The non-homogeneous case
Robust covariance matrix estimation and portfolio allocation: the case of non-homogeneous assets
... the case of the Maximum Variety Portfolio and may be obviously extended to other classical frameworks with analogous ...in homogeneous groups before applying the proposed methodology which is to whiten the ...
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The fractional non-homogeneous Poisson process
... where ˆ G is the Laplace transform of an infinitely divisible distribution function G. Both lemmata are powerful tools to check whether a renewal process also belongs to the class of Cox processes. Especially, Lemma 2 ...
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The fractional non-homogeneous Poisson process
... a non-homogeneous fractional Poisson process by replacing the time variable in the fractional Poisson process of renewal type with an ap- propriate function of ...its non-local governing ...the ...
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Markov Chain Computation for Homogeneous and Non-homogeneous Data: MARCH 1.1 Users Guide
... You can modify the number of hidden states (M) and the order of the hidden and of the visible chains. The third option lets you impose a constraint on the matrix of the hidden process. By choosing “diagonal”, the hidden ...
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Commensurate lock-in in holographic non-homogeneous lattices
... the case when translations are not broken explicitly the normal phase is the homogeneous RN black hole and the study of the marginal modes results in a characteristic “bell”- shaped instability curve in the ...
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Invariance principle for non-homogeneous random walks.
... has continuous trajectories and the mapping theorem [4, p. 20], the law of kZ r 0 ( · ∧ τ r )k equals that of a Bessel process stopped at level r for all but countably many r < r 0 . The final statement in the lemma ...
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Limit theorems for the fractional non-homogeneous Poisson process
... n→∞ S. (for details see Chapter XVII in Feller (1971) for example). In other words the distribution of the X k ’s is in the domain of attraction of a stable law. In the following, we will derive limit theorems for the ...
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Stability analysis of geometrically non homogeneous stratified slopes
... and stratification effects, the water table was placed very deep and its effects are not considered. Initially, the slope face rests at an angle of 18 degrees, then 56 degrees after the cut (Figure 1 (a) and (b)) to ...
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Data Envelopment Analysis Models in Non-Homogeneous Environment
... the non-homogeneous environment. One of the problems lies in non-homogeneous ...this case, the units under evaluation spend the same inputs but produce completely or at least partly ...
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Finite-Time Stabilization of Homogeneous Non-Lipschitz Systems
... of non-linear systems such as fractional systems, unknown parameters systems and ones subject to ...the case where the states of the system are subject to ...
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Testing for Multiple Structural Changes with Non-Homogeneous Regressors
... with non-homogeneous regres- ...general case and found that the limiting distributions depend on the ...trend case, we have obtained the critical values for the sup-type and avg-type tests by ...
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PUBLIC KEY CRYPTOGRAPHY WITH SYSTEM OF NON-HOMOGENEOUS EQUATIONS
... So, if we are able to find matrices G and X such that the value of rank r is minimum and that of n is more, then it will be ensured that the number of independent variables is high, so that searching the solution becomes ...
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Extremes of a class of non-homogeneous Gaussian random fields
... The principle aim of this contribution is to extend Piterbarg’s asymptotic theory for Gaussian random fields to the case where the maximum of the variance function on a bounded convex set E is attained on finite ...
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Real Estate valuation and forecasting in non-homogeneous markets: A case study in Greece during the financial crisis
... 4 non-overlapping out-of-sample ...a non-linear automatic valuation method based on machine ...inefficient, non-homogeneous market governed by lack of information and declining prices due to ...
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Real Estate valuation and forecasting in non-homogeneous markets: A case study in Greece during the financial crisis
... Although various studies have been published on mass appraisal systems, previous studies focus on large and already developed markets. Furthermore, the analysis is usually based on small samples (less than 500 ...
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A Quantum Representation of the Homogeneous 5D Manifold and the Perelman Mappings of 5D onto Non Homogeneous Lorentz 4D Manifolds
... the case of the 2D quantum well produced by M and − M along z , the massive electron ground state binding energy must then be precisely 4 times the electron rest mass ...2D non-relativistic orbital state ...
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A non-homogeneous Markov software reliability model with imperfect repair
... this case, faults occurring during operation are not being xed either because this is too expensive or because they are not easily reproducible to initiate an eective ...this case is the mean time to reboot ...
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Moving Target Estimation in Non-Homogeneous Clutter for MIMO Radar
... for non-stationary target using MIMO radar in non-homogeneous ...the case of non-homogeneous clutter due to the azimuth-selective backscattering the clutter power will vary from ...
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A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels
... Granger non-causality tests based on the method of Dumitrescu and Hurlin (2012) (the “DHT” test statistic) using the Stata algorithm developed by Lopez and Weber ...Granger non-causality is rejected in all ...
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4. Non-homogeneous Kirchhoff equation on $\mathbb{R}^3$
... and one can not directly apply the classical symmetric mountain-pass theorem [2] to prove the existence of infinitely many solutions. As far as we know, the only papers dealing with the case g(x) 6= 0 are [4, 9]. ...
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