搜索结果: 1-15 共查到“数学 REGIME”相关记录20条 . 查询时间(0.093 秒)
Central Limit Theorem for Excited Random Walk in the Recurrent Regime
Recurrent Regime Excited Random Walk
2015/9/29
We consider excited random walk on a strip. We assume that the
cookies are positive and that the total expected drift per site is less than 1/L where
L is the width of the strip. We prove a quenched...
本文假定风险资产的价格满足马尔可夫调制的几何Lė；vy过程，其中市场利率、风险资产的平均回报率、波动率以及跳跃强度和幅度都依赖于市场的经济状态，这些经济状态由一连续时间马尔可夫链描述. 由于该模型下的市场是不完备的，在本文中我们首先采用局部风险最小化方法获得了欧式未定权益的最优套期保值策略. 接着，本文给出了一个具体的例子，得到了马尔科夫调制的几何布朗运动模型下的最优套期保值策略的数值结...
A LARGE DATA REGIME FOR NON-LINEAR WAVE EQUATIONS
A LARGE DATA REGIME NON-LINEAR WAVE EQUATIONS
2018/4/19
For semi-linear wave equations with null form non-linearities on R3+1, we exhibit an open set of initial data which are allowed to be large in energy spaces, yet we can still obtain global solutions i...
Branching diffusion in the super-critical regime
Branching diffusion the super-critical regime Probability
2012/7/11
We investigate the long-time evolution of branching diffusion processes (starting with a single particle) in inhomogeneous media. The qualitative behavior of the processes depends on the intensity of ...
Control of the multiclass G/G/1 queue in the moderate deviation regime
Risk-sensitive control large deviations moderate deviations differential games multi-class single-server queue
2012/5/24
A multi-class single-server system with general service time distributions is studied in a moderate deviation heavy traffic regime. In the scaling limit, an optimal control problem associated with the...
Anatomy of the giant component: The strictly supercritical regime
Anatomy giant component strictly supercritical regime
2012/2/29
In a recent work of the authors and Kim, we derived a complete description of the largest component of the Erd\H{o}s-R\'enyi random graph $G(n,p)$ as it emerges from the critical window, i.e. for $p =...
On Investment-Consumption with Regime-Switching
Portfolio optimization time inconsistency equilibrium policies regime-switching discounting
2011/8/31
Abstract: In a continuous time stochastic economy, this paper considers the problem of consumption and investment in a financial market in which the representative investor exhibits a change in the di...
Asymptotic expansion of beta matrix models in the one-cut regime
Asymptotic expansion beta matrix models the one-cut regime Probability
2011/8/26
Abstract: We prove the existence of a 1/N expansion to all orders in beta matrix models with a confining, off-critical potential corresponding to an equilibrium measure with a connected support. Thus,...
Throughput and Latency of Acyclic Erasure Networks with Feedback in a Finite Buffer Regime
Throughput Latency of Acyclic Erasure Networks Feedback Finite Buffer Regime
2011/1/21
The exact Markov modeling analysis of erasure networks with finite buffers is an extremely hard problem due to the large number of states in the system. In such networks,packets are lost due to either...
Charged polymers in the attractive regime: a first order transition from Brownian scaling to four points localization
Charged polymers attractive regime Brownian scaling four points localization
2010/11/11
We study a quenched charged-polymer model, introduced by Garel and Orland in 1988, that reproduces the folding/unfolding transition of biopolymers. We prove that, below the critical inverse temperatu...
Spectral statistics for random Schrödinger operators in the localized regime
Spectral statistics random Schrö dinger operators the localized regime
2010/11/15
We study various statistics related to the eigenvalues and eigenfunctions of random Hamiltonians in the localized regime. Consider a random Hamiltonian at an energy $E$ in the localized phase. Assume ...
Optimal control of risk process in a regime switching environment
Regime switching diffusion continuity of the value function
2010/12/8
This paper is concerned with cost optimization of an insurance company. The sur-plus of the insurance company is modeled by a controlled regime switching diffusion,where the regime switching mechanism...
Ballistic regime for random walks in random environment with unbounded jumps and Knudsen billiards
cosine law stochastic billiard Knudsen random wal random medium random walk in random environment unbounded
2010/11/26
We consider a random walk in a stationary ergodic environment
in Z, with unbounded jumps. In addition to uniform ellipticity and a bound on the tails of the possible jumps, we assume a condition of s...
A Numerical Scheme for the Quantum Boltzmann Equation Efficient in the Fluid Regime
Numerical Scheme Quantum Boltzmann Equation Efficient
2010/12/8
Numerically solving the Boltzmann kinetic equations with the small Knudsen number is challenging due to the stiff nonlinear collision term. A class of asymptotic preserving schemes
was introduced in ...
Throughput Analysis of Buffer-Constrained Wireless Systems in the Finite Blocklength Regime
Buffer-Constrained Wireless Systems Finite Blocklength Regime
2010/12/7
In this paper, wireless systems operating under queueing constraints in the form of limitations on the buffer violation probabilities are considered. The throughput under such constraints is captured ...