Dynamical systems with components whose sizes evolve according to multiplicative stochastic rules have been recently combined with entry and exit processes. We show that the assumptions usually made in modeling exits are ...
This paper focuses on the estimation of some models in finance and in particular, in interest rates. We analyse discretized versions of the constant elasticity of variance (CEV) models where the normal law showing up in ...
In this paper, an attempt is made to show a general solution to nonlinear and/or non-Gaussian state-space modeling in a Bayesian framework, which corresponds to an extension of Carlin et al. (J. Amer. Statist. Assoc. 87(418) ...
This paper presents the use of Thyristor-Controlled Series Capacitor (TCSC) to control bifurcations of subsynchronous resonance (SSR) in multimachine power system. The modified second system of the IEEE second benchmark ...
Delli Gatti, D; Di Guilmi, C; Gaffeo, E; Gallegati, M; Giulioni, G; Palestrini, A(World Scientific, 2004-01)
Power law behavior is an emerging property of many economic models. In this paper we emphasize the fact that power law distributions are persistent but not time invariant. In fact, the scale and shape of the firms' size ...
We study the dynamics of a one-dimensional discrete flow with open boundaries?a series of moving point particles connected by ideal springs. These particles flow towards an inlet at constant velocity, pass into a region ...
Electricity demand forecasting plays an important role in electric power systems planning. In this paper, nonlinear time series modeling technique is applied to analyze electricity demand. Firstly, the phase space, which ...
This paper introduces a variant of random utility choice models based on mixed probability density functions, hence the adopted moniker k-Mix models. Mixed pdfs contain components with the usual continuous density function ...
We prove, in a multipartite setting, that it's always feasible to exactly transform a genuinely $m$-partite entangled state with sufficient many copies to any other $m$-partite state via local quantum operation and classical ...
Necessary and sufficient global optimality conditions are presented for certain nonconvex minimization problems subject to inequality constraints that are expressed as the pointwise minimum of sublinear (MSL) functions. A ...
We give an O(n 2) time algorithm to find the population variance of tour costs over the solution space of the n city symmetric Traveling Salesman Problem (TSP). The algorithm has application in both the stochastic case, ...