Results 31 to 40 of about 48,282 (262)
Multistable processes and localizability [PDF]
, 2012 We use characteristic functions to construct alpha-multistable measures and integrals, where the measures behave locally like stable measures, but with the stability index alpha(x) varying with x.
Falconer, Kenneth John, Liu, Lining
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On the cross-variation of a class of stochastic processes
Results in Applied MathematicsThe present paper deals with the study of the cross-variation of two-dimensional stochastic process defined using the Young integral with respect to a continuous, α-self-similar Gaussian process that does not necessarily have stationary increments, with ...
Soufiane Moussaten
doaj +1 more source
مجله آب و خاک, 2017 Introduction: Time series models are generally categorized as a data-driven method or mathematically-based method. These models are known as one of the most important tools in modeling and forecasting of hydrological processes, which are used to design ...
Farshad Fathian +3 more
doaj +1 more source
Structural preferential attachment: Stochastic process for the growth of scale-free, modular, and self-similar systems [PDF]
Physical Review E, 2012 Many complex systems have been shown to share universal properties of organization, such as scale independence, modularity and self-similarity. We borrow tools from statistical physics in order to study structural preferential attachment (SPA), a recently proposed growth principle for the emergence of the aforementioned properties.
Hébert-Dufresne, Laurent +4 more
openaire +3 more sources
Extremal behavior of stochastic volatility models [PDF]
, 2005 Empirical volatility changes in time and exhibits tails, which are heavier than normal. Moreover, empirical volatility has - sometimes quite substantial - upwards jumps and clusters on high levels.
Lindner, Alexander M. +7 more
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The Lamperti representation of real-valued self-similar Markov processes [PDF]
, 2013 In this paper, we obtain a Lamperti type representation for real-valued self-similar Markov processes, killed at their hitting time of zero. Namely, we represent real-valued self-similar Markov processes as time changed multiplicative invariant processes.
L. Chaumont, V. Rivero, H. Pantí
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From mice to humans—divergent strategies for intestinal homeostasis and regeneration
FEBS Letters, EarlyView.Recent advances such as organoid genome editing, xenotransplantation, imaging, and whole‐genome sequencing have enabled direct studies of human intestinal stem cells (ISCs). These studies reveal species‐specific features, including slower ISC proliferation, distinct injury responses, slower somatic mutation accumulation in humans, and an inverse ...
Keiko Ishikawa +2 more
wiley +1 more source
Mutant NPM1 in Acute Myeloid Leukemia Initiation and Maintenance
Aging and Cancer, EarlyView.NPM1 mutations drive acute myeloid leukemia by acting as neomorphic transcriptional regulators that cooperate with Menin–MLL and XPO1 to sustain HOX/MEIS1 expression and block differentiation. Targeting these mutant‐specific transcriptional dependencies provides a rational therapeutic strategy for NPM1‐mutated AML.
Yanan Jiang +3 more
wiley +1 more source
A study of self-similar traffic generation for ATM networks [PDF]
, 1997 This thesis discusses the efficient and accurate generation of self-similar traffic for ATM networks. ATM networks have been developed to carry multiple service categories.
Chen, Hung-Ming, Chen, H.
core
Self-similar Gaussian Markov processes [PDF]
We characterize all multi-dimensional real self-similar Gaussian Markov processes. Three types of covariance matrix functions occur: white-noise type functions, covariances that can be expressed by continuous matrix semigroups, and covariances based on ...
Gerhold, Stefan; orcid:, Bauer, Benedict
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