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We derive constraints on the statistics of the charge transfer between two conductors in the model of arbitrary time-dependent instant scattering of noninteracting fermions at zero temperature. The constraints are formulated in terms of analytic properties ...
This paper establishes that every random utility discrete choice model (RUM) has a representation that can be characterized by a choice-probability generating function (CPGF) with specific properties, and that every function with these specific properties ...
We propose a very fast and accurate algorithm for pricing swaptions when the underlying term structure dynamics are affine. The efficiency of the algorithm stems from the fact that the moments of the underlying asset (i.e., a coupon bond) possess simple cl ...
We present an exact expression for the L2 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 ...
Drainage density (D-d), defined as the total length of channels per unit area, is a fundamental property of natural terrain that reflects local climate, relief, geology, and other factors. Accurate measurement of D-d is important for numerous geomorphic an ...
[1] In this paper we extend previous mathematical results on the probabilistic modeling of base flows driven by spatial and temporal fluctuations of soil moisture and affected by intermittent rainfall forcings and by heterogeneous transport, soil, and vege ...
We discuss the problem of full counting statistics for periodic pumping. The probability generating function is usually defined on a circle of the "physical" values of the counting parameter, with its periodicity corresponding to charge quantization. The e ...
Independent component analysis (ICA) is a powerful method to decouple signals. Most of the algorithms performing ICA do not consider the temporal correlations of the signal, but only higher moments of its amplitude distribution. Moreover, they require some ...
We propose an efficient orthonormal wavelet-domain video denoising algorithm based on an appropriate integration of motion compensation into an adapted version of our recently devised Stein's unbiased risk estimator-linear expansion of thresholds (SURE-LET ...
A random variable dominates another random variable with respect to the covariance order if the covariance of any two monotone increas- ing functions of this variable is smaller. We characterize completely the covariance order, give strong sufficient conditi ...
