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Journal articles on the topic 'Estimateurs explicites'

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Published: 8 March 2025

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1

Ramaré, Olivier. "From explicit estimates for primes to explicit estimates for the Möbius function." Acta Arithmetica 157, no. 4 (2013): 365–79. http://dx.doi.org/10.4064/aa157-4-4.

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2

Piau, Didier. "Quasi-renewal estimates." Journal of Applied Probability 37, no. 1 (March 2000): 269–75. http://dx.doi.org/10.1239/jap/1014842284.

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We show that the solution of a quasi-renewal equation with an exponential distribution of the renewals converges at infinity and we compute explicitly the limit, hence generalizing the classical renewal theorem. We apply this result to a stochastic model of DNA replication introduced by Cowan and Chiu (1994).
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3

Piau, Didier. "Quasi-renewal estimates." Journal of Applied Probability 37, no. 01 (March 2000): 269–75. http://dx.doi.org/10.1017/s0021900200015412.

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We show that the solution of a quasi-renewal equation with an exponential distribution of the renewals converges at infinity and we compute explicitly the limit, hence generalizing the classical renewal theorem. We apply this result to a stochastic model of DNA replication introduced by Cowan and Chiu (1994).
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4

Sanghvi, Navyata, Shinnosuke Usami, Mohit Sharma, Joachim Groeger, and Kris Kitani. "Inverse Reinforcement Learning with Explicit Policy Estimates." Proceedings of the AAAI Conference on Artificial Intelligence 35, no. 11 (May 18, 2021): 9472–80. http://dx.doi.org/10.1609/aaai.v35i11.17141.

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Various methods for solving the inverse reinforcement learning (IRL) problem have been developed independently in machine learning and economics. In particular, the method of Maximum Causal Entropy IRL is based on the perspective of entropy maximization, while related advances in the field of economics instead assume the existence of unobserved action shocks to explain expert behavior (Nested Fixed Point Algorithm, Conditional Choice Probability method, Nested Pseudo-Likelihood Algorithm). In this work, we make previously unknown connections between these related methods from both fields. We achieve this by showing that they all belong to a class of optimization problems, characterized by a common form of the objective, the associated policy and the objective gradient. We demonstrate key computational and algorithmic differences which arise between the methods due to an approximation of the optimal soft value function, and describe how this leads to more efficient algorithms. Using insights which emerge from our study of this class of optimization problems, we identify various problem scenarios and investigate each method's suitability for these problems.
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5

Romero, José Luis. "Explicit Localization Estimates for Spline-Type Spaces." Sampling Theory in Signal and Image Processing 8, no. 3 (September 2009): 249–59. http://dx.doi.org/10.1007/bf03549518.

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6

C, Gallesco, Gallo S, and Takahashi D. Y. "Explicit estimates in the Bramson–Kalikow model." Nonlinearity 27, no. 9 (August 14, 2014): 2281–96. http://dx.doi.org/10.1088/0951-7715/27/9/2281.

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7

Cheng, Yuanyou F., and Sidney W. Graham. "Explicit Estimates for the Riemann Zeta Function." Rocky Mountain Journal of Mathematics 34, no. 4 (December 2004): 1261–80. http://dx.doi.org/10.1216/rmjm/1181069799.

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8

Dusart, Pierre. "Explicit estimates of some functions over primes." Ramanujan Journal 45, no. 1 (October 27, 2016): 227–51. http://dx.doi.org/10.1007/s11139-016-9839-4.

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9

Juricevic, Robert. "Explicit estimates of solutions of some Diophantine equations." Functiones et Approximatio Commentarii Mathematici 38, no. 2 (September 2008): 171–94. http://dx.doi.org/10.7169/facm/1229696538.

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10

Consiglieri, Luisa. "Explicit Estimates for Solutions of Mixed Elliptic Problems." International Journal of Partial Differential Equations 2014 (March 31, 2014): 1–16. http://dx.doi.org/10.1155/2014/845760.

