One o f the ma in aims o f [5] is to obta in bounds for asr(A) for var ious classes of noncommuta t i ve rings A; in part icular , they show that: (i) asr(A) ~< 1 + d whenever A is a module finite a lgebra over a commuta t ive Noe ther ian ring R with d im(maxspec R) = d, and (ii) asr(A) = 1 if A is a semi-local ring (see [5], Theorems 3.1 and 2.4], respectively). The a im o f this note is to s...

APPENDIX: Lost Relatives of the Gumbel Trick Here we provide proofs for the results stated in the main text, together with additional supporting lemmas required for these proofs. A. Comparison of Gumbel and Exponential tricks In Section 2.3.1 we analyzed the asymptotic efficiency of different estimators of Z by measuring their asymptotic variance. (As all our estimators in the full-rank perturb...

This paper proposes a new model for calculating VaR where the user is free to choose any probability distributions for daily changes in the market variables and parameters of the probability distributions are subject to updating schemes such as GARCH. Transformations of the probability distributions are assumed to be multivariate normal. The model is appealing in that the calculation of VaR is ...

F un c tion al an d developm en tal s ign ific an c e of amplitude variance asymmetr y in the BOLD resting state signal

A variety of methods is available to estimate a portfolio’s Value-at-Risk. Aside from the overall VaR there is an apparent need for information about marginal VaR, component VaR and incremental VaR. Expressions for these VaR metrics have been derived under the restrictive normality assumption. In this paper we investigate these VaR concepts in an elliptical world and in a general distribution-f...

The classical Lévy-Cramér continuity theorem asserts that the convergence of the characteristic functions implies the weak convergence of the corresponding probability measures. We extend this result to the setting of non-commutative probability theory and discuss some applications. ∗CNRS, Université de Provence, Université de la Méditerranée, Université du Sud Toulon-Var. 2 V. Jakšić, Y. Pautr...

C. neoformans is a basidiomycetous, yeast-like fungus that, following inhalation from an environmental source, causes respiratory and neurological infection in humans and animals. This fungus has 5 serotypes (A, B, C, D, and AD), and recently was subdivided into 3 varieties known as C. neoformans var. grubii (serotype A), C. neoformans var. neoformans (serotype D), and C. neoformans var. gattii...

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Özet. Maliyet ve bütçe tahminleri, süreç kıyaslama ve proje kontrolü gibi yazılım proje yönetimi aktivitelerinin pek çoğu yazılım işlevsel büyüklük ölçümlerine bağlı olduğu için bu değerin ölçümü ve güvenilirliği çok önemlidir. Bu sebeple, İşlevsel büyüklük ölçümlerin güvenilirliğini artırmak için, ölçüm sürecinin sonunda büyüklük dokümanları kontrol edilmeli ve gözden geçirilmelidir. Ancak, öl...

Assuming absolute continuity of marginals, we give the distribution for sums of dependent random variables from some class of Archimedean copulas and the marginal distribution functions of all order statistics.We use conditional independence structure of random variables from this class of Archimedean copulas and Laplace transform. Additionally, we present an application of our results to VaR e...