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Mean-variance (MV) analysis is often sensitive to model mis-specification or uncertainty, meaning that the MV efficient portfolios constructed with an estimate of the model parameters (i.e., the expec...
We consider a discrete-time dynamical system with Boolean and continuous states, with the continuous state propagating linearly in the continuous and Boolean state variables, and an additive Gaussian ...
We illustrate a novel characterization of nonequivalent statistical mechanical ensembles using the mean-field Blume–Emery–Griffiths (BEG) model as a test model. The novel characterization takes effect...
Let G be an algebraic reductive group over a field of positive characteristic. Choose a parabolic subgroup P in G and denote by U its unipotent radical. Let X be a G-variety. The purpose of this paper...
In this paper we give a complete analysis of the phase transitions in the mean-field Blume-Emery-Griffiths lattice-spin model with respect to the canonical ensemble, showing both a second-order, conti...
Using the theory of large deviations, we analyze the phase transition structure of the Curie–Weiss–Potts spin model, which is a mean-field approximation to the nearest-neighbor Potts model. It is equi...
Combining dynamic renormalization with equation-free computational tools, we study the apparently asymptotically self-similar evolution of void distribution dynamics in the diffusion-deposition proble...
We examine various recently proposed translationally invariant discretizations of the well-known ϕ4 field theory. We compare and contrast the properties of their fundamental solutions including t...
For a discrete, translationally invariant phi4 model introduced by Barashenkov et al (2005 Phys. Rev. E 72 35602R), we provide the momentum conservation law and demonstrate how the first integral of t...
We consider a generalized discrete ϕ4 model and demonstrate that it can support exact moving kink solutions in the form of tanh with an arbitrarily large velocity. The constructed exact moving so...
We propose a consideration of the properties of the two-dimensional Ablowitz-Ladik discretization of the ubiquitous nonlinear Schr¨odinger (NLS) model. We use singularity confinement techniques to sug...
Penalized M-estimators are used in many areas of science and engineering to fit models with some low-dimensional structure in high-dimensional settings. In many problems arising in bioinformatics, sig...
We study a factor model for the correlation matrix $\Sigma\in\RR^{d\times d}$ of an elliptical copula. The correlations are connected to Kendall's tau and a natural estimation procedure is to plug-in ...
Severe Ionosphere magnetic storms are feared events for integrity and continuity of navigation systems such as EGNOS, the European SBAS (Satellite-Based Augmentation System) complementing GPS and an a...

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