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We deal with the existence of quantitative estimates for solutions of mixed problems to an elliptic second-order equation in divergence form with discontinuous coefficients. Our concern is to estimate the solutions with explicit constants, for domains in ℝn (n≥2) of class C0,1. The existence of L∞ and W1,q estimates is assured for q=2 and any q<n/(n-1) (depending on the data), whenever the coefficient is only measurable and bounded. The proof method of the quantitative L∞ estimates is based on the De Giorgi technique developed by Stampacchia. By using the potential theory, we derive W1,p estimates for different ranges of the exponent p depending on the fact that the coefficient is either Dini-continuous or only measurable and bounded. In this process, we establish new existences of Green functions on such domains. The last but not least concern is to unify (whenever possible) the proofs of the estimates to the extreme Dirichlet and Neumann cases of the mixed problem.
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11

Prodan, E. "Cluster expansion for P(φ)2: explicit estimates." Journal of Mathematical Physics 41, no. 2 (February 2000): 787–804. http://dx.doi.org/10.1063/1.533178.

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12

Odlyzko, A. M. "Explicit Tauberian estimates for functions with positive coefficients." Journal of Computational and Applied Mathematics 41, no. 1-2 (August 1992): 187–97. http://dx.doi.org/10.1016/0377-0427(92)90248-v.

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13

Li, Qin, and Xuefeng Liu. "Explicit finite element error estimates for nonhomogeneous Neumann problems." Applications of Mathematics 63, no. 3 (June 1, 2018): 367–79. http://dx.doi.org/10.21136/am.2018.0095-18.

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14

Shi, Shipeng Mao and Zhong-ci. "Explicit Error Estimates for Mixed and Nonconforming Finite Elements." Journal of Computational Mathematics 27, no. 4 (June 2009): 425–40. http://dx.doi.org/10.4208/jcm.2009.27.4.011.

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15

Hobbs, N. Thompson, and David M. Swift. "Estimates of Habitat Carrying Capacity Incorporating Explicit Nutritional Constraints." Journal of Wildlife Management 49, no. 3 (July 1985): 814. http://dx.doi.org/10.2307/3801716.

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16

Rehmann, Chris R. "Explicit Estimates of Arrival Times for Dispersion in Rivers." Journal of Hydraulic Engineering 141, no. 11 (November 2015): 06015013. http://dx.doi.org/10.1061/(asce)hy.1943-7900.0001051.

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17

Zaman, Asif. "Explicit estimates for the zeros of Hecke L-functions." Journal of Number Theory 162 (May 2016): 312–75. http://dx.doi.org/10.1016/j.jnt.2015.10.003.

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18

Wong, P. J. Y., and R. P. Agarwal. "Explicit error estimates for quintic and biquintic spline interpolation." Computers & Mathematics with Applications 18, no. 8 (1989): 701–22. http://dx.doi.org/10.1016/0898-1221(89)90227-7.

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19

Rüter, Marcus, Tymofiy Gerasimov, and Erwin Stein. "Goal-oriented explicit residual-type error estimates in XFEM." Computational Mechanics 52, no. 2 (November 20, 2012): 361–76. http://dx.doi.org/10.1007/s00466-012-0816-5.

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20

Marras, Monica. "Explicit decay estimates for solutions to nonlinear parabolic systems." Zeitschrift für angewandte Mathematik und Physik 62, no. 3 (December 15, 2010): 399–404. http://dx.doi.org/10.1007/s00033-010-0114-z.

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21

CONSIGLIERI, Luisa. "Explicit estimates on a mixed Neumann--Robin--Cauchy problem." TURKISH JOURNAL OF MATHEMATICS 40 (2016): 1356–73. http://dx.doi.org/10.3906/mat-1505-62.

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22

Consiglieri, Luisa. "Explicit estimates for solutions of nonlinear radiation-type problems." Acta Mathematica Sinica, English Series 31, no. 7 (June 15, 2015): 1123–40. http://dx.doi.org/10.1007/s10114-015-4419-x.

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23

Adam, C., S. Bouabdallah, M. Zarroug, and H. Maitournam. "Stable time step estimates for NURBS-based explicit dynamics." Computer Methods in Applied Mechanics and Engineering 295 (October 2015): 581–605. http://dx.doi.org/10.1016/j.cma.2015.03.017.

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24

Biasco, L., and L. Chierchia. "Explicit estimates on the measure of primary KAM tori." Annali di Matematica Pura ed Applicata (1923 -) 197, no. 1 (July 11, 2017): 261–81. http://dx.doi.org/10.1007/s10231-017-0678-8.

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25

Korepanov, A., Z. Kosloff, and I. Melbourne. "Explicit coupling argument for non-uniformly hyperbolic transformations." Proceedings of the Royal Society of Edinburgh: Section A Mathematics 149, no. 1 (July 6, 2018): 101–30. http://dx.doi.org/10.1017/s0308210518000161.

