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A Framework for Defining Logics
 JOURNAL OF THE ASSOCIATION FOR COMPUTING MACHINERY
, 1993
"... The Edinburgh Logical Framework (LF) provides a means to define (or present) logics. It is based on a general treatment of syntax, rules, and proofs by means of a typed calculus with dependent types. Syntax is treated in a style similar to, but more general than, MartinLof's system of ariti ..."
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Cited by 807 (45 self)
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The Edinburgh Logical Framework (LF) provides a means to define (or present) logics. It is based on a general treatment of syntax, rules, and proofs by means of a typed calculus with dependent types. Syntax is treated in a style similar to, but more general than, MartinLof's system
Coherent Measures of Risk
, 1998
"... In this paper we study both market risks and nonmarket risks, without complete markets assumption, and discuss methods of measurement of these risks. We present and justify a set of four desirable properties for measures of risk, and call the measures satisfying these properties "coherent" ..."
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Cited by 882 (4 self)
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;coherent". We examine the measures of risk provided and the related actions required by SPAN, by the SEC/NASD rules and by quantile based methods. We demonstrate the universality of scenariobased methods for providing coherent measures. We offer suggestions concerning the SEC method. We also suggest a method
Automatic verification of finitestate concurrent systems using temporal logic specifications
 ACM Transactions on Programming Languages and Systems
, 1986
"... We give an efficient procedure for verifying that a finitestate concurrent system meets a specification expressed in a (propositional, branchingtime) temporal logic. Our algorithm has complexity linear in both the size of the specification and the size of the global state graph for the concurrent ..."
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Cited by 1384 (62 self)
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We give an efficient procedure for verifying that a finitestate concurrent system meets a specification expressed in a (propositional, branchingtime) temporal logic. Our algorithm has complexity linear in both the size of the specification and the size of the global state graph for the concurrent
Near Optimal Signal Recovery From Random Projections: Universal Encoding Strategies?
, 2004
"... Suppose we are given a vector f in RN. How many linear measurements do we need to make about f to be able to recover f to within precision ɛ in the Euclidean (ℓ2) metric? Or more exactly, suppose we are interested in a class F of such objects— discrete digital signals, images, etc; how many linear m ..."
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Cited by 1513 (20 self)
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law), then it is possible to reconstruct f to within very high accuracy from a small number of random measurements. typical result is as follows: we rearrange the entries of f (or its coefficients in a fixed basis) in decreasing order of magnitude f  (1) ≥ f  (2) ≥... ≥ f  (N), and define the weakℓp ball
An inventory for measuring depression
 Archives of General Psychiatry
, 1961
"... The difficulties inherent in obtaining consistent and adequate diagnoses for the purposes of research and therapy have been pointed out by a number of authors. Pasamanick12 in a recent article viewed the low interclinician agreement on diagnosis as an indictment of the present state of psychiatry ..."
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Cited by 1098 (0 self)
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to objective measurement have resulted in a wide variety of psychiatric rating ~ c a l e s. ~ J ~ These have been well summarized in a review article by Lorr l1 on "Rating Scales and Check Lists for the E v a 1 u a t i o n of Psychopathology. " In the area of psychological testing, a
Universals in the content and structure of values: theoretical advances and empirical tests in 20 countries
 ADVANCES IN EXPERIMENTAL SOCIAL PSYCHOLOGY
, 1992
"... ..."
Panel Cointegration; Asymptotic and Finite Sample Properties of Pooled Time Series Tests, With an Application to the PPP Hypothesis; New Results. Working paper
, 1997
"... We examine properties of residualbased tests for the null of no cointegration for dynamic panels in which both the shortrun dynamics and the longrun slope coefficients are permitted to be heterogeneous across individual members of the panel+ The tests also allow for individual heterogeneous fixed ..."
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Cited by 499 (13 self)
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We examine properties of residualbased tests for the null of no cointegration for dynamic panels in which both the shortrun dynamics and the longrun slope coefficients are permitted to be heterogeneous across individual members of the panel+ The tests also allow for individual heterogeneous fixed effects and trend terms, and we consider both pooled within dimension tests and group mean between dimension tests+ We derive limiting distributions for these and show that they are normal and free of nuisance parameters+ We also provide Monte Carlo evidence to demonstrate their small sample size and power performance, and we illustrate their use in testing purchasing power parity for the post–Bretton Woods period+ 1.
The selfduality equations on a Riemann surface
 Proc. Lond. Math. Soc., III. Ser
, 1987
"... In this paper we shall study a special class of solutions of the selfdual YangMills equations. The original selfduality equations which arose in mathematical physics were defined on Euclidean 4space. The physically relevant solutions were the ones with finite action—the socalled 'instanton ..."
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Cited by 524 (6 self)
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In this paper we shall study a special class of solutions of the selfdual YangMills equations. The original selfduality equations which arose in mathematical physics were defined on Euclidean 4space. The physically relevant solutions were the ones with finite action—the socalled &apos
Wireless Communications
, 2005
"... Copyright c ○ 2005 by Cambridge University Press. This material is in copyright. Subject to statutory exception and to the provisions of relevant collective licensing agreements, no reproduction of any part may take place without the written permission of Cambridge University ..."
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Cited by 1129 (32 self)
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Copyright c ○ 2005 by Cambridge University Press. This material is in copyright. Subject to statutory exception and to the provisions of relevant collective licensing agreements, no reproduction of any part may take place without the written permission of Cambridge University
Global Optimization with Polynomials and the Problem of Moments
 SIAM Journal on Optimization
, 2001
"... We consider the problem of finding the unconstrained global minimum of a realvalued polynomial p(x) : R R, as well as the global minimum of p(x), in a compact set K defined by polynomial inequalities. It is shown that this problem reduces to solving an (often finite) sequence of convex linear mat ..."
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Cited by 569 (47 self)
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We consider the problem of finding the unconstrained global minimum of a realvalued polynomial p(x) : R R, as well as the global minimum of p(x), in a compact set K defined by polynomial inequalities. It is shown that this problem reduces to solving an (often finite) sequence of convex linear
Results 1  10
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