Results 81 to 90 of about 2,345,508 (316)
The impact of heavy tails and comovements in downside-risk diversification [PDF]
This paper uncovers the factors influencing optimal asset allocation for downside-risk averse investors. These are comovements between assets, the product of marginal tail probabilities, and the tail index of the optimal portfolio.
Jesus Gonzalo, Jose Olmo
core
BOUNDING TAIL PROBABILITIES IN DYNAMIC ECONOMIC MODELS [PDF]
Macroeconomic Dynamics, 2011 This paper provides conditions for bounding tail probabilities in stochastic economic models in terms of their transition laws and shock distributions. Particular attention is given to conditions under which the tails of stationary equilibria have exponential decay. By way of illustration, the technique is applied to a threshold autoregression model of
openaire +2 more sources
Nanothermometry in Living Cells: Physical Limits, Conceptual and Material Challenges
Advanced Functional Materials, EarlyView.Heat and temperature are fundamental to life. When nanothermometers began probing regions as small as a living cell, they triggered controversial claims of large intracellular temperature gradients. We review physical constraints energy‐conservation, entropy production, thermodynamic fluctuations, and molecular dynamics.
Taras Plakhotnik
wiley +1 more source
Exponential Tail Estimates for Lacunary Trigonometric Series
AxiomsWe establish precise exponential tail estimates for lacunary trigonometric sums of the form fN(x)=∑k=1Nckcos(2πnkx), under the Hadamard gap condition.
Maria Rosaria Formica +2 more
doaj +1 more source
Parallel 3D Bioprinting on SLIPS‐Microarrays
Advanced Functional Materials, EarlyView.This work introduces the first truly parallel 3D bioprinting method, enabling both the simultaneous fabrication of hundreds of cell laden hydrogel 3D structures and their HTS in individual liquid compartments. By integrating Digital Light Processing (DLP) stereolithography with functional micropatterns, the platform decouples printing time from array ...
Julius von Padberg +3 more
wiley +1 more source
Precise Rates in the Law of the Logarithm in the Hilbert Space [PDF]
Complete Convergence, Tail Probabilities of Sums of i.i.d Random Variables, the Law of the Logarithm, Strong ...
Wei Huang
core
Probability tails of Gaussian extrema
Stochastic Processes and their Applications, 1991 A linear map L from the Hilbert space H into the real Gaussian variables with E Lx\(=0\), E LxLy\(=(x,y)\) is called isonormal Gaussian process. Inequalities on the tail of the distribution \(P\{\sup_{x\in {\mathcal C}}Lx>\lambda \}\) (where \({\mathcal C}\) is a suitable subset of H) are given.
openaire +1 more source
Advanced Functional Materials, EarlyView.A swelling‐programmed micropatterned hydrogel guides adherent cells through a controlled transition from cell–matrix anchoring to cadherin‐mediated cell–cell compaction, enabling rapid assembly of high‐viability spheroids with defined size and morphology.
Han Gyeol Nam +8 more
wiley +1 more source
Copula-based measures of asymmetry between the lower and upper tail probabilities. [PDF]
Stat Pap (Berl), 2022 Kato S, Yoshiba T, Eguchi S.
europepmc +1 more source