Displaying similar documents to “Reduced products of infinite forcing systems.”

Convergence analysis for asymmetric Deffuant-Weisbuch model

Jiangbo Zhang (2014)

Kybernetika

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In this paper, we investigate the convergence behavior of the asymmetric Deffuant-Weisbuch (DW) models during the opinion evolution. Based on the convergence of the asymmetric DW model that generalizes the conventional DW model, we first propose a new concept, the separation time, to study the transient behavior during the DW model's opinion evolution. Then we provide an upper bound of the expected separation time with the help of stochastic analysis. Finally, we show relations of the...

The two-dimensional linear relation in the errors-in-variables model with replication of one variable

Anna Czapkiewicz, Antoni Dawidowicz (2000)

Applicationes Mathematicae

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We present a two-dimensional linear regression model where both variables are subject to error. We discuss a model where one variable of each pair of observables is repeated. We suggest two methods to construct consistent estimators: the maximum likelihood method and the method which applies variance components theory. We study asymptotic properties of these estimators. We prove that the asymptotic variances of the estimators of regression slopes for both methods are comparable. ...

On option pricing in the multidimensional Cox-Ross-Rubinstein model

Michał Motoczyński, Łukasz Stettner (1998)

Applicationes Mathematicae

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Option pricing in the multidimensional case, i.e. when the contingent claim paid at maturity depends on a number of risky assets, is considered. It is assumed that the prices of the risky assets are in discrete time subject to binomial disturbances. Two approaches to option pricing are studied: geometric and analytic. A numerical example is also given.