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Simplices rarely contain their circumcenter in high dimensions

Jon Eivind Vatne (2017)

Applications of Mathematics

Acute triangles are defined by having all angles less than π / 2 , and are characterized as the triangles containing their circumcenter in the interior. For simplices of dimension n ≥ 3 , acuteness is defined by demanding that all dihedral angles between ( n - 1 ) -dimensional faces are smaller than π / 2 . However, there are, in a practical sense, too few acute simplices in general. This is unfortunate, since the acuteness property provides good qualitative features for finite element methods. The property of acuteness...

Simulation and approximation of Lévy-driven stochastic differential equations

Nicolas Fournier (2011)

ESAIM: Probability and Statistics

We consider the approximate Euler scheme for Lévy-driven stochastic differential equations. We study the rate of convergence in law of the paths. We show that when approximating the small jumps by Gaussian variables, the convergence is much faster than when simply neglecting them. For example, when the Lévy measure of the driving process behaves like |z|−1−αdz near 0, for some α ∈ (1,2), we obtain an error of order 1/√n with a computational cost of order nα. For a similar error when neglecting the...

Simulation and approximation of Lévy-driven stochastic differential equations

Nicolas Fournier (2012)

ESAIM: Probability and Statistics

We consider the approximate Euler scheme for Lévy-driven stochastic differential equations. We study the rate of convergence in law of the paths. We show that when approximating the small jumps by Gaussian variables, the convergence is much faster than when simply neglecting them. For example, when the Lévy measure of the driving process behaves like |z|−1−αdz near 0, for some α∈ (1,2), we obtain an error of order 1/√n with a computational cost of order nα. For a similar error when neglecting the...

Singleton independence

Luigi Accardi, Yukihiro Hashimoto, Nobuaki Obata (1998)

Banach Center Publications

Motivated by the central limit problem for algebraic probability spaces arising from the Haagerup states on the free group with countably infinite generators, we introduce a new notion of statistical independence in terms of inequalities rather than of usual algebraic identities. In the case of the Haagerup states the role of the Gaussian law is played by the Ullman distribution. The limit process is realized explicitly on the finite temperature Boltzmannian Fock space. Furthermore, a functional...

Single-use reliability computation of a semi-Markovian system

Guglielmo D'Amico (2014)

Applications of Mathematics

Markov chain usage models were successfully used to model systems and software. The most prominent approaches are the so-called failure state models Whittaker and Thomason (1994) and the arc-based Bayesian models Sayre and Poore (2000). In this paper we propose arc-based semi-Markov usage models to test systems. We extend previous studies that rely on the Markov chain assumption to the more general semi-Markovian setting. Among the obtained results we give a closed form representation of the first...

Singular measures and the key of G.

Stephen M. Buckley, Paul MacManus (2000)

Publicacions Matemàtiques

We construct a sequence of doubling measures, whose doubling constants tend to 1, all for which kill a Gδ set of full Lebesgue measure.

Currently displaying 161 – 180 of 1119