搜索结果: 1-11 共查到“理论统计学 constant”相关记录11条 . 查询时间(0.125 秒)
Matter-wave solitons with a periodic, piecewise-constant scattering length
Scattering collision uneven condensate spatial modulation nonlinear schrodinger equation
2014/12/25
Motivated by recent proposals of “collisionally inhomogeneous” Bose-Einstein condensates (BECs), which have a spatially modulated scattering length, we study the existence and stability properties of ...
Exact Bayesian Regression of Piecewise Constant Functions
Bayesian regression exact polynomial algorithm non-parametric inference piecewise constant function dynamic programming
2009/9/22
We derive an exact and efficient Bayesian regression algorithm for piece-
wise constant functions of unknown segment number, boundary locations, and lev-
els. The derivation works for any noise and ...
The infinite divisibility and orthogonal polynomials with a constant recursion formula in free probability theory
The infinite divisibility orthogonal polynomials a constant recursion formula
2009/9/21
We calculate Voicdescu's R-transform of the compactly
supported probability measure on R induced from the orthogonal
polynomials with a constant recursion formula, and investigate its
infinite divi...
Princing European options on instruments with a constant dividend yield:The randomized discrete-time approach
Option pricing dividends randomization alternative models
2009/9/21
Due to the well-known fact that market returns are not
normally distributed, we use generalized hyperbolic distributions for
pricing options in a randomized discrete-time setup. The obtained
formul...
Some Properties of Schur-Constant Survival Models and their Copulas
Properties Schur-Constant Survival Models Copulas
2009/9/17
Some Properties of Schur-Constant Survival Models and their Copulas。
Portfolio Optimization with Non-Constant Volatility and Partial Information
Portfolio Optimization Non-Constant Volatility Partial Information
2009/9/17
Portfolio Optimization with Non-Constant Volatility and Partial Information。
On the Non-Convexity of the Time Constant in First-Passage Percolation
First-passage percolation timeconstant convexity
2009/5/11
We give a counterexample to a conjecture of Hammersley and Welsh (1965) about the convexity of the time constant in first-passage percolation, as a functional on the space of distribution functions. T...
Linear stochastic differential-algebraic equations with constant coefficients
Stochastic differential-algebraic equations Random distributions
2009/4/23
We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a gene...
The time constant and critical probabilities in percolation models
Percolation time constant critical probabilities Delaunay triangulations
2009/4/22
We consider a first-passage percolation (FPP) model on a Delaunay triangulation D of the plane. In this model each edge e of D is independently equipped with a nonnegative random variable, with distri...
The time constant and critical probabilities in percolation models
time constant critical probabilities percolation models
2009/4/2
We consider a first-passage percolation (FPP) model on a Delaunay triangulation D of the plane. In this model each edge e of D is independently equipped with a nonnegative random variable, with distri...
Fractional constant elasticity of variance model
fractional Black-Scholes model fractional Brownian motion fractionalconstant elasticity of volatility model fractional Ito’s lemma
2010/4/27
This paper develops a European option pricing formula for fractional
market models. Although there exist option pricing results for a fractional
Black-Scholes model, they are established without acc...