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On the Finite Dimensional Joint Characteristic Function of Levy's Stochastic Area Processes
the Finite Dimensional Joint Characteristic Function Levy's Stochastic Area Processes Probability
2012/6/25
The goal of this paper is to derive a formula for the finite dimensional joint characteristic function (the Fourier transform of the finite dimensional distribution) of the coupled process ${(W_{t},L_...
Characteristic Function-Based Testing for Multifactor Continuous-Time Markov Models via Nonparametric Regression
Characteristic Function Markov models conditional distribution
2011/4/2
We develop a nonparametric regression-based goodness-of-fit test for multifactor continuous-time Markov models using the conditional characteristic function, which often has a convenient closed form o...
Characteristic Function-Based Testing for Multifactor Continuous-Time Markov Models via Nonparametric Regression
nonparametric regression economics and finance easy-to-interpret diagnostic procedures
2011/4/1
We develop a nonparametric regression-based goodness-of-fit test for multifactor continuous-time Markov models using the conditional characteristic function, which often has a convenient closed form o...
Monte Carlo sampling given a Characteristic Function: Quantile Mechanics in Momentum Space
Monte Carlo Characteristic Function Momentum Space
2010/10/29
In mathematical nance and other applications of stochastic processes, it is frequently the case that the characteristic function may be known but explicit forms for density functions are not availabl...
The Calculation of the Dynamic Sea Surface Topography and the Associated Flow Field from Altimetry Data：A Characteristic Function Method
quasi-stationary sea surface topography Dynamic Sea Surface Topography
2008/11/24
The quasi-stationary sea surface topography (QSST) and associated oceanic circulation is determined by means of a characteristic function technique. The method was originally implemented in an ideal s...
Characteristic Function-Based Testing for Multifactor Continuous-Time Markov Models via Nonparametri
Conditional characteristic function Goodness-of-fit Multifactor continuous-time Markov model Nonparametric regression
2011/4/2
We develop a nonparametric regression-based goodness-of-fit test for multifactor continuous-time Markov models using the conditional characteristic function, which often has a convenient closed-form o...
Relations Between Characteristic Function, Positive P-Representation and Coherent Thermal State
coherent thermal state characteristic function positive P-representation
2007/8/15
2007Vol.48No.1pp.67-70DOI:
Relations Between Characteristic Function, Positive P-Representation and Coherent Thermal State
FAN Hong-Yi1,2 and XU Xing-Lei3
1 Department ...
Alternative Derivation of the Propagator in Polar Coordinates
by Feynman's Physical Interpretation of the Characteristic
Function
Feynman's characteristic function propagator in polar coordinates
2007/8/15
2002Vol.38No.5pp.529-532DOI:
Alternative Derivation of the Propagator in Polar Coordinates
by Feynman's Physical Interpretation of the Characteristic
Function
QIAN Shang-Wu,1 CHAN...
Scheme for Direct Measurement of Wigner Characteristic
Function for Motion of a Single Trapped Ion
Wigner characteristic function trapped ion
2007/8/15
2006Vol.46No.2pp.306-308DOI:
Scheme for Direct Measurement of Wigner Characteristic
Function for Motion of a Single Trapped Ion
ZHANG Su-Zhen,1 XIE Xiao-Tao,1 and YANG Wen-Xing2,3...
Measurement of the Wigner Characteristic Function for the Center-of-Mass Motion of Two Trapped Ions
Wigner characteristic function center-of-mass motion trapped ion
2007/8/15
2003Vol.40No.2pp.207-210DOI:
Measurement of the Wigner Characteristic Function for the Center-of-Mass Motion of Two Trapped Ions
LIN Li-Hua, WANG Ling-Zhi, and JIANG Yun-Kun
...