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Importance Sampling for the Empirical Measure of Weakly Interacting Diffusions
We construct an importance sampling method for computing statistics related to rare events for weakly interacting diffusions. Standard Monte Carlo...
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Mixing properties of generalized T,Tâ1 transformations
We study mixing properties of generalized T,T â1 transformations. We discuss two mixing mechanisms. In the case the fiber dynamics is mixing, it is...
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Several Properties of a Nonstandard Renewal Counting Process and Their Applications
This paper proposes a nonstandard renewal counting process based on web Markov skeleton process, called web renewal process, which allows...
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Studies on the Applicability of a Simplified Gust Simulation Approach in the CFD Code TAU
A simplified method for gust modeling in CFD simulations, the so-called Disturbance Velocity Approach (DVA), is analyzed within this work. This...
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Moderate deviations for marked Hawkes processes
We consider a linear Hawkes process with random marks. Some limit theorems have been studied by Karabash and Zhu [ Stoch. Models , 31 , 433â451 (2015)]....
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The validation of climate in the wine-growing region of the Western Cape of South Africa
The Western Cape province, home to the majority of South Africaâs viniculture, is highly vulnerable to the effects of climate change. This study...
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A Fluctuation Test for Structural Change Detection in Heterogeneous Panel Data Models
Structural change in panel data is a widespread phenomena. This paper proposes a fluctuation test to detect a structural change at an unknown date in...
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Applications of the Second Order Correlation Condition
We continue to use the notations of the previous chapters and denote by Fđ the distribution (function) of the linear form
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Precise large deviations for sums of random vectors in a multidimensional size-dependent renewal risk model
Consider a multidimensional renewal risk model, in which the claim sizes { X k , k â„ 1} form a sequence of independent and identically distributed...
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Large Deviation Principles of Realized Laplace Transform of Volatility
Under the scenario of high-frequency data, a consistent estimator of the realized Laplace transform of volatility is proposed by Todorov and Tauchen...
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Overview
We give an overview of the main results of this work.
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LDP and CLT for SPDEs with transport noise
In this work we consider solutions to stochastic partial differential equations with transport noise, which are known to converge, in a suitable...
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Geometric Convergence and Concentration Inequalities for the FeynmanâKac Genetic Algorithm
In this paper, we consider a genetic evolution model associated to a given FeynmanâKac flow (called also the simple genetic algorithm). We first...
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Hadronic Contributions to the Anomalous Magnetic Moment of the Muon from Lattice QCD
The Standard Model of Particle Physics describes three of the four known fundamental interactions: the strong interaction between quarks and gluons,...
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Moderate deviation and central limit theorem for stochastic differential delay equations with polynomial growth
Employing the weak convergence method, based on a variational representation for expected values of positive functionals of a Brownian motion, we...
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Strategic Admission Behavior and Its Implications: Evidence from a Cardiac Surgery Department
This paper examines a decentralized admission control system with partial capacity sharing in a hospital setting. The admission decision is made by...
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Fast Formation and Assembly of Isogeometric Galerkin Matrices for Trimmed Patches
This work explores the application of the fast assembly and formation strategy from [9, 17] to trimmed bi-variate parameter spaces. Two concepts for...
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Oscillatory Rarefied Gas Flows in Long Capillaries
Oscillatory, rarefied, linear and nonlinear fully developed flows of single gases and binary gas mixtures, driven by external harmonic mechanisms...