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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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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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Regularized Zero-Variance Control Variates
Bayesian Analysis, 2023 Zero-variance control variates (ZV-CV) are a post-processing method to reduce the variance of Monte Carlo estimators of expectations using the derivatives of the log target. Once the derivatives are available, the only additional computational effort lies in solving a linear regression problem.
South, LF +3 more
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General inverse problems for regular variation [PDF]
, 2013 Regular variation of distributional tails is known to be preserved by various linear transformations of some random structures. An inverse problem for regular variation aims at understanding whether the regular variation of a transformed random object is
Damek, Ewa +3 more
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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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Second order corrections for the limits of normalized ruin times in the presence of heavy tails
Stochastic Systems, 2014 In this paper we consider a compound Poisson risk model with regularly varying claim sizes. For this model in [4] an asymptotic formula for the finite time ruin probability is provided when the time is scaled by the mean excess function. In this paper
Dominik Kortschak, Søren Asmussen
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Limit laws for random vectors with an extreme component [PDF]
, 2007 Models based on assumptions of multivariate regular variation and hidden regular variation provide ways to describe a broad range of extremal dependence structures when marginal distributions are heavy tailed.
Heffernan, Janet E., Resnick, Sidney I.
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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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Sentiment analysis of consumer reviews – a comparison of organic and regular food products usage [PDF]
Rajagiri Management Journal, 2020 Purpose – This study aims to compare online review characteristics, review length and review sentiment score between “organic” and “regular” food products.
B. Rajeswari +3 more
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