Results 31 to 40 of about 124 (118)
Quantum stochastic calculus with maximal operator domains. [PDF]
, 2004 Quantum stochastic calculus is extended in a new formulation in which its stochastic integrals achieve their natural and maximal domains. Operator adaptedness, conditional expectations and stochastic integrals are all defined simply in terms of the ...
Lindsay, J. Martin, Attal, Stéphane
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Dynamically Consistent Analysis of Realized Covariations in Term Structure Models
Mathematical Finance, Volume 36, Issue 1, Page 203-236, January 2026.ABSTRACT In this article, we show how to analyze the covariation of bond prices nonparametrically and robustly, staying consistent with a general no‐arbitrage setting. This is, in particular, motivated by the problem of identifying the number of statistically relevant factors in the bond market under minimal conditions.
Dennis Schroers
wiley +1 more source
Elementary evolutions in Banach algebra [PDF]
, 2013 An elementary class of evolutions in unital Banach algebras is obtained by integrating product functions over Guichardet's symmetric measure space on the half-line.
Lindsay, J. Martin, Das, Bata Krishna
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Average‐Case Matrix Discrepancy: Satisfiability Bounds
Random Structures &Algorithms, Volume 67, Issue 3, October 2025.ABSTRACT Given a sequence of d×d$$ d\times d $$ symmetric matrices {Wi}i=1n$$ {\left\{{\mathbf{W}}_i\right\}}_{i=1}^n $$, and a margin Δ>0$$ \Delta >0 $$, we investigate whether it is possible to find signs (ε1,…,εn)∈{±1}n$$ \left({\varepsilon}_1,\dots, {\varepsilon}_n\right)\in {\left\{\pm 1\right\}}^n $$ such that the operator norm of the signed sum ...
Antoine Maillard
wiley +1 more source
How to get Central Limit Theorems for global errors of estimates [PDF]
, 1999 summary:The asymptotic behavior of global errors of functional estimates plays a key role in hypothesis testing and confidence interval building. Whereas for pointwise errors asymptotic normality often easily follows from standard Central Limit Theorems,
Berlinet, Alain +2 more
core +1 more source
Linking Bipartiteness and Inversion in Algebra via Graph‐Theoretic Methods and Simulink
Complexity, Volume 2025, Issue 1, 2025.Research for decades has concentrated on graphs of algebraic structures, which integrate algebra and combinatorics in an innovative way. The goal of this study is to characterize specific aspects of bipartite and inverse graphs that are associated with specific algebraic structures, such as weak inverse property quasigroups and their isotopes ...
Mohammad Mazyad Hazzazi +6 more
wiley +1 more source
A New Image Encryption Method Using an Optimized Smart Codebook
Human Behavior and Emerging Technologies, Volume 2025, Issue 1, 2025.Information attacks have increased worldwide as more information is available in digital form. Image encryption is essential to prevent attackers from unauthorized access to confidential images. In this paper, we introduce a novel image encryption method called the smart codebook, which combines an intelligent codebook technique with the RSA (Rivest ...
Rami Sihwail +2 more
wiley +1 more source
Harnessing quantum power: Revolutionizing materials design through advanced quantum computation
Materials Genome Engineering Advances, Volume 2, Issue 4, December 2024.The robust framework for advanced materials design via the quantum machine learning is summarized in this review, emphasizing the transformative potential of quantum technologies in revolutionizing materials innovation. Abstract The design of advanced materials for applications in areas of photovoltaics, energy storage, and structural engineering has ...
Zikang Guo +4 more
wiley +1 more source
Quantum stochastic convolution cocycles II [PDF]
, 2008 Schurmann's theory of quantum Levy processes, and more generally the theory of quantum stochastic convolution cocycles, is extended to the topological context of compact quantum groups and operator space coalgebras.
Skalski, Adam G., Lindsay, J. Martin
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Estimation of polynomials in the regression model [PDF]
, 1982 summary:Let $\bold Y$ be an $n$-dimensional random vector which is $N_n(\bold {A0,K})$ distributed. A minimum variance unbiased estimator is given for $f(o)$ provided $f$ is an unbiasedly estimable functional of an unknown $k$-dimensional parameter ...
Schneider, Georg +4 more
core +1 more source