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The transfer operator corresponding to a uniformly expanding map enjoys good spectral properties. We verify that coupling yields explicit estimates that depend continuously on the expansion and distortion constants of the map. For non-uniformly expanding maps with a uniformly expanding induced map, we obtain explicit estimates for mixing rates (exponential, stretched exponential, polynomial) that again depend continuously on the constants for the induced map together with data associated with the inducing time. Finally, for non-uniformly hyperbolic transformations, we obtain the corresponding estimates for rates of decay of correlations.
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26

Cho, Sang-Hyun, and Jae-Seo Choi. "EXPLICIT SOBOLEV ESTIMATES FOR THE CAUCHY-RIEMANN EQUATION ON PARAMETERS." Bulletin of the Korean Mathematical Society 45, no. 2 (May 31, 2008): 321–38. http://dx.doi.org/10.4134/bkms.2008.45.2.321.

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27

Mouhot, Clément. "Explicit Coercivity Estimates for the Linearized Boltzmann and Landau Operators." Communications in Partial Differential Equations 31, no. 9 (September 2006): 1321–48. http://dx.doi.org/10.1080/03605300600635004.

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28

Handlovičová, A., and Z. Krivá. "PERONA-MALIK EQUATION - ERROR ESTIMATES FOR EXPLICIT FINITE VOLUME SCHEME." Mathematical Modelling and Analysis 10, no. 4 (December 31, 2005): 353–66. http://dx.doi.org/10.3846/13926292.2005.9637293.

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29

von zur Gathen, Joachim, and Guillermo Matera. "Explicit estimates for polynomial systems defining irreducible smooth complete intersections." Acta Arithmetica 188, no. 3 (2019): 209–40. http://dx.doi.org/10.4064/aa8387-8-2018.

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30

Wong, P. J. Y., and R. P. Agarwal. "Explicit error estimates for Quintic and biquintic spline interpolation II." Computers & Mathematics with Applications 28, no. 7 (October 1994): 51–69. http://dx.doi.org/10.1016/0898-1221(94)00160-x.

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31

Ramaré, Olivier. "Explicit estimates on several summatory functions involving the Moebius function." Mathematics of Computation 84, no. 293 (December 1, 2014): 1359–87. http://dx.doi.org/10.1090/s0025-5718-2014-02914-1.

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32

Schaeuble, Anne-Kathrin, Anton Tkachuk, and Manfred Bischoff. "Time step estimates for explicit dynamics with reciprocal mass matrices." Computers & Structures 202 (June 2018): 74–84. http://dx.doi.org/10.1016/j.compstruc.2018.03.005.

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33

Warren, Micah, and Yu Yuan. "Explicit gradient estimates for minimal Lagrangian surfaces of dimension two." Mathematische Zeitschrift 262, no. 4 (July 29, 2008): 867–79. http://dx.doi.org/10.1007/s00209-008-0403-9.

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34

Greenblatt, Michael. "Fourier transforms of powers of well-behaved 2D real analytic functions." Forum Mathematicum 30, no. 3 (May 1, 2018): 723–32. http://dx.doi.org/10.1515/forum-2016-0256.

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AbstractThis paper is a companion paper to [6], where sharp estimates are proven for Fourier transforms of compactly supported functions built out of two-dimensional real-analytic functions. The theorems of [6] are stated in a rather general form. In this paper, we expand on the results of [6] and show that there is a class of “well-behaved” functions that contains a number of relevant examples for which such estimates can be explicitly described in terms of the Newton polygon of the function. We will further see that for a subclass of these functions, one can prove noticeably more precise estimates, again in an explicitly describable way.
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35

Choe, Boo Rim, Hyungwoon Koo, and Heungsu Yi. "Bergman norm estimates of Poisson integrals." Nagoya Mathematical Journal 161 (March 2001): 85–125. http://dx.doi.org/10.1017/s0027763000022145.

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On the half space Rn × R+, it has been known that harmonic Bergman space bp can contain a positive function only if . Thus, for , Poisson integrals can be bp-functions only by means of their boundary cancellation properties. In this paper, we describe what those cancellation properties explicitly are. Also, given such cancellation properties, we obtain weighted norm inequalities for Poisson integrals. As a consequence, under weighted integrability condition given by our weighted norm inequalities, we show that our cancellation properties are equivalent to the bp-containment of Poisson integrals for p under consideration. Our results are sharp in the sense that orders of our weights cannot be improved.
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36

Elliott, W. Brooke, Kevin E. Jackson, Mark E. Peecher, and Brian J. White. "The Unintended Effect of Corporate Social Responsibility Performance on Investors' Estimates of Fundamental Value." Accounting Review 89, no. 1 (July 1, 2013): 275–302. http://dx.doi.org/10.2308/accr-50577.

