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pro vyhledávání: '"Maher, David P."'
Autor:
Maher, David G
This paper uses the wrapping map of Dooley and Wildberger to prove Lp boundedness of multipliers on compact Lie groups by transferring the estimate from Rn. This improves the bounds in several cases, and simplifies the proofs of others.
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Externí odkaz:
http://arxiv.org/abs/2107.13164
Autor:
Maher, David G
Stress shocks are often calculated as multiples of the standard deviation of a history set. This paper investigates how many standard deviations are required to guarantee that this shock exceeds any observation within the history set, given the addit
Externí odkaz:
http://arxiv.org/abs/1905.10164
Autor:
Maher, David G
In this paper we extend our previous results on wrapping Brownian motion and heat kernels onto compact Lie groups to various symmetric spaces, where a global generalisation of Rouvi\`ere's formula and the $e$-function are considered. Additionally, we
Externí odkaz:
http://arxiv.org/abs/1005.4747
Autor:
Maher, David G
An important object of study in harmonic analysis is the heat equation. On a Euclidean space, the fundamental solution of the associated semigroup is known as the heat kernel, which is also the law of Brownian motion. Similar statements also hold in
Externí odkaz:
http://arxiv.org/abs/1005.4746
Autor:
Frishling, Volf, Maher, David G
We examine three methods of constructing correlated Student-$t$ random variables. Our motivation arises from simulations that utilise heavy-tailed distributions for the purposes of stress testing and economic capital calculations for financial instit
Externí odkaz:
http://arxiv.org/abs/1005.4456
Autor:
Maher, David
The fundamental solution of the heat equation on $R^n$ is known as the heat kernel which is also the transition density of a Brownian motion. Similar statements hold when $\R^n$ is replaced by a Lie group. We briefly demonstrate how the results on $R
Externí odkaz:
http://arxiv.org/abs/math/0604500
Autor:
Maher, David
We reprove a result concerning certain ruin in the classical problem of the probability of ruin with risky investments and several of it's generalisations. We also provide the combined transition density of the risk and investment processes in the di
Externí odkaz:
http://arxiv.org/abs/math/0506127
Akademický článek
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Autor:
Maher, David P.
Publikováno v:
Mathematics of Computation, 1980 Jul 01. 35(151), 757-765.
Externí odkaz:
https://www.jstor.org/stable/2006191
Autor:
Assmus,, E. F., Maher, David P.
Publikováno v:
The American Mathematical Monthly, 1978 Feb 01. 85(2), 110-112.
Externí odkaz:
https://www.jstor.org/stable/2321792