Related papers: Threshold levels in Economics
This paper proposes a definition of the term "tetrel bond" based on the evidence documented in the current literature. It lists the donors, acceptors, as well as related characteristic features of tetrel bonds that are commonly observed in…
We present an outlook of the studies on correlations in the price timeseries of stocks, discussing the construction and applications of "asset tree". The topic discussed here should illustrate how the complex economic system (financial…
We give a first-order definition of key polynomials, we show the links with previous definitions, that it is relevant to study key degrees, and to use a kind of valuations that we call partially multiplicative. We also prove or reprove…
The goal of this expository paper is to describe conditions which guarantee a central limit theorem for functionals of general state space Markov chains. This is done with a view towards Markov chain Monte Carlo settings and hence the focus…
The long lifetime and the evolving nature of industrial products make them subject to technical debt at different levels. Despite multiple years of research on technical debt management, our industrial experience shows that introducing…
This thesis investigates on measure theoretic aspects of fluctuations of error terms appearing in various asymptotic formulas.
Delays are ubiquitous in applied problems, but often do not arise as the simple constant discrete delays that analysts and numerical analysts like to treat. In this chapter we show how state-dependent delays arise naturally when modeling…
A variant of self-similar approximation theory is suggested, permitting an easy and accurate summation of divergent series consisting of only a few terms. The method is based on a power-law algebraic transformation, whose powers play the…
The evaluation of mathematical results plays a central role in assessing researchers' contributions and shaping the direction of the field. Currently, such evaluations rely primarily on human judgment, whether through journal peer review or…
The main goal of this article is to introduce an economic perspective in the social logic of space. Firstly, we describe the economic model of a linear city to show how depth can generate value by creating local monopolies in less…
Our aim in this set of lectures is to give an introduction to critical phenomena that emphasizes the emergence of and the role played by diverging length-scales. It is now accepted that renormalization group gives the basic understanding of…
We provide a systematic approach to stable central limit theorems for d-dimensional martingale difference arrays and martingale difference sequences. The conditions imposed are straightforward extensions of the univariate case.
We use point processes theory to describe the asymptotic distribution of all upper order statistics for observations collected at renewal times. As a corollary, we obtain limiting theorems for corresponding extremal processes.
We provide a numerical method to determine the critical lengths of linear differential operators with constant real coefficients. The need for such a procedure arises when the orders increase. The interest of this article is clearly on the…
In this note I describe reliability standards for writing and reviewing mathematical papers; these standards are (in my opinion) vital for the progress of mathematics. I give examples of applying the described or other reliability…
In order to find a way of measuring the degree of incompleteness of an incomplete financial market, the rank of the vector price process of the traded assets and the dimension of the associated acceptance set are introduced. We show that…
The higher criticism of a family of tests starts with the individual uncorrected p-values of each test. It then requires a procedure for deciding whether the collection of p-values indicates the presence of a real effect and if possible…
We prove moment inequalities for a class of functionals of i.i.d. random fields. We then derive rates in the central limit theorem for weighted sums of such randoms fields via an approximation by $m$-dependent random fields.
This chapter covers methodological issues related to estimation, testing and computation for models involving structural changes. Our aim is to review developments as they relate to econometric applications based on linear models.…
Limit can be defined by two axioms: 1. Strict inequality between limits implies, ultimately, strict inequality between functions. 2. For constant functions limit is trivial. How can basic results on convergence be derived from these axioms?…