Articolo in rivista
Statistical analysis of fixed income markets |
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On computing modified moments for half-range Hermite weights |
In this paper we consider the computation of the modified moments for the system of Laguerre polynomials on the real semiaxis with the Hermite weight. These moments can be used for the computation of integrals with the Hermite weight on the real semiaxis via product rules. We propose a new… | |
Density estimation of functionals of spatial point processes with application to wireless networks |
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Berni Alder and the pioneering times of molecular simulation |
The paper traces the early stages of Berni Alder's scientific accomplishments, focusing on his contributions to the development of Computational Methods for the study of Statistical Mechanics. Following attempts in the early 50s to implement Monte Carlo methods to study equilibrium properties of… | |
Convergence of diffusive BGK approximations for nonlinear strongly parabolic systems |
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Fluctuations and precise deviations of cumulative INAR time series |
In this paper, we study fluctuations and precise deviations of cumulative INAR time series, both in a non-stationary and in a stationary regime. The theoretical results are based on the recent mod- convergence theory as presented in Féray et al., 2016. We apply our findings to the construction of… | |
Area-preserving curve-shortening flows: from phase separation to image processing |
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Line Scratch Detection on Digital Images: An Energy Based Model |
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FLUVIAL TO TORRENTIAL PHASE TRANSITION IN OPEN CANALS |
Network flows and specifically water flow in open canals can be modeled by systems of balance laws defined on graphs. The shallow water or Saint-Venant system of balance laws is one of the most used model and present two phases: fluvial or sub-critical and torrential or super-critical. Phase… | |
Assessing the Resource Usage in Scheduling with Incompatibilities |
In the field of resource constrained scheduling, the papers in the literature are mainly focused on minimizing the maximum completion time of a set of tasks to be carried out, paying attention to respecting the maximum simultaneous availability of each resource type in the system. This work,… |
