Results 21 to 30 of about 150 (91)
On moments of the derivative of CUE characteristic polynomials and the Riemann zeta function
Abstract We study the derivative of the characteristic polynomial of N×N$N \times N$ Haar‐distributed unitary matrices. We obtain new explicit formulae for complex‐valued moments when the spectral variable is inside the unit disc, in the limit N→∞$N \rightarrow \infty$.
Nicholas Simm, Fei Wei
wiley +1 more source
Dynamic Incentives in Incompletely Specified Environments
Consider a repeated interaction where it is unknown which of various stage games will be played each period. This framework separates the basic logic of intertemporal incentives from the requirement that any given strategy profile yields a well‐defined payoff vector.
Gabriel Carroll
wiley +1 more source
On the Modeling of Irreversibility by Relaxator Liouville Dynamics
A general approach to modeling irreversibility starting from microscopic reversibility is presented. A relaxator that breaks reversibility condenses in the Liouville operator of the relevant degrees of freedom. The irreversible relaxator Liouville equation contains memory effects and initial correlations of all degrees of freedom. Stationary states are
János Hajdu, Martin Janßen
wiley +1 more source
Zero‐free regions for the independence polynomial on restricted graph classes
Abstract Generalising the Heilmann–Lieb theorem from statistical physics, Chudnovsky and Seymour [J. Combin. Theory Ser. B, 97 (2007), no. 3, 350–357] showed that the univariate independence polynomial of any claw‐free graph has all of its zeros on the negative real line. In this paper, we show that for any fixed subdivided claw H$H$ and any Δ$\Delta$,
Mark Jerrum, Viresh Patel
wiley +1 more source
Noncausal AR‐ARCH Model and Its Applications to Financial Time Series
ABSTRACT We extend the noncausal autoregressive models by introducing noncausality into the variance component, allowing the volatility to depend on future prices as well. We refer to this model as the noncausal AR‐ARCH model, and it enables us to account for shocks arising from market agents who possess more information and engage in forward‐looking ...
Yaosong Zhan +3 more
wiley +1 more source
ABSTRACT Classical Kalman filtering is computationally prohibitive in high‐dimensional settings because memory scales as O(n2)$\mathcal {O}(n^2)$ and covariance propagation as O(n3)$\mathcal {O}(n^3)$. For a thermal system with n=1000$n=1000$ states, a single covariance matrix already exceeds 8 MB, ruling out deployment on embedded hardware. This paper
Jaafar Almutawa
wiley +1 more source
On Efficient Iterative Algorithms and Conditioning for the Nonlinear Sylvester Equation
Nonlinear Sylvester‐type matrix equations arise in applications such as control theory, observer design, model reduction, and data‐driven systems, where they model higher order interactions in matrix transformations. Unlike the classical Sylvester equation, the presence of nonlinear terms introduces additional analytical challenges and increased ...
Constantino Mahinya +2 more
wiley +1 more source
Progressive Type‐II right censoring in discrete lifetime models frequently experiences ties, complicating the straightforward application of tie‐free likelihood functions, defined earlier in the literature. In many practical settings, failure times are observed on a discrete scale, such as cycle counts, shock counts, inspection intervals, or days until
Hanan Haj Ahmad +2 more
wiley +1 more source
This study establishes a novel algebraic connection between Horadam numbers and the split quaternion algebra. To this end, two fundamental constructs are introduced: the Fibonacci Sq,r‐split quaternions and the Horadam sq,r‐split quaternions, which generalize Horadam numbers within the framework of split quaternions.
İskender Öztürk +2 more
wiley +1 more source
Mathematical properties of optimal fluxes in cellular reaction networks at balanced growth. [PDF]
Dourado H +3 more
europepmc +1 more source

