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ASYMPTOTICS OF IMPLIED VOLATILITY FAR FROM MATURITY MICHAEL R. ...
www.statslab.cam.ac.uk/~mike/papers/implied-vol-asymptotics.pdf24 Jul 2009: Theorem 4.20. Assume that Sτ has a continuous distribution for all τ 0. ... V (k, τ ) = 4 log τ 4 log log τ 4k δ(k, τ ).20. -
Uniform limit theorems for wavelet density estimators
www.statslab.cam.ac.uk/~nickl/Site/__files/AOP447.pdf22 Jul 2009: Second, for the lower bound in (d), again using (6), (7) and (20),. ... This proposition, Theorem 1 and the bounds (20) already determine the a.s. -
Models for a self-managed Internet
www.statslab.cam.ac.uk/~frank/PAPERS/smi.pdf15 Apr 2009: Commun. Rev. 20, 35{49. Bonomi, F., Mitra, D. & Seery, J. -
THE PHASE TRANSITION OF THEQUANTUM ISING MODEL IS SHARP ...
www.statslab.cam.ac.uk/~grg/papers/qimfinalUS.pdf24 Jun 2009: Claim (3.6) follows fromthis, and the remainder of the proof is to show (3.20). ... Thus (3.20)holds in this case. PHASE TRANSITION OF THE QUANTUM ISING MODEL 17. -
Noname manuscript No.(will be inserted by the editor) Resource ...
www.statslab.cam.ac.uk/~frank/PAPERS/ERLANG/kmwV3.pdf21 Oct 2009: The processor sharing discipline has been of great interest to queueing the-orists since it was first used to model time-shared computer systems (20).The discipline provides the two basic ... ut. 20. 8 Performance of modified proportional fairness. As we -
RANDOM GRAPHS WITH FORBIDDEN VERTEX DEGREES GEOFFREY GRIMMETT AND ...
www.statslab.cam.ac.uk/~grg/papers/sj208.pdf2 Jul 2009: Note from (2.16) that. 1. nlog Z(π) ψS (µ) 12λ, (2.20). ... λ. 20 GEOFFREY GRIMMETT AND SVANTE JANSON. 6. Examples. Example 6.1. S = Z0, the Erdős–Rényi random graph.
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