Discrete Analogues of Self-Decomposability and Stability
نویسندگان
چکیده
منابع مشابه
Self-decomposability and Option Pricing
The risk-neutral process is modeled by a four parameter self-similar process of independent increments with a self-decomposable law for its unit time distribution. Six different processes in this general class are theoretically formulated and empirically investigated. We show that all six models are capable of adequately synthesizing European option prices across the spectrum of strikes and mat...
متن کاملPotential Vulnerability of Encrypted Messages: Decomposability of Discrete Logarithm Problems
This paper provides a framework that reduces the computational complexity of the discrete logarithm problem. The paper describes how to decompose the initial DLP onto several DLPs of smaller dimensions. Decomposability of the DLP is an indicator of potential vulnerability of encrypted messages transmitted via open channels of the Internet or within corporate networks. Several numerical examples...
متن کاملReconstruction of Discrete Sets from Four Projections: Strong Decomposability
In this paper we introduce the class of strongly decomposable discrete sets and give an efficient algorithm for reconstructing discrete sets of this class from four projections. It is also shown that every Q-convex set (along the set of directions {x, y}) consisting of several components is strongly decomposable. As a consequence of strong decomposability we get that in a subclass of hv-convex ...
متن کاملthe relationship between academic self-concept and academic achievement in english and general subjects of the students of high school
according to research, academic self-concept and academic achievement are mutually interdependent. in the present study, the aim was to determine the relationship between the academic self-concept and the academic achievement of students in english as a foreign language and general subjects. the participants were 320 students studying in 4th grade of high school in three cities of noor, nowshah...
patterns and variations in native and non-native interlanguage pragmatic rating: effects of rater training, intercultural proficiency, and self-assessment
although there are studies on pragmatic assessment, to date, literature has been almost silent about native and non-native english raters’ criteria for the assessment of efl learners’ pragmatic performance. focusing on this topic, this study pursued four purposes. the first one was to find criteria for rating the speech acts of apology and refusal in l2 by native and non-native english teachers...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1979
ISSN: 0091-1798
DOI: 10.1214/aop/1176994950