Results 11 to 20 of about 3,336,820 (288)
Beyond Regular Semigroups [PDF]
The topic of this thesis is the class of weakly U-abundant semigroups. This class is very wide, containing inverse, orthodox, regular, ample, adequate, quasi-adequate, concordant, abundant, restriction, Ehresmann and weakly abundant semigroups.
Wang, Yanhui
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On regular variation of entire Dirichlet series
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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Large noise in variational regularization [PDF]
Abstract In this paper we consider variational regularization methods for inverse problems with large noise that is in general unbounded in the image space of the forward operator. We introduce a Banach space setting that allows to define a reasonable notion of solutions for more general noise in a larger space provided that one has ...
Burger, Martin +2 more
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Bayesian variational regularization on the ball
We develop variational regularization methods which leverage sparsity-promoting priors to solve severely ill posed inverse problems defined on the 3D ball (i.e. the solid sphere). Our method solves the problem natively on the ball and thus does not suffer from discontinuities that plague alternate approaches where each spherical shell is considered ...
Matthew A. Price, Jason D. McEwen
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Half-linear differential equations: Regular variation, principal solutions, and asymptotic classes
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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Top Incomes, Heavy Tails, and Rank-Size Regressions
In economics, rank-size regressions provide popular estimators of tail exponents of heavy-tailed distributions. We discuss the properties of this approach when the tail of the distribution is regularly varying rather than strictly Pareto.
Christian Schluter
doaj +1 more source
Regular variation of GARCH processes [PDF]
We show that the finite-dimensional distributions of a GARCH process are regularly varying, i.e., the tails of these distributions are Pareto-like and hence heavy-tailed. Regular variation of the joint distributions provides insight into the moment properties of the process as well as the dependence structure between neighboring observations when both ...
Basrak, Bojan +2 more
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Multivariate Regular Variation on Cones: Application to Extreme Values, Hidden Regular Variation and Conditioned Limit Laws [PDF]
Multivariate Regular Variation on Cones: Application to Extreme Values, Hidden Regular Variation and Conditioned Limit ...
Resnick, S.
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Tail measures and regular variation
37 pages ...
Bladt, Martin +2 more
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