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Articles 1 - 30 of 53
Full-Text Articles in Other Mathematics
Fractal Location And Anomalous Diffusion Dynamics For Oil Wells From The Ky Geological Survey, Keith Andrew, Karla M. Andrew, Kevin A. Andrew
Fractal Location And Anomalous Diffusion Dynamics For Oil Wells From The Ky Geological Survey, Keith Andrew, Karla M. Andrew, Kevin A. Andrew
Physics & Astronomy Faculty Publications
Utilizing data available from the Kentucky Geonet (KYGeonet.ky.gov) the fossil fuel mining locations created by the Kentucky Geological Survey geo-locating oil and gas wells are mapped using ESRI ArcGIS in Kentucky single plain 1602 ft projection. This data was then exported into a spreadsheet showing latitude and longitude for each point to be used for modeling at different scales to determine the fractal dimension of the set. Following the porosity and diffusivity studies of Tarafdar and Roy[1] we extract fractal dimensions of the fossil fuel mining locations and search for evidence of scaling laws for the set of deposits. The …
Sample Properties Of Random Fields. Ii. Continuity, Jürgen Potthoff
Sample Properties Of Random Fields. Ii. Continuity, Jürgen Potthoff
Communications on Stochastic Analysis
No abstract provided.
On The Extension Of A Basic Property Of Conditional Expectations To Second Quantization Operators, Alberto Lanconelli
On The Extension Of A Basic Property Of Conditional Expectations To Second Quantization Operators, Alberto Lanconelli
Communications on Stochastic Analysis
No abstract provided.
Irreducible And Periodic Positive Maps, Franco Fagnola, Rely Pellicer
Irreducible And Periodic Positive Maps, Franco Fagnola, Rely Pellicer
Communications on Stochastic Analysis
No abstract provided.
Converse Comparison Theorems For Backward Doubly Stochastic Differential Equations, Mohamed El Otmani, Naoual Mrhardy
Converse Comparison Theorems For Backward Doubly Stochastic Differential Equations, Mohamed El Otmani, Naoual Mrhardy
Communications on Stochastic Analysis
No abstract provided.
Nonlinear Filtering Of Itô-Lévy Stochastic Differential Equations With Continuous Observations, S Popa, S S Sritharan
Nonlinear Filtering Of Itô-Lévy Stochastic Differential Equations With Continuous Observations, S Popa, S S Sritharan
Communications on Stochastic Analysis
No abstract provided.
Stochastic Integral Characterizations Of Semi-Selfdecomposable Distributions And Related Ornstein-Uhlenbeck Type Processes, Makoto Maejima, Yohei Ueda
Stochastic Integral Characterizations Of Semi-Selfdecomposable Distributions And Related Ornstein-Uhlenbeck Type Processes, Makoto Maejima, Yohei Ueda
Communications on Stochastic Analysis
No abstract provided.
Mrm-Applicable Orthogonal Polynomials For Certain Hypergeometric Functions, Izumi Kubo, Hui-Hsiung Kuo
Mrm-Applicable Orthogonal Polynomials For Certain Hypergeometric Functions, Izumi Kubo, Hui-Hsiung Kuo
Communications on Stochastic Analysis
No abstract provided.
Invariant States For The Asymmetric Exclusion Quantum Markov Semigroup, Julio C Garcia, Leopoldo Pantaleón-Martinez, Roberto Quezada
Invariant States For The Asymmetric Exclusion Quantum Markov Semigroup, Julio C Garcia, Leopoldo Pantaleón-Martinez, Roberto Quezada
Communications on Stochastic Analysis
No abstract provided.
Exact Scenario Simulation For Selected Multi-Dimensional Stochastic Processes, Eckhard Platen, Renata Rendek
Exact Scenario Simulation For Selected Multi-Dimensional Stochastic Processes, Eckhard Platen, Renata Rendek
Communications on Stochastic Analysis
No abstract provided.
