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An Analysis of Implied Volatility, Sensitivity, and Calibration of the Kennedy Model
MathematicsThe Kennedy model provides a flexible and mathematically consistent framework for modeling the term structure of interest rates, leveraging Gaussian random fields to capture the dynamics of forward rates.
Dalma Tóth-Lakits +2 more
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An Inequality in Probability Theory [PDF]
Proceedings of the American Mathematical Society, 1955 1. Let x and y be random variables with finite expectations. We shall say that x dominates y if e I{(x) } > E {+(y) } whenever q5 is a continuous convex function on the real line R1. (The expectations ?{+(x) } and ?{+(y) } are always well defined if + oo is admitted as a value.) Assume now that xi and x2 are independent and dominate respectively the ...
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Dynamic Topology Reconfiguration for Energy-Efficient Operation in 5G NR IAB Systems
Future InternetThe utilization of high millimeter wave (mmWave, 30–100 GHz) in 5G New Radio (NR) systems and sub-terahertz (sub-THz, 100–300 GHz) in future 6G requires dense deployments of base stations (BSs) to provide uninterrupted connectivity to the users.
Vitalii Beschastnyi +5 more
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Modern Stochastics: Theory and Applications, 2020 The paper deals with a stochastic heat equation driven by an additive fractional Brownian space-only noise. We prove that a solution to this equation is a stationary and ergodic Gaussian process. These results enable us to construct a strongly consistent
Diana Avetisian, Kostiantyn Ralchenko
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The Holling Type II Population Model Subjected to Rapid Random Attacks of Predator
Journal of Applied Mathematics, 2018 We present the analysis of a mathematical model of the dynamics of interacting predator and prey populations with the Holling type random trophic function under the assumption of random time interval passage between predator attacks on prey. We propose a
Jevgeņijs Carkovs +2 more
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Gaussian Volterra processes with power-type kernels. Part II
Modern Stochastics: Theory and Applications, 2022 In this paper the study of a three-parametric class of Gaussian Volterra processes is continued. This study was started in Part I of the present paper.
Yuliya Mishura, Sergiy Shklyar
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Future InternetThe performance of 5G/6G cellular systems operating in millimeter wave (mmWave, 30–100 GHz) and sub-terahertz (sub-THz, 100–300 GHz) bands is conventionally assessed by utilizing the static distributions of user locations.
Darya Ostrikova +5 more
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International Journal of Theoretical Physics, 2002 The existence of a joint observable of a finite family of observables (with values in a space of fuzzy sets) was proved by \textit{S. Gudder} [Demonstr. Math. 31, 235--254 (1998; Zbl 0952.60002); Found. Phys. 30, 1663--1678 (2000)]. The authors generalize this result to infinite families of observables.
Habil, Eissa D., Nasr, Taghreed Z
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FEBS Letters, EarlyView.This perspective highlights emerging insights into how the circadian transcription factor CLOCK:BMAL1 regulates chromatin architecture, cooperates with other transcription factors, and coordinates enhancer dynamics. We propose an updated framework for how circadian transcription factors operate within dynamic and multifactorial chromatin landscapes ...
Xinyu Y. Nie, Jerome S. Menet
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Convexity and robustness of the Rényi entropy
Modern Stochastics: Theory and Applications, 2021 We study convexity properties of the Rényi entropy as function of $\alpha >0$ on finite alphabets. We also describe robustness of the Rényi entropy on finite alphabets, and it turns out that the rate of respective convergence depends on initial alphabet.
Filipp Buryak, Yuliya Mishura
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