Related papers: Cumulant Expansion and Monthly Sum Derivative
This paper presents a novel SAT-based approach for the computation of extensions in abstract argumentation, with focus on preferred semantics, and an empirical evaluation of its performances. The approach is based on the idea of reducing…
We obtain asymptotic expansions for probabilities $\mathbb{P}(S_N=k)$ of partial sums of uniformly bounded integer-valued functionals $S_N=\sum_{n=1}^N f_n(X_n)$ of uniformly elliptic inhomogeneous Markov chains. The expansions involve…
The main issue of this work consists in extracting one or several finite values for the sum of series involved in perturbation theories. It is supposed to work for all cases in which two physical parameters are involved, and makes thorough…
In this paper, several fundamental facts, especially the existence and uniqueness of an absolutely continuous ergodic measure with an exponential mixing rate, are derived for smooth expanding circle maps. Although the results are classical,…
The "typical" asymptotic behavior of the weighted sums of independent, identically distibuted random vectors in k-dimensional space is considered. It is shown that under finitnes of fifth absolute moment of an individual term the rate of…
This paper presents a majorized alternating direction method of multipliers (ADMM) with indefinite proximal terms for solving linearly constrained $2$-block convex composite optimization problems with each block in the objective being the…
We describe a simple method that produces automatically closed forms for the coefficients of continued fractions expansions of a large number of special functions. The function is specified by a non-linear differential equation and initial…
The continuous extension of a discrete random variable is amongst the computational methods used for estimation of multivariate normal copula-based models with discrete margins. Its advantage is that the likelihood can be derived…
In this paper, we consider the one-term Edgeworth expansion for finite population L-statistics. We provide an explicit formula for the Edgeworth correction term and give sufficient conditions for the validity of the expansion which are…
Motivated, roughly, by comparing the mean and median of an IID sum of bounded lattice random variables, we develop explicit and effective bounds on the errors involved in the one-term Edgeworth expansion for such sums.
``Completeness'' (i.e. probability conservation) is not usually satisfied in the cumulant expansion of the Anderson lattice when a reduced state space is employed for $U\to \infty $. To understand this result, the well known ``Chain''…
A new family of polynomials, called cumulant polynomial sequence, and its extensions to the multivariate case is introduced relied on a purely symbolic combinatorial method. The coefficients of these polynomials are cumulants, but depending…
A new sampling methodology based on incomplete cosine expansion series is presented as an alternative to the traditional sinc function approach. Numerical integration shows that this methodology is efficient and practical. Applying the…
A simple systematic method for calculating derivative expansions of the one-loop effective action is presented. This method is based on using symbols of operators and well known deformation quantization theory. To demonstrate its advantages…
In quantitative finance, it is often necessary to analyze the distribution of the sum of specific functions of observed values at discrete points of an underlying process. Examples include the probability density function, the hedging…
We consider a financial contract that delivers a single cash flow given by the terminal value of a cumulative gains process. The problem of modelling and pricing such an asset and associated derivatives is important, for example, in the…
The derivative expansion approach to the calculation of the interaction between two surfaces, is a generalization of the proximity force approximation, a technique of widespread use in different areas of physics. The derivative expansion…
In this master's thesis, we introduce expansion systems as a general framework to describe a large variety of approximation algorithms, such as Taylor approximation, decimal expansion and continued fraction. We consider some basic…
In these lectures, I describe the techniques used within the QCD sum rule approach. The basic concepts of the approach are introduced using a simple model of quantum-mechanical oscillator in 2+1 dimensions. Then I discuss their…
We give an algorithm to compute the series expansion for the inverse of a given function. The algorithm is extremely easy to implement and gives the first $N$ terms of the series. We show several examples of its application in calculating…