Results 91 to 100 of about 91,552 (229)

A Donsker Theorem for Lévy Measures [PDF]

Given n equidistant realisations of a Lévy process (Lt; t >= 0), a natural estimator for the distribution function N of the Lévy measure is constructed. Under a polynomial decay restriction on the characteristic function, a Donsker-type theorem is proved,
Markus Reiß, Richard Nickl
core  

Levy distribution and long correlation times in supermarket sales

, 2004
Sales data in a commodity market (supermarket sales to consumers) has been analysed by studying the fluctuation spectrum and noise correlations. Three related products (ketchup, mayonnaise and curry sauce) have been analysed.
Ahmed, Arthur, Bak, Bak, Bass, Castiglione, Challet, Cont, da Silva, Gabaix, Goldenberg, Gopikrishnan, Janssen, Lux, Mandelbrot, Mantegna, Matia, Olami, Paczuski, Ponzi, Robert D. Groot, Solomon, Sornette, Stanley, Weisbuch   +24 more
core   +1 more source

The Production of a Sustainability Reporting Norm in Spanish State‐Owned Enterprises

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT State‐owned enterprises (SOEs) are hybrid organizations that pursue social and economic goals and are expected to engage in sustainability reporting. Previous literature has shown limited attention to examining the process by which a norm in sustainability reporting has emerged among SOEs.
Javier Andrades, Domingo Martinez‐Martinez, Manuel Larran   +2 more
wiley   +1 more source

Ruin Time and Severity for a Lévy Subordinator Claim Process: A Simple Approach

Risks, 2013
This paper is concerned with an insurance risk model whose claim process is described by a Lévy subordinator process. Lévy-type risk models have been the object of much research in recent years. Our purpose is to present, in the case of a subordinator, a
Claude Lefèvre, Philippe Picard
doaj   +1 more source

Stationary states for underdamped anharmonic oscillators driven by Cauchy noise

, 2019
Using methods of stochastic dynamics, we have studied stationary states in the underdamped anharmonic stochastic oscillators driven by Cauchy noise. Shape of stationary states depend both on the potential type and the damping.
Bardou F., Bartłomiej Dybiec, Dubkov A. A., Horsthemke W., Janicki A., Janicki A., Karol Capała, Klages R., Podlubny I., Reichl L. E., Risken H., Samko S. G., Samorodnitsky G., Sekimoto K.   +13 more
core   +1 more source

Does ESG Uncertainty Matter for Renewable and Nonrenewable Energy Consumption? Policy Implications in the Context of SDG 7 and SDG 13

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT In the discourse on environmental sustainability and energy security, energy management is an inevitable policy issue that requires research‐based solutions. Based on this, the present study contributes by examining the impact of environmental, social, and governance (ESG) uncertainty on energy consumption patterns in the USA from 2002 to 2024.
Naif Alsagr, Qasim Raza Syed, Ahsan Anwar   +2 more
wiley   +1 more source

Non-Gaussian Effects in Identical Pion Correlation Function at STAR

, 2005
Preliminary femtoscopic results on identical pions from high statistics data set of Au+Au collisions at sqrt{s_NN}=200 GeV taken during the fourth RHIC run are presented.
Bystersky, M.
core   +2 more sources

For the Few, Not the Many: Tracing the Residualist and Compensatory Nature of British Energy Support

Environmental Policy and Governance, EarlyView.
ABSTRACT Drawing on extensive documentary analysis, this article traces the evolution of British energy policy support since World War II. It analyses shifts in policy design through two interpretive lenses: eligibility (residualist vs. universalist) and function (compensatory vs. preventive).
T. M. Croon, M. G. Elsinga, J. S. C. M. Hoekstra, M. Sunikka‐Blank, R. Galvin   +4 more
wiley   +1 more source

L\'evy walks on lattices as multi-state processes

, 2015
Continuous-time random walks combining diffusive scattering and ballistic propagation on lattices model a class of L\'evy walks. The assumption that transitions in the scattering phase occur with exponentially-distributed waiting times leads to a ...
Cristadoro, Giampaolo, Gilbert, Thomas, Lenci, Marco, Sanders, David P.   +3 more
core   +1 more source

Constructing Policy (In)coherence in Germany's Energy Transition and Impacts on (In)equality

Environmental Policy and Governance, EarlyView.
ABSTRACT Policy coherence is widely regarded as essential for achieving sustainable development, climate targets, and reducing inequality, as reflected in the 2030 Agenda for Sustainable Development. Recent scholarship has moved beyond technocratic approaches, drawing on comparative politics, particularly the “3 I's” of ideas, interests, and ...
Alexia Faus Onbargi, Ines Dombrowsky
wiley   +1 more source