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Related papers: The BBM formula revisited

200 papers

The article is an reply to comments on the paper [H. Watanabe, S. Yukawa, N. Ito, and C.-K. Hu, Phys. Rev. Lett. vol. 93, 19601 (2004)] by G. Pruessner and N. R. Moloney published in [Phys. Rev. Lett. vo. 95, 258901 (2005)]. In this reply,…

Statistical Mechanics · Physics 2007-05-23 Hiroshi Watanabe , Chin-Kun Hu

By giving up the best constants, we will see that the original argument of Spielman and Srivastava for proving the Bourgain-Tzafriri Restricted Invertibility Theorem \cite{SS} still works - and is much simplier than the final version. We do…

Functional Analysis · Mathematics 2012-08-22 Peter G. Casazza

An efficient conditioning technique, the so-called Brownian Bridge simulation, has previously been applied to eliminate pricing bias that arises in applications of the standard discrete-time Monte Carlo method to evaluate options written on…

Computational Finance · Quantitative Finance 2009-04-08 P. V. Shevchenko

We confirm several conjectures of Guo, Jouhet and Zeng concerning the factors of alternative binomials sums.

Number Theory · Mathematics 2009-06-16 Hui-Qin Cao , Hao Pan

We study a model of diffusion in a brownian potential. This model was firstly introduced by T. Brox (1986) as a continuous time analogue of random walk in random environment. We estimate the deviations of this process above or under its…

Probability · Mathematics 2011-09-06 Gabriel Faraud

The Branching Brownian Motions (BBM) are particles performing independent Brownian motions in $\mathbb R$ and each particle at rate 1 creates a new particle at her current position; the newborn particle increments and branchings are…

Probability · Mathematics 2017-07-05 Anna De Masi , Pablo A. Ferrari , Errico Presutti , Nahuel Soprano-Loto

The seminal work of Morgan and Rubin (2012) considers rerandomization for all the units at one time. In practice, however, experimenters may have to rerandomize units sequentially. For example, a clinician studying a rare disease may be…

Applications · Statistics 2018-04-17 Quan Zhou , Philip Ernst , Kari Lock Morgan , Donald Rubin , Anru Zhang

Several years ago, Stefan Pokorski, Manfred Muenz and us outlined a program for calculation of the NLO QCD corrections to the weak radiative B meson decay B -> X_s gamma. Very recently, just before the 60th birthday of Stefan Pokorski, this…

High Energy Physics - Phenomenology · Physics 2007-05-23 Andrzej J. Buras , Mikolaj Misiak

A class of the Benjamin-Bona-Mahony-Burgers (BBMB) equations with time-dependent coefficients is investigated with the Lie symmetry point of view. The set of admissible transformations of the class is described exhaustively. The complete…

Exactly Solvable and Integrable Systems · Physics 2017-10-02 Olena Vaneeva , Severin Pošta , Christodoulos Sophocleous

Invited discussion on the paper "Hybrid Semiparametric Bayesian Networks" by David Atienza, Pedro Larranaga and Concha Bielza (TEST, 2022).

Methodology · Statistics 2022-11-16 Marco Scutari

This paper extends the work of Clarke [1] on the Bayesian foundations of the biomagnetic inverse problem. It derives expressions for the expectation and variance of the a posteriori source current probability distribution given a prior…

Medical Physics · Physics 2009-10-31 R. Hasson , S. J. Swithenby

The formulae of boson powers commutation relation used by B. Sorensen [Nucl. Phys. A, v. 119, No 1, (1968), 65] in his calculations is erroneous. We provide the correct formulae.

Nuclear Theory · Physics 2007-05-23 V. P. Garistov , P. Terziev

We deliver here second new $\textit{H(x)}-binomials'$ recurrence formula, were $H(x)-binomials' $ array is appointed by $Ward-Horadam$ sequence of functions which in predominantly considered cases where chosen to be polynomials . Secondly,…

Combinatorics · Mathematics 2015-03-17 Andrzej Krzysztof Kwasniewski

In this paper, we derive a representation for the value process associated to the solutions of FBSDEs in a jump-diffusion setting under multiple probability measures. Motivated by concrete financial problems, the latter representations are…

Probability · Mathematics 2022-07-13 Luca Di Persio , Alessandro Gnoatto , Marco Patacca

Assuming the validity of Riemann Hypothesis (RH), we derive the explicit bilateral estimates ("narrow passage") of the remainder in the modified Mertens asymptotic formula for the sums of primes' reciprocals. These results are reversable,…

Number Theory · Mathematics 2022-05-13 Gennadiy Kalyabin

A reply to the comment by V. R. Shaginyan et al. [Phys. Rev. Lett. 107, 279701 (2011), arXiv:1206.5372] on our article [Phys. Rev. Lett. 106, 137002 (2011), arXiv:1012.0303].

Strongly Correlated Electrons · Physics 2012-07-06 Andreas Hackl , Matthias Vojta

We extend the Bismut-Elworthy-Li formula to non-degenerate jump diffusions and "payoff" functions depending on the process at multiple future times. In the spirit of Fournie et al [13] and Davis and Johansson [9] this can improve Monte…

Probability · Mathematics 2008-12-02 T. R. Cass , P. K. Friz

This paper has been withdrawn by the authors.

Networking and Internet Architecture · Computer Science 2009-12-07 Mohamed H. S. Morsy , Mohamad Y. S. Sowailem , Hossam M. H. Shalaby

Rejoinder of "Instrumental Variables: An Econometrician's Perspective" by Guido W. Imbens [arXiv:1410.0163].

Methodology · Statistics 2014-10-03 Guido Imbens