Results 21 to 30 of about 2,575,077 (286)

Gaussian Volterra processes with power-type kernels. Part I

Modern Stochastics: Theory and Applications, 2022
The stochastic process of the form \[ {X_{t}}={\int _{0}^{t}}{s^{\alpha }}\left({\int _{s}^{t}}{u^{\beta }}{(u-s)^{\gamma }}\hspace{0.1667em}du\right)\hspace{0.1667em}d{W_{s}}\] is considered, where W is a standard Wiener process, $\alpha >-\frac{1}{
Yuliya Mishura, Sergiy Shklyar
doaj   +1 more source

An Analysis of Implied Volatility, Sensitivity, and Calibration of the Kennedy Model

Mathematics
The 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, Miklós Arató, András Ványolos   +2 more
doaj   +1 more source

Renormalization Group and Probability Theory

, 2000
The renormalization group has played an important role in the physics of the second half of the twentieth century both as a conceptual and a calculational tool.
Beccaria, Benettin, Benfatto, Bleher, Bleher, Bleher, Brezin, Brydges, Brydges, Cassandro, Cassandro, Cassandro, Collet, De Angelis, Di Castro, Di Castro, Dobrushin, Fisher, G. Jona-Lasinio, Gallavotti, Gallavotti, Hegerfeldt, Ibragimov, Jona-Lasinio, Jona-Lasinio, Jona-Lasinio, Jona-Lasinio, Jona-Lasinio, Kadanoff, Khinchin, Linnik, Mitter, Mitter, Oseledec, Sinai, Sinai, Wilson, Wilson, Wilson   +38 more
core   +1 more source

Mod-Poisson convergence in probability and number theory [PDF]

, 2009
Building on earlier work introducing the notion of "mod-Gaussian" convergence of sequences of random variables, which arises naturally in Random Matrix Theory and number theory, we discuss the analogue notion of "mod-Poisson" convergence.
Arratia, Ashkan Nikeghbali, Barbour, Barbour, Breiman, Coram, Emmanuel Kowalski, Flajolet, Gonek, Granville, Granville, Hardy, Hwang, Jacod, Katz, Keating, Petrov, Rhoades, Roos, Rosen, Rényi, Tenenbaum, Whittaker   +22 more
core   +2 more sources

Dynamic Topology Reconfiguration for Energy-Efficient Operation in 5G NR IAB Systems

Future Internet
The 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, Uliana Morozova, Egor Machnev, Darya Ostrikova, Yuliya Gaidamaka, Konstantin Samouylov   +5 more
doaj   +1 more source

Stability Estimates for Finite-Dimensional Distributions of Time-Inhomogeneous Markov Chains

Mathematics, 2020
This paper is devoted to the study of the stability of finite-dimensional distribution of time-inhomogeneous, discrete-time Markov chains on a general state space.
Vitaliy Golomoziy, Yuliya Mishura
doaj   +1 more source

Compact support probability distributions in random matrix theory [PDF]

, 1998
We consider a generalization of the fixed and bounded trace ensembles introduced by Bronk and Rosenzweig up to an arbitrary polynomial potential. In the large-N limit we prove that the two are equivalent and that their eigenvalue distribution coincides ...
C.W.J. Beenakker, D. Bessis, E. Brézin, F. David, G. Akemann, G. M. Cicuta, G. Vernizzi, G.M. Cicuta, G.P. Korchemsky, H. Ueda, I. Klebanov, J. Ambjørn, J.L.F. Barbon, L. Molinari, M.L. Mehta, N. Rosenzweig, P. Di Francesco, S. Gubser, S. Sawada, S.R. Das, T. Guhr   +20 more
core   +5 more sources

A quantum theoretical explanation for probability judgment errors [PDF]

, 2011
A quantum probability model is introduced and used to explain human probability judgment errors including the conjunction, disjunction, inverse, and conditional fallacies, as well as unpacking effects and partitioning effects.
Busemeyer, J. R., Franco, R., Franco, R., Pothos, E. M., Trueblood, J. S.   +4 more
core   +1 more source

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, Jolanta Goldšteine, Kārlis Šadurskis   +2 more
doaj   +1 more source

Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation

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
doaj   +1 more source