Found 102 Documents (Results 1–100)
Detection of financial bubbles using a log-periodic power law singularity (LPPLS) model. (English) Zbl 07912699
MSC:
62-08
Effects of streamwise rotation on helicity and vortex in channel turbulence. (English) Zbl 1539.76071
On the exponential max-domain of attraction of the standard log-Fréchet distribution and subexponentiality. (English) Zbl 1538.60078
Friction factor power law with equivalent log law, of a turbulent fully developed flow, in a fully smooth pipe. (English) Zbl 1518.76025
On self-similar Bernstein functions and corresponding generalized fractional derivatives. (English) Zbl 1525.60055
Comparative analysis of carbon cycle models via kinetic representations. (English) Zbl 1516.92136
Reviewer: Dieter Erle (Dortmund)
Positive equilibria of power law kinetics on networks with independent linkage classes. (English) Zbl 1519.92365
Reviewer: Dieter Erle (Dortmund)
Dissecting the 2015 Chinese stock market crash. (English) Zbl 07853598
MSC:
62-XX
Rate of convergence to the Circular Law via smoothing inequalities for log-potentials. (English) Zbl 1479.60004
Prediction of asset price bubbles based on log-periodic power-law singularity model. (Chinese. English summary) Zbl 1474.91223
Derivation of logarithmic integrals expressed in teams of the Hurwitz zeta function. (English) Zbl 1484.30042
The accumulative law and its probability model: an extension of the Pareto distribution and the log-normal distribution. (English) Zbl 1472.60023
Hybrid Zipf-Mandelbrot law. (English) Zbl 1412.94136
Spectral derivation of the classic laws of wall-bounded turbulent flows. (English) Zbl 1404.76124
MSC:
76F40
Modified profile likelihood inference and interval forecast of the burst of financial bubbles. (English) Zbl 1402.91912
MSC:
91G70
Some new characterizations of max domains of attraction of Fréchet and log-Fréchet laws under power normalization. (English) Zbl 1380.60032
Performance analysis of averaging based distributed estimation algorithm with additive quantization model. (English) Zbl 1370.93249
Convergence in law implies convergence in total variation for polynomials in independent Gaussian, gamma or beta random variables. (English) Zbl 1382.60012
Houdré, Christian (ed.) et al., High dimensional probability VII. The Cargèse volume. Selected papers based on the presentations at the 7th conference, HDP VII, Institut d’Études Scientifiques de Cargèse, IESC, Fance, May 26–30, 2014. Basel: Birkhäuser/Springer (ISBN 978-3-319-40517-9/hbk; 978-3-319-40519-3/ebook). Progress in Probability 71, 381-394 (2016).
Test of two hypotheses explaining the size of populations in a system of cities. (English) Zbl 1514.62922
MSC:
62-XX
The spatial-temporal evolution of coherent structures in log law region of turbulent boundary layer. (English) Zbl 1345.76048
MSC:
76F40
Power-law and exponential rank distributions: a panoramic Gibbsian perspective. (English) Zbl 1343.60006
MSC:
60E15
Polynomials on spaces with logarithmically concave measures. (English. Russian original) Zbl 1323.28004
Dokl. Math. 91, No. 1, 72-75 (2015); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 460, No. 5, 503-506 (2015).
Reviewer: K. P. Hart (Delft)
Random matrices: universality of local spectral statistics of non-Hermitian matrices. (English) Zbl 1316.15042
Reviewer: Francisco Marcellán (Leganes)
Can log-periodic power law structures arise from random fluctuations? (English) Zbl 1395.82197
MSC:
82C31
A surveillance scheme for reliability growth of repairable systems and software based on NHPP. (English) Zbl 1308.62207
Strong limit theorems for anisotropic self-similar fields. (English) Zbl 1314.60102
Reviewer: Anatoliy Swishchuk (Calgary)
Automatic estimation of flux distributions of astrophysical source populations. (English) Zbl 1304.85001
Universality of general \(\beta\)-ensembles. (English) Zbl 1298.15040
Reviewer: Carlos Gabriel Pacheco (México D. F.)
A stable and robust calibration scheme of the log-periodic power law model. (English) Zbl 1402.91946
MSC:
91G80
Liquidity crisis detection: an application of log-periodic power law structures to default prediction. (English) Zbl 1402.91971
Law of multiplicative error and its generalization to the correlated observations represented by the \(q\)-product. (English) Zbl 1336.62154
MSC:
62H20
A multivariate Gnedenko law of large numbers. (English) Zbl 1293.60012
Reviewer: Wolfgang Weil (Karlsruhe)
Characterizing heavy-tailed distributions induced by retransmissions. (English) Zbl 1287.60045
Reviewer: Ludger Rüschendorf (Freiburg i. Br.)
Strong deviation theorems for functionals of the nonnegative continuous random variables. (English) Zbl 1236.60035
Johansen-Sornette hierarchical model of financial crashes and its ultrametric generalization. (Russian. English summary) Zbl 1463.91192
Quadratic models to fit experimental data of paclitaxel release kinetics from biodegradable polymers. (English) Zbl 1365.92041
Derivation, implementation, and initial testing of a compressible wall-layer model. (English) Zbl 1321.76030
Near-wall profiles of mean flow and turbulence quantities predicted by eddy-viscosity turbulence models. (English) Zbl 1406.76025
MSC:
76F65
Optimal maintenance time for repairable systems under two types of failures. (English) Zbl 1188.62290
Pricing and hedging Asian basket spread options. (English) Zbl 1186.91212
Reviewer: Krzysztof Piasecki (Poznań)
MSC:
91G20
Conditional entrance laws for superprocesses with dependent spatial motion. (English) Zbl 1147.60055
Is the evolution of Jazz described by a log-periodic law? (La chronologie du Jazz suit-elle une loi log-périodique?) (French. English summary) Zbl 1179.00018
Math. Sci. Hum., Math. Soc. Sci. 178, 41-50 (2007); erratum 179, 110 (2007).
MSC:
00A65
The early years of the variance-gamma process. (English) Zbl 1161.60300
Fu, Michael C. (ed.) et al., Advances in mathematical finance. Papers presented at the ‘Mathematical finance conference in honor of the 60th birthday of Dilip B. Madan’, College Park, MD, USA, September 29 – October 1, 2006. Boston, MA: Birkhäuser (ISBN 978-0-8176-4544-1/hbk). Applied and Numerical Harmonic Analysis, 3-19 (2007).
Reviewer: Antonis Papapantoleon (Wien)
Very slowly decaying auto-correlations: application to volatility in financial markets. (English) Zbl 1220.91029
Reviewer: Ryszard Doman (Poznań)
MSC:
91B84
Maximum log-likelihood ratio test for a change in three parameter Weibull distribution. (English) Zbl 1118.62026
Deconvolution in high-energy astrophysics: science, instrumentation, and methods. (English) Zbl 1331.85008
On a sharp lower bound on the blow-up rate for the \(L^2\) critical nonlinear Schrödinger equation. (English) Zbl 1075.35077
Self-similar profile of probability density functions in zero-pressure gradient turbulent boundary layers. (English) Zbl 1153.76370
Analysis of power law and log law velocity profiles in the overlap region of a turbulent wall jet. (English) Zbl 1139.76312
Intrinsic Bayes factors for model selection in nonhomogeneous Poisson processes. (English) Zbl 1036.62021
Extension of the Kida law in turbulence. (English. Abridged French version) Zbl 1134.76369
MSC:
76F99
Introduction to second kind statistics: Applications of log-moments and log-cumulants to SAR image law analysis. (Introduction aux statistiques de deuxième espèce: Applications des logs-moments et des logs-cumulants à l’analyse des lois d’images radar.) (French) Zbl 1044.60008
Power law and log law velocity profiles in fully developed turbulent pipe flow: Equivalent relations at large Reynolds numbers. (English) Zbl 1009.76029
MSC:
76F10
Exact solutions for near-wall turbulence theory. (English) Zbl 0966.76035
MSC:
76F40
Estimating a tail exponent by modelling departure from a Pareto distribution. (English) Zbl 0942.62059
Logarithmic operators and hidden continuous symmetry in critical disordered models. (English) Zbl 1002.81545
MSC:
81T40
Trend analysis of multiple counting processes. (English) Zbl 0908.62086
Jewell, Nicholas P. (ed.) et al., Lifetime data: models in reliability and survival analysis. International research conference, Harvard Univ., Cambridge, MA, USA, June 15–17, 1994. Dordrecht: Kluwer Academic Publishers. 149-156 (1996).
An application of Fourier series to the most significant digit problem. (English) Zbl 0821.60045
Reviewer: P.Schatte (Freiberg)
Hyper Markov laws in the statistical analysis of decomposable graphical models. (English) Zbl 0815.62038
A log log law for unstable ARMA models with applications to time series analysis. (English) Zbl 0746.62093
Reviewer: J.Anděl (Praha)
Application of the velocity-dissipation probability density function model in inhomogeneous turbulent flows. (English) Zbl 0746.76057
MSC:
76F20
Tolerance limits for the product of two Pareto random variables. (English) Zbl 0566.62026
MSC:
62F25
Change-point estimation and fluctuation. (English) Zbl 0524.62032
MSC:
62F10
Some results on increments of the Wiener process with applications to lag sums of i.i.d. random variables. (English) Zbl 0519.60030
Monotonicity of positive partial sums of independent random variables. (English) Zbl 0517.60014
Probability theory and mathematical statistics, Proc. 4th USSR - Jap. Symp., Tbilisi/USSR 1982, Lect. Notes Math. 1021, 612-616 (1983).
Another version of Strassen’s log log law with an application to approximate upper functions of a Gaussian process with a positive index. (English) Zbl 0478.60047
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