Results 181 to 190 of about 1,664 (298)
Assessment of Early Breast Cancer Response to Chemotherapy with Ultrasound Radiomics. [PDF]
Dolui S +10 more
europepmc +1 more source
How, Why and When Tsallis Statistical Mechanics Provides Precise Descriptions of Natural Phenomena. [PDF]
Robledo A, Velarde C.
europepmc +1 more source
On the Law of the Iterated Logarithm. II
openaire +2 more sources
Multifactorial Screening for Fine‐Scale Selection of CCS Industrial Clusters and Hubs in Brazil
ABSTRACT As Brazil moves toward implementing its decarbonization commitments, carbon capture and storage (CCS) hubs are emerging as a key pathway for large‐scale CO2 abatement in hard‐to‐abate sectors. This paper presents a multifactorial, data‐driven framework to screen and prioritize potential CCS industrial clusters and hubs across Brazilian regions,
Gustavo P. Oliveira +5 more
wiley +1 more source
The law of the iterated logarithm for negatively associated random variables
This paper proves that the law of the iterated logarithm holds for a stationary negatively associated sequence of random variables with finite variance.
Su, Chun, Shao, Qi-Man
core
ABSTRACT Compact plate‐fin heat exchangers (PFHEs) are commonly utilized in diverse industries, including aerospace, automotive, processing, and space. Various fin configurations, such as Plain fins, Wavy fins, Lance and Offset fins (OSFs), Perforated fins, louvered fins, and pin fins, are employed in compact heat exchangers (CHEs).
Chennu Ranganayakulu
wiley +1 more source
Polynomial Fourier decay for fractal measures and their pushforwards. [PDF]
Baker S, Banaji A.
europepmc +1 more source
Chover-type laws of the iterated logarithm for weighted sums
In this paper, a Chover-type law of the iterated logarithm is established for the weighted sums of independent and identically distributed random variables with a distribution in the domain of attraction of a stable law.Almost sure convergence Chover ...
Peng, Liang, Qi, Yongcheng
core
Industry Portfolio Volatility Connections and Industry Portfolio Returns
ABSTRACT This paper tracks dynamic connections that form among daily US industry portfolio return volatilities using a Bayesian time‐varying parameter VAR model. Market participants often focus on sectors to filter vast amounts of information, and this focus results in cross‐industry return predictability. We characterise connections that form over the
Michael Ellington +2 more
wiley +1 more source

