A closed-form formula for the conditional moments of the extended CIR process

2016 ◽  
Vol 297 ◽  
pp. 75-84 ◽  
Author(s):  
Sanae Rujivan
2021 ◽  
pp. 1-11
Author(s):  
Alfred Galichon

In this paper, we give a two-line proof of a long-standing conjecture of Ben-Akiva in his 1973 PhD thesis regarding the random utility representation of the nested logit model, thus providing a renewed and straightforward textbook treatment of that model. As an application, we provide a closed-form formula for the correlation between two Fréchet random variables coupled by a Gumbel copula.


2019 ◽  
Vol 18 (12) ◽  
pp. 2468-2472
Author(s):  
Min Wang ◽  
Tian-Hong Loh ◽  
Yongjiu Zhao ◽  
Qian Xu

2010 ◽  
Vol 19 (08) ◽  
pp. 1001-1023 ◽  
Author(s):  
XIAN'AN JIN ◽  
FUJI ZHANG

It is well known that Jones polynomial (hence, Kauffman bracket polynomial) of links is, in general, hard to compute. By now, Jones polynomials or Kauffman bracket polynomials of many link families have been computed, see [4, 7–11]. In recent years, the computer algebra (Maple) techniques were used to calculate link polynomials for various link families, see [7, 12–14]. In this paper, we try to design a maple program to calculate the explicit expression of the Kauffman bracket polynomial of Montesinos links. We first introduce a family of "ring of tangles" links, which includes Montesinos links as a special subfamily. Then, we provide a closed-form formula of Kauffman bracket polynomial for a "ring of tangles" link in terms of Kauffman bracket polynomials of the numerators and denominators of the tangles building the link. Finally, using this formula and known results on rational links, the Maple program is designed.


Geophysics ◽  
2017 ◽  
Vol 82 (6) ◽  
pp. WB21-WB28 ◽  
Author(s):  
Zhengyong Ren ◽  
Chaojian Chen ◽  
Jingtian Tang ◽  
Huang Chen ◽  
Shuanggui Hu ◽  
...  

A closed-form formula is developed for the full magnetic gradient tensor of a polyhedral body with a homogeneous magnetization vector. It is based on the direct derivative technique on the closed form of the magnetic field. These analytical expressions are implemented into an easy-to-use C++ package which simultaneously calculates the magnetic potential, the magnetic field, and the full magnetic gradient tensor for magnetic targets. Modern unstructured tetrahedral grids are adopted to represent the polyhedral body so that our code can deal with arbitrarily complicated magnetic targets. A prismatic body is tested to verify the accuracies of our closed-form formula. Excellent agreements are obtained between our closed-form solutions and solutions of a prismatic magnetic body with differences up to machine precision. A pipeline model is used to demonstrate its capability to deal with complicated magnetic targets. This C++ code is freely available to the magnetic exploration community.


Sign in / Sign up

Export Citation Format

Share Document