Using a simple integral identity, we derive general expressions for the Laplace transform of the transition density of the process, if killing or reflecting boundaries are specified. We also obtain a number of useful ...
We propose a latent variable model for mixed discrete and continuous outcomes. The model accommodates any mixture of outcomes from an exponential family and allows for arbitrary covariate effects, as well as direct modelling ...
Multiple outcomes are commonly measured in:the study of birth defects. The reason is that most teratogens do not cause a single, uniquely defined defect, but rather result in a range of effects, including major malformations, ...
We discuss latent variable models that allow for fixed effect covariates, as well as covariates affecting the latent variable directly. Restricted maximum likelihood and maximum likelihood are used to estimate model ...
In this paper, lateral-torsional buckling behavior of open-section thin-walled beams is investigated based on a geometrically nonlinear formulation, which considers the effects of shear deformations. A finite element ...
For periodic integrands with unit period in each variable, certain error bounds for lattice rules are conveniently characterised by the figure of merit rho, which was originally introduced in the context of number theoretic ...
The paper presents a law of large numbers for the asymptotic macroscopic nonequilibrium dynamics of wide range exclusion processes with births and deaths on a random set of sites.
We obtain fundamental solutions for PDEs of the form u(t) = sigma x(gamma)u(xx) + f(x)u(x) - mu x(r)u by showing that if the symmetry group of the PDE is nontrivial, it contains a standard integral transform of the fundamental ...
In this paper we introduce new methods based upon integrating Lie symmetries for the construction of explicit fundamental solutions of multi-dimensional second order parabolic PDEs. We present applications to the problem ...
Developmental toxicity experiments are designed to assess potential adverse effects of drugs and other exposures on developing fetuses from pregnant dams. Extrapolation to humans is a very difficult problem. An important ...
In this paper we discuss structured [image omitted] control methods for large-scale interconnected systems. Based on a relaxation of Riccati equations, we derive some linear matrix inequality (LMI) conditions for sub-optimal ...
It is shown that two copies are enough to distinguish a complete basis of maximally entangled states in canonical form by constructing an explicit protocol. In particular, in such a protocol, no auxiliary system is needed ...
We show that any two different unitary operations acting on an arbitrary multipartite quantum system can be perfectly distinguished by local operations and classical communication when a finite number of runs is allowed. ...
We propose a smooth hazard estimator for interval-censored survival data using the method of local likelihood. The model is fit using a local EM algorithm. The estimator is more descriptive than traditional empirical ...
Photonic crystals are meta-materials that can inhibit the propagation of light in all directions for specific wavelength ranges. Material or structural defects can be introduced into the crystal to cause localised modes, ...
Heath, David; Platen, Eckhard(Routledge Journals, Taylor & Francis Ltd, 2006)
Without requiring the existence of an equivalent risk-neutral probability measure this paper studies a class of one-factor local volatility function models for stock indices under a benchmark approach. It is assumed that ...
Chung, In Hwan; Dun, Tim; Schlogl, Erik(Springer, 2010)
In the lognormal forward Market model (LFM) framework, the specification for time-deterministic instantaneous volatility functions for state variable forward rates is required. In reality, only a discrete number of forward ...