Results 31 to 40 of about 5,156 (174)
Robust Bernoulli Mixture Models for Credit Portfolio Risk
Mathematical Finance, EarlyView.ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
wiley +1 more source
A Preconditioned Majorization‐Minimization Method for ℓ2$$ {\ell}^2 $$‐ℓq$$ {\ell}^q $$ Minimization
Numerical Linear Algebra with Applications, Volume 33, Issue 3, June 2026.ABSTRACT The need to minimize a linear combination of an expression that involves an ℓq$$ {\ell}^q $$‐norm of a linear transformation of the computed solution and the ℓ2$$ {\ell}^2 $$‐norm of the residual error arises in image restoration as well as in statistics.
A. Buccini +3 more
wiley +1 more source
Testing monotonicity via local least concave majorants
, 2014 We propose a new testing procedure for detecting localized departures from monotonicity of a signal embedded in white noise. In fact, we perform simultaneously several tests that aim at detecting departures from concavity for the integrated signal over ...
Akakpo, Nathalie +2 more
core +3 more sources
Bulletin of the London Mathematical Society, Volume 58, Issue 5, May 2026.Abstract Under the generalized Riemann hypothesis, we use Beurling–Selberg extremal functions to bound the mean and mean square of the argument of Dirichlet L$L$‐functions for a large prime modulus q$q$. As applications, we give alternative proofs of several results on low‐lying zeros of L(s,χ)$L(s,\chi)$ and obtain a new lower bound on the proportion ...
Tianyu Zhao
wiley +1 more source
Disrupted habenula function in major depression [PDF]
Molecular Psychiatry, 2016 The habenula is a small, evolutionarily conserved brain structure that plays a central role in aversive processing and is hypothesised to be hyperactive in depression, contributing to the generation of symptoms such as anhedonia. However, habenula responses during aversive processing have yet to be reported in individuals with major depressive disorder
Lawson, RP +6 more
openaire +4 more sources
Simpler proof for nonlinearity of majority function [PDF]
Discrete Applied Mathematics, 2021 10 pages, LaTeX; better title and abstract; reference added; revised ...
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Local convergence of Newton's method using Kantorovich convex majorants
Journal of Numerical Analysis and Approximation Theory, 2010 We are concerned with the problem of approximating a solution of an operator equation using Newton's method. Recently in the elegant work by Ferreira and Svaiter [6] a semilocal convergence analysis was provided which makes clear the relationship of the
Ioannis K. Argyros
doaj +2 more sources
Non‐Relativistic Limit of Dirac Hamiltonians With Aharonov–Bohm Fields
Studies in Applied Mathematics, Volume 156, Issue 4, April 2026.ABSTRACT We characterize the families of self‐adjoint Dirac and Schrödinger operators with Aharonov–Bohm magnetic field, and we exploit the non‐relativistic limit of infinite light speed to connect the former to the latter. The limit consists of the customary removal of the rest energy and of a suitable scaling, with the light speed, of the short‐scale
Matteo Gallone +2 more
wiley +1 more source
Fejer means of rational Fourier – Chebyshev series and approximation of function |x|s
Журнал Белорусского государственного университета: Математика, информатика, 2019 Approximation properties of Fejer means of Fourier series by Chebyshev – Markov system of algebraic fractions and approximation by Fejer means of function |x|s, 0 < s < 2, on the interval [−1,1], are studied.
Pavel G. Patseika, Yauheni A. Rouba
doaj +1 more source
Majorization by starlike functions
The Journal of Nonlinear Sciences and Applications, 2017 Summary: The main object of this paper is to investigate some majorization problems involving the subclass \(S (\alpha,A, B)\) of starlike functions in the open unit disk \(\mathcal{U}\). Relevant connections of the results presented here with those given by earlier workers on the subject are also indicated.
Kiliç, Öznur Özkan, Altıntaş, Osman
openaire +3 more sources