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ABSTRACT We provide theory and experimental evidence consistent with an unintended, causal relation between Corporate Social Responsibility (CSR) performance and investors' estimates of fundamental value that can be attenuated by investors' explicit assessment of CSR performance. Consistent with “affect-as-information” theory from psychology, we find that investors who are exposed to, but do not explicitly assess, CSR performance derive higher fundamental value estimates in response to positive CSR performance, and lower fundamental value estimates in response to negative CSR performance. Explicit assessment of CSR performance, however, significantly diminishes this effect, indicating that the effect among investors who do not explicitly assess CSR performance is unintended; i.e., they unintentionally use their affective reactions to CSR performance in estimating fundamental value. Supplemental findings shed light on consequences of these fundamental value estimates: investors who do not explicitly assess CSR performance rely on their unintentionally influenced estimates of fundamental value to increase the price they are willing to pay to invest in the stock of a firm with positive CSR performance. Overall, our theory and findings contribute to the CSR and affect literatures in accounting by revealing the contingent nature of how and to what extent CSR performance influences investors' beliefs about firm value and the bids these investors are likely to make in equity markets. Data Availability: Contact the authors.
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37

Aghajani, Asadollah, and Craig Cowan. "Explicit estimates on positive supersolutions of nonlinear elliptic equations and applications." Discrete & Continuous Dynamical Systems - A 39, no. 5 (2019): 2731–42. http://dx.doi.org/10.3934/dcds.2019114.

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38

Fujimura, Masayo, Yasuhiro Gotoh, and Satoshi Yoshida. "Explicit estimates on distance estimator method for Julia sets of polynomials." Kodai Mathematical Journal 36, no. 3 (October 2013): 491–507. http://dx.doi.org/10.2996/kmj/1383660695.

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39

Cohen, Henri, Francois Dress, and Mahomed El Marraki. "Explicit estimates for summatory functions linked to the Möbius $\mu$-function." Functiones et Approximatio Commentarii Mathematici 37, no. 1 (January 2007): 51–63. http://dx.doi.org/10.7169/facm/1229618741.

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40

Kresin, Gershon. "Explicit Real-Part Estimates for High Order Derivatives of Analytic Functions." Computational Methods and Function Theory 16, no. 4 (April 28, 2016): 637–52. http://dx.doi.org/10.1007/s40315-016-0162-2.

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41

Yakymiv, A. L. "Explicit estimates for the asymptotics of subexponential infinitely divisible distribution functions." Mathematical Notes 67, no. 2 (February 2000): 239–44. http://dx.doi.org/10.1007/bf02686252.

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42

Humm, Jacob M., J. Walter McCown, Brian K. Scheick, and Joseph D. Clark. "Spatially explicit population estimates for black bears based on cluster sampling." Journal of Wildlife Management 81, no. 7 (June 19, 2017): 1187–201. http://dx.doi.org/10.1002/jwmg.21294.

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43

Bonami, Aline, and Abderrazek Karoui. "Uniform Approximation and Explicit Estimates for the Prolate Spheroidal Wave Functions." Constructive Approximation 43, no. 1 (June 17, 2015): 15–45. http://dx.doi.org/10.1007/s00365-015-9295-1.

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44

Amirali, I., G. M. Amiraliyev, M. Cakir, and E. Cimen. "Explicit Finite Difference Methods for the Delay Pseudoparabolic Equations." Scientific World Journal 2014 (2014): 1–7. http://dx.doi.org/10.1155/2014/497393.

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Finite difference technique is applied to numerical solution of the initial-boundary value problem for the semilinear delay Sobolev or pseudoparabolic equation. By the method of integral identities two-level difference scheme is constructed. For the time integration the implicit rule is being used. Based on the method of energy estimates the fully discrete scheme is shown to be absolutely stable and convergent of order two in space and of order one in time. The error estimates are obtained in the discrete norm. Some numerical results confirming the expected behavior of the method are shown.
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45

Heckerman, David, Deepti Gurdasani, Carl Kadie, Cristina Pomilla, Tommy Carstensen, Hilary Martin, Kenneth Ekoru, et al. "Linear mixed model for heritability estimation that explicitly addresses environmental variation." Proceedings of the National Academy of Sciences 113, no. 27 (July 5, 2016): 7377–82. http://dx.doi.org/10.1073/pnas.1510497113.

