Results 191 to 200 of about 103,535 (312)

OPERATOR METHODS, ABELIAN PROCESSES AND DYNAMIC CONDITIONING

A mathematical framework for Continuous Time Finance based on operator algebraic methods oers a new direct and entirely constructive perspective on the field.
Albanese, Claudio
core  

A Passage-time Preserving Equivalence for

, 2002
An equivalence for semi-Markov processes is presented which preserves passage-time distributions between pairs of states in a given set. The equivalence is based upon a state-based aggregation procedure which is O(n ) per state in the worst ...
Semi-Markov Processes Bradley
core  

A Reliability Assessment Method for Complex Systems Based on Non-Homogeneous Markov Processes. [PDF]

Sensors (Basel)
Pan X, Chen H, Shen A, Zhao D, Su X.
europepmc   +1 more source

Reweighting Scheme for the Calculation of Grand‐Canonical Expectation Values in Quantum Monte Carlo Simulations With a Fermion Sign Problem

Contributions to Plasma Physics, EarlyView.
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, Jan Vorberger, Tobias Dornheim   +2 more
wiley   +1 more source

PReMo: an analyzer for Probabilistic Recursive Models

, 2007
This paper describes PReMo, a tool for analyzing Recursive Markov Chains, and their controlled/game extensions: (1-exit) Recursive Markov Decision Processes and Recursive Simple Stochastic ...
Dominik Wojtczak, Etessami, Kousha; id_orcid, Kousha Etessami, Wojtczak, Dominik   +3 more
core  

Measurement and Prediction of Unmixing‐Dependent Spreading due to Collinearity in Spectral Flow Cytometry

Cytometry Part A, EarlyView.
ABSTRACT Advances in spectral cytometry instrumentation and fluorescent reagents have led to the possibility of ultra‐high‐parameter panels exceeding 50 colors. However, panel size is limited in practice by unmixing‐dependent spreading (UDS), a phenomenon which leads to a progressive deterioration of unmixed signal‐to‐noise ratios in panels that ...
Peter L. Mage, Andrew J. Konecny, Florian Mair   +2 more
wiley   +1 more source

Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes

This paper discusses Bayesian inference for stochastic volatility models based on continuous superpositions of Ornstein-Uhlenbeck processes. These processes represent an alternative to the previously considered discrete superpositions.
Griffin, Jim, Steel, Mark F.J.
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"Bayesian Estimation and Particle Filter for Max-Stable Processes" [PDF]

Extreme values are often correlated over time, for example, in a financial time series, and these values carry various risks. Max-stable processes such as maxima of moving maxima (M3) processes have been recently considered in the literature to describe ...
Zhengjun Zhang, Tsuyoshi Kunihama, Yasuhiro Omori   +2 more
core  

A Rapid Post‐Disaster Restoration Method for Networked Microgrids Based on Adaptive Quantum Particle Swarm Optimization

Energy Science &Engineering, EarlyView.
To enhance the power restoration speed of networked microgrids (NMGs) after extreme natural disasters and reduce the power outage of the system, this paper proposes a rapid post‐disaster restoration method for NMGs based co‐optimization of fault repair and load restoration.
Yunfan Zhang, Qiang Li, Jun Zhang, Chaohuang Xu   +3 more
wiley   +1 more source

Beveridge-Nelson Decomposition with Markov Switching [PDF]

This paper considers Beveridge-Nelson decomposition in a context where the permanent and transitory components both follow a Markov switching process.
Heather Anderson, Ralph D. Snyder, Chin Nam Low   +2 more
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