Directory UMM :Journals:Journal_of_mathematics:OTHER:
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A valid asymptotic expansion for the covariance of functions of multivariate normal vectors is applied to approximate autocovariances of time series generated by
Classication schemes for eventually positive solutions of a class of second-order nonlinear dierence equations are given in terms of their asymptotic magnitudes, and necessary as
Keywords: Financial securities; Arbitrage; Farkas’ lemma; Bounded least norm problems; Steepest descent direction; Complementarity; Variational inequality; Saddle
The approach taken here is to use an asymptotic approximation for the & undershoot ' , the amount by which stock has fallen below the re-order level by the time an order is
Although the model (13) solely describes the nonlinear development of disturbances highly elongated in the streamwise direction, the results indicate that the linear transient
The above mentioned works on rod theory (Jamal and Sanchez Palencia, 1996; Jamal, 1998) involve several terms of the asymptotic expansion and lead to the variational formulation of
Prior to the implementation of the CPO demonstration project (1992 in West Central and East Central Spokane and 1993 in Northeast Spokane) a questionnaire was administered to
Scherzer, A convergence rate result for a steepest descent method and a minimal error method for the solution of nonlinear ill-posed problems, J.. Gilyazov, Iterative solution methods