Results 111 to 120 of about 6,556,524 (264)
Extension of Linear Operators and Polynomial Approximation, with Applications to Markov Moment Problem and Mazur-Orlicz Theorem [PDF]
One recalls the relationship between the Markov moment problem and extension of linear functionals (or operators), with two constraints. One states necessary and sufficient conditions for the existence of solutions of some abstract vector-valued Markov ...
Olteanu, Octav
core
A conversation with James V. Zidek
AbstractThis article documents a series of exchanges between the authors and the senior Canadian statistician Jim Zidek in early 2026. The interview traces his life trajectory, surveying his principal contributions to statistics while offering insights into his motivations, successes, and challenges. Zidek is a Fellow of the Royal Society of Canada and
Christian Genest, Nancy E. Heckman
wiley +1 more source
Efficient Estimation of Copula-based Semiparametric Markov Models [PDF]
This paper considers efficient estimation of copula-based semiparametric strictly stationary Markov models. These models are characterized by nonparametric invariant (one-dimensional marginal) distributions and parametric bivariate copula functions ...
Yanping Yi, Xiaohong Chen, Wei Biao Wu
core
ABSTRACT Ab initio path integral Monte Carlo (PIMC) simulations constitute the gold standard for the estimation of a broad range of equilibrium properties of a host of interacting quantum many‐body systems spanning a broad range of conditions from ultracold atoms to warm dense quantum plasmas.
Paul Hamann +2 more
wiley +1 more source
Markov Perfect Nash Equilibrium in stochastic differential games as solution of a generalized Euler Equations System [PDF]
This paper gives a new method to characterize Markov Perfect Nash Equilibrium in stochastic differential games by means of a set of Generalized Euler Equations.
Rincón-Zapatero, Juan Pablo +1 more
core +1 more source
The Markov moment problem and de Finetti’s theorem: Part I
The Markov moment problem is to characterize sequences s0,s1,s2,...admitting the representation sn = 1 0 xnf(x)dx, where f(x) is a probability density on [0, 1] and 0 ≤ f(x) ≤ c for almost all x. There are well-known characterizations through complex
David Freedman, Persi Diaconis
core
Labor Market Entry and Earnings Dynamics: Bayesian Inference Using Mixtures-of-Experts Markov Chain Clustering [PDF]
This paper analyzes patterns in the earnings development of young labor market entrants over their life cycle. We identify four distinctly different types of transition patterns between discrete earnings states in a large administrative data set. Further,
Sylvia Frühwirth-Schnatter +3 more
core +2 more sources
ABSTRACT Warm dense matter (WDM) is now routinely created and probed in laboratories around the world, providing unprecedented insights into conditions achieved in stellar atmospheres, planetary interiors, and inertial confinement fusion experiments.
M. P. Böhme +15 more
wiley +1 more source
Microclimate mediates the strength and direction of avian biotic interactions
Theory predicts that the strength and direction of species interactions can shift from being competitive in benign environments toward being facilitative in stressful environments. However, the environmental context dependency of species interactions has rarely been tested in animal communities.
Sarah J. K. Frey +6 more
wiley +1 more source
Estimation of the stationary distribution of a semi-Markov chain
This article is concerned with the estimation of the stationary distribution of a discretetime semi-Markov process. After briefly presenting the discrete-time semi-Markov setting, wepropose an estimator of the associated stationary distribution. The main
Bulla, Jan +2 more
core +1 more source