Using Labeled Data To Evaluate Change Detectors In A Multivariate Streaming Environment, Albert Y. Kim, Caren Marzban, Donald B. Percival, Werner Stuetzle
Using Labeled Data To Evaluate Change Detectors In A Multivariate Streaming Environment, Albert Y. Kim, Caren Marzban, Donald B. Percival, Werner Stuetzle
Statistical and Data Sciences: Faculty Publications
We consider the problem of detecting changes in a multivariate data stream. A change detector is defined by a detection algorithm and an alarm threshold. A detection algorithm maps the stream of input vectors into a univariate detection stream. The detector signals a change when the detection stream exceeds the chosen alarm threshold. We consider two aspects of the problem: (1) setting the alarm threshold and (2) measuring/comparing the performance of detection algorithms. We assume we are given a segment of the stream where changes of interest are marked. We present evidence that, without such marked training data, it might …
Computing Sequences And Series By Recurrence, Stephen J. Sugden
Computing Sequences And Series By Recurrence, Stephen J. Sugden
Stephen Sugden
Extract: Many commonly-used mathematical functions may be computed via carefully-constructed recurrence formulas. Sequences are typically defined by giving a formula for the general term. Series is the mathematical name given to partial sums of sequences. In either case we may often take advantage of the great expressive power of recurrence relations to create code which is both lucid and compact. Further, this does not necessarily mean that we must use recursive code. In many instances, iterative code is adequate, and often more efficient.
Generalized Cauchy-Stieltjes Transforms Of Some Beta Distributions, Nizar Demni
Generalized Cauchy-Stieltjes Transforms Of Some Beta Distributions, Nizar Demni
Communications on Stochastic Analysis
No abstract provided.
Using Weights For The Description Of States Of Boson Systems, Volkmar Liebscher
Using Weights For The Description Of States Of Boson Systems, Volkmar Liebscher
Communications on Stochastic Analysis
No abstract provided.
Markovian Systems Of Transition Expectations, Volkmar Liebscher, Michael Skeide
Markovian Systems Of Transition Expectations, Volkmar Liebscher, Michael Skeide
Communications on Stochastic Analysis
No abstract provided.
Local Time For Gaussian Processes As An Element Of Sobolev Space, Alexey Rudenko
Local Time For Gaussian Processes As An Element Of Sobolev Space, Alexey Rudenko
Communications on Stochastic Analysis
No abstract provided.
Generating Functions Of Jacobi Polynomials, Izumi Kubo
Generating Functions Of Jacobi Polynomials, Izumi Kubo
Communications on Stochastic Analysis
No abstract provided.
Unbounded Positive Solutions Of Nonlinear Parabolic Itô Equations, Pao-Liu Chow
Unbounded Positive Solutions Of Nonlinear Parabolic Itô Equations, Pao-Liu Chow
Communications on Stochastic Analysis
No abstract provided.
Representations Of The Gegenbauer Oscillator Algebra And The Overcompleteness Of Sequences Of Nonlinear Coherent States, Abdessatar Barhoumi
Representations Of The Gegenbauer Oscillator Algebra And The Overcompleteness Of Sequences Of Nonlinear Coherent States, Abdessatar Barhoumi
Communications on Stochastic Analysis
No abstract provided.
Markovian Properties Of The Pauli-Fierz Model, Ameur Dhahri
Markovian Properties Of The Pauli-Fierz Model, Ameur Dhahri
Communications on Stochastic Analysis
No abstract provided.
