Results 11 to 20 of about 1,719,198 (279)
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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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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Bias Reduction in Variational Regularization [PDF]
Journal of Mathematical Imaging and Vision, 2017 Accepted by ...
Eva-Maria Brinkmann +3 more
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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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Large noise in variational regularization [PDF]
Transactions of Mathematics and Its Applications, 2018 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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Regular variation of GARCH processes [PDF]
Stochastic Processes and their Applications, 2002 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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Tail measures and regular variation
Electronic Journal of Probability, 2022 37 pages ...
Bladt, Martin +2 more
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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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Proceedings of the American Mathematical Society, 1981 A function U : R + → R + U:{R^ + } \to {R^ + } is said to be Π \Pi -regularly varying with exponent α \alpha if U ( x )
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Bayesian variational regularization on the ball
CoRR, 2021 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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