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Dependence Structure between LIBOR Rates by Copula Method
LIBOR rates copula function PDE
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2016/1/25
This paper discusses the correlation structure between London Interbank Offered Rates (LIBOR) by using copula function. We start from one simplified model of Brace, Gatarek & Musiela (1997) and find o...
Law of large numbers for branching symmetric Hunt processes with measure-valued branching rates
Law of large numbers branching Hunt processes spine approach h-transform spectral gap
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2016/1/20
We establish weak and strong law of large numbers for a class of branching symmetric Hunt processes with the branching rate being a smooth measure with respect to the underlying Hunt process, and the ...
Convergence Rates of AFEM with H−1 Data
AFEM Convergence Rates
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2015/12/11
This paper studies Adaptive Finite Element Methods (AFEMs), based on piecewise liear elements and newest vertex bisection, for solving second order elliptic equations with
piecewise constant coeʂ...
Exponential error rates in multiple state discrimination on a quantum spin chain
Exponential error rates multiple state discrimination quantum spin chain
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2015/8/25
We consider decision problems on finite sets of hypotheses represented by pairwise different shift-invariant states on a quantum spin chain. The decision in favor of one of the hypotheses is based on ...
Asymptotic Error Rates in Quantum Hypothesis Testing
Asymptotic Error Rates Quantum Hypothesis Testing
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2015/8/25
We consider the problem of discriminating between two different states of a finite quantum system in the setting of large numbers of copies, and find a closed form expression for the asymptotic expone...
Local False Discovery Rates
Discovery Rates large-scale data
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2015/8/20
Modern scientific technology is providing a new class of large-scale simultaneous
inference problems, with hundreds or thousands of hypothesis tests to consider at the
same time. Microarrays e...
False Discovery Rates and Copy Number Variation
False discovery rate multiple testing grouped hypotheses
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2015/8/20
Copy number changes, the gains and losses of chromosome segments, are a common type
of genetic variation among healthy individuals as well as an important feature in tumor
genomes. Microarray techno...
RATES OF CONVERGENCE FOR RANDOM APPROXIMATIONS OF CONVEX SETS
PACKING NUMBERS POLAR SET
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2015/8/20
The Hausdorff distance between a compact convex set K CRd and random sets
K c lRd iS studied. Basic inequalities are derived for the case of K being a convex
subset of K. If applied to special seq...
GROWTH RATES AND EXPLOSIONS IN SANDPILES
GROWTH RATES EXPLOSIONS SANDPILES
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2015/8/14
We study the abelian sandpile growth model, where n particles are added at the origin on a stable background configuration in Zd. Any site with at least 2d particles then topples by sending one partic...
Escape rates for rotor walks in Zd
Escape rates rotor walks Zd
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2015/8/14
Rotor walk is a deterministic analogue of random walk. We study its recurrence and transience properties on Zd for the initial configuration of all rotors aligned. If n particles in turn perform rotor...
Correlations between Google search data and Mortality Rates
Correlations；Google search data Mortality Rates
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2012/11/22
Inspired by correlations recently discovered between Google search data and financial markets, we show correlations between Google search data mortality rates. Words with negative connotations may pro...
The Boltzmann equation, Besov spaces, and optimal time decay rates in the whole space
Kinetic Theory Boltzmann equation long-range interaction non cutoff soft potentials hard potentials fractional derivatives
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2012/6/6
We prove that $k$-th order derivatives of perturbative classical solutions to the hard and soft potential Boltzmann equation (without the angular cut-off assumption) in the whole space, $\threed_x$ wi...
Exponential convergence rates of second quantization semigroups and applications
Convergence rate tail norm entropy second quantization
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2011/11/4
Exponentialconvergence rates in the L2-tail norm and entropy are characterized forthe second quantization semigroups by using the corresponding baseDirichlet form. This supplements the well known resu...
Growth rates, Hausdorff measure and stability for the p-obstacle problem(3/2≤p≤2)
growth rate Hausdorff measure obstacle problem stability
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2011/10/17
In this paper, we consider the free boundary for the inho-mogeneous obstacle problem with zero obstacle. We firstly establish the growth rates for the solution u(x) and the gradient of u(x), awa...
Statistical Investigation of Increments of Currency Rates Logarithms
Currency Rates Logarithms Statistical Investigation Statistics Theory
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2011/9/15
Abstract: We consider the currency rates dynamics for 12 currencies, including dollar and euro, with respect to Russian rouble. We prove that the Samuelson model (geometric Brownian motion) is not sui...