Research On Fractal Mathematics And Some Application In Mechanics, Yang Xiaojun
Research On Fractal Mathematics And Some Application In Mechanics, Yang Xiaojun
Xiao-Jun Yang
Since Mandelbrot proposed the concept of fractal in 1970s’, fractal has been applied in various areas such as science, economics, cultures and arts because of the universality of fractal phenomena. It provides a new analytical tool to reveal the complexity of the real world. Nowadays the calculus in a fractal space becomes a hot topic in the world. Based on the established definitions of fractal derivative and fractal integral, the fundamental theorems of fractal derivatives and fractal integrals are investigated in detail. The fractal double integral and fractal triple integral are discussed and the variational principle in fractal space has …
Analytical Solution Of Time-Fractional Advection Dispersion Equation, Tariq O. Salim, Ahmad El-Kahlout
Analytical Solution Of Time-Fractional Advection Dispersion Equation, Tariq O. Salim, Ahmad El-Kahlout
Applications and Applied Mathematics: An International Journal (AAM)
In this paper, we get exact solution of the time-fractional advection-dispersion equation with reaction term, where the Caputo fractional derivative is considered of order α ϵ (0,2]. The solution is achieved by using a function transform, Fourier and Laplace transforms to get the formulas of the fundamental solution, which are expressed explicitly in terms of Fox’s H-function by making use of the relationship between Fourier and Mellin transforms. As special cases the exact solutions of time-fractional diffusion and wave equations are also obtained, and the solutions of the integer order equations are mentioned.
Ethnomathematics In The Dominican Republic: A Mathematics Education Approach To Knowledge And Emancipation, Sofia Pablo-Hoshino
Ethnomathematics In The Dominican Republic: A Mathematics Education Approach To Knowledge And Emancipation, Sofia Pablo-Hoshino
Honors Capstone Projects - All
This focus of this project was to look at the extent to which ethnomathematics is being used in the mathematics curriculum in theDominican Republic. Broadly described, ethnomathematics emphasizes that the culture, history, and experiences of the students are significant and therefore should be infused into the mathematics curriculum.
I read articles and books as well as traveled to theDominican Republicto conduct qualitative research. I interviewed 32 professionals consisting of mathematics teachers, mathematics professors, and mathematics education professors from theSantiagoandSanto Domingoareas. I then volunteered at the Dominican Republic Education and Mentoring (DREAM) Project where I was able to observe and participate …
Convergence To Weighted Fractional Brownian Sheets, Johanna Garzón
Convergence To Weighted Fractional Brownian Sheets, Johanna Garzón
Communications on Stochastic Analysis
No abstract provided.
On The Distributions Of The Sup And Inf Of The Classical Risk Process With Exponential Claim, Jorge A León, José Villa
On The Distributions Of The Sup And Inf Of The Classical Risk Process With Exponential Claim, Jorge A León, José Villa
Communications on Stochastic Analysis
No abstract provided.
Optimal Consumption And Portfolio For An Insider In A Market With Jumps, Delphine David, Yeliz Yolcu Okur
Optimal Consumption And Portfolio For An Insider In A Market With Jumps, Delphine David, Yeliz Yolcu Okur
Communications on Stochastic Analysis
No abstract provided.
A Stochastic Process Associated With The Weighted White Noise Differentiation, Issei Kitagawa
A Stochastic Process Associated With The Weighted White Noise Differentiation, Issei Kitagawa
Communications on Stochastic Analysis
No abstract provided.
Stochastic Heat Equation With Infinite Dimensional Fractional Noise: L_{2}-Theory, Raluca Balan
Stochastic Heat Equation With Infinite Dimensional Fractional Noise: L_{2}-Theory, Raluca Balan
Communications on Stochastic Analysis
No abstract provided.
Pac Commutators And The R-Transform, Aurel I Stan
Pac Commutators And The R-Transform, Aurel I Stan
Communications on Stochastic Analysis
No abstract provided.
An Interacting Fock Space Characterization Of Probability Measures, Luigi Accardi, Hui-Hsiung Kuo, Aurel I Stan
An Interacting Fock Space Characterization Of Probability Measures, Luigi Accardi, Hui-Hsiung Kuo, Aurel I Stan
Communications on Stochastic Analysis
No abstract provided.