Results 91 to 100 of about 115,454 (246)
Ibis, EarlyView.Hatching failure represents a significant and growing barrier to reproductive success in threatened birds and yet is often poorly understood. Populations of the Eurasian Curlew Numenius arquata in the United Kingdom and Republic of Ireland have experienced significant declines over recent decades, and low breeding productivity is a major barrier to ...
Jamie Edward Thompson, Nicola Hemmings
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
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
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Journal of Inequalities and ApplicationsIn this paper, an integral identity is developed using the framework of multiplicative tempered Riemann-Liouville fractional integrals. By utilizing the identity several Newton-type inequalities are established for twice *differentiable multiplicatively ...
Muhammad Samraiz +3 more
doaj +1 more source
Positive trigonometric quadrature formulas and quadrature on the unit circle [PDF]
Mathematics of Computation, 2011 We give several descriptions of positive quadrature formulas which are exact for trigonometric-, respectively, Laurent polynomials of degree less or equal to n
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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
Inequalities for Beta and Gamma functions via some classical and new integral inequalities
Journal of Inequalities and Applications, 2000 In this survey paper we present the natural applications of certain integral inequalities such as Chebychev's inequality for synchronous and asynchronous mappings, Hölder's inequality and Grüss' and Ostrowski's inequalities for the celebrated ...
Agarwal RP, Dragomir SS, Barnett NS
doaj
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
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Numerical quadrature methods for singular and nearly singular integrals [PDF]
, 2001 This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.This thesis is concerned with the development, design, and analysis of simple and efficient numerical quadrature methods for integrals on finite intervals ...
Chunrungsikul, Sumlearng
core +4 more sources
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