Results 91 to 100 of about 1,275,089 (180)
The Randomized American Option as a Classical Solution to the Penalized Problem
Journal of Function Spaces, 2015 We connect the exercisability randomized American option to the penalty method by showing that the randomized American option value u is the unique classical solution to the Cauchy problem corresponding to the canonical penalty problem for American ...
Guillaume Leduc
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Strong Limiting Bounds for Maximal Uniform Spacings
The Annals of Probability, 1982 Let $U_1, U_2 \cdots$ be a sequence of independent uniformly distributed random variables on (0, 1) and $M_n$ be the largest spacing induced by $U_1, \cdots, U_n$. We show that $P(M_n \geq (\log n + 2 \log_2n + \log_3n + \cdots + \log_jn)/n \text{i.o.}) = 1$, where $\log_j$ is the $j$ times iterated logarithm, and $j \geq 4$. If $1 = N_1 < N_2 < \cdots
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Defining the Consistent Velocity of Omnidirectional Mobile Platforms
MachinesThe maximum linear (or translational) velocity achievable by an omnidirectional platform is not uniform as it depends on the angular orientation of the motion.
Elena Rubies, Jordi Palacín
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Weiss–Weinstein Bound of Frequency Estimation Error for Very Weak GNSS Signals
NavigationTightness remains the primary goal in all modern estimation bounds. For very weak signals, tightness is enabled by appropriately selecting the prior probability distribution and bound family.
Xin Zhang +4 more
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On an improved computational solution for the 3D HCIR PDE in finance
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2019 The aim of this work is to tackle the three–dimensional (3D) Heston– Cox–Ingersoll–Ross (HCIR) time–dependent partial differential equation (PDE) computationally by employing a non–uniform discretization and gathering the finite difference (FD) weighting
Soleymani Fazlollah +2 more
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Sharp indistinguishability bounds from non-uniform approximations
, 2021 We study the problem of distinguishing between two symmetric probability distributions over $n$ bits by observing $k$ bits of a sample, subject to the constraint that all $k-1$-wise marginal distributions of the two distributions are identical to each other. Previous works of Bogdanov et al.
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Ionization and temperature measurements in warm dense copper using x-ray absorption spectroscopy
Physical Review ResearchWe detail experimental results inferring ionization and temperature for warm dense copper plasmas at several times solid density (15–25 g/cm^{3}) and temperatures of 10–21 eV.
T. Cordova +14 more
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Uniform character bounds for finite classical groups
Annals of MathematicsTo appear in Annals of ...
Larsen, Michael, Tiep, Pham Huu
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Array Design for Angle of Arrival Estimation Using the Worst-Case Two-Target Cramér-Rao Bound
IEEE Open Journal of Signal ProcessingSparse array design is used to help reduce computational, hardware, and power requirements compared to uniform arrays while maintaining acceptable performance. Although minimizing the Cramér-Rao bound has been adopted previously for sparse sensing,
Costas A. Kokke +3 more
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Improved Uniform Test Error Bounds
, 1997 We derive distribution-free uniform test error bounds that improve on VC-type bounds for validation. We show how to use knowledge of test inputs to improve the bounds. The bounds are sharp, but they require intense computation. We introduce a method to trade sharpness for speed of computation. Also, we compute the bounds for several test cases.
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