Results 21 to 30 of about 952,579 (232)
Axioms, 2023 We consider five types of entropies for Gaussian distribution: Shannon, Rényi, generalized Rényi, Tsallis and Sharma–Mittal entropy, establishing their interrelations and their properties as the functions of parameters.
Anatoliy Malyarenko +3 more
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Evolutionary Sequential Monte Carlo Samplers for Change-Point Models
Econometrics, 2016 Sequential Monte Carlo (SMC) methods are widely used for non-linear filtering purposes. However, the SMC scope encompasses wider applications such as estimating static model parameters so much that it is becoming a serious alternative to Markov-Chain ...
Arnaud Dufays
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Mathematics, 2022 The component GARCH model (CGARCH) was among the first attempts to split the conditional variance into a permanent and transitory component. With the application to economic and finance data, it helps investigate the long- and short-run movements of ...
Tong Liu, Yanlin Shi
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On the support of tempered distributions [PDF]
Archiv der Mathematik, 2007 We show that, given a tempered distribution S whose Fourier transform is a function of polynomial growth, a point x in \({\mathbb{R}^{n}}\) is outside the support of S if and only if the Fourier integral of S is summable in Bochner-Riesz means to zero uniformly on a neighbourhood of x.
González Vieli, F. J., Graham, Colin C.
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Stability of Quartic Functional Equations in the Spaces of Generalized Functions
Advances in Difference Equations, 2009 We consider the general solution of quartic functional equations and prove the Hyers-Ulam-Rassias stability. Moreover, using the pullbacks and the heat kernels we reformulate and prove the stability results of quartic functional equations in the spaces ...
Chung Soon-Yeong, Lee Young-Su
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N-harmonic extensions of weighted integrable distributions
Journal of Function Spaces and Applications, 2006 We obtain n-harmonic extensions to the Cartesian product of ncopies of the upper half-plane, of distributions in the weighted space w12?wn2DL1', which is known to be the optimal space of tempered distributions that are S'-convolvable with a natural
Josefina Alvarez +2 more
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Fractal and Fractional, 2019 New aspects of electron transport in quantum wires with Lévy-type disorder are described. We study the weak scattering and the incoherent sequential tunneling in one-dimensional quantum systems characterized by a tempered Lévy stable ...
Renat T. Sibatov, HongGuang Sun
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On the Duality of Regular and Local Functions
Mathematics, 2017 In this paper, we relate Poisson’s summation formula to Heisenberg’s uncertainty principle. They both express Fourier dualities within the space of tempered distributions and these dualities are also inverse of each other.
Jens V. Fischer
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A Markov Chain Approximation for American Option Pricing in Tempered Stable-GARCH Models
Frontiers in Applied Mathematics and Statistics, 2016 This paper considers the American option pricing problem under the stochastic volatility models. In particular, we introduce the GARCH model with two heavy-tailed distributions: classical tempered stable (CTS) and normal tempered stable (NTS ...
Xiang eShi +2 more
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EXPONENTIAL GENERALIZED DISTRIBUTIONS [PDF]
, 2010 In this paper we generalize the Fourier transform from the space of tempered distributions to a bigger space called exponential generalized distributions.
Gordon, M., Loura, L.
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