Related papers: A Brief Discussion on the Crossovers in Detrended …
A new derivative, called deformable derivative, is introduced here which is equivalent to ordinary derivative in the sense that one implies other. The deformable derivative is defined using limit approach like that of ordinary one but with…
Improved model independent upper bounds on the weak transition form factors are derived using inclusive sum rules. Comparison of the new bounds with the old ones is made for the form factors h_{A_1} and h_V in B -> D* decays.
Spread options are a fundamental class of derivative contract written on multiple assets, and are widely used in a range of financial markets. There is a long history of approximation methods for computing such products, but as yet there is…
Learning about density functional approximations (DFAs), or approximations for the exchange-correlation functional, can be intimidating. Density Functional Theory is now one of the primary simulation tools for the practicing chemist or…
Total Flow Analysis (TFA) is a method for conducting the worst-case analysis of time sensitive networks without cyclic dependencies. In networks with cyclic dependencies, Fixed-Point TFA introduces artificial cuts, analyses the resulting…
This paper gives a brief overview on the nonparametric techniques that are useful for financial econometric problems. The problems include estimation and inferences of instantaneous returns and volatility functions of time-homogeneous and…
Statistical properties of cross sections are studied for an open system of interacting fermions. The description is based on the effective non-Hermitian Hamiltonian that accounts for the existence of open decay channels preserving the…
We study the average shape of fluctuations for subdiffusive processes, i.e., processes with uncorrelated increments but where the waiting time distribution has a broad power-law tail. This shape is obtained analytically by means of a…
The performance of the multifractal detrended analysis on short time series is evaluated for synthetic samples of several mono- and multifractal models. The reconstruction of the generalized Hurst exponents is used to determine the range of…
We study the multifractal temporal scaling properties of river discharge and precipitation records. We compare the results for the multifractal detrended fluctuation analysis method with the results for the wavelet transform modulus maxima…
Mechanistic interpretability has made it possible to localize circuits underlying specific behaviors in language models, but existing methods are expensive, model-specific, and difficult to scale to larger architectures. We introduce…
An approach for calculation of transition form factors of hydrogen-like elementary atoms (EA) is proposed. A general formula for bound-continuous transition form factors of EA is derived. It is shown that these form factors can be…
During the past few years the Trend Filtering Algorithm (TFA) has become an important utility in filtering out time-dependent systematic effects in photometric databases for extrasolar planetary transit search. Here we present the extension…
In this paper we investigate the normal and the large fluctuations of additive functionals associated with a stochastic process under a general non-Poissonian resetting mechanism. Cumulative functionals of regenerative processes are very…
In this paper, we derive the quadratic formula as a consequence of constructively proving the existence of standard and factored forms for general form real quadratic functions. Emphasis is put on connections to graphing of corresponding…
There has been considerable recent study in "sub-diffusion" models that replace the standard parabolic equation model by a one with a fractional derivative in the time variable. There are many ways to look at this newer approach and one…
In this note, we describe an interpretation of the (continuous) Fourier transform from the perspective of the Chinese Remainder Theorem. Some related issues, including a new derivation of Poisson summation formula, are discussed.
Distance covariance is a widely used statistical methodology for testing the dependency between two groups of variables. Despite the appealing properties of consistency and superior testing power, the testing results of distance covariance…
Much research has been devoted to the problem of estimating treatment effects from observational data; however, most methods assume that the observed variables only contain confounders, i.e., variables that affect both the treatment and the…
The current work is concerned with studying processes for constructing reduced-order models capable of performing transonic aeroelastic stability analyses in the frequency domain based on computational fluid dynamics (CFD) techniques. The…