piecewise affine SVAR; Mavroeidis, 2021), using a modified version of the Breitung (2002) multivariate variance ratio test that is robust to the presence of nonlinear cointegration (of a known
James A. Duffy, Xiyu Jiao
wiley   +1 more source

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