Results 51 to 60 of about 58,663 (206)

Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions

Canadian Journal of Statistics, EarlyView.
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni, Luca Merlo, Lea Petrella   +2 more
wiley   +1 more source

Some integral properties in the theory of generalized $k-$Bessel matrix functions

Journal of Innovative Applied Mathematics and Computational Sciences
The main purpose of this article is to define some original properties in the theory of the generalized modified $k-$Bessel matrix functions. These special functions, defined in terms of Wright matrix functions, are generalized and their properties ...
Carlo Cattani, Ghazi S. Khammash, Ayman Shehata   +2 more
doaj   +1 more source

Radial Covariance Functions Motivated by Spatial Random Field Models with Local Interactions

, 2014
We derive explicit expressions for a family of radially symmetric, non-differentiable, Spartan covariance functions in $\mathbb{R}^2$ that involve the modified Bessel function of the second kind. In addition to the characteristic length and the amplitude
Hristopulos, Dionissios T.
core   +1 more source

Note on modified generalized Bessel function

Proyecciones (Antofagasta), 2023
An attempt is made to define Modified Generalized Bessel Function, and Modified Generalized Bessel Matrix Function. Some properties have also been discussed.
Patel, Farhatbanu H., Jana, R. K., Shukla, A. K.   +2 more
openaire   +1 more source

A partial envelope approach for modelling multivariate spatial‐temporal data

Canadian Journal of Statistics, EarlyView.
Abstract In the new era of big data, modelling multivariate spatial‐temporal data is a challenging task due to both the high dimensionality of the features and complex associations among the responses across different locations and time points.
Reisa Widjaja, Wenbo Wu, Victor De Oliveira, Keying Ye   +3 more
wiley   +1 more source

On Novel Fractional Integral and Differential Operators and Their Properties

Journal of Mathematics, 2023
The main goal of this paper is to describe the new version of extended Bessel–Maitland function and discuss its special cases. Then, using the aforementioned function as their kernels, we develop the generalized fractional integral and differential ...
Shahid Mubeen, Rana Safdar Ali, Yasser Elmasry, Ebenezer Bonyah, Artion Kashuri, Gauhar Rahman, Çetin Yildiz   +6 more
doaj   +1 more source

Seismic analysis and design of tunnels within fault ground: A review

Deep Underground Science and Engineering, EarlyView.
The research methods of seismic response of tunnels within fault ground, including field investigations, analytical solutions, physical experiments, and numerical simulations, and seismic countermeasures are discussed. The present study examines the shortcomings and limitations of the current research and design, and puts forward proposals for future ...
Xingda Wang, Yujing Jiang, Xuepeng Zhang, Yuyong Jiao, Ningbo Li, Xiao Wang, Bo Li   +6 more
wiley   +1 more source

Some results on generalized Euler-type integrals related to the four parameters Mittag-Leffler function

Journal of New Results in Science, 2021
Special functions such as hypergeometric, zeta, Bessel, Whittaker, Struve, Airy, Weber-Hermite and Mittag-Leffler functions are obtained as a solution to complex differential equations in engineering, science and technology.
Umar Muhammad Abubakar
doaj   +1 more source

Local Polynomial Regression and Filtering for a Versatile Mesh‐Free PDE Solver

International Journal for Numerical Methods in Fluids, EarlyView.
A high‐order, mesh‐free finite difference method for solving differential equations is presented. Both derivative approximation and scheme stabilisation is carried out by parametric or non‐parametric local polynomial regression, making the resulting numerical method accurate, simple and versatile. Numerous numerical benchmark tests are investigated for
Alberto M. Gambaruto
wiley   +1 more source

Biorthogonal ensembles

, 1998
One object of interest in random matrix theory is a family of point ensembles (random point configurations) related to various systems of classical orthogonal polynomials.
Alexei Borodin, Borodin, Borodin, Brody, Carlitz, Dyson, Dyson, Dyson, Dyson, Eynard, Forrester, Guhr, Haw, Il'yasov, Konhauser, Konhauser, Madhekar, Mahoux, Mehta, Mehta, Muttalib, Nagao, Nagao, Nagao, Olshanski, Szegö, Thakare, Tracy, Tracy, Verbaarschot, Weyl, Widom, Wigner, Wright   +33 more
core   +2 more sources