We present an approach to cumulant–moment relations and Wick polynomials based on extensive use of convolution products of linear functionals on a coalgebra. This allows, in particular, to understand the construction ...

Partition of Unity Implicits (PUI) has been recently introduced for surface reconstruction from point clouds. In this work, we propose a PUI method that employs a set of well-observed solutions in order to produce geometrically ...

Multivariate Affine term structure models have been increasingly used for pricing derivatives in fixed income markets. In these models, uncertainty of the term structure is driven by a state vector, while the short rate ...

We study the averaged product of characteristic polynomials of large random matrices in the Gaussian beta-ensemble perturbed by an external source of finite rank. We prove that at the edge of the spectrum, the limiting ...

We calculate bounds for orthant probabilities for the equicorrelated multivariate normal distribution and use these bounds to show the following: for degree k>4, the probability that a k-homogeneous polynomial in n variables ...

In the geostatistical analysis of regionalized data, the practitioner may not be interested in mapping the unsampled values of the variable that has been monitored, but in assessing the risk that these values exceed or ...