scholarly journals Extremal theory for long range dependent infinitely divisible processes

2019 ◽  
Vol 47 (4) ◽  
pp. 2529-2562 ◽  
Author(s):  
Gennady Samorodnitsky ◽  
Yizao Wang
Keyword(s):  
Long Range ◽  
Infinitely Divisible ◽  
Infinitely Divisible Processes ◽  
Extremal Theory

scholarly journals Infinite non-linear programming

1963 ◽  
Vol 3 (3) ◽  
pp. 294-300 ◽  
Author(s):  
M. A. Hanson
Keyword(s):  
Linear Programming ◽  
Mathematical Programming ◽  
Calculus Of Variations ◽  
Continuous Variable ◽  
Infinitely Divisible ◽  
Non Linear Programming ◽  
Non Linear ◽  
Mathematical Reason ◽  
Finite Spaces ◽  
Infinitely Divisible Processes

In recent years there has been extensive development in the theory and techniques of mathematical programming in finite spaces. It would be very useful in practice to extend this development to infinite spaces, in order to treat more realistically the problems that arise for example in economic situations involving infinitely divisible processes, and in particular problems involving time as a continuous variable. A more mathematical reason for seeking such generalisation is possibly that of obtaining a unification mathematical programming with other branches of mathematics concerned with extrema, such as the calculus of variations.

Sign in / Sign up

Export Citation Format

Share Document