نتایج جستجو برای: levy method
تعداد نتایج: 1633655 فیلتر نتایج به سال:
Azriel Levy (1934–) did fundamental work in set theory when it was transmuting into a modern, sophisticated field of mathematics, a formative period of over a decade straddling Cohen’s 1963 founding of forcing. The terms “Levy collapse”, “Levy hierarchy”, and “Levy absoluteness” will live on in set theory, and his technique of relative constructibility and connections established between forcin...
In their recent article (2010), Levy and Liu introduced a generalization of Centroidal Voronoi Tessellation (CVT) namely the Lp-CVT that allows the computation of an anisotropic CVT over a sound mathematical framework. In this article a new objective function is defined, and both this function and its gradient are derived in closed-form for surfaces and volumes. This method opens a wide range o...
Title of dissertation: DEPENDENCE STRUCTURE IN LEVY PROCESSES AND ITS APPLICATION IN FINANCE Qiwen Chen, Doctor of Philosophy, 2008 Dissertation directed by: Professor Dilip B. Madan Department of Finance In this paper, we introduce DSPMD, discretely sampled process with prespecified marginals and pre-specified dependence, and SRLMD, series representation for Levy process with pre-specified mar...
anthrax, a zoonotic disease caused by bacillus anthracis, has affected humans since ancient times. for genomic characterization of razi b. anthracis sterne 34f2 substrain, single nucleotide polymorphism (snp) genotyping method developed by van erth, variable-number tandem-repeat (vntr)-8 analysis proposed by keim, and multiple-locus vntr analysis (mlva)-3 introduced by levy were employed. in th...
the levy-type analytical solution is employed for the problem of bending of cross-ply and antisymmetric angle-ply piezoelectric hybrid laminated plates with at least two simply supported opposite edges. the governing equations of equilibrium are derived in the framework of the first-order shear deformation plate theory. the equations are classified according to the crystallography type of piezo...
BACKGROUND A 50 cent prescription levy was introduced in 2010 on the General Medical Services (GMS) scheme (Irish public health insurance). This study sought to examine patient attitudes and opinions surrounding the 50 cent copayment. Given the small momentary value of the prescription fee, these results are of interest to policymakers internationally who wish to reduce copayments rather than a...
In recent studies the truncated Levy process (TLP) has been shown to be very promising for the modeling of financial dynamics. In contrast to the Levy process, the TLP has finite moments and can account for both the previously observed excess kurtosis at short timescales, along with the slow convergence to Gaussian at longer timescales. In this paper I further test the truncated Levy paradigm u...
We develop Bayesian Markov chain Monte Carlo methods for inferences of continuoustime models with stochastic volatility and infinite-activity Levy jumps using discretely sampled data. Simulation studies show that (i) our methods provide accurate joint identification of diffusion, stochastic volatility, and Levy jumps, and (ii) affine jumpdiffusion models fail to adequately approximate the behav...
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