This paper presents a Markov chain Monte Carlo (MCMC) algorithm to estimate parameters and latent stochastic processes in the asymmetric stochastic volatility (SV) model, in which the Box-Cox transformation of the squared volatility follows an autoregressive Gaussian distribution and the marginal density of asset returns has heavytails. To test for the significance of the Box-Cox transformation...

Studies of the effect normalized radiation fluxes on measurement result revealed most influential one. The value flow F0 was shown to have a greater relative error than ΔF0. This allows investigating relationship between controlled Fx and F0. Experimental studies confirmed that by threefold increase in Fx, it becomes possible accuracy wide range. In particular, found at flux F0=0.16×10-3 W, mea...

We introduce new kinds of p-adic hypergeometric functions. show these functions satisfy congruence relations similar to Dwork’s functions, so they are convergent also that there is a transformation formula between our and logarithmic type defined in Asakura (New syntomic regulators. arXiv:1811.03770 ) particular case.

This paper addresses the implementation of a filterbank for digital hearing aids using a multi-dimensional logarithmic number system (MDLNS). The MDLNS, which has similar properties to the classical logarithmic number system (LNS), provides more degrees of freedom than the LNS by virtue of having two, or more, orthogonal bases and the ability to use multiple MDLNS components or digits. The loga...

Yu.A. Litvinov1,2, F. Bosch1, H. Geissel1,2, J. Kurcewicz3, N. Winckler1,2, L. Batist4, K. Beckert1, P. Beller1, D. Boutin1,2, C. Brandau1,2, L. Chen2, C. Dimopoulou1, T. Faestermann5, L. Grigorenko6, P. Kienle5,7, R. Knöbel1,2, C. Kozhuharov1, S.A. Litvinov1,2, L. Maier5, M. Mazzocco1, G. Münzenberg1, A. Musumarra8, C. Nociforo1, F. Nolden1, Z. Patyk9, M. Pfützner3, W.R. Plass2, C. Scheidenber...

The color matching ellipsoid theory has been extensively used to improve the relationship between the human perception and numerical representation of color differences evaluation. This theory can be described thanks to logarithmic functions which approximate the orientation, the position and the size of ellipses. By carrying out these observations to the study of the a*b* chromaticity plane we...

Groundwater is one the major sources of natural water being exploited excessively for various uses in India.
 Thus, it very essential to monitor spatial and temporal variability groundwater quality. Geo-Statistical Interpolation using GIS has been considered as best most advanced method interpolation prediction studies pollution quality, adopted universally. In this paper, ordinary Kriging...

The space derivatives of Freidlin's travelling wave like solutions of generalized KPP equations are considered in this paper. We give estimates of the rst two space derivatives on the wave front and show that the travelling wave is nearly at on the trough and on the crest. Diierentiation of heat semigroups, logarithmic transformation and semi-classical analysis based on stochastic analysis are ...