Zobrazeno 1 - 10
of 67
pro vyhledávání: '"Matrix-exponentials"'
Autor:
Søren Asmussen, Mogens Bladt
Publikováno v:
Asmussen, S & Bladt, M 2022, ' Moments and polynomial expansions in discrete matrix-analytic models ', Stochastic Processes and Their Applications, vol. 150, pp. 1165-1188 . https://doi.org/10.1016/j.spa.2021.12.002
Calculation of factorial moments and point probabilities is considered in integer-valued matrix-analytic models at a finite horizon T. Two main settings are considered, maxima of integer-valued downward skipfree Lévy processes and Markovian point pr
Publikováno v:
Journal of Naval Science and Engineering, Vol 17, Iss 2, Pp 413-428 (2021)
Volume: 17, Issue: 2 413-428
Journal of Naval Sciences and Engineering
Volume: 17, Issue: 2 413-428
Journal of Naval Sciences and Engineering
The purpose of this study is analytical studying Initial-Boundary-Value Problem for the novel format of Maxwell’s equations in SI units. A modified version of the Evolutionary Approach to Electromagnetics (EAE) used herein. The problem is considere
Publikováno v:
Symmetry, Vol 12, Iss 1, p 95 (2020)
This paper presents a new approach to the advanced dynamics of mechanical systems. It is known that in the movements corresponding to some mechanical systems (e.g., robots), accelerations of higher order are developed. Higher-order accelerations are
Externí odkaz:
https://doaj.org/article/ad848dbc1fa6402cad6a7cfba068f4b2
Akademický článek
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Autor:
Søren Asmussen, Mogens Bladt
Publikováno v:
Asmussen, S & Bladt, M 2022, ' Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models ', Quantitative Finance, vol. 22, no. 4, pp. 675-689 . https://doi.org/10.1080/14697688.2021.1998585
The Gram–Charlier expansion of a target probability density, (Formula presented.), is an (Formula presented.) -convergent series (Formula presented.) in terms of a reference density (Formula presented.) and its orthonormal polynomials (Formula pres
Publikováno v:
Repositori Universitat Jaume I
Universitat Jaume I
Universitat Jaume I
[EN] We present a practical algorithm to approximate the exponential of skew-Hermitian matrices up to round-off error based on an efficient computation of Chebyshev polynomials of matrices and the corresponding error analysis. It is based on Chebyshe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::476e15de68f28fa653ffe2f676695f65
https://doi.org/10.1016/j.matcom.2021.12.002
https://doi.org/10.1016/j.matcom.2021.12.002
Autor:
Lopes, Matusalém Saraiva
Publikováno v:
Repositório Institucional da Universidade Federal do Ceará (UFC)
Universidade Federal do Ceará (UFC)
instacron:UFC
Universidade Federal do Ceará (UFC)
instacron:UFC
In this work we take a walk through exponential functions. We analyze your concepts basic education, in addition to its application and modeling in High School. Applying Calculus Concepts differential and integral to delve into topics rarely addresse
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3056::83729460de7b516b4576234c5bf00367
http://www.repositorio.ufc.br/handle/riufc/64999
http://www.repositorio.ufc.br/handle/riufc/64999
Autor:
Alexander Van-Brunt, Matt Visser
Publikováno v:
Mathematics, Vol 6, Iss 8, p 135 (2018)
The Baker–Campbell–Hausdorff (BCH) expansion is a general purpose tool of use in many branches of mathematics and theoretical physics. Only in some special cases can the expansion be evaluated in closed form. In an earlier article we demonstrated
Externí odkaz:
https://doaj.org/article/4bf06cecff7a49588a0e4f18d71ae9b4
Akademický článek
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Publikováno v:
Symmetry
Volume 12
Issue 1
Symmetry, Vol 12, Iss 1, p 95 (2020)
Volume 12
Issue 1
Symmetry, Vol 12, Iss 1, p 95 (2020)
This paper presents a new approach to the advanced dynamics of mechanical systems. It is known that in the movements corresponding to some mechanical systems (e.g., robots), accelerations of higher order are developed. Higher-order accelerations are