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151.
152.
《Stochastics An International Journal of Probability and Stochastic Processes》2013,85(3-4):151-162
The problem of characterizing a /c-dimensional statistic contained in the past cj>f a discrete-time stochastic process y, which allows the best linear least-squares prediction of th^ future of y, is considered. The solution is provided in terms of the Schmidt pairs and singular values of an infinite matrix, and of the linear innovations of y. In the stationary case, the spectral characteristic of the optimal statistic, and of the corresponding prediction estimate, is obtained. In the base of a rational spectrum, the results are shown to assume a form particularly attractive from the algorithmic point of view. The results admit a straightforward extension to multivariate stochastic processes. 相似文献
153.
Béatrice Vedel 《Mathematische Nachrichten》2009,282(1):104-124
We present a construction of “flat wavelet bases” adapted to the homogeneous Sobolev spaces ?s (?n ). They solve the problem of the phenomenon of infrared divergence which appears for usual wavelet expansions in ?s (?n ): these bases remove the divergence in the case s – n /2 ? ? since they are also bases of the realization of ?s (?n ). In the critical case s – n /2 ∈ ?, they provide a confinement of the divergence in a “small” space. (© 2009 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim) 相似文献
154.
Let M be a Poisson manifold equipped with a Hermitian star product. We show that any positive linear functional on C∞(M) can be deformed into a positive linear functional with respect to the star product. 相似文献
155.
Skew‐selfadjoint Dirac systems with rational rectangular Weyl functions: explicit solutions of direct and inverse problems and integrable wave equations 下载免费PDF全文
B. Fritzsche M. A. Kaashoek B. Kirstein A. L. Sakhnovich 《Mathematische Nachrichten》2016,289(14-15):1792-1819
In this paper we study direct and inverse problems for discrete and continuous skew‐selfadjoint Dirac systems with rectangular (possibly non‐square) pseudo‐exponential potentials. For such a system the Weyl function is a strictly proper rational matrix function and any strictly proper rational matrix function appears in this way. In fact, extending earlier results, given a strictly proper rational matrix function we present an explicit procedure to recover the corresponding potential using techniques from mathematical system and control theory. We also introduce and study a nonlinear generalized discrete Heisenberg magnet model, extending earlier results for the isotropic case. A large part of the paper is devoted to the related discrete systems of which the pseudo‐exponential potential depends on an additional continuous time parameter. Our technique allows us to obtain explicit solutions for the generalized discrete Heisenberg magnet model and evolution of the Weyl functions. 相似文献
156.
Consequences of QCD current algebra formulated on a light-like hyperplane are derived for the forward scattering of vector and axial–vector currents on an arbitrary hadronic target. It is shown that current algebra gives rise to a special class of sum rules that are direct consequences of the independent chiral symmetry that exists at every point on the two-dimensional transverse plane orthogonal to the lightlike direction. These sum rules are obtained by exploiting the closed, infinite-dimensional algebra satisfied by the transverse moments of null-plane axial–vector and vector charge distributions. In the special case of a nucleon target, this procedure leads to the Adler–Weisberger, Gerasimov–Drell–Hearn, Cabibbo–Radicati and Fubini–Furlan–Rossetti sum rules. Matching to the dispersion-theoretic language which is usually invoked in deriving these sum rules, the moment sum rules are shown to be equivalent to algebraic constraints on forward S-matrix elements in the Regge limit. 相似文献
157.
A unified method to construct the (multi-)boson realizations of the Lie and quantum algebras is proposed based on a universal deformation of boson (Heisenberg-Weyl) algebra and its multiboson realization. Some explicit examples, the Lie algebras sl(2) and su (Ill), q-boson algebra, quantum algebras sl(2)q and su (l,l)q, along with the q-ladder algebra are studied in detail. In particular, the square boson realizations of su (1,l) and su (l,l)q are naturally obtained as special cases. 相似文献
158.
RUAN Dong LI Yan-Song SUN Hong-Zhou 《理论物理通讯》2007,47(3):529-534
In this paper two kinds of two-boson realizations of generally deformed algebras with three generators are obtained by generalizing the Jordan-Schwlnger realizations of SU(2) and SU(1,1). For each kind, a unitary realization and a non-unitary realizatlon, together with the properties of their acting spaces, are discussed. Similarity transformations that relate the non-unitary realizations to the unitary ones are given by solving unitarization equations. 相似文献
159.
Copula method has been widely applied to model the correlation among underlying assets in financial market. In this paper, we propose to use the multivariate Fréchet copula family presented in J. P. Yang et al. [Insurance Math. Econom., 2009, 45: 139–147] to price multivariate financial instruments whose payoffs depend on the kth realization of the underlying assets and collateralized debt obligation (CDO). The advantage of the multivariate Fréchet copula is discussed. Empirical study shows that such copula family gives a better fitting to CDO’s market price than Gaussian copula for some derivatives. 相似文献
160.
《Discrete Mathematics》2020,343(6):111713
We consider realizations of a graph in the plane such that the distances between adjacent vertices satisfy the constraints given by an edge labeling. If there are infinitely many such realizations, counted modulo rigid motions, the labeling is called flexible. The existence of a flexible labeling, possibly non-generic, has been characterized combinatorially by the existence of a so called NAC-coloring. Nevertheless, the corresponding realizations are often non-injective. In this paper, we focus on flexible labelings with infinitely many injective realizations. We provide a necessary combinatorial condition on existence of such a labeling based also on NAC-colorings of the graph. By introducing new tools for the construction of such labelings, we show that the necessary condition is also sufficient up to 8 vertices, but this is not true in general for more vertices. 相似文献