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You searched for subject:(Meijer G function). Showing records 1 – 6 of 6 total matches.

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King Abdullah University of Science and Technology

1. Ansari, Imran Shafique. Composite and Cascaded Generalized-K Fading Channel Modeling and Their Diversity and Performance Analysis.

Degree: 2010, King Abdullah University of Science and Technology

 The introduction of new schemes that are based on the communication among nodes has motivated the use of composite fading models due to the fact… (more)

Subjects/Keywords: Composite fading channels; Bivariate Meijer G-function

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APA (6th Edition):

Ansari, I. S. (2010). Composite and Cascaded Generalized-K Fading Channel Modeling and Their Diversity and Performance Analysis. (Thesis). King Abdullah University of Science and Technology. Retrieved from http://hdl.handle.net/10754/134733

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ansari, Imran Shafique. “Composite and Cascaded Generalized-K Fading Channel Modeling and Their Diversity and Performance Analysis.” 2010. Thesis, King Abdullah University of Science and Technology. Accessed August 11, 2020. http://hdl.handle.net/10754/134733.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ansari, Imran Shafique. “Composite and Cascaded Generalized-K Fading Channel Modeling and Their Diversity and Performance Analysis.” 2010. Web. 11 Aug 2020.

Vancouver:

Ansari IS. Composite and Cascaded Generalized-K Fading Channel Modeling and Their Diversity and Performance Analysis. [Internet] [Thesis]. King Abdullah University of Science and Technology; 2010. [cited 2020 Aug 11]. Available from: http://hdl.handle.net/10754/134733.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ansari IS. Composite and Cascaded Generalized-K Fading Channel Modeling and Their Diversity and Performance Analysis. [Thesis]. King Abdullah University of Science and Technology; 2010. Available from: http://hdl.handle.net/10754/134733

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Iowa

2. Czarnecki, Kyle Jeffrey. Resonance sums for Rankin-Selberg products.

Degree: PhD, Mathematics, 2016, University of Iowa

  Consider either (i) f = f1 ⊠ f2 for two Maass cusp forms for SLm(ℤ) and SLm′(ℤ), respectively, with 2 ≤ m ≤ m′,… (more)

Subjects/Keywords: publicabstract; exponential sums; Fourier-Whittaker; Meijer G-function; Rankin-Selber; resonance sums; Mathematics

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APA (6th Edition):

Czarnecki, K. J. (2016). Resonance sums for Rankin-Selberg products. (Doctoral Dissertation). University of Iowa. Retrieved from https://ir.uiowa.edu/etd/3066

Chicago Manual of Style (16th Edition):

Czarnecki, Kyle Jeffrey. “Resonance sums for Rankin-Selberg products.” 2016. Doctoral Dissertation, University of Iowa. Accessed August 11, 2020. https://ir.uiowa.edu/etd/3066.

MLA Handbook (7th Edition):

Czarnecki, Kyle Jeffrey. “Resonance sums for Rankin-Selberg products