scholarly journals An improved path-integral method for golden-rule rates

2020 ◽  
Vol 153 (15) ◽  
pp. 154113 ◽  
Author(s):  
Joseph E. Lawrence ◽  
David E. Manolopoulos
1997 ◽  
Vol 85 (1-3) ◽  
pp. 1159-1160 ◽  
Author(s):  
H. Nagao ◽  
M. Nakano ◽  
S. Yamada ◽  
K. Ohta ◽  
K. Yamaguchi

2014 ◽  
Vol 140 (13) ◽  
pp. 134506 ◽  
Author(s):  
H. Nagashima ◽  
S. Tsuda ◽  
N. Tsuboi ◽  
M. Koshi ◽  
K. A. Hayashi ◽  
...  

1991 ◽  
Vol 59 (10) ◽  
pp. 924-930 ◽  
Author(s):  
D. A. Goodings ◽  
T. Szeredi

Author(s):  
SHIH-FENG HUANG ◽  
YUH-JIA LEE ◽  
HSIN-HUNG SHIH

We propose the path-integral technique to derive the characteristic function of the limiting distribution of the unit root test in a first order autoregressive model. Our results provide a new and useful approach to obtain the closed form of the characteristic function of a random variable associated with the limiting distribution, which is realized as a ratio of Brownian functionals on the classical Wiener space.


Sign in / Sign up

Export Citation Format

Share Document