Results 51 to 60 of about 4,490,241 (206)

Measures of dependence for Ornstein-Uhlenbeck processes with tempered stable distribution [PDF]

In this paper we investigate the dependence structure for Ornstein-Uhlenbeck processes with totally skewed tempered stable structure. They are natural extension of Ornstein-Uhlenbeck processes with stable (and Gaussian) distribution.
Wylomanska-, Agnieszka
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Comrade Black Distribution [February 1998 catalogue]

, 1998
The catalog of a D.I.Y. retail distributor of political and small press books and pamphlets. Started in 1996, CB Distribution is an effort to counter the homogeneity of political and artistic thought that dominates the mainstream media.
Comrade Black Distribution
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On multivariate extensions of the Mixed Tempered Stable distribution

, 2016
We consider a generalization of Normal Variance Mean Mixtures and name it multivariate Mixed Tempered Stable distribution. Properties of this distribution and its capacity in capturing fat tails are discussed supported by simulation analysis.
E. Rroji, Rroji, E, Hubalek, F, Mercuri, L, A. Hitaj, L. Mercuri, Hubalek F., Mercuri L., Hitaj, A, Hitaj A., Rroji E., F. Hubalek   +11 more
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Models for Heavy-tailed Asset Returns [PDF]

Many of the concepts in theoretical and empirical finance developed over the past decades – including the classical portfolio theory, the Black-Scholes-Merton option pricing model or the RiskMetrics variance-covariance approach to VaR – rest upon the ...
Weron, Rafal, Misiorek, Adam, Borak, Szymon   +2 more
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Carbides Evolution and Tensile Property of 4Cr5MoSiV1 Die Steel with Rare Earth Addition

Metals, 2017
Studies of 4Cr5MoSiV1 die steel suggest that under appropriate conditions, additions of rare earth (RE) can enhance tensile property. This improvement is apparently due to the more uniform distribution of carbides and the enhancement of precipitation ...
Hanghang Liu, Paixian Fu, Hongwei Liu, Chen Sun, Jinzhu Gao, Dianzhong Li   +5 more
doaj   +1 more source

Heavy-tailed distributions in VaR calculations [PDF]

The essence of the Value-at-Risk (VaR) and Expected Shortfall (ES) computations is estimation of low quantiles in the portfolio return distributions.
Rafal Weron, Adam Misiorek
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Relativistic Schrödinger equation and probability currents for free particles

Pracì Mìžnarodnogo Geometričnogo Centru
In this work, we start from the problem of quantizing the relativistic Hamiltonian of a free massive particle (rest mass different from 0), a problem exceptionally difficult in the standard approaches to quantum mechanics.
David Carfì
doaj   +1 more source

A Tempered Fractional Kinetic Transport Theory for Energetic Particle Interaction with Quasi-two-dimensional Turbulence in the Large-scale Solar Wind

The Astrophysical Journal
Observational evidence is accumulating that turbulence in the solar wind is intermittent (non-Gaussian) because of the strong presence of a quasi-two-dimensional (quasi-2D), low-frequency turbulence component containing nonpropagating, closed, small ...
J. A. le Roux
doaj   +1 more source

On the local Langlands correspondence for non-tempered representations

, 2014
Let G be a reductive p-adic group. We study how a local Langlands correspondence for irreducible tempered G-representations can be extended to a local Langlands correspondence for all irreducible smooth representations of G.
Aubert, Anne-Marie, Solleveld, Maarten, Baum, Paul, Plymen, Roger   +3 more
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Tempered operator stable distributions

, 2014
Tempered operator stabile Verteilungen sind operator stabile Verteilungen ohne Gaußanteil, deren Levy-Maß so modifiziert wird, dass die Wahrscheinlichkeit der hohen Sprünge kleiner wird.
Bouk Ali, Anissa
core   +1 more source