Results 11 to 20 of about 19,400,250 (311)
Scaling-invariant Functions versus Positively Homogeneous Functions [PDF]
Scaling-invariant functions preserve the order of points when the points are scaled by the same positive scalar (with respect to a unique reference point). Composites of strictly monotonic functions with positively homogeneous functions are scaling-invariant with respect to zero.
Touré, Cheikh +3 more
openaire +5 more sources
The W, Z scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems [PDF]
In the last years there appeared a great variety of identities for first passage problems of spectrally negative Lévy processes, which can all be expressed in terms of two “q-harmonic functions” (or scale functions) W and Z.
F. Avram, D. Grahovac, Ceren Vardar-Acar
semanticscholar +1 more source
Studying Large Language Model Generalization with Influence Functions [PDF]
When trying to gain better visibility into a machine learning model in order to understand and mitigate the associated risks, a potentially valuable source of evidence is: which training examples most contribute to a given behavior?
R. Grosse +16 more
semanticscholar +1 more source
Scaled Density Functional Theory Correlation Functionals [PDF]
We show that a simple one-parameter scaling of the dynamical correlation energy estimated by the density functional theory (DFT) correlation functionals helps increase the overall accuracy for several local and nonlocal functionals. The approach taken here has been described as the "scaled dynamical correlation" (SDC) method [Ramachandran, J.
Mohammed M, Ghouri +2 more
openaire +2 more sources
Scale-Free Brain Functional Networks [PDF]
4 pages, 5 figures, 2 ...
Eguíluz, Víctor M. +4 more
openaire +4 more sources
Generalized scale functions of standard processes with no positive jumps [PDF]
As a generalization of scale functions of spectrally negative L\'evy processes, we define scale functions of general standard processes with no positive jumps. For this purpose, we utilize excursion measures.
Kei Noba
semanticscholar +1 more source
Markov chain approximations to scale functions of Lévy processes [PDF]
We introduce a general algorithm for the computation of the scale functions of a spectrally negative Levy process X, based on a natural weak approximation of X via upwards skip-free continuous-time Markov chains with stationary independent increments ...
Aleksandar Mijatovi'c +2 more
semanticscholar +1 more source
We consider real-valued functions ƒ(x) which are defined for all sufficiently large real numbers x. In discussing the behaviour of such functions as x → + ∞, it is useful to compare ƒ with the functions of some “comparison scale”. The early work in this field was due to Du Bois-Reymond (see, for example, (2), (3)).
Erdős, Pál +2 more
openaire +2 more sources
The Theory of Scale Functions for Spectrally Negative Lévy Processes [PDF]
The purpose of this review article is to give an up to date account of the theory and applications of scale functions for spectrally negative Levy processes.
A. Kuznetsov, A. Kyprianou, V. Rivero
semanticscholar +1 more source
Optimal Bail-Out Dividend Problem with Transaction Cost and Capital Injection Constraint
We consider the optimal bail-out dividend problem with fixed transaction cost for a Lévy risk model with a constraint on the expected present value of injected capital.
Mauricio Junca +2 more
doaj +1 more source

