Results 51 to 60 of about 27,519 (162)
Fractional Brownian Motion and the Markov Property
Electronic Communications in Probability, 1998 9 ...
Coutin, Laure, Carmona, Philippe
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An MA-MRR model for transaction-level analysis of high-frequency trading processes
Journal of Management Science and EngineeringThe transaction-level analysis of security price changes by Madhavan, Richardson, and Roomans (1997, hereafter MRR) is a useful framework for financial analysis.
Qiang Zhang +4 more
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All the entropies on the light-cone
Journal of High Energy Physics, 2018 We determine the explicit universal form of the entanglement and Renyi entropies, for regions with arbitrary boundary on a null plane or the light-cone. All the entropies are shown to saturate the strong subadditive inequality. This Renyi Markov property
Horacio Casini +2 more
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Abstract Markov Property and Local Operators
Journal of Functional Analysis, 1996 Generalized random fields with certain Markov properties are constructed. To unify the different approaches to the notions of Markov property, the author defines a general set-up, including different index sets, and a suitable Markov property called ``abstract'' Markov property. This set-up is formulated in the context of manifolds and bundle-sections.
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International Journal of Strategic Property Management, 2012 Investors in multiple unit developments, such as apartments, townhouses, condominiums and connected dwellings, rely on a stream of sales in order to achieve a viable cash flow, a dominant issue.
David G. Carmichael +1 more
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Modified Engel Algorithm and Applications in Absorbing/Non-Absorbing Markov Chains and Monopoly Game
Mathematical and Computational ApplicationsThe Engel algorithm was created to solve chip-firing games and can be used to find the stationary distribution for absorbing Markov chains. Kaushal et al.
Chunhe Liu, Jeff Chak Fu Wong
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Quantum mechanics and neural networks
Machine Learning: Science and TechnologyWe demonstrate that any Euclidean-time quantum mechanical theory may be represented as a neural network (NN), ensured by the Kosambi–Karhunen–Loève theorem, mean-square path continuity, and finite two-point functions.
Christian Ferko, James Halverson
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Some Properties of Regular Markov Chains
The Annals of Mathematical Statistics, 1961 In a regular Markov chain with one absorbing state, for sequences starting from a given state and continuing until the absorbing state is reached, the distribution and moment formulae of the total number of transitions is derived in Section 2, and also its probability generating function (p.g.f.). The joint p.g.f. of the transition frequencies is given
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Markov Interlacing Property for Perfect Splines
Journal of Approximation Theory, 1999 The author proves the following generalization of the classical V. A. Markov theorem concerning algebraic polynomials. If the zeros of two perfect splines of a fixed degree interlace, then the zeros of their derivatives also interlace. Recall that a perfect spline of degree \(r\) is an expression of the form \[ p(t):= \sum^r_{j=1} \alpha_j t^{j-1}+ c ...
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Convergences and Projection Markov Property of Markov Processes on Ultrametric Spaces [PDF]
Publications of the Research Institute for Mathematical Sciences, 2014 Let (S,\rho) be an ultrametric space with certain conditions and S^k be the quotient space of S
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