Results 51 to 60 of about 789 (216)

Quadrature Formulas with Multiple Nodes for Fourier Coeffcients [PDF]

, 2018
Gaussian quadrature formulas with multiple nodes and their optimal extensions for computing the Fourier coe cients, in expansions of functions with respect to a given system of orthogonal polynomials, are considered.
Spalević, Miodrag
core  

Optimal quadrature for analytic functions

, 2001
Let G be a domain in the complex plane, which is symmetric with respect to the real axis and contains [−1,1]. For a measure τ on [−1,1] satisfying a regularity condition, we determine the geometric rate of the error of integration, measured uniformly on ...
Götz, M.
core   +1 more source

On Newton–Cotes Formula-Type Inequalities for Multiplicative Generalized Convex Functions via Riemann–Liouville Fractional Integrals with Applications to Quadrature Formulas and Computational Analysis

Fractal and Fractional
In this article, we develop multiplicative fractional versions of Simpson’s and Newton’s formula-type inequalities for differentiable generalized convex functions with the help of established identities.
Abdul Mateen, Serap Özcan, Zhiyue Zhang, Bandar Bin-Mohsin   +3 more
doaj   +1 more source

Specification Tests for Jump‐Diffusion Models Based on the Characteristic Function

International Statistical Review, EarlyView.
Summary Goodness‐of‐fit tests are suggested for several popular jump‐diffusion processes. The suggested test statistics utilise the marginal characteristic function of the model and its L2‐type discrepancy from an empirical counterpart. Model parameters are estimated either by minimising the aforementioned L2‐type discrepancy or by maximum likelihood ...
Gerrit Lodewicus Grobler, Denis Belomestny, Simos George Meintanis, Emanuele Taufer   +3 more
wiley   +1 more source

The discrete analogue of high-order differential operator and its application to finding coefficients of optimal quadrature formulas

Journal of Inequalities and Applications
The discrete analog of the differential operator plays a significant role in constructing interpolation, quadrature, and cubature formulas. In this work, we consider a discrete analog D m ( h β ) $D_{m}(h\beta )$ of the differential operator d 2 m d x 2 ...
K. M. Shadimetov, J. R. Davronov
doaj   +1 more source

Calculation of Coefficients of the Optimal Quadrature Formulas in ${\mathit{W}}_2^{(7,0)}$ Space

Axioms
In this paper, we construct an optimal quadrature formula in the sense of Sard by Sobolev’s method in the W2(7,0) space. We give explicit expressions for the corresponding optimal coefficients.
Ying Yang, Xuehua Li
doaj   +1 more source

Density‐Valued ARMA Models by Spline Mixtures

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley   +1 more source

On weighted Chebyshev-type quadrature formulas

, 1986
A weighted quadrature formula is of Chebyshev type if it has equal coefficients and real (but not necessarily distinct) nodes. For a given weight function we study the set T ( n , d ) T(n,d ...
Georg-Peter Ostermeyer, Klaus-Jürgen Förster   +1 more
core   +1 more source

Optimal with Respect to Accuracy Recovery of Some Classes Functions by Fourier Series

Кібернетика та комп'ютерні технології
Introduction. Function approximation (approximation or restoration) is widely used in data analysis, model building, and forecasting. The goal of function approximation is to find the function that best approximates the original function.
Olena Kolomys
doaj   +1 more source

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

Mathematical Finance, EarlyView.
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley   +1 more source