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» Convergence of the Magnus Series
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SIAMSC
2010
130views more  SIAMSC 2010»
13 years 3 months ago
Quasi-Monte Carlo Method for Infinitely Divisible Random Vectors via Series Representations
Infinitely divisible random vector without Gaussian component admits representations of shot noise series. Due to possible slow convergence of the series, they have not been inves...
Junichi Imai, Reiichiro Kawai
IOR
2010
92views more  IOR 2010»
13 years 7 months ago
Series Expansions for Continuous-Time Markov Processes
We present exchange formulas that allow to express the stationary distribution of a continuous Markov chain with denumerable state-space having generator matrix Q∗ through a con...
Bernd Heidergott, Arie Hordijk, Nicole Leder
MOC
1998
66views more  MOC 1998»
13 years 8 months ago
The d2-transformation for infinite double series and the D2-transformation for infinite double integrals
New transformations for accelerating the convergence of infinite double series and infinite double integrals are presented. These transformations are generalizations of the univa...
Chen Greif, David Levin
ISCAS
2007
IEEE
133views Hardware» more  ISCAS 2007»
14 years 2 months ago
Volterra Analysis Using Chebyshev Series
— The paper presents a new approach to the Volterra analysis of analog circuits. This kind of analysis is widely used for the calculation of distortion and intermodulation produc...
Ioannis Sarkas, Dimitrios Mavridis, Michail Papami...
SCHOLARPEDIA
2008
83views more  SCHOLARPEDIA 2008»
13 years 8 months ago
Law of series
We consider an ergodic process on finitely many states, with positive entropy. Our first main result asserts that the distribution function of the normalized waiting time for the f...
Tomasz Downarowicz