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Bayesian analysis of structural change in a distributed Lag Model (Koyck Scheme)

Arvin Paul B. Sumobay, Arnulfo P. Supe (2014)

Discussiones Mathematicae Probability and Statistics

Structural change for the Koyck Distributed Lag Model is analyzed through the Bayesian approach. The posterior distribution of the break point is derived with the use of the normal-gamma prior density and the break point, ν, is estimated by the value that attains the Highest Posterior Probability (HPP). Simulation study is done using R. Given the parameter values ϕ = 0.2 and λ = 0.3, the full detection of the structural change when σ² = 1 is generally attained at ν + 1. The after...

Canonical commutation relations and interacting Fock spaces

Zied Ammari (2004)

Journées Équations aux dérivées partielles

We introduce by means of reproducing kernel theory and decomposition in orthogonal polynomials canonical correspondences between an interacting Fock space a reproducing kernel Hilbert space and a square integrable functions space w.r.t. a cylindrical measure. Using this correspondences we investigate the structure of the infinite dimensional canonical commutation relations. In particular we construct test functions spaces, distributions spaces and a quantization map which generalized the work of...

Carathéodory solutions of Sturm-Liouville dynamic equation with a measure of noncompactness in Banach spaces

Ahmet Yantir, Ireneusz Kubiaczyk, Aneta Sikorska-Nowak (2015)

Open Mathematics

In this paper, we present the existence result for Carathéodory type solutions for the nonlinear Sturm- Liouville boundary value problem (SLBVP) in Banach spaces on an arbitrary time scale. For this purpose, we introduce an equivalent integral operator to the SLBVP by means of Green’s function on an appropriate set. By imposing the regularity conditions expressed in terms of Kuratowski measure of noncompactness, we prove the existence of the fixed points of the equivalent integral operator. Mönch’s...

Cauchy problems in weighted Lebesgue spaces

Jan W. Cholewa, Tomasz Dłotko (2004)

Czechoslovak Mathematical Journal

Global solvability and asymptotics of semilinear parabolic Cauchy problems in are considered. Following the approach of A. Mielke [15] these problems are investigated in weighted Sobolev spaces. The paper provides also a theory of second order elliptic operators in such spaces considered over , . In particular, the generation of analytic semigroups and the embeddings for the domains of fractional powers of elliptic operators are discussed.

Charge transfer scatteringin a constant electric field

Lech Zieliński (1999)

Colloquium Mathematicae

We prove the asymptotic completeness of the quantum scattering for a Stark Hamiltonian with a time dependent interaction potential, created by N classical particles moving in a constant electric field.

Circular operators related to some quantum observables

Wacław Szymański (1997)

Annales Polonici Mathematici

Circular operators related to the operator of multiplication by a homomorphism of a locally compact abelian group and its restrictions are completely characterized. As particular cases descriptions of circular operators related to various quantum observables are given.

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