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THE CHARACTERISTIC POLYNOMIAL OF THE ADAMS OPERATORS ON GRADED CONNECTED HOPF ALGEBRAS
Adams operator characteristic operation convolution power
2015/8/14
The Adams operators n on a Hopf algebra H are the convolution
powers of the identity of H. They are also called Hopf powers or Sweedler powers.
We study the Adams operators when H is graded connect...
Characteristic Function-Based Testing for Multifactor Continuous-Time Markov Models via Nonparametric Regression
Characteristic Function Markov models conditional distribution
2011/4/2
We develop a nonparametric regression-based goodness-of-fit test for multifactor continuous-time Markov models using the conditional characteristic function, which often has a convenient closed form o...
Characteristic Function-Based Testing for Multifactor Continuous-Time Markov Models via Nonparametric Regression
nonparametric regression economics and finance easy-to-interpret diagnostic procedures
2011/4/1
We develop a nonparametric regression-based goodness-of-fit test for multifactor continuous-time Markov models using the conditional characteristic function, which often has a convenient closed form o...
Monte Carlo sampling given a Characteristic Function: Quantile Mechanics in Momentum Space
Monte Carlo Characteristic Function Momentum Space
2010/10/29
In mathematical nance and other applications of stochastic processes, it is frequently the case that the characteristic function may be known but explicit forms for density functions are not availabl...
Characteristic Function-Based Testing for Multifactor Continuous-Time Markov Models via Nonparametri
Conditional characteristic function Goodness-of-fit Multifactor continuous-time Markov model Nonparametric regression
2011/4/2
We develop a nonparametric regression-based goodness-of-fit test for multifactor continuous-time Markov models using the conditional characteristic function, which often has a convenient closed-form o...