Now showing items 31-40 of 186
Hopf-algebraic deformations of products and wick polynomials
(Oxford University Press, 2020)
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 ...
Generating Invariants For Non-linear Loops By Linear Algebraic Methods
(SPRINGERNEW YORK, 2015)
Twofold adaptive partition of unity implicits
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 ...
Identificação de modelos polinomiais narx utilizando algoritmos combinados de detecção de estrutura e estimação de parâmetros com aplicações práticas
(Universidade Federal do Rio Grande do NorteBRUFRNPrograma de Pós-Graduação em Engenharia ElétricaAutomação e Sistemas; Engenharia de Computação; Telecomunicações, 2013-07-26)
Affine processes, arbitrage-Free Term structures of legendre polynomials,and option pricing
(Escola de Pós-Graduação em Economia da FGV, 2005-02-03)
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 ...
Scaling Limits of Correlations of Characteristic Polynomials for the Gaussian beta-Ensemble with External Source
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 ...
Orthant probabilities and the attainment of maxima on a vertex of a simplex
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 ...
Multigaussian kriging for point-support estimation: incorporating constraints on the sum of the kriging weights
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 ...