Results 121 to 130 of about 65,379 (309)

Nested $\hat R$: Assessing the convergence of Markov chain Monte Carlo when running many short chains [PDF]

open access: green, 2021
Charles C. Margossian   +5 more
openalex   +1 more source

Time‐ and State‐Dependent Damage Accumulation Due to Aftershocks Under an M9.0 Megathrust Earthquake in the Cascadia Subduction Zone

open access: yesEarthquake Engineering &Structural Dynamics, EarlyView.
ABSTRACT This study develops a comprehensive framework for assessing time and state‐dependent aftershock damage accumulation under an M9.0 megathrust interface earthquake in the Cascadia Subduction Zone (CSZ). The framework integrates aftershock probabilistic seismic hazard analysis (APSHA) and state‐dependent fragility analysis (SDFA) within a ...
Hongzhou Zhang, Yazhou Xie
wiley   +1 more source

Low-rank tensor methods for Markov chains with applications to tumor progression models. [PDF]

open access: yesJ Math Biol, 2022
Georg P   +5 more
europepmc   +1 more source

Forecasting Carbon Prices: A Literature Review

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Carbon emissions trading is utilized by a growing number of states as a significant tool for addressing greenhouse gas emissions (GHG), global warming problem and the climate crisis. Accurate forecasting of carbon prices is essential for effective policy design and investment strategies in climate change mitigation.
Konstantinos Bisiotis   +2 more
wiley   +1 more source

Stability of Queueing Systems with Impatience, Balking and Non-Persistence of Customers

open access: yesMathematics
The operation of many queueing systems is adequately described by the structured multidimensional continuous-time Markov chains. The most well-studied classes of such chains are level-independent Quasi-Birth-and-Death processes, GI/M/1 type and M/G/1 ...
Alexander N. Dudin   +3 more
doaj   +1 more source

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann   +2 more
wiley   +1 more source

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