Copertina

Random marked nested tessellations applied to the modelling of deformation twinning in polycrystalline materials

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Kornijčuk, Oleksandr, Heller, Luděk, Pawlas, Zbyněk, Beneš, Viktor
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Mathematical Physics 60D05, 62P35
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Free Lunches with Vanishing Risks Most Likely Exist
di: Platen, Eckhard, et al.
Pubblicazione: (2025)

Information-minimizing stationary financial market dynamics
di: Platen, Eckhard
Pubblicazione: (2025)

Why pyrotechnics markets keep killing:a simple geometric argument for redesign
di: Hernandez-Suarez, Carlos M., et al.
Pubblicazione: (2026)

Information-Theoretic Approach to Financial Market Modelling
di: Platen, Eckhard
Pubblicazione: (2026)

Functional CLTs for subordinated Lévy models in physics, finance, and econometrics
di: Søjmark, Andreas, et al.
Pubblicazione: (2023)

Pricing under the Benchmark Approach
di: Platen, Eckhard
Pubblicazione: (2025)

Nonparametric Bayesian Calibration of Computer Models
di: Shi, Haiyi, et al.
Pubblicazione: (2025)

Inverting Poisson-Laguerre tessellations
di: van der Jagt, Thomas, et al.
Pubblicazione: (2026)

On variable annuities with surrender charges
di: De Angelis, Tiziano, et al.
Pubblicazione: (2024)

Nonparametric inference for Poisson-Laguerre tessellations
di: van der Jagt, Thomas, et al.
Pubblicazione: (2025)

Mechanistic-statistical inference of mosquito dynamics from mark-release-recapture data
di: Nguyen, Nga, et al.
Pubblicazione: (2025)

Fluctuations of the Nodal Number in the Two-Energy Planar Berry Random Wave Model
di: Smutek, Krzysztof
Pubblicazione: (2024)

Random matrix statistics and safety rest areas on interstates in the United States
di: Cai, Jia, et al.
Pubblicazione: (2023)

Covariance Identities and Variance Bounds for Infinitely Divisible Random Variables and Their Applications
di: Barman, Kalyan, et al.
Pubblicazione: (2024)

On an Optimal Stopping Problem with a Discontinuous Reward
di: Mackay, Anne, et al.
Pubblicazione: (2023)

Asymmetric super-Heston-rough volatility model with Zumbach effect as scaling limit of quadratic Hawkes processes
di: Chudasama, Priyanka, et al.
Pubblicazione: (2025)

A heavy-tail arctan-based mixture model for modelling and measuring actuarial risk
di: Kumar, Pankaj, et al.
Pubblicazione: (2025)

Percolation in the marked stationary Random Connection Model for higher-dimensional simplicial complexes
di: Pabst, Dominik
Pubblicazione: (2025)

Wasserstein Asymptotics for Brownian Motion on the Flat Torus and Brownian Interlacements
di: Mariani, Mauro, et al.
Pubblicazione: (2023)

Analyzing health care data using count models: A novel approach to Length of Stay analysis
di: Ahmad, Peer Bilal, et al.
Pubblicazione: (2025)

$L$-estimation of Claim Severity Models Weighted by Kumaraswamy Density
di: Poudyal, Chudamani, et al.
Pubblicazione: (2024)

Wavenumber-Explicit Well-Posedness of Bayesian Shape Inversion in Acoustic Scattering
di: Kuijpers, Safiere, et al.
Pubblicazione: (2024)

Mean-Field Analysis of Latent Variable Process Models on Dynamically Evolving Graphs with Feedback Effects
di: Ganguly, Ankan, et al.
Pubblicazione: (2025)

On a power series distribution with mean parameterization
di: Volkov, Oleksandr, et al.
Pubblicazione: (2025)

Some limit theorems for locally stationary Hawkes processes
di: Deschatre, Thomas, et al.
Pubblicazione: (2025)

Capital Asset Pricing Model with Size Factor and Normalizing by Volatility Index
di: Atsiwo, Abraham, et al.
Pubblicazione: (2024)

Design-Based Inference under Random Potential Outcomes
di: Yang, Yukai
Pubblicazione: (2025)

Linear combination of bilateral gamma random variables: distributional theory and approximations
di: Barman, Kalyan, et al.
Pubblicazione: (2026)

Comparative Evaluation of VaR Models: Historical Simulation, GARCH-Based Monte Carlo, and Filtered Historical Simulation
di: Tian, Xin
Pubblicazione: (2025)

Crossings and diffusion in Poisson driven marked random connection models
di: Faggionato, Alessandra, et al.
Pubblicazione: (2025)

Asymptotic Expansions for High-Frequency Option Data
di: Chong, Carsten H., et al.
Pubblicazione: (2023)

Testing Independence of Infinite Dimensional Random Elements: A Sup-norm Approach
di: Bhar, Suprio, et al.
Pubblicazione: (2023)

Conditional correlation estimation and serial dependence identification
di: Pączek, Kewin, et al.
Pubblicazione: (2024)

Surrogate-based multilevel Monte Carlo methods for uncertainty quantification in the Grad-Shafranov free boundary problem
di: Elman, Howard, et al.
Pubblicazione: (2025)

Gaskets of $O(2)$ loop-decorated random planar maps
di: Kammerer, Emmanuel
Pubblicazione: (2024)

Central limit theorems for the eigenvalues of graph Laplacians on data clouds
di: Li, Chenghui, et al.
Pubblicazione: (2025)

A fractional Brownian -- Hawkes model for the Italian electricity spot market: estimation and forecasting
di: Giordano, Luca M., et al.
Pubblicazione: (2019)

Connectivity of random hypergraphs with a given hyperedge size distribution
di: Bergman, Elmer, et al.
Pubblicazione: (2022)

Temporal discontinuity trials and randomization: success rates versus design strength
di: Knaeble, Brian, et al.
Pubblicazione: (2024)

The two-nest ants process on triangle-series-parallel graphs
di: Mailler, Cécile, et al.
Pubblicazione: (2026)