Trading Activity and Rate of Convergence in Commodity Futures Markets
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DOI: 10.1002/fut.21831
Abstract: We analyze whether and how the trading activity of different trader types impacts the rate of convergence between spot and futures markets for a broad range of commodity futures markets over the 1999–2014 period. There… read more here.
Keywords: futures markets; trading activity; rate convergence; commodity ... See more keywords
Algorithms, Convergence and Rate of Convergence for an Interpolation Model Between Lagrange and Hermite
Sign Up to like & getrecommendations! Published in 2018 at "Results in Mathematics"
DOI: 10.1007/s00025-018-0802-0
Abstract: The aim of this piece of work is to study an interpolation problem on the interval $$[-\,1,1]$$[-1,1], which can be considered an intermediate case between the interpolation problems of Lagrange and Hermite. The nodal points… read more here.
Keywords: lagrange hermite; rate convergence; interpolation; convergence rate ... See more keywords
Rate of Convergence of the Bundle Method
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Optimization Theory and Applications"
DOI: 10.1007/s10957-017-1108-1
Abstract: The number of iterations needed by the bundle method for nonsmooth optimization to achieve a specified solution accuracy can be bounded by the product of the inverse of the accuracy and its logarithm, if the… read more here.
Keywords: bundle method; convergence bundle; rate convergence; method ... See more keywords
Esseen–Rozovskii Type Estimates for the Rate of Convergence in the Lindeberg Theorem
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Mathematical Sciences"
DOI: 10.1007/s10958-018-4051-2
Abstract: We present structural improvements of Esseen’s (1969) and Rozovskii’s (1974) estimates for the rate of convergence in the Lindeberg theorem and also compute the appearing absolute constants. We introduce the asymptotically exact constants in the… read more here.
Keywords: estimates rate; convergence lindeberg; lindeberg theorem; rate convergence ... See more keywords
On the rate of convergence in the central limit theorem for random sums of strongly mixing random variables
Sign Up to like & getrecommendations! Published in 2018 at "Lithuanian Mathematical Journal"
DOI: 10.1007/s10986-018-9391-6
Abstract: We present upper bounds for supx ∈ ℝ|P{ZN 0 (SN = X1 + ⋯ + XN) of centered strongly mixing or uniformly strongly mixing random variables X1, X2, . . . . Here the number of summands N is a nonnegative integer-valued random variable independent… read more here.
Keywords: random variables; random sums; rate convergence; random ... See more keywords
New Approach to Definition of Potential of the Electric Field Created by Set Distribution in Space of Electric Charges
Sign Up to like & getrecommendations! Published in 2018 at "IFAC-PapersOnLine"
DOI: 10.1016/j.ifacol.2018.11.341
Abstract: Abstract We study the dependence of the rate of convergence of the relaxation process on the value of ω. We compare the rate of convergence of methods for the upper and lower relaxation. We calculate… read more here.
Keywords: field; electric field; new approach; rate convergence ... See more keywords
Rate of convergence of the probability of ruin in the Cramér–Lundberg model to its diffusion approximation
Sign Up to like & getrecommendations! Published in 2020 at "Insurance: Mathematics and Economics"
DOI: 10.1016/j.insmatheco.2020.06.003
Abstract: Abstract We analyze the probability of ruin for the scaled classical Cramer–Lundberg (CL) risk process and the corresponding diffusion approximation. The scaling, introduced by Iglehart (1969) to the actuarial literature, amounts to multiplying the Poisson… read more here.
Keywords: diffusion; rate convergence; rate; probability ruin ... See more keywords
Rate of convergence in the disjunctive chaos game algorithm.
Sign Up to like & getrecommendations! Published in 2022 at "Chaos"
DOI: 10.1063/5.0076743
Abstract: The rate of convergence of the chaos game algorithm for recovering attractors of contractive iterated function systems (IFSs) is studied. As with successive Picard iterates in the Banach fixed point principle, one has the exponential… read more here.
Keywords: chaos; rate convergence; chaos game; game algorithm ... See more keywords
On the rate of convergence of maxima for the generalized Maxwell distribution
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DOI: 10.1080/02331888.2017.1307376
Abstract: ABSTRACT Let be a sequence of independent and identically distributed random variables with common distribution F following the generalized Maxwell distribution. In this paper, we obtain the exact uniform convergence rate of the distribution of… read more here.
Keywords: generalized maxwell; rate convergence; maxwell distribution; distribution ... See more keywords
The rate of convergence of proximal method of multipliers for nonlinear programming
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DOI: 10.1080/10556788.2020.1738435
Abstract: We analyze the rate of convergence of the proximal method of multipliers for non-convex nonlinear programming problems. First, we prove, under the strict complementarity condition, that the rate of convergence of the proximal method of… read more here.
Keywords: rate convergence; method multipliers; proximal method; convergence proximal ... See more keywords
A modified Fourier series-based solution with improved rate of convergence for two-dimensional rectangular isotropic linear elastic solids
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DOI: 10.1177/10812865211025584
Abstract: This paper presents a new displacement solution based on a Modified Fourier Series (MFS) for isotropic linear elastic solids under plane strain or plane stress states subject to continuous displacement and traction boundary conditions in… read more here.
Keywords: fourier series; rate convergence; solution;