Results 251 to 260 of about 2,661 (306)

Identity-based linear homomorphic signature for a restricted combiners' group for e-commerce. [PDF]

PeerJ Comput Sci
Tian Y, Song W, Zhou T, Hu B, Zhou X, Ding Y, Zhong W, Yang X.   +7 more
europepmc   +1 more source

Playing with fire? A mean‐field game analysis of fire sales and systemic risk under regulatory capital constraints

Canadian Journal of Statistics, EarlyView.
Abstract We analyze the effect of regulatory capital constraints on financial stability in a large homogeneous banking system using a mean‐field game (MFG) model. Each bank holds cash and a tradable risky asset. Banks choose absolutely continuous trading rates in order to maximize expected terminal equity, with trades subject to transaction costs ...
Rüdiger Frey, Theresa Traxler
wiley   +1 more source

A Markov approach to credit rating migration conditional on economic states

Canadian Journal of Statistics, EarlyView.
Abstract We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time‐homogeneous Markov chain. While the rating process itself possesses the Markov property only under restrictive conditions, methods ...
Michael Kalkbrener, Natalie Packham
wiley   +1 more source

Permutation-Based Distances for Groups and Group-Valued Time Series. [PDF]

Entropy (Basel)
Amigó JM, Dale R.
europepmc   +1 more source

Spectral Factorization and the Emergence of qdRIS Computing: From Integer Decomposition to Reconfigurable Impedance Processors

Guillaume André Louis Seguin
openalex   +1 more source

Isoperimetric inequalities on slabs with applications to cubes and Gaussian slabs

Communications on Pure and Applied Mathematics, EarlyView.
Abstract We study isoperimetric inequalities on “slabs”, namely weighted Riemannian manifolds obtained as the product of the uniform measure on a finite length interval with a codimension‐one base. As our two main applications, we consider the case when the base is the flat torus R2/2Z2$\mathbb {R}^2 / 2 \mathbb {Z}^2$ and the standard Gaussian measure
Emanuel Milman
wiley   +1 more source

Thiran Filters for Wideband DSP-Based Multi-Beam True Time Delay RF Sensing Applications. [PDF]

Sensors (Basel)
Perera SM, Rathnasekara G, Madanayake A.
europepmc   +1 more source

Degree theory for 4‐dimensional asymptotically conical gradient expanding solitons

Communications on Pure and Applied Mathematics, EarlyView.
Abstract We develop a new degree theory for 4‐dimensional, asymptotically conical gradient expanding solitons. Our theory implies the existence of gradient expanding solitons that are asymptotic to any given cone over S3$S^3$ with non‐negative scalar curvature. We also obtain a similar existence result for cones whose link is diffeomorphic to S3/Γ$S^3/\
Richard H. Bamler, Eric Chen
wiley   +1 more source

Identity-Based Provable Data Possession with Designated Verifier from Lattices for Cloud Computing. [PDF]

Entropy (Basel)
Zhao M, Chen H.
europepmc   +1 more source

A priori bounds for the generalised parabolic Anderson model

Communications on Pure and Applied Mathematics, EarlyView.
Abstract We show a priori bounds for solutions to (∂t−Δ)u=σ(u)ξ$(\partial _t - \Delta) u = \sigma (u) \xi$ in finite volume in the framework of Hairer's Regularity Structures [Invent Math 198:269–504, 2014]. We assume σ∈Cb2(R)$\sigma \in C_b^2 (\mathbb {R})$ and that ξ$\xi$ is of negative Hölder regularity of order −1−κ$- 1 - \kappa$ where κ<κ¯$\kappa <
Ajay Chandra, Guilherme de Lima Feltes, Hendrik Weber   +2 more
wiley   +1 more source