Zobrazeno 1 - 10
of 99
pro vyhledávání: '"Szabados, Tamás"'
Autor:
Szabados, Tamás
Publikováno v:
Econometrics 2023, 11(2), 14
The aim of this paper to give a multidimensional version of the classical one-dimensional case of smooth spectral density. A smooth spectral density gives an explicit method to factorize the spectral density and compute the constituents of the Wold r
Externí odkaz:
http://arxiv.org/abs/2302.13388
Autor:
Szabados, Tamás
Publikováno v:
Journal of Time Series Analysis 43, 263-284 (2022)
The aim of this paper is to give a simpler, more usable sufficient condition to the regularity of generic weakly stationary time series. Also, this condition is used to show how regular processes satisfying these sufficient conditions can be approxim
Externí odkaz:
http://arxiv.org/abs/2012.00725
Autor:
Szabados, Tamás
The aim of the presented research is to give a rigorous mathematical approach to Feynman path integrals based on strong (pathwise) approximations based on simple random walks.
Comment: Preliminary version, 40 pages
Comment: Preliminary version, 40 pages
Externí odkaz:
http://arxiv.org/abs/1803.07681
Autor:
Szabados, Tamás
The paper gives a wide range, uniform, local approximation of symmetric binomial distribution. The result clearly shows how one has to modify the the classical de Moivre--Laplace normal approximation in order to give an estimate at the tail as well t
Externí odkaz:
http://arxiv.org/abs/1612.01112
Autor:
Bakacs, Tibor, Kristof, Katalin, Mehrishi, Jitendra, Szabados, Tamas, Kerepesi, Csaba, Regoes, Enikoe, Tusnady, Gabor
The US and Hungarian statistical records of the years 1900 and 1896, respectively, before the dramatic medical advances, show 32% and 27% deaths attributable to infections, whereas only 5% and 2% due to cancer. These data can be interpreted to mean t
Externí odkaz:
http://arxiv.org/abs/1601.02404
Publikováno v:
Theoretical Biology and Medical Modelling, volume 16, Article number: 9 (2019)
Our main purpose is to compare classical nonself-centered, two-signal theoretical models of the adaptive immune system with a novel, self-centered, one-signal model developed by our research group. Our model hypothesizes that the immune system of a f
Externí odkaz:
http://arxiv.org/abs/1507.00950
Many events in the vertebrate immune system are influenced by some element of chance. The objective of the present work is to describe affinity maturation of B lymphocytes (in which random events are perhaps the most characteristic), and to study a p
Externí odkaz:
http://arxiv.org/abs/1505.00660
Publikováno v:
Special Matrices, Vol 9, Iss 1, Pp 36-51 (2021)
Given a weakly stationary, multivariate time series with absolutely summable autocovariances, asymptotic relation is proved between the eigenvalues of the block Toeplitz matrix of the first n autocovariances and the union of spectra of the spectral d
Externí odkaz:
https://doaj.org/article/cf640f32dbd34ec2a419efbb29348dfe
Autor:
Nika, Zsolt, Szabados, Tamás
Publikováno v:
Studia Scientiarum Mathematicarum Hungarica 53 (1), 93--129 (2016)
A basic model in financial mathematics was introduced by Black, Scholes and Merton in 1973 (BSM model). A classical discrete approximation in distribution is the binomial model given by Cox, Ross and Rubinstein in 1979 (CRR model). The BSM and the CR
Externí odkaz:
http://arxiv.org/abs/1411.0501