920 resultados para Generalized Ramanujan Conjecture


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"UILU-ENG 78 1738."

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"September 30, 1963."

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Mode of access: Internet.

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Photocopy. [Washington?] Clearinghouse for Federal Scientific and Technical Information of the U. S. Dept. of Commerce [1966?]

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"AFCRL-TR-75-0589."

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Mode of access: Internet.

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Considering the importance of the proper detection of bubbles in financial markets for policymakers and market agents, we used two techniques described in Diba and Grossman (1988b) and in Phillips, Shi, and Yu (2015) to detect periods of exuberance in the recent history of the Brazillian stock market. First, a simple cointegration test is applied. Secondly, we conducted several augmented, right-tailed Dickey-Fuller tests on rolling windows of data to determine the point in which there’s a structural break and the series loses its stationarity.

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Andrews and Curtis conjectured in 1965 that every balanced presentation of the trivial group can be transformed into a standard presentation by a finite sequence of elementary transformations. Recent computational work by Miasnikov and Myasnikov on this problem has been based on genetic algorithms. We show that a computational attack based on a breadth-first search of the tree of equivalent presentations is also viable, and seems to outperform that based on genetic algorithms. It allows us to extract shorter proofs (in some cases, provably shortest) and to consider the length thirteen case for two generators. We prove that, up to equivalence, there is a unique minimum potential counterexample.

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A recent development of the Markov chain Monte Carlo (MCMC) technique is the emergence of MCMC samplers that allow transitions between different models. Such samplers make possible a range of computational tasks involving models, including model selection, model evaluation, model averaging and hypothesis testing. An example of this type of sampler is the reversible jump MCMC sampler, which is a generalization of the Metropolis-Hastings algorithm. Here, we present a new MCMC sampler of this type. The new sampler is a generalization of the Gibbs sampler, but somewhat surprisingly, it also turns out to encompass as particular cases all of the well-known MCMC samplers, including those of Metropolis, Barker, and Hastings. Moreover, the new sampler generalizes the reversible jump MCMC. It therefore appears to be a very general framework for MCMC sampling. This paper describes the new sampler and illustrates its use in three applications in Computational Biology, specifically determination of consensus sequences, phylogenetic inference and delineation of isochores via multiple change-point analysis.

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The paper identifies the structural restrictions on preferences required for them to exhibit both translation homotheticity in particular direction and radial homotheticity. The results are illustrated by an application to an asset allocation problem in the absence of riskless asset.