Displaying similar documents to “On the approach to equilibrium for a polymer with adsorption and repulsion.”

Limits of Bayesian decision related quantities of binomial asset price models

Wolfgang Stummer, Wei Lao (2012)

Kybernetika

Similarity:

We study Bayesian decision making based on observations X n , t : t ∈ { 0 , T n , 2 T n , ... , n T n } ( T > 0 , n ∈ ℕ ) of the discrete-time price dynamics of a financial asset, when the hypothesis a special n -period binomial model and the alternative is a different n -period binomial model. As the observation gaps tend to zero (i. e. n → ∞ ), we obtain the limits of the corresponding Bayes risk as well as of the related Hellinger integrals and power divergences. Furthermore, we also give an example for the “non-commutativity” between Bayesian statistical...

Shaking compact sets.

Campi, Stefano, Colesanti, Andrea, Gronchi, Paolo (2001)

Beiträge zur Algebra und Geometrie

Similarity:

On the number of abelian groups of a given order (supplement)

Hong-Quan Liu (1993)

Acta Arithmetica

Similarity:

1. Introduction. The aim of this paper is to supply a still better result for the problem considered in [2]. Let A(x) denote the number of distinct abelian groups (up to isomorphism) of orders not exceeding x. We shall prove Theorem 1. For any ε > 0, A ( x ) = C ₁ x + C ₂ x 1 / 2 + C ₃ x 1 / 3 + O ( x 50 / 199 + ε ) , where C₁, C₂ and C₃ are constants given on page 261 of [2]. Note that 50/199=0.25125..., thus improving our previous exponent 40/159=0.25157... obtained in [2]. To prove Theorem 1, we shall proceed along the line of approach presented...

Chance constrained problems: penalty reformulation and performance of sample approximation technique

Martin Branda (2012)

Kybernetika

Similarity:

We explore reformulation of nonlinear stochastic programs with several joint chance constraints by stochastic programs with suitably chosen penalty-type objectives. We show that the two problems are asymptotically equivalent. Simpler cases with one chance constraint and particular penalty functions were studied in [6,11]. The obtained problems with penalties and with a fixed set of feasible solutions are simpler to solve and analyze then the chance constrained programs. We discuss solving...