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The linear mixed model (LMM) is now routinely used to estimate heritability. Unfortunately, as we demonstrate, LMM estimates of heritability can be inflated when using a standard model. To help reduce this inflation, we used a more general LMM with two random effects—one based on genomic variants and one based on easily measured spatial location as a proxy for environmental effects. We investigated this approach with simulated data and with data from a Uganda cohort of 4,778 individuals for 34 phenotypes including anthropometric indices, blood factors, glycemic control, blood pressure, lipid tests, and liver function tests. For the genomic random effect, we used identity-by-descent estimates from accurately phased genome-wide data. For the environmental random effect, we constructed a covariance matrix based on a Gaussian radial basis function. Across the simulated and Ugandan data, narrow-sense heritability estimates were lower using the more general model. Thus, our approach addresses, in part, the issue of “missing heritability” in the sense that much of the heritability previously thought to be missing was fictional. Software is available at https://github.com/MicrosoftGenomics/FaST-LMM.
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46

Cunia, Tiberius. "On the error of continuous forest inventory estimates." Canadian Journal of Forest Research 17, no. 5 (May 1, 1987): 436–41. http://dx.doi.org/10.1139/x87-075.

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Although not explicitly recognized, the error of the volume estimates in Continuous Forest Inventory Systems has two main error components, one due to sample plots and another due to volume tables. The common procedure by which the volume estimates are calculated takes into account only the first component; the second component is simply ignored. An approach is shown that introduces the error of the volume tables into the total error of the CFI estimates of average volume per tree, average volume per acre, and growth components such as net change from one to the next occasion, mortality or ingrowth volume.
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47

BERNARDI, OLGA, FRANCO CARDIN, and MASSIMILIANO GUZZO. "NEW ESTIMATES FOR EVANS' VARIATIONAL APPROACH TO WEAK KAM THEORY." Communications in Contemporary Mathematics 15, no. 02 (March 7, 2013): 1250055. http://dx.doi.org/10.1142/s0219199712500551.

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We consider a recent approximate variational principle for weak KAM theory proposed by Evans. As in the case of classical integrability, for one-dimensional mechanical Hamiltonian systems all the computations can be carried out explicitly. In this setting, we illustrate the geometric content of the theory and prove new lower bounds for the estimates related to its dynamic interpretation. These estimates also extend to the case of n degrees of freedom.
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48

Han, Jun, and Hun-Tong Tan. "Investors' Reactions to Management Guidance Forms: The Influence of Multiple Benchmarks." Accounting Review 82, no. 2 (March 1, 2007): 521–43. http://dx.doi.org/10.2308/accr.2007.82.2.521.

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In this study, we investigate underlying mechanisms for the effects of management guidance forms on investors' judgments. We do so by comparing effects of point and range guidance with those associated with a hybrid management guidance form that combines the attributes of both point and range guidance. With respect to investors' earnings reestimates made after actual earnings announcements, we find that both the number and type of benchmarks associated with the guidance forms matter. High-knowledge investors use both primary (explicitly stated) and secondary (implicitly stated) benchmarks, whereas low-knowledge investors attend only to primary benchmarks. We also find that investors have greater confidence in their earnings estimates when management guidance explicitly provides best estimates.
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49

Goh, S. C., and K. Knight. "NONSTANDARD QUANTILE-REGRESSION INFERENCE." Econometric Theory 25, no. 5 (October 2009): 1415–32. http://dx.doi.org/10.1017/s0266466609090719.

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It is well known that conventional Wald-type inference in the context of quantile regression is complicated by the need to construct estimates of the conditional densities of the response variables at the quantile of interest. This note explores the possibility of circumventing the need to construct conditional density estimates in this context with scale statistics that are explicitly inconsistent for the underlying conditional densities. This method of studentization leads conventional test statistics to have limiting distributions that are nonstandard but have the convenient feature of depending explicitly on the user’s choice of smoothing parameter. These limiting distributions depend on the distribution of the conditioning variables but can be straightforwardly approximated by resampling.
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50

Achchab, Boujemâa, Abdeljalil Sakat, and Ali Souissi. "Explicit error estimates in a method of moments for recovering boundary data." International Journal of Mathematical Modelling and Numerical Optimisation 11, no. 3 (2021): 232. http://dx.doi.org/10.1504/ijmmno.2021.10037500.

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