Concept
Moment-generating function
Related publications (71)
Generalizing the Affine Framework to HJM and Random Field Models
We identify a class of term structure models possessing a generalized affine-structure that significantly extends the class studied by Duffie, Pan, and Singleton (2000) and Chacko and Das (2002). This class of models, which includes both infinite-state-var ...
Columbia Business School2003A general and operational representation of GEV models
Generalised Extreme Value models provide an interesting theoret- ical framework to develop closed-form random utility models. Unfor- tunately, few instances of this family are to be found as operational models in practice. The form of the model, based on a ...
2003Images incorporating microstructures
A method of generating an image incorporating a microstructure includes the steps of obtaining an original image, generating a microstructure, and rendering a region or the whole said original image with said microstructure. The operation of generating the ...
2003Optically sectioned image generating method for microscopy imaging apparatus involves combining measured characteristics of signals from respective positions of conjugate image plane to generate optically sectioned image of specimen
Theo Lasser, François Richard Vuille, Stéphane Bourquin, Jelena Mitic, Karsten Plamann
A method and a microscopy imaging apparatus for generating an optically sectioned image of a specimen are provided. The method comprises the steps of:illuminating the specimen with a modulating, spatially periodic illumination pattern; imaging said specime ...
2003Sampling of Periodic Signals: A Quantitative Error Analysis
Michaël Unser, Thierry Blu, Mathews Jacob
We present an exact expression for the error that occurs when one approximates a periodic signal in a basis of shifted and scaled versions of a generating function. This formulation is applicable to a wide variety of linear approximation schem ...
IEEE2002Matrix vector product for confluent Cauchy-like matrices with applications to confluent rational interpolation
Many important problems in pure and applied mathematics and engineering can be reduced to linear algebra on dense structured matrices. The structure of these dense matrices is understood in the sense that their n2 entries can be "compressed" to a smaller n ...
2000Punching Strength of R.C. Flat Slabs with Moment Transfer
The paper presents results from an experimental and analytical study of interior columns subjected to punching in the presence of an unbalanced moment. The moment, characterized in the study by an eccentricity of the load in the column, is shown to have a ...
International Workshop on Punching Shear2000Compensation of Unidirectional Geometric Distortion in EPI Using Spline Warping
Michaël Unser, Philippe Thévenaz
Due to magnetic field inhomogeneities, EPI images are geometrically distorted, predominantly along the phase-encoding direction. Currently, the distortion is either ignored or compensated manually using a warping function defined through a set of landmarks ...
IEEE1999Group sequential procedures for multiple comparison of rates of change
Group sequential methods find a particular field of application in clinical trials because patient recruitment is by nature sequential. It is important to minimize the number of patients exposed to an inferior treatment. Moreover, the experimenter is requi ...
EPFL1998Displacement Structure and Completion Problems
A general result is proven concerning time-variant displacement equations with positive solutions in a general operatorial setting. It is then shown that the solutions of several completion problems, recently considered in connection with classical interpo ...
Society for Industrial and Applied Mathematics1995