نتایج جستجو برای: the levy

تعداد نتایج: 16053240  

Journal: :Sozial Extra 2007

M. Farzin and M. Tajdari,

In this article, stress analysis and energy estimation during cold-roll forming of symmetrical channel sections have been discussed. Geometry of sheet strip is pre-estimated by a shape function. Then longitudinal, transversal and shear strains have been calculated. Using both the Levy-Mises and the Prandtl Reuss equations, and also considering the Bauschinger effect, stress distributions have b...

Journal: :Journal of the Royal Statistical Society 1921

The multidimensional exponential Levy equations are used to describe many stochastic phenomena such as market fluctuations. Unfortunately in practice an exact solution does not exist for these equations. This motivates us to propose a numerical solution for n-dimensional exponential Levy equations by block pulse functions. We compute the jump integral of each block pulse function and present a ...

2009
Ralf Metzler Aleksei V. Chechkin Joseph Klafter

III. Lévy flights 9 A. Underlying random walk process 9 B. Propagator and symmetries 10 C. Presence of external potentials 12 1. Harmonic potential 12 2. Steeper than harmonic potentials 13 D. First passage and first arrival of Lévy flights 15 E. Leapover properties of Lévy flights 17 F. Kramers problem for Lévy flights 18 G. More on the ”pathology” 20 H. Bi-fractional transport equations 22 I....

1999
A. V. Chechkin V. Yu

We propose the model, which allows us to approximate fractional Levy noise and fractional Levy motion. Our model is based (i) on the Gnedenko limit theorem for an attraction basin of stable probability law, and (ii) on regarding fractional noise as the result of fractional integration/differentiation of a white Levy noise. We investigate self-affine properties of the approximation and conclude ...

Journal: :Journal of Physics A: Mathematical and Theoretical 2007

Journal: :The Annals of Applied Probability 1995

Journal: :Management Science 2003
Peter P. Wakker

Levy and Levy (Management Science 2002) present data that, according to their claims, violate prospect theory. They suggest that prospect theory’s hypothesis of an S-shaped value function, concave for gains and convex for losses, is incorrect. However, all the data of Levy and Levy are perfectly consistent with the predictions of prospect theory, as can be verified by simply applying prospect t...

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