Results 21 to 30 of about 39,407 (155)

Irrational behavior of algebraic discrete valuations

open access: yes, 2014
We study algebraic discrete valuations dominating normal local domains of dimension two. We construct a family of examples to show that the Hilbert-Samuel function of the associated graded ring of the valuation can fail to be asymptotically of the form ...
Sanyal, Soumya D.
core   +1 more source

The braiding for representations of q-deformed affine $sl_2$ [PDF]

open access: yes, 2000
We compute the braiding for the `principal gradation' of $U_q(\hat{{\it sl}_2})$ for $|q|=1$ from first principles, starting from the idea of a rigid braided tensor category.
Beggs   +5 more
core   +2 more sources

Asymptotic properties of cross‐classified sampling designs

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract We investigate the family of cross‐classified sampling designs across an arbitrary number of dimensions. We introduce a variance decomposition that enables the derivation of general asymptotic properties for these designs and the development of straightforward and asymptotically unbiased variance estimators.
Jean Rubin, Guillaume Chauvet
wiley   +1 more source

A Basic Result on the Superposition of Arrival Processes in Deterministic Networks

open access: yes, 2018
Time-Sensitive Networking (TSN) and Deterministic Networking (DetNet) are emerging standards to enable deterministic, delay-critical communication in such networks. This naturally (re-)calls attention to the network calculus theory (NC), since a rich set
Jiang, Yuming
core   +1 more source

Invariant Measure and Universality of the 2D Yang–Mills Langevin Dynamic

open access: yesCommunications on Pure and Applied Mathematics, EarlyView.
ABSTRACT We prove that the Yang–Mills (YM) measure for the trivial principal bundle over the two‐dimensional torus, with any connected, compact structure group, is invariant for the associated renormalised Langevin dynamic. Our argument relies on a combination of regularity structures, lattice gauge‐fixing and Bourgain's method for invariant measures ...
Ilya Chevyrev, Hao Shen
wiley   +1 more source

Fundamental Diagrams of 1D-Traffic Flow by Optimal Control Models [PDF]

open access: yes, 2010
Traffic on a circular road is described by dynamic programming equations associated to optimal control problems. By solving the equations analytically, we derive the relation between the average car density and the average car flow, known as the ...
Farhi, Nadir
core  

Efficient Numerical Framework for Geothermal Energy Production Optimization in Fracture‐Controlled Reservoirs

open access: yesInternational Journal for Numerical Methods in Fluids, EarlyView.
We introduce an efficient open‐source numerical framework for the automated search for the placements of injection and production wells in hot fracture‐controlled reservoirs that sustainably optimize geothermal energy production. We model the reservoirs as discrete fracture networks in 3D. The fluid flow and heat transport in the reservoirs are modeled
Ondřej Pártl, Ernesto Meneses Rioseco
wiley   +1 more source

Coherent Forecasting of Realized Volatility

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley   +1 more source

Quadratic Hedging of American Options Under GARCH Models

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

Effectiveness and safety of ustekinumab in pediatric Crohn's disease: Results of the REALITI study

open access: yesJournal of Pediatric Gastroenterology and Nutrition, EarlyView.
Abstract Objectives Few approved treatments exist for children with Crohn's disease (CD). The REALITI study retrospectively assessed the effectiveness and safety of ustekinumab in real‐world clinical settings for children with CD. Methods Data were collected from the prospective ImproveCareNow (ICN) registry for pediatric patients (≥ 2 to <18 years old)
Steven J. Steiner   +60 more
wiley   +1 more source

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