3 resultados para Finanza matematica, Probabilità e statistica, Approssimazioni saddlepoint

em Indian Institute of Science - Bangalore - Índia


Relevância:

10.00% 10.00%

Publicador:

Resumo:

In these lectures we plan to present a survey of certain aspects of harmonic analysis on a Heisenberg nilmanifold Gammakslash}H-n. Using Weil-Brezin-Zak transform we obtain an explicit decomposition of L-2 (Gammakslash}H-n) into irreducible subspaces invariant under the right regular representation of the Heisenberg group. We then study the Segal-Bargmann transform associated to the Laplacian on a nilmanifold and characterise the image of L-2 (GammakslashH-n) in terms of twisted Bergman and Hermite Bergman spaces.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

On introduit une nouvelle classe de schémas de renforcement des automates d'apprentissage utilisant les estimations des caractéristiques aléatoires de l'environnement. On montre que les algorithmes convergent en probabilité vers le choix optimal des actions. On présente les résultats de simulation et on suggère des applications à un environnement à plusieurs apprentissages

Relevância:

10.00% 10.00%

Publicador:

Resumo:

We characterise higher order Riesz transforms on the Heisenberg group and also show that they satisfy dimension-free bounds under some assumptions on the multipliers. Using transference theorems, we deduce boundedness theorems for Riesz transforms on the reduced Heisenberg group and hence also for the Riesz transforms associated to multiple Hermite and Laguerre expansions.