Results 81 to 90 of about 601,821 (236)
Transmission of 344 Gb/s 16-QAM Using a Simplified Coherent Receiver Based on Single-Ended Detection
IEEE Photonics Journal, 2016 We demonstrate a single-wavelength, 344-Gb/s, 43-Gb 16-quadrature amplitude modulation (QAM) polarization division multiplexed signal transmission over 800 km operating below the hard-decision forward error correction (FEC) BER threshold of $3.8\times ...
Thang M. Hoang +9 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 +3 more
wiley +1 more source
On the estimate of the error of quadrature formulae [PDF]
, 1966 summary:An explicit expression for the exact estimate of the error $E(f)=\int^1_0 f(x)dx-\sum^m_{k=1} c_kf(x_k)$ of an arbitrary quadrature formula is given in terms of the coefficients $c_k$ and the nodes $x_k$
Zlámal, Miloš
core +1 more source
Zhejiang Daxue xuebao. Lixue banIn this paper, we establish the Simpson quadrature formula for continuous periodic functions and investigate its quadrature accuracy for trigonometric polynomials, that is, when the quadrature formula holds exactly.
王丹丹(WANG Dandan), 赵易(ZHAO Yi)
doaj +1 more source
Journal of King Saud University: Engineering Sciences, 2005 . This paper presents a systematic procedure in which the variation in induced stresses in soil layers is effectively dealt with using only two sublayers. A customized two -point Gauss quadrature formula was derived to evaluate induced stresses such that
Mosleh A. Al-Shamrani
doaj +1 more source
The Evolution of Interest‐Rate Models: From the Yield Curve to the Swaption Cube
Journal of Economic Surveys, EarlyView.ABSTRACT Interest‐rate modelling is often taught as a catalogue of competing stochastic equations, obscuring why models were created and why modern sell‐side desks use several simultaneously. This survey reorganises the field around five layers of a pricing architecture: curve construction; arbitrage‐free dynamics; volatility‐smile representation ...
Xuan Feng +2 more
wiley +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
Quadrature formulas for monotone functions [PDF]
Proceedings of the American Mathematical Society, 1992 We prove that adaptive quadrature formulas for the class of monotone functions are much better than nonadaptive ones if the average error is considered. Up to now it was only known that adaptive methods are not better in the worst case (for this and many other classes of functions) or in various average case settings.
openaire +2 more sources
A quadrature formula involving zeros of Bessel functions
, 1993 An exact quadrature formula for entire functions of exponential type is obtained. The nodes of the formula are zeros of the Bessel function of the first kind of order α \alpha .
Patrick Olivier, Clément Frappier
core +1 more source
Weighted Optimal Formulas for Approximate Integration
MathematicsSolutions to problems arising from much scientific and applied research conducted at the world level lead to integral and differential equations. They are approximately solved, mainly using quadrature, cubature, and difference formulas. Therefore, in the
Kholmat Shadimetov, Ikrom Jalolov
doaj +1 more source