Results 11 to 20 of about 1,701,850 (325)
Extremes and Regular Variation [PDF]
, 2021 We survey the connections between extreme-value theory and regular variation, in one and higher dimensions, from the algebraic point of view of our recent work on Popa groups.
Bingham, N. H., Ostaszewski, A. J.
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REGULAR VARIATION AND SMILE ASYMPTOTICS [PDF]
Mathematical Finance, 2009 We consider risk‐neutral returns and show how their tail asymptotics translate directly to asymptotics of the implied volatility smile, thereby sharpening Roger Lee's celebrated moment formula. The theory of regular variation provides the ideal mathematical framework to formulate and prove such results.
Benaim, S., Friz, P.
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Polynomial tails of additive-type recursions [PDF]
Discrete Mathematics & Theoretical Computer Science, 2008 Polynomial bounds and tail estimates are derived for additive random recursive sequences, which typically arise as functionals of recursive structures, of random trees, or in recursive algorithms.
Eva-Maria Schopp
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Bias Reduction in Variational Regularization [PDF]
Journal of Mathematical Imaging and Vision, 2017 Accepted by ...
Eva-Maria Brinkmann +3 more
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Regularized Mixed Variational‐Like Inequalities [PDF]
Journal of Applied Mathematics, 2012 We use auxiliary principle technique coupled with iterative regularization method to suggest and analyze some new iterative methods for solving mixed variational‐like inequalities. The convergence analysis of these new iterative schemes is considered under some suitable conditions. Some special cases are also discussed.
Noor, Muhammad Aslam +3 more
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Advances in Applied Probability, 2021 AbstractRegular variation provides a convenient theoretical framework for studying large events. In the multivariate setting, the spectral measure characterizes the dependence structure of the extremes. This measure gathers information on the localization of extreme events and often has sparse support since severe events do not simultaneously occur in ...
Meyer, Nicolas, Wintenberger, Olivier
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Even Order Half-Linear Differential Equations with Regularly Varying Coefficients
Mathematics, 2020 We establish nonoscillation criterion for the even order half-linear differential equation (−1)nfn(t)Φx(n)(n)+∑l=1n(−1)n−lβn−lfn−l(t)Φx(n−l)(n−l)=0, where β0,β1,…,βn−1 are real numbers, n∈N, Φ(s)=sp−1sgns for s∈R, p∈(1,∞) and fn−l is a regularly varying (
Vojtěch Růžička
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On regular variation of entire Dirichlet series
Математичні Студії, 2023 Consider an entire (absolutely convergent in $\mathbb{C}$) Dirichlet series $F$ with the exponents $\lambda_n$, i.e., of the form $F(s)=\sum_{n=0}^\infty a_ne^{s\lambda_n}$, and, for all $\sigma\in\mathbb{R}$, put $\mu(\sigma,F)=\max\{|a_n|e^{\sigma ...
P. V. Filevych, O. B. Hrybel
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Half-linear differential equations: Regular variation, principal solutions, and asymptotic classes
Electronic Journal of Qualitative Theory of Differential Equations, 2023 We are interested in the structure of the solution space of second-order half-linear differential equations taking into account various classifications regarding asymptotics of solutions.
Pavel Řehák
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Topological regular variation: III. Regular variation
Topology and its Applications, 2010 The paper extends the topological theory of regular variation of the slowly varying case of \textit{N. H. Bingham} and \textit{A. J. Ostaszewski} [Topology Appl. 157, No. 13, 1999--2013 (2010; Zbl 1202.26004)] to the regularly varying functions between metric groups, viewed as normed groups, cf. \textit{N. H. Bingham} and \textit{A. J.
Bingham, N.H., Ostaszewski, A.J.
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