Showing 361 - 370 of 378
Entropy generation, which is available exergy destruction, is an important subject in fields of energy management and thermal engineering. With the fast-growing rate of composite media applications in both industries and academic researches, it is necessary to study these media from the second...
Persistent link: https://www.econbiz.de/10011117608
The phenomenon of data loss always occurs in the analysis of large databases. Maintaining the stability of analysis results in the event of data loss is very important. In this paper, we used a segmentation approach to generate a synthetic signal that is randomly wiped from data according to the...
Persistent link: https://www.econbiz.de/10011117840
The multifractal detrended fluctuation analysis and detrending moving average algorithm were introduced in detail and applied to the study of the multifractal characteristics of the normal signals, the atrial premature beat (APB) signals and the premature ventricular contraction (PVC) signals....
Persistent link: https://www.econbiz.de/10011057944
We investigate the correlation inequalities and the decay of correlations of stochastic Ising model in a rectangle with side length 2L×K(LlnL)1/2, where K is some positive constant. With different boundary conditions, at inverse temperature ββc or ββc and zero external field, we show some...
Persistent link: https://www.econbiz.de/10011058430
In this paper, we study the problem of continuous time option pricing with transaction costs by using the homogeneous subdiffusive fractional Brownian motion (HFBM) Z(t)=X(Sα(t)), 0α1, here dX(τ)=μX(τ)(dτ)2H+σX(τ)dBH(τ), as a model of asset prices, which captures the subdiffusive...
Persistent link: https://www.econbiz.de/10011061834
We investigate the solutions and the first passage time for anomalous diffusion processes governed by the fractional nonlinear diffusion equation with diffusion coefficient separable in time and space, D(t,x)=D(t)|x|−θ, subject to absorbing boundary condition and the conventional initial...
Persistent link: https://www.econbiz.de/10011063559
For graphs Gn on n vertices and H(n) on hn vertices, where hn divides n, an H(n)-factor of Gn is a spanning subgraph of Gn consisting of n/hn vertex disjoint copies of H(n). Our main result has supplied a lower bound (or upper bound) of p in the problem of determining the minimal (or maximal)...
Persistent link: https://www.econbiz.de/10005224098
This paper develops and experimentally implements a simple multi-negotiation bargaining game, in which one agent, called the “developer,†must reach agreements with a series of other agents, called “landowners,†in order to implement a valueincreasing project. The game has a...
Persistent link: https://www.econbiz.de/10005227067
We analyze a distressed firm indebted to many creditors. The firm's owners have the option of choosing the sequence of restructuring negotiations with the creditors. We show that sequencing flexibility is beneficial to firm owners, and that the optimal sequencing of restructuring negotiations...
Persistent link: https://www.econbiz.de/10005564072
In this paper, we study the dynamics of a correlated continuous time random walk with time averaged waiting time. The mean square displacement (MSD) shows this process is subdiffusive and generalized Einstein relation holds. We also get the asymptotic behavior of the probability density function...
Persistent link: https://www.econbiz.de/10011194031