Results 101 to 110 of about 827 (202)

Testing Distributional Granger Causality With Entropic Optimal Transport

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley   +1 more source

On Hilbert's Inequality for Double Series and Its Applications

open access: yesInternational Journal of Mathematics and Mathematical Sciences, 2008
This study shows that a refinement of the Hilbert inequality for double series can be established by introducing a real function u(x) and a parameter λ.
Zhou Yu, Gao Mingzhe
doaj   +1 more source

Hilbert's type multiple integral inequality and a best constant factor(Hilbert型重积分不等式及最佳常数)

open access: yesZhejiang Daxue xuebao. Lixue ban, 2008
引入参数λ,μ和α,利用权系数方法,得到了Hilbert型重积分不等式,并讨论了某些条件下的最佳常数问题.
HONGYong(洪勇)
doaj   +1 more source

Rigidity of Hilbert metrics [PDF]

open access: yes, 2017
We study the groups of isometries for Hilbert metrics on bounded open convex domains in n and show that if is such a set with a strictly convex boundary, the Hilbert geometry is asymptotically Riemannian at infinity.
Colbois, Bruno, Verovic, Patrick
core  

Sharp Hardy’s inequalities in Hilbert spaces

open access: yesJournal of Spectral Theory
We study the behavior of the smallest possible constants d(a,b) and d_{n} in Hardy’s inequalities \int_{a}^{b}\biggl(\frac{1}{x}\int_{a}^{x}f(t)dt\biggr)^{2}\:dx\leq d(a,b){}\int_{a}^{
Dimitar K. Dimitrov   +2 more
openaire   +2 more sources

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

Hilbert's Type Linear Operator and Some Extensions of Hilbert's Inequality

open access: yesJournal of Inequalities and Applications, 2007
The norm of a Hilbert's type linear operator is given. As applications, a new generalizations of Hilbert integral inequality, and the result of series analogues are given correspondingly.
Wang Zhiping, He Bing, Li Yongjin
doaj  

Adelic Fourier-Whittaker coefficients and the Casselman-Shalika formula [PDF]

open access: yes, 2009
Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Mathematics, 2009.Cataloged from PDF version of thesis.Includes bibliographical references (p. 29).In their paper Metaplectic Forms, D. A. Kazhdan and S. J.
Tabony, Sawyer
core  

The fundamental theorem of asset pricing with and without transaction costs

open access: yesMathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.
Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley   +1 more source

List Processing in Real Time on a Serial Computer [PDF]

open access: yes, 1977
Key Words and Phrases: real-time, compacting, garbage collection, list processing, virtual memory, file or database management, storage management, storage allocation, LISP, CDR-coding, reference counting.
Henry G. Baker   +2 more
core   +2 more sources

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