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
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, 2006 Ian Anderson
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Concise integer linear programming formulation for clique partitioning problems [PDF]
, 2022 Miyuki Koshimura +3 more
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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
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Spreadsheets in Education, 2012 This article shows how concrete materials can be used in the context of partitions of integers to develop recursive definitions of concepts amenable to spreadsheet modeling.
Sergei Abramovich
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Linterprétation stochastique du sociogramme et le problème des choix exceptionnels; A statistical interpretation of the sociogram and the determination of exceptional choice [PDF]
Tutorials in Quantitative Methods for Psychology, 2012 The mutual designation of a preferred member among a group, be it for presidency, a special mandate or even for psychosocial purposes, proceeds frequently by Morenos sociogram technique: in its simpler form, each member votes for some other member, and ...
Louis Laurencelle
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On the graded dual numbers, arcs, and non-crossing partitions of the\n integers [PDF]
, 2016 Sira Gratz, Greg Stevenson
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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 +2 more
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Contributions to Plasma Physics, EarlyView.ABSTRACT Advances in ultra‐intense laser technology have increased repetition rates and average power for chirped‐pulse laser systems, which offer a promising solution for many applications including energetic proton sources. An important challenge is the need to optimize and control the proton source by varying some of the many degrees of freedom ...
John J. Felice +7 more
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