Results 181 to 190 of about 804,688 (262)

Mathematical Analysis for a Class of Stochastic Copolymerization Processes. [PDF]

Bull Math Biol
Anderson DF, Ma J, Gagrani P.
europepmc   +1 more source

Existence of variational solutions to doubly nonlinear systems in nondecreasing domains. [PDF]

J Evol Equ
Schätzler L, Scheven C, Siltakoski J, Stanko C.   +3 more
europepmc   +1 more source

Nonparametric Functional Central Limit Theorem for Time Series Regression with Application to Self-normalized Confidence Interval. [PDF]

J Multivar Anal, 2015
Kim S, Zhao Z, Shao X.
europepmc   +1 more source

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
wiley   +1 more source

The Capacity Gains of Gaussian Channels with Unstable Versus Stable Autoregressive Noise. [PDF]

Entropy (Basel)
Charalambous CD, Kourtellaris C, Louka S, Loyka S.   +3 more
europepmc   +1 more source

Bayesian clustering of multivariate extremes

Canadian Journal of Statistics, EarlyView.
Abstract The asymptotic dependence structure between multivariate extreme values is fully characterized by their projections on the unit simplex. Under mild conditions, the only constraint on the resulting distributions is that their marginal means must be equal, which results in a nonparametric model that can be difficult to use in applications ...
Sonia Alouini, Anthony C. Davison
wiley   +1 more source

Second-order asymptotics of fractional Gagliardo seminorms as s → 1 - and convergence of the associated gradient flows. [PDF]

Fract Calc Appl Anal
Kubin A, Pagliari V, Tribuzio A.
europepmc   +1 more source

Causal analysis of extreme risk in a network of industry portfolios

Canadian Journal of Statistics, EarlyView.
Abstract We provide a detailed review of causal dependence within the framework of max‐linear structural models. Such models express each node variable as a max‐linear function of its parental node variables in a directed acyclic graph (DAG) and some exogenous innovation.
Claudia Klüppelberg, Mario Krali
wiley   +1 more source

Additivity and Chain Rules for Quantum Entropies via Multi-index Schatten Norms. [PDF]

Commun Math Phys
Fawzi O, Kochanowski J, Rouzé C, Van Himbeeck T.   +3 more
europepmc   +1 more source

Joint modelling of annual precipitation maxima over several durations for the construction of intensity–duration–frequency curves

Canadian Journal of Statistics, EarlyView.
Abstract Intensity–duration–frequency curves are used by a wide range of professionals to manage the risks related to extreme rainfall. In Canada, these curves are produced by Environment and Climate Change Canada on the basis of Gumbel distributions fitted independently for each accumulation period.
Paul Mathivon, Christian Genest, Jonathan Jalbert   +2 more
wiley   +1 more source