T his paper investigates the movement between stock market bubbles and fluctuations in aggregate variables within a DSGE model for the Iranian economy. We apply a new Keynesian monetary framework with nominal rigidity in wages and prices based on the study by Ikeda (2013), which is developed with appropriate framework for the Iranian economy. We consider central bank behavior differe...

*Correspondence: [email protected] 4School of Applied Mathematics, Xiamen University of Technology, Xiamen, 361024, China Full list of author information is available at the end of the article Abstract In this paper, we construct a bivariate tensor product generalization of Kantorovich-type Bernstein-Stancu-Schurer operators based on the concept of (p,q)-integers. We obtain moments and centr...

Abstract. We present a novel approach for the treatment of realistic nucleonnucleon interactions in nuclear many-body systems. A unitary correlation operator is used to explicitly introduce short-range central and tensor correlations in many-body states. The resulting correlated interaction serves as an effective interaction in nuclear structure calculations. Results for Lithium isotopes includ...

U -statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener–Itô chaos expansion. In the second half we obtain more explicit results for a system of U -statistics of some parametric models in stochastic geometry. In the ...

This paper discusses the problem of estimating the population spectral distribution from high-dimensional data. We present a general estimation procedure that covers situations where the moments of this distribution fail to identify the model parameters. The main idea is to use generalized functional expectations as a substitute for the moments. Beyond the consistency, we also prove a central l...

We provide an overview of some recent techniques involving the Malliavin calculus of variations and the so-called “Stein’s method” for the Gaussian approximations of probability distributions. Special attention is devoted to establishing explicit connections with the classic method of moments: in particular, we use interpolation techniques in order to deduce some new estimates for the moments o...

We study the effect of the QCD critical point on non-Gaussian moments (cumulants) of fluctuations of experimental observables in heavy-ion collisions. We find that these moments are very sensitive to the proximity of the critical point, as measured by the magnitude of the correlation length xi. For example, the cubic central moment of multiplicity (deltaN)3 approximately xi4.5 and the quartic c...

This paper discusses the problem of estimating the population spectral distribution from high-dimensional data. We present a general estimation procedure that covers situations where the moments of this distribution fail to identify the model parameters. The main idea is to use generalized functional expectations as a substitute for the moments. Beyond the consistency, we also prove a central l...

We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the moments of the martingale, we prove that normalized moments of any even order converge in the almost sure central limit theorem for martingales. A conjecture about almost sure upper bounds under wider hypotheses is formul...