Uhlig, C. and Eggers, J. 1997. Singularities in cascade models of the Euler equation. Zeitschrift für Physik B Condensed Matter, Vol. 103, Issue. 1, p. 69.

†Email addresses for correspondence: [email protected], [email protected] †Email addresses for correspondence: [email protected], [email protected] (2.1) \begin ...

It is widely known that conditional covariances of asset returns change over time. Researchers adopt many strategies to accommodate conditional heteroskedasticity. Among the most popular are: (a) ...

Abstract: Rigorous pointwise asymptotics are established for semiclassical soliton ensembles (SSEs) of the focusing nonlinear Schrödinger equation using techniques of asymptotic analysis of matrix ...

This title is part of a longer publication history. The full run of this journal will be searched. TITLE HISTORY A title history is the publication history of a journal and includes a listing of the ...

Abstract: We consider the one-dimensional focusing nonlinear Schrödinger equation (NLS) with a delta potential and even initial data. The problem is equivalent to the solution of the initial/boundary ...

The focus is more on tests and confidence intervals derived from tests than on estimators. The paper also presents new testing results under "many weak IV asymptotics," which are relevant when the ...

Teaching: Asymptotic Statistics (P9111). pdf file of syllabus. The initial `S' in Shakespeare's signature from the Welcombe Enclosure Agreement, 1614 (reference: pdf file). Noncommutative ...

A. Gulisashvili, B. Horvath and A. Jacquier. Mass at zero in the uncorrelated SABR model. Quantitative Finance, 18(10): 1753-1765, 2018. https://www.tandfonline.com ...

One of my main projects is to find ways to characterize and classify combinatorial classes with transcendental generating functions. This has led to a detailed study of coefficient asymptotics and ...

We provide notebooks and codes for the paper : "Phase retrieval in high dimensions: Statistical and computational phase transitions" (https://arxiv.org/abs/2006.05228 ...

MWF 9:30am - 10:50am, GHC 4401 (Rashid Auditorium) — Charlie Garrod, Guy Blelloch Lectures are typically just on Monday and Wednesday, but there will be a couple on Friday. The two midterm exams will ...