Bounded lognormal cascades as quasi-multiaffine random processes [PDF]
A new model for simulating non-negative random processes is developed. The model is based on a bounded random multiplicative cascade with a lognormal generator with the scale parameter dependent on the number of steps in the cascade.
M. Menabde
doaj
On the creation of representative samples of random quasi-orders
Dependencies between educational test items can be represented as quasi-orders on the item set of a knowledge domain and used for an efficient adaptive assessment of knowledge.
Martin eSchrepp, Ali eÜnlü
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Hypergraphs, Quasi-randomness, and Conditions for Regularity
The study of quasi-randomness is a flourishing topic on uniform hypergraphs. F. R. K. Chung and R. L. Graham (among others) investigated thoroughly quasi-random uniform hypergraphs of density 1/2, showing a series of important equivalent statements about these structures. In this investigations the notion of deviation plays a central role.
Yoshiharu Kohayakawa +2 more
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A quasi-randomized Runge-Kutta method [PDF]
Summary: We analyze a quasi-Monte Carlo method to solve the initial-value problem for a system of differential equations \(y^{\prime}(t) = f (t,y(t))\). The function \(f\) is smooth in \(y\) and we suppose that \(f\) and \(D_y^1f\) are of bounded variation in \(t\) and that \(D_{y}^2 f\) is bounded in a neighborhood of the graph of the solution.
Ibrahim Coulibaly, Christian Lécot
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Quasi-Monte Carlo simulation of Brownian sheet with application to option pricing
Monte Carlo and quasi-Monte Carlo methods are widely used in scientific studies. As quasi-Monte Carlo simulations have advantage over ordinary Monte Carlo methods, this paper proposes a new quasi-Monte Carlo method to simulate Brownian sheet via its ...
Xinyu Song, Yazhen Wang
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Asymptotic expansions for distribution of sums quasi-lattice random variables
Althoug Chebyshev [3] and Edeworth [5] had conceived of the formal expansions for distribution of sums of independent random variables, but only in Cramer’s work [4] was laid a proper foundation of this problem.
Algimantas Bikelis +2 more
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Multilevel and quasi-Monte Carlo methods for uncertainty quantification in particle travel times through random heterogeneous porous media [PDF]
In this study, we apply four Monte Carlo simulation methods, namely, Monte Carlo, quasi-Monte Carlo, multilevel Monte Carlo and multilevel quasi-Monte Carlo to the problem of uncertainty quantification in the estimation of the average travel time during ...
D. Crevillén-García, H. Power
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Discrete time model of self-oscillations with spectral line widening
An algorithm for generating quasi-harmonic self-oscillations with a uniformly widened spectral line is presented. The algorithm is based on the equation of motion of the Thomson-type DT-oscillator, which introduced a random effect in the form of band ...
Valery V. Zaitsev +2 more
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Large Holes in Quasi-Random Graphs [PDF]
Quasi-random graphs have the property that the densities of almost all pairs of large subsets of vertices are similar, and therefore we cannot expect too large empty or complete bipartite induced subgraphs in these graphs. In this paper we answer the question what is the largest possible size of such subgraphs.
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Convergence and Stability of Modified Random SP-Iteration for A Generalized Asymptotically Quasi-Nonexpansive Mappings [PDF]
The purpose of this paper is to study the convergence and the almost sure T-stability of the modified SP-type random iterative algorithm in a separable Banach spaces.
Rashwan, Hasanen Hammad
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