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Articles 31 - 60 of 79
Full-Text Articles in Analysis
Test Of Hypotheses In A Time Trend Panel Data Model With Serially Correlated Error Component Disturbances, Chihwa Kao, Badi H. Baltagi, Long Liu
Test Of Hypotheses In A Time Trend Panel Data Model With Serially Correlated Error Component Disturbances, Chihwa Kao, Badi H. Baltagi, Long Liu
Center for Policy Research
This paper studies test of hypotheses for the slope parameter in a linear time trend panel data model with serially correlated error component disturbances. We propose a test statistic that uses a bias corrected estimator of the serial correlation parameter. The proposed test statistic which is based on the corresponding fixed effects feasible generalized least squares (FE-FGLS) estimator of the slope parameter has the standard normal limiting distribution which is valid whether the remainder error is I(0) or I(1). This performs well in Monte Carlo experiments and is recommended.
Large Deviations For A Stochastic Burgers' Equation, Leila Setayeshgar
Large Deviations For A Stochastic Burgers' Equation, Leila Setayeshgar
Communications on Stochastic Analysis
No abstract provided.
Moments Analysis Of A Markov-Modulated Risk Model With Stochastic Interest Rates, Guglielmo D'Amico
Moments Analysis Of A Markov-Modulated Risk Model With Stochastic Interest Rates, Guglielmo D'Amico
Communications on Stochastic Analysis
No abstract provided.
Quasi-Invariance Of Fermion Processes With J-Hermitian Kernel, Giovanni Luca Torrisi
Quasi-Invariance Of Fermion Processes With J-Hermitian Kernel, Giovanni Luca Torrisi
Communications on Stochastic Analysis
No abstract provided.
The Gaussian Radon Transform In Classical Wiener Space, Irina Holmes, Ambar N Sengupta
The Gaussian Radon Transform In Classical Wiener Space, Irina Holmes, Ambar N Sengupta
Communications on Stochastic Analysis
No abstract provided.
Higher Order Approximations Via Stein's Method, L Coutin, L Decreusefond
Higher Order Approximations Via Stein's Method, L Coutin, L Decreusefond
Communications on Stochastic Analysis
No abstract provided.
Stability For Some Linear Stochastic Fractional Systems, Allan Fiel, Jorge A León, David Márquez-Carreras
Stability For Some Linear Stochastic Fractional Systems, Allan Fiel, Jorge A León, David Márquez-Carreras
Communications on Stochastic Analysis
No abstract provided.
Non-Detection Probability Of Diffusing Targets In The Presence Of A Moving Searcher, Pani W Fernando, Sivaguru S Sritharan
Non-Detection Probability Of Diffusing Targets In The Presence Of A Moving Searcher, Pani W Fernando, Sivaguru S Sritharan
Communications on Stochastic Analysis
No abstract provided.
Hedging In Bond Markets By The Clark-Ocone Formula, Nicolas Privault, Timothy Robin Teng
Hedging In Bond Markets By The Clark-Ocone Formula, Nicolas Privault, Timothy Robin Teng
Communications on Stochastic Analysis
No abstract provided.
Reichenbach Fuzzy Set Of Transitivity, Samina Ashraf, Muhammad A. Javed
Reichenbach Fuzzy Set Of Transitivity, Samina Ashraf, Muhammad A. Javed
Applications and Applied Mathematics: An International Journal (AAM)
Fuzzy implicators are the basic ingredients of many applications. So it becomes essential to study the various features of an implicator before implementing it in any practical application. This paper discusses the properties of transitivity of a fuzzy relation on a given universe and measure of fuzzy transitivity defined in terms of the Reichenbach fuzzy implicator which is an s-implicator.
Application Of The Extended G'/G-Expansion Method To The Improved Eckhaus Equation, Nasir Taghizadeh, Seyyedeh R. Moosavi Noori, Seyyedeh B. Moosavi Noori
Application Of The Extended G'/G-Expansion Method To The Improved Eckhaus Equation, Nasir Taghizadeh, Seyyedeh R. Moosavi Noori, Seyyedeh B. Moosavi Noori
Applications and Applied Mathematics: An International Journal (AAM)
In this paper, the extended (G'/G)-expansion method is used to seek more general exact solutions of the improved Eckhaus equation and the (2+1)-dimensional improved Eckhaus equation. As a result, hyperbolic function solutions, trigonometric function solutions and rational function solutions with free parameters are obtained. When the parameters are taken as special values the solitary wave solutions are also derived from the traveling wave solutions. Moreover, it is shown that the proposed method is direct, effective and can be used for many other nonlinear evolution equations in mathematical physics.
A New Adjustment Of Laplace Transform For Fractional Bloch Equation In Nmr Flow, Sunil Kumar, Devendra Kumar, U. S. Mahabaleshwar
A New Adjustment Of Laplace Transform For Fractional Bloch Equation In Nmr Flow, Sunil Kumar, Devendra Kumar, U. S. Mahabaleshwar
Applications and Applied Mathematics: An International Journal (AAM)
This work purpose suggest a new analytical technique called the fractional homotopy analysis transform method (FHATM) for solving time fractional Bloch NMR (nuclear magnetic resonance) flow equations, which are a set of macroscopic equations that are used for modeling nuclear magnetization as a function of time. The true beauty of this article is the coupling of the homotopy analysis method and the Laplace transform method for systems of fractional differential equations. The solutions obtained by the proposed method indicate that the approach is easy to implement and computationally very attractive.
On Some Hadamard-Type Inequalıtıes For (R,M) -Convex Functıons, M. E. Özdemir, Erhan Set, Ahmet O. Akdemir
On Some Hadamard-Type Inequalıtıes For (R,M) -Convex Functıons, M. E. Özdemir, Erhan Set, Ahmet O. Akdemir
Applications and Applied Mathematics: An International Journal (AAM)
In this paper, we define a new class of convex functions which is called (r,m) - convex functions. We also prove some Hadamard's type inequalities based on this new definition.
Reliable Study Of Nonhomogeneous Bbm Equation With Time-Dependent Coefficients By The Modified Sine-Cosine Method, Aminah Qawasmeh, Marwan Alquran
Reliable Study Of Nonhomogeneous Bbm Equation With Time-Dependent Coefficients By The Modified Sine-Cosine Method, Aminah Qawasmeh, Marwan Alquran
Applications and Applied Mathematics: An International Journal (AAM)
The modified sine-cosine method is an efficient and powerful mathematical tool in finding exact traveling wave solutions to nonlinear partial differential equations (NLPDEs) with time-dependent coefficients. In this paper, the proposed approach is applied to study a nonhomogeneous generalized form of Benjamin-Bona-Mahony (BBM) equation with time-dependent coefficients. Explicit traveling wave solutions of the equation are obtained under certain constraints on the coefficient functions.
Existence Of Solutions For Multi-Points Fractional Evolution Equations, Soumia Belarbi, Zoubir Dahmani
Existence Of Solutions For Multi-Points Fractional Evolution Equations, Soumia Belarbi, Zoubir Dahmani
Applications and Applied Mathematics: An International Journal (AAM)
In this paper we study an impulsive fractional evolution equation with nonlinear boundary conditions. Sufficient conditions for the existence and uniqueness of solutions are established. To illustrate our results, an example is presented.
Stochastic Order Relations Among Parallel Systems From Weibull Distributions, Nuria Torrado, Subhash C. Kochar
Stochastic Order Relations Among Parallel Systems From Weibull Distributions, Nuria Torrado, Subhash C. Kochar
Mathematics and Statistics Faculty Publications and Presentations
In this article, we focus on stochastic orders to compare the magnitudes of two parallel systems from Weibull distributions when one set of scale parameters majorizes the other. The new results obtained here extend some of those proved by Dykstra et al. (1997) and Joo and Mi (2010) from exponential to Weibull distributions. Also, we present some results for parallel systems from multiple-outlier Weibull models.
The Number Of Zeros Of A Polynomial In A Disk As A Consequence Of Restrictions On The Coefficients, Brett A. Shields Mr.
The Number Of Zeros Of A Polynomial In A Disk As A Consequence Of Restrictions On The Coefficients, Brett A. Shields Mr.
Electronic Theses and Dissertations
In this thesis, we put restrictions on the coefficients of polynomials and give bounds concerning the number of zeros in a specific region. Our results generalize a number of previously known theorems, as well as implying many new corollaries with hypotheses concerning monotonicity of the modulus, real, as well as real and imaginary parts of the coefficients separately. We worked with Enestr\"{o}m-Kakeya type hypotheses, yet we were only concerned with the number of zeros of the polynomial. We considered putting the same type of restrictions on the coefficients of three different types of polynomials: polynomials with a monotonicity``flip" at some …
An Alternate Proof Of The De Branges Theorem On Canonical Systems, Keshav R. Acharya
An Alternate Proof Of The De Branges Theorem On Canonical Systems, Keshav R. Acharya
Publications
The aim of this paper is to show that, in the limit circle case, the defect index of a symmetric relation induced by canonical systems, is constant on ₵. This provides an alternative proof of the De Branges theorem that the canonical systems with trH1 imply the limit point case. To this end, we discuss the spectral theory of a linear relation induced by a canonical system.
Review: The Relationships Among Multiplicities Of A J-Self-Adjoint Differential Operator's Eigenvalue, Stephan Ramon Garcia
Review: The Relationships Among Multiplicities Of A J-Self-Adjoint Differential Operator's Eigenvalue, Stephan Ramon Garcia
Pomona Faculty Publications and Research
No abstract provided.
Self-Adjoint Extension And Spectral Theory Of A Linear Relation In A Hilbert Space, Keshav R. Acharya
Self-Adjoint Extension And Spectral Theory Of A Linear Relation In A Hilbert Space, Keshav R. Acharya
Publications
The aim of this paper is to develop the conditions for a symmetric relation in a Hilbert space ℋ to have self-adjoint extensions in terms of defect indices and discuss some spectral theory of such linear relation.
The Itô Calculus And White Noise Theory: A Brief Survey Toward General Stochastic Integration, Hui-Hsiung Kuo
The Itô Calculus And White Noise Theory: A Brief Survey Toward General Stochastic Integration, Hui-Hsiung Kuo
Communications on Stochastic Analysis
No abstract provided.
Stochastic Control Of Itô-Lévy Processes With Applications To Finance, Bernt Øksendal, Agnès Sulem
Stochastic Control Of Itô-Lévy Processes With Applications To Finance, Bernt Øksendal, Agnès Sulem
Communications on Stochastic Analysis
No abstract provided.
Optimal Combined Divided And Proportional Reinsurance Policy, Eriyoti Chikodza, Julius N Esunge
Optimal Combined Divided And Proportional Reinsurance Policy, Eriyoti Chikodza, Julius N Esunge
Communications on Stochastic Analysis
No abstract provided.
Expert Opinions And Logarithmic Utility Maximization In A Market With Gaussian Drift, Abdelali Gabih, Hakam Kondakji, Jörn Sass, Ralf Wunderlich
Expert Opinions And Logarithmic Utility Maximization In A Market With Gaussian Drift, Abdelali Gabih, Hakam Kondakji, Jörn Sass, Ralf Wunderlich
Communications on Stochastic Analysis
No abstract provided.
Portfolio Optimization Under Partial Information With Expert Opinions: A Dynamic Programming Approach, Rüdiger Frey, Abdelali Gabih, Ralf Wunderlich
Portfolio Optimization Under Partial Information With Expert Opinions: A Dynamic Programming Approach, Rüdiger Frey, Abdelali Gabih, Ralf Wunderlich
Communications on Stochastic Analysis
No abstract provided.
Optimal Premium Policy Of An Insurance Firm With Delay And Stochastic Interest Rate, Charles Wilson Mahera, Olivier Menoukeu-Pamen, Moses Mwale
Optimal Premium Policy Of An Insurance Firm With Delay And Stochastic Interest Rate, Charles Wilson Mahera, Olivier Menoukeu-Pamen, Moses Mwale
Communications on Stochastic Analysis
No abstract provided.
Modelling Financial Information By Conditioning, Dennis Ikpe, Sure Mataramvura, Ronnie Becker
Modelling Financial Information By Conditioning, Dennis Ikpe, Sure Mataramvura, Ronnie Becker
Communications on Stochastic Analysis
No abstract provided.
Graph Partitioning Using Matrix Values For Preconditioning Symmetric Positive Definite Systems, Eugenr Vecharynski, Yousef Saad, Masha Sosonkina
Graph Partitioning Using Matrix Values For Preconditioning Symmetric Positive Definite Systems, Eugenr Vecharynski, Yousef Saad, Masha Sosonkina
Computational Modeling & Simulation Engineering Faculty Publications
Prior to the parallel solution of a large linear system, it is required to perform a partitioning of its equations/unknowns. Standard partitioning algorithms are designed using the considerations of the efficiency of the parallel matrix-vector multiplication, and typically disregard the information on the coefficients of the matrix. This information, however, may have a significant impact on the quality of the preconditioning procedure used within the chosen iterative scheme. In the present paper, we suggest a spectral partitioning algorithm, which takes into account the information on the matrix coefficients and constructs partitions with respect to the objective of enhancing the quality …
Infinitely Many Rotationally Symmetric Solutions To A Class Of Semilinear Laplace-Beltrami Equations On The Unit Sphere, Emily M. Fischer
Infinitely Many Rotationally Symmetric Solutions To A Class Of Semilinear Laplace-Beltrami Equations On The Unit Sphere, Emily M. Fischer
HMC Senior Theses
I show that a class of semilinear Laplace-Beltrami equations has infinitely many solutions on the unit sphere which are symmetric with respect to rotations around some axis. This equation corresponds to a singular ordinary differential equation, which we solve using energy analysis. We obtain a Pohozaev-type identity to prove that the energy is continuously increasing with the initial condition and then use phase plane analysis to prove the existence of infinitely many solutions.
Decay Estimates On Trace Norms Of Localized Functions Of Schrödinger Operators, Aaron Saxton
Decay Estimates On Trace Norms Of Localized Functions Of Schrödinger Operators, Aaron Saxton
Theses and Dissertations--Mathematics
In 1973, Combes and Thomas discovered a general technique for showing exponential decay of eigenfunctions. The technique involved proving the exponential decay of the resolvent of the Schrödinger operator localized between two distant regions. Since then, the technique has been been applied to several types of Schrödinger operators. This dissertation will show that the Combes--Thomas method works well with trace, Hilbert--Schmidt and other trace-type norms. The first result we prove shows exponential decay on trace-type norms of a resolvent of a Schrödinger operator localized between two distant regions. We build on this result by applying the Combes--Thomas method again to …