Results 141 to 150 of about 3,056 (285)

Co-rotational 3D shell element using quaternion algebra to account for large rotations: Static and dynamic applications

Forces in Mechanics
This paper presents a new co-rotational shell element based on quaternion algebra as a means of parameterizing large rotations. The co-rotational framework is suitable for beam or shell elements and has been extensively studied in the literature.
Stéphane Grange, David Bertrand
doaj   +1 more source

Commutators on generalized block‐triangular algebras

Mathematika
Abstract The characterization of commutators in associative algebras is a classical problem in ring theory. In this paper, we address this problem for the natural class of generalized block‐triangular algebras. To this end, we introduce a new invariant: the multitrace of an ...
Pedro Souza Fagundes, Thiago Castilho de Mello   +1 more
openaire   +2 more sources

The Role of Dice in the Emergence of the Probability Calculus

International Statistical Review, EarlyView.
Summary The early development of the probability calculus was clearly influenced by the roll of dice. However, while dice have been cast since time immemorial, documented calculations on the frequency of various dice throws date back only to the mid‐13th century.
David R. Bellhouse, Christian Genest
wiley   +1 more source

A Note on Local Polynomial Regression for Time Series in Banach Spaces

Journal of Time Series Analysis, EarlyView.
ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley   +1 more source

Robust Estimation and Inference for Time‐Varying Unconditional Volatility

Journal of Time Series Analysis, EarlyView.
ABSTRACT We derive a general and robust estimator of a large class of parametric specifications of time‐varying unconditional volatility of financial returns, both univariate and multivariate, and establish the Consistency and Asymptotic Normality (CAN) of the estimator.
Adam Lee, Rickard Sandberg, Genaro Sucarrat   +2 more
wiley   +1 more source

A Triangular Deformation Of The Two Dimensional Poincaré Algebra [PDF]

, 2007
Contracting the h-deformation of SL(2; R), we construct a new deformation of two dimensional Poincar'e algebra, the algebra of functions on its group and its differential structure.
M.R. ABOLHASSANI, M. Khorrami, A. Aghamohammadi, A. Shariati   +3 more
core  

Detecting Periodicity of a General Stationary Time Series via AR(2)‐Model Fitting

Journal of Time Series Analysis, EarlyView.
ABSTRACT Estimating the periodicity of a stationary time series via fitting a second‐order stationary autoregressive (AR(2)) model has been initiated by the seminal paper of Yule (1927). We investigate properties of this procedure when applied to general stationary processes possessing a spectral density with a dominant peak at some unknown frequency ...
Jens‐Peter Kreiss, Panagiotis Maouris, Efstathios Paparoditis   +2 more
wiley   +1 more source

Differentiation of matrix functionals using triangular factorization [PDF]

, 2011
In various applications, it is necessary to differentiate a matrix functional w(A(x)), where A(x) is a matrix depending on a parameter vector x. Usually, the functional itself can be readily computed from a triangular factorization of A(x).
Anderssen, R.S., de Hoog, F.R., Lukas, M.A.   +2 more
core   +1 more source

The fundamental theorem of asset pricing with and without transaction costs

Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.
Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley   +1 more source

Reading Dürer in Late Sixteenth‐Century Padua: Matteo Macigni (ca. 1510–1582), His Library and the Annotated Institutionum geometricarum (Paris, 1535)

Renaissance Studies, EarlyView.
ABSTRACT This article contributes to the history of material culture and intellectual biography by definitively identifying the Paduan scholar Matteo Macigni (ca. 1510–1582) as the author of the annotations found in a 1535 copy of Albrecht Dürer’s Institutionum geometricarum currently preserved in Vicenza.
Laura Moretti
wiley   +1 more source