نتایج جستجو برای: multivariate generalized hyperbolic distribution
تعداد نتایج: 891812 فیلتر نتایج به سال:
A generalized hyperbolic tetrahedra is a polyhedron (possibly noncompact) with finite volume in hyperbolic space, obtained from a tetrahedron by the polar truncation at the vertices lying outside the space. In this paper it is proved that a volume formula for ordinary hyperbolic tetrahedra devised by J. Murakami and M. Yano can be applied to such ones. There are two key tools for the proof; one...
In this paper, we present algorithms for the approximation of multivariate functions by trigonometric polynomials. The approximation is based on sampling of multivariate functions on rank-1 lattices. To this end, we study the approximation of functions in periodic Sobolev spaces of dominating mixed smoothness. Recently an algorithm for the trigonometric interpolation on generalized sparse grids...
This paper describes heavy-tailed extensions of a state-of-the-art versatile blind source separation method called fast multichannel nonnegative matrix factorization (FastMNMF) from unified point view. The common way deriving such an extension is to replace the multivariate complex Gaussian distribution in likelihood function with its generalization, e.g., Student's t and leptokurtic generalize...
The main objective of this paper is to establish several new lower and upper bounds for the functions $\sinh x/x$ $\cosh x$. Following simple approach, our results give refinements generalizations some known inequalities involving these functions.
In this paper we propose the GHADA risk management model that is based on the generalized hyperbolic (GH) distribution and on a nonparametric adaptive methodology. Compared to the normal distribution, the GH distribution possesses semi-heavy tails and represents the financial risk factors more appropriately. The nonparametric adaptive methodology has the desirable property of estimating homogen...
We consider a volume maximization program to construct hyperbolic structures on triangulated 3-manifolds, for which previous progress has lead to consider angle assignments which do not correspond to a hyperbolic metric on each simplex. We show that critical points of the generalized volume are associated to geometric structures modeled on the extended hyperbolic space – the natural extension o...
Under the condition that unstable manifolds are one dimensional, the derivative formula of the potential function of the generalized SRB measure with respect to the underlying dynamical system is extended from the hyperbolic attractor case to the general case when the hyperbolic set intersecting with unstable manifolds is a Cantor set. It leads to derivative formulas of objects and quantities t...
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