Results 101 to 110 of about 1,165 (155)
Robust Bernoulli Mixture Models for Credit Portfolio Risk
ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
wiley +1 more source
Modeling of the Arabian/Nubian shield's geothermal structure: a multi-parametric analysis using geophysical and geological tools. [PDF]
Haggag M +5 more
europepmc +1 more source
Roots of polynomial sequences in root‐sparse regions
Abstract Given a family (qk)k$(q_k)_k$ of polynomials, we call an open set U$U$root‐sparse if the number of zeros of qk$q_k$ is locally uniformly bounded on U$U$. We study the interplay between the individual zeros of the polynomials qk$q_k$ and those of the m$m$th derivatives qk(m)$q_k^{(m)}$ in a root‐sparse open set U$U$, as k→∞$k\rightarrow \infty$.
Christian Henriksen +2 more
wiley +1 more source
<i>P</i>-adic <i>L</i>-functions for GL ( 3 ). [PDF]
Loeffler D, Williams C.
europepmc +1 more source
An elegant model of the geodesic flow on the modular surface
Abstract Caroline Series' [The modular surface and continued fractions, J. Lond. Math. Soc. (2), 31, no. 1, (1985), 69–80] gives a clear framework linking, in a deceptively simple way, the dynamics of the geodesic flow on the modular surface with the dynamics of the regular continued fraction, through a well‐chosen symbolic coding.
Pierre Arnoux, Thomas A. Schmidt
wiley +1 more source
On exotic matrix exponential sums and Bessel–Speh functions
Abstract In a previous work with Carmon, we defined Bessel–Speh functions. These are matrix coefficients of irreducible Speh representations of GLkc(F)$\mathrm{GL}_{kc}(\mathbb {F})$, where F$\mathbb {F}$ is a finite field. They arise from (k,c)$(k,c)$ models, which are models that generalize the Whittaker model to Speh representations attached to ...
Elad Zelingher
wiley +1 more source
Implicit Solvent Models and Their Applications in Biophysics. [PDF]
Severoglu YB +5 more
europepmc +1 more source
ABSTRACT Limit analysis and yield design provide a well‐defined mathematical framework for upscaling the strength properties of heterogeneous materials. These techniques can be incorporated into an FFT‐based computational micromechanics framework to evaluate the strength of heterogeneous materials, based on images of their microstructure.
Elodie Donval, Matti Schneider
wiley +1 more source
Optimizing the localization precision in coherent scattering microscopy using structured light. [PDF]
Hohenester U +4 more
europepmc +1 more source

