EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: person:"Löwe, Matthias"
Narrow search

Narrow search

Year of publication
Subject
All
Infection control 2 Infektionsschutz 2 Social relations 2 Soziale Beziehungen 2 Theorie 2 Theory 2 Dependent random variables 1 Markov chains Spectral estimates 1 Marčenko–Pastur law 1 Principle of large deviations 1 Random matrices 1 Sample covariance matrices 1 Simulated annealing Invariant measure 1
more ... less ...
Online availability
All
Undetermined 11 Free 1
Type of publication
All
Article 15 Book / Working Paper 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
Undetermined 14 English 2
Author
All
Löwe, Matthias 15 Alink, Stan 4 Cont, Rama 3 Vermet, Franck 3 Wüthrich, Mario V. 2 Friesen, Olga 1 Lowe, Matthias 1 Matzinger III, Heinrich 1 Meise, Christian 1 Stolz, Michael 1 V. Wuthrich, Mario 1 Wüthrich, Mariov 1
more ... less ...
Published in...
All
Statistics & Probability Letters 4 Stochastic Processes and their Applications 4 Insurance / Mathematics & economics 1 Insurance: Mathematics and Economics 1 Journal of Mathematical Economics 1 Journal of Multivariate Analysis 1 Journal of mathematical economics 1 Statistica Neerlandica 1 Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research 1
more ... less ...
Source
All
RePEc 12 ECONIS (ZBW) 2 OLC EcoSci 2
Showing 1 - 10 of 16
Cover Image
Gaussian fluctuations for sample covariance matrices with dependent data
Friesen, Olga; Löwe, Matthias; Stolz, Michael - In: Journal of Multivariate Analysis 114 (2013) C, pp. 270-287
It is known (Hofmann-Credner and Stolz (2008) [4]) that the convergence of the mean empirical spectral distribution of a sample covariance matrix Wn=1/nYnYnt to the Marčenko–Pastur law remains unaffected if the rows and columns of Yn exhibit some dependence, where only the growth of the...
Persistent link: https://www.econbiz.de/10011042045
Saved in:
Cover Image
Social Distance, Heterogeneity and Social Interactions
Cont, Rama; Löwe, Matthias - 2003
A crucial ingredient in social interaction models is the structure of peer groups with which individuals interact. We argue that this structure can vary from one individual to another and thus should be modeled as randomly distributed across individuals. We propose and study a dynamic binary...
Persistent link: https://www.econbiz.de/10014079834
Saved in:
Cover Image
Social distance, heterogeneity and social interactions
Cont, Rama; Löwe, Matthias - In: Journal of mathematical economics 46 (2010) 4, pp. 572-590
Persistent link: https://www.econbiz.de/10009300233
Saved in:
Cover Image
Social distance, heterogeneity and social interactions
Cont, Rama; Löwe, Matthias - In: Journal of Mathematical Economics 46 (2010) 4, pp. 572-590
A crucial ingredient in social interaction models is the structure of peer groups, which link individuals with similar characteristics. We propose and study a dynamic binary choice model with social interactions in which heterogeneity of peer group effects is modeled introducing diversity in...
Persistent link: https://www.econbiz.de/10008870824
Saved in:
Cover Image
The swapping algorithm for the Hopfield model with two patterns
Löwe, Matthias; Vermet, Franck - In: Stochastic Processes and their Applications 119 (2009) 10, pp. 3471-3493
The so-called swapping algorithm was designed to simulate from spin glass distributions, among others. In this note we show that it mixes rapidly, in a very simple disordered system, the Hopfield model with two patterns.
Persistent link: https://www.econbiz.de/10008875846
Saved in:
Cover Image
Diversification for general copula dependence
Alink, Stan; Löwe, Matthias; Wüthrich, Mario V. - In: Statistica Neerlandica 61 (2007) 4, pp. 446-465
Persistent link: https://www.econbiz.de/10005177155
Saved in:
Cover Image
The capacity of q-state Potts neural networks with parallel retrieval dynamics
Löwe, Matthias; Vermet, Franck - In: Statistics & Probability Letters 77 (2007) 14, pp. 1505-1514
We define a Potts version of neural networks with q states. We give upper and lower bounds for the storage capacity of this model of associative memory in the sense of exact retrieval of the stored information. The critical capacity is of the order where N is the number of neurons and the...
Persistent link: https://www.econbiz.de/10005319125
Saved in:
Cover Image
Diversification for general copula dependence
Alink, Stan; Löwe, Matthias; Wüthrich, Mariov - In: Statistica Neerlandica : journal of the Netherlands … 61 (2007) 4, pp. 446-465
Persistent link: https://www.econbiz.de/10007864723
Saved in:
Cover Image
The storage capacity of the Hopfield model and moderate deviations
Löwe, Matthias; Vermet, Franck - In: Statistics & Probability Letters 75 (2005) 4, pp. 237-248
This note relates the storage capacity of the Hopfield model of neural networks with possibly correlated patterns to a moderate deviation upper bound for the empirical correlation of the patterns. Examples are, among others, independent patterns with spins that are correlated as in an Ising...
Persistent link: https://www.econbiz.de/10005319921
Saved in:
Cover Image
Diversification of aggregate dependent risks
Alink, Stan; Lowe, Matthias; V. Wuthrich, Mario - In: Insurance: Mathematics and Economics 35 (2004) 1, pp. 77-95
Persistent link: https://www.econbiz.de/10005374660
Saved in:
  • 1
  • 2
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...