characteristic function
Characteristic function approach to the sum of stochastic variables
... This paper puts forward a technique based on the characteristic function to tackle the problem of the sum of stochastic variables. We consider independent processes whose reduced variables are identically ...
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The Characteristic Function Method and Its Application to (1 + 1) Dimensional Dispersive Long Wave Equation
... the characteristic function method is applied to seek traveling wave solutions of nonlinear partial differen- tial equations in a unified ...The characteristic function method reduces the ...
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Estimation of Jump-Diffusion Process vis Empirical Characteristic Function
... analytical characteristic function are ...weight function only and is equivalent to matching all the moments ...weight function can be defined in such a way as to put more weight around the ...
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Synthesis of general Chebyshev characteristic function for dual (single) bandpass filters
... basic characteristic function ...basic characteristic functions which act as basic building blocks for higher degree ...overall characteristic function may be obtained by further ...
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Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models.
... likelihood function does not have a closed-form ...a characteristic function-based estimation method for non-Gaussian Ornstein-Uhlenbeck-based stochastic volatility ...the characteristic ...
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White Noise Path Integral Evaluation of the Characteristic Function of a Modified Wormlike Chain
... The characteristic function of a wormlike chain is expressed as a Feynman path integral, obtained via the white noise functional ...the characteristic function in one dimension only, we let ...
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EMPIRICAL CHARACTERISTIC FUNCTION APPROACH TO GOODNESS-OF-FIT TESTS FOR THE GENERALIZED EXPONENTIAL DISTRIBUTION
... A statistical problem encountered in many areas of research is the need to assess whether a sample of observations comes from a specified distribution. Typically such situations are known as 'Goodness of Fit' problems. ...
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Image splicing detection based on inter-scale 2D joint characteristic function moments in wavelet domain
... acteristic function (CF) moments of the inter-scale co- concurrent matrices, which are the global statistical features, are exploited when detecting splicing ...The characteristic function is defined ...
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Joint Characteristic Function of Stock Log Price and Squared Volatility in the Bates Model and Its Asset Pricing Applications
... the function, which is an analytically challenging ...marginal characteristic function is a special case of the joint characteristic function and then apply results from prior research ...
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ONE-SIDED \(L\)-APPROXIMATION ON A SPHERE OF THE CHARACTERISTIC FUNCTION OF A LAYER
... 10. Deikalova M. V. Several extremal approximation problems for the characteristic function of a spherical layer. Proc. Steklov Inst. Math., 2012. Vol. 277, Suppl. 1. P. S79–S92. DOI: ...
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An offspring of multivariate extreme value theory: the max characteristic function
... Then it turns out that the knowledge of this D-norm fully identifies the distribution of Z; it is actually enough to know this D-norm when t = 1, as Lemma 1.1 below shows, and this shall be the basis for our definition ...
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On the Moments, Cumulants, and Characteristic Function of the Log-Logistic Distribution
... and characteristic function of the log-logistic ...generating function and by definition of expected values of the log-logistic random variable and (2) finding the cumulants and characteristic ...
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A sequential approach to the characteristic function and the core in games with externalities
... As argued in the introductory section, the simultaneous approach to the derivation of a characteristic function for the game Γ views the value v(S) as resulting from an implicit two stage process. At the ...
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On the characteristic function of a sum of M dependent random variables
... RHEE Faculty of Management Sciences The Ohio State University Columbus, Ohio 43210... We will estimate the bound of.[r] ...
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The Switching Characteristic of Igbt
... II. EFFECT OF MECHANICAL CRIMP ON SWITCHING CHARACTERISTICS OF MODULE Press-pack IGBT modules require a mechanical crimp force during the installation process to ensure proper module usage [15-16] .The test module's ...
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Types and Properties of Characteristic Classes
... of characteristic classes. The study gives the importance of characteristic classes and how they develop cohomology theory as a classification method in algebraic ...several characteristic classes ...
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Physicochemical characteristic of BaTi0.95Zr0.05O3
... on the quality of the prepared powder. In fact, the XRD pattern of the calcined powder at 500°C is substantially amorphous, apart diffuse diffraction peaks and intense which was identified as peaks of reflection ...
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Mechanics and Characteristic Forms of Fretting
... Although a definition and understanding of fret- ting is already well established, the lack of a very strin- gent definition still remains in the term small ampli- tude, which does not define a transition between ...
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Hydraulic characteristic of collagen
... The 1D method of characteristics was designed to simulate the transient flow of thixotropic incompressible liquids in pipes using the Houska model with variable yield stress. The model is robust, fast and can be ...
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5.6 Characteristic Properties
... Intensive properties such as density, color, and boiling point do not depend on the size of the sample of matter... These are called characteristic properties...[r] ...
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