Results 1 - 10 of 7,488

Asymptotic behavior of . . .

by Ai Hua Fan, Ka-sing Lau , 1998
"... Let 0 < g be a dyadic Hö1der continuous function with period 1 and g(O) = i, and let G(x) = I-IT=0 g (x/2n). In this article we investigate the asymptotic behavior of fo T [G(x)lqdx and 1 n ~k=0 log g(2k x) using the dynamical system techniques: the pressure function and the variational princ ..."
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Let 0 < g be a dyadic Hö1der continuous function with period 1 and g(O) = i, and let G(x) = I-IT=0 g (x/2n). In this article we investigate the asymptotic behavior of fo T [G(x)lqdx and 1 n ~k=0 log g(2k x) using the dynamical system techniques: the pressure function and the variational

Asymptotic behavior of . ..

by Franz Merkl, et al. , 2005
"... In this article, we study ..."
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In this article, we study

asymptotical behavior

by Georgy P Karev, Artem S Novozhilov, Faina S Berezovskaya , 906
"... methods to analyze the replicator equation and ..."
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methods to analyze the replicator equation and

Asymptotic behavior of solitary waves

by Claire David, Qingguo Meng, Universite Pierre Et Marie Curie-paris, Claire David, Zhaosheng Feng (eds
"... This chapter presents a study of the asymptotic behavior of solitary waves. ..."
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This chapter presents a study of the asymptotic behavior of solitary waves.

ASYMPTOTIC BEHAVIOR OF SOME MATHEMATICAL MODELS

by Vu Van Khuong
"... The objective of this paper is to investigate the asymptotic behavior of the solutions of an economic model ..."
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The objective of this paper is to investigate the asymptotic behavior of the solutions of an economic model

Asymptotic behavior of the stock pricedistributiondensityandimpliedvolatilityinstochasticvolatilitymodels

by Archil Gulisashvili, Elias M. Stein - Appl. Math. Optim
"... Abstract We study the asymptotic behavior of distribution densities arising in stock price models with stochastic volatility. The main objects of our interest in the present paper are the density of time averages of the squared volatility process and the density of the stock price process in the Ste ..."
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Abstract We study the asymptotic behavior of distribution densities arising in stock price models with stochastic volatility. The main objects of our interest in the present paper are the density of time averages of the squared volatility process and the density of the stock price process

Asymptotic behavior for nonlocal diffusion equations

by Emmanuel Chasseigne, Manuela Chaves, Julio, D. Rossi - J. Math. Pures Appl , 2006
"... Abstract. We study the asymptotic behavior for nonlocal diffusion models of the form ut = J ∗ u − u in the whole RN or in a bounded smooth domain with Dirichlet or Neumann boundary conditions. In RN we obtain that the long time behavior of the solutions is determined by the behavior of the Fourier t ..."
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Abstract. We study the asymptotic behavior for nonlocal diffusion models of the form ut = J ∗ u − u in the whole RN or in a bounded smooth domain with Dirichlet or Neumann boundary conditions. In RN we obtain that the long time behavior of the solutions is determined by the behavior of the Fourier

Asymptotic behavior of nonlinear diffusions

by Manuel Del Pino, Jean Dolbeault
"... We describe the asymptotic behavior as t → ∞ of the solution of ut = ∆pu in IRN, for (2N + 1)/(N + 1) ≤ p < N and non-negative, integrable initial data. Optimal rates in Lq, q = 2 − 1/(p − 1) for the convergence towards a self-similar profile corresponding to a solution with Dirac distribution ..."
Abstract - Cited by 3 (0 self) - Add to MetaCart
We describe the asymptotic behavior as t → ∞ of the solution of ut = ∆pu in IRN, for (2N + 1)/(N + 1) ≤ p < N and non-negative, integrable initial data. Optimal rates in Lq, q = 2 − 1/(p − 1) for the convergence towards a self-similar profile corresponding to a solution with Dirac distribution

Asymptotic Behaviors of Support Vector Machines with Gaussian Kernel

by S. Sathiya Keerthi, Chih-jen Lin
"... Support vector machines (SVMs) with the Gaussian (RBF) kernel have been popular for practical use. Model selection in this class of SVMs involves two hyperparameters: the penalty parameter C and the kernel width σ. This paper analyzes the behavior of the SVM classifier when these hyperparameters tak ..."
Abstract - Cited by 163 (8 self) - Add to MetaCart
Support vector machines (SVMs) with the Gaussian (RBF) kernel have been popular for practical use. Model selection in this class of SVMs involves two hyperparameters: the penalty parameter C and the kernel width σ. This paper analyzes the behavior of the SVM classifier when these hyperparameters

ASYMPTOTIC BEHAVIOR OF THE ENTROPY OF INTERVAL MAPS

by Alexander Blokh, Jozef Bobok
"... Abstract. We obtain upper estimates on the entropy of interval maps of given modality and Sharkovskii type. Following our results we formulate a conjecture on asymptotic behavior of the entropy of interval maps. 1. ..."
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Abstract. We obtain upper estimates on the entropy of interval maps of given modality and Sharkovskii type. Following our results we formulate a conjecture on asymptotic behavior of the entropy of interval maps. 1.
Results 1 - 10 of 7,488