Search results for "aria"

Representation of Stationary Multivariate Gaussian Processes Fractional Differential Approach

2011

In this paper, the fractional spectral moments method (H-FSM) is used to generate stationary Gaussian multivariate processes with assigned power spectral density matrix. To this aim, firstly the N-variate process is expressed as sum of N fully coherent normal random vectors, and then, the representation in terms of HFSM is used.

THE ARITHMETIC BOHR RADIUS

2007

We study the arithmetic Bohr radius of Reinhardt domains in ℂ n which was successfully used in our study of monomial expansions for holomorphic functions in infinite dimensions. We show that this new Bohr radius is different from the radii invented by Boas and Khavinson and Aizenberg. It gives an explicit formula for the n-dimensional hypercone (which means n-dimensional variants of classical results of Bohr and Bombieri), and moreover asymptotically corrects upper and lower estimates for various types of convex and non-convex Reinhardt domains.

Modelling Systemic Cojumps with Hawkes Factor Models

2013

Instabilities in the price dynamics of a large number of financial assets are a clear sign of systemic events. By investigating a set of 20 high cap stocks traded at the Italian Stock Exchange, we find that there is a large number of high frequency cojumps. We show that the dynamics of these jumps is described neither by a multivariate Poisson nor by a multivariate Hawkes model. We introduce a Hawkes one factor model which is able to capture simultaneously the time clustering of jumps and the high synchronization of jumps across assets.

A novel approach to nonlinear variable-order fractional viscoelasticity.

2020

This paper addresses nonlinear viscoelastic behaviour of fractional systems with variable time-dependent fractional order. In this case, the main challenge is that the Boltzmann linear superposition principle, i.e. the theoretical basis on which linear viscoelastic fractional operators are formulated, does not apply in standard form because the fractional order is not constant with time. Moving from this consideration, the paper proposes a novel approach where the system response is derived by a consistent application of the Boltzmann principle to an equivalent system, built at every time instant based on the fractional order at that instant and the response at all the previous ones. The ap…

Variable fractional Fourier processor: a simple implementation: erratum

1997

Erzwingt die Quantenmechanik eine drastische Änderung unseres Weltbilds? Gedanken und Experimente nach Einstein, Podolsky und Rosen

1989

Von den Anfangen der Quantenmechanik bis heute gibt es Versuche, sie als statistische Theorie uber Ensembles individueller ‚klassischer’ Systeme zu interpretieren. Die Bedingungen, unter denen Theorien verborgener Parameter zu deterministischen Beschreibungen dieser individuellen Systeme als ‚klassisch’ angesehen werden konnen, wurden von Einstein, Podolsky und Rosen 1935 formuliert: 1. Physikalische Systeme sind im Prinzip separierbar. 2. Zu jeder physikalischen Grose, deren Wert man ohne Storung des betrachteten Systems mit Sicherheit voraussagen kann, existiert ein ihr entsprechendes Element der physikalischen Realitat. Zusammen sind sie, wie Bell 1964 gezeigt hat, prinzipiell unvertragl…

Convergence of Measures

2020

One focus of probability theory is distributions that are the result of an interplay of a large number of random impacts. Often a useful approximation can be obtained by taking a limit of such distributions, for example, a limit where the number of impacts goes to infinity. With the Poisson distribution, we have encountered such a limit distribution that occurs as the number of very rare events when the number of possibilities goes to infinity (see Theorem 3.7). In many cases, it is necessary to rescale the original distributions in order to capture the behavior of the essential fluctuations, e.g., in the central limit theorem. While these theorems work with real random variables, we will a…

A Leibniz variety with almost polynomial growth

2005

Abstract Let F be a field of characteristic zero. In this paper we study the variety of Leibniz algebras V ˜ 1 defined by the identity y 1 ( y 2 y 3 ) ( y 4 y 5 ) ≡ 0 . We give a complete description of the space of multilinear identities in the language of Young diagrams through the representation theory of the symmetric group. As an outcome we show that the variety V ˜ 1 has almost polynomial growth, i.e., the sequence of codimensions of V ˜ 1 cannot be bounded by any polynomial function but any proper subvariety of V ˜ 1 as polynomial growth.

Anomaly-free scale symmetry and gravity

2023

In this Letter, we address the question of whether the conformal invariance can be considered as a global symmetry of a theory of fundamental interactions. To describe Nature, this theory must contain a mechanism of spontaneous breaking of the scale symmetry. Besides that, the fundamental theory must include gravity, whereas all known extensions of the conformal invariance to the curved space-time suffer from the Weyl anomaly. We show that conformal symmetry can be made free from the quantum anomaly only in the flat space. The presence of gravity would reduce the global symmetry group of the fundamental theory to the scale invariance only. We discuss how the effective Lagrangian respecting …

A Dynamic Analysis of Tourism Determinants in Sicily

2015

This study provides an initial analysis of the key determinants of tourism in Sicily. In doing so, it responds to the general lack of a scientific approach in the study and management of tourism in Sicily. By mixing a gravity approach and system dynamics methodology, the attractiveness of Sicily is examined, taking into account both structural and promotional aspects that might affect tourism demand. The results strongly suggest that the island's natural and cultural resources, the road infrastructure and the urban environment are important determinants of tourism demand in Sicily. The findings may be useful for local authorities involved in the development of tourism, and represent a star…