Results 21 to 30 of about 328,047 (99)
Zeros of polynomials in derivatives of automorphic L$L$‐functions
Mathematika, Volume 72, Issue 4, October 2026.Abstract Let Fm$\mathfrak {F}_m$ be the set of all cuspidal automorphic representations of GLm(AQ)$\mathrm{GL}_m(\mathbb {A}_{\mathbb {Q}})$, and let F(s,π)$F(s,\bm {\pi })$ be a polynomial in the derivatives of L$L$‐functions associated with representations π∈⋃m=1∞Fm$\pi \in \bigcup _{m=1}^{\infty } \mathfrak {F}_m$. We establish an asymptotic formula
Anji Dong +2 more
wiley +1 more source
Hybrid Equilibrium Element Formulation for Large Displacement Nonlinear Elasticity
International Journal for Numerical Methods in Engineering, Volume 127, Issue 14, 30 July 2026.ABSTRACT The present paper proposes an equilibrium‐based finite element formulation for the analysis of large displacement and large strain nonlinear elasticity problems. The proposed formulation is based on the Hybrid Equilibrium Element (HEE) and is developed in an updated Lagrangian framework.
Francesco Parrinello +2 more
wiley +1 more source
Lucky To Be Alive, Luckier to Breed: Lifetime Reproduction in Weddell Seals
Ecology Letters, Volume 29, Issue 7, July 2026.In our analysis we obtained the distribution of LRS following a theoretical and an empirical approach and compared outcomes. Our theoretical LRS distribution was strikingly similar to the empirical distribution estimated from females experiencing natural intrinsic trait variability and extrinsic environmental variability.
Alexis A. Diaz +4 more
wiley +1 more source
Generalizations of Kochen and Specker's Theorem and the Effectiveness of Gleason's Theorem [PDF]
, 2003 Kochen and Specker's theorem can be seen as a consequence of Gleason's theorem and logical compactness. Similar compactness arguments lead to stronger results about finite sets of rays in Hilbert space, which we also prove by a direct construction ...
Itamar Pitowsky +3 more
core
Extremely Fast Maximum Likelihood Estimation of High‐Order Autoregressive Models
Journal of Time Series Analysis, Volume 47, Issue 4, Page 876-884, July 2026.ABSTRACT We consider the problem of exact maximum likelihood estimation of potentially high‐order (p>50) autoregressive models. We propose an extremely fast coordinate‐wise algorithm for fitting autoregressive models. This fast algorithm exploits several properties of the negative log‐likelihood when parameterised in terms of partial autocorrelations ...
Daniel F. Schmidt, Enes Makalic
wiley +1 more source
Canadian Journal of Statistics, Volume 54, Issue 2, June 2026.Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne +2 more
wiley +1 more source
Disproof of Bell's Theorem [PDF]
, 2011 We illustrate an explicit counterexample to Bell's theorem by constructing a pair of dichotomic variables that exactly reproduce the EPR-Bohm correlations in a manifestly local-realistic ...
Christian, Joy
core
Pacific Philosophical Quarterly, Volume 107, Issue 2, Page 58-73, June 2026.ABSTRACT I develop an axiomatic system of mereology that accounts for the ways in which musical works can be said to have parts. I distinguish two fundamental modes of composition that musical works exhibit: successive composition, whereby sound events are concatenated in time, and simultaneous composition, whereby sound events occur at the same time ...
Alejandro G. Di Rienzo
wiley +1 more source
Applications of real number theorem proving in PVS [PDF]
, 2012 This work is supported by funding from the EPSRC under grants EP/H500162, EP/F02309X and GR/S31242Real number theorem proving has many uses, particularly for verification of safety critical systems and systems for which design errors may be costly.
Martin, Ursula +7 more
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A Consistent Heteroskedasticity‐Robust LM‐Type Specification Test for Semiparametric Models
Journal of Applied Econometrics, Volume 41, Issue 3, Page 240-252, April/May 2026.ABSTRACT This article develops a heteroskedasticity‐robust Lagrange Multiplier‐type specification test for semiparametric regression models. The test is able to detect a wide class of deviations from the null hypothesis. The test statistic is based on the estimates from the restricted semiparametric model, can be computed in a regression‐based way, and
Ivan Korolev
wiley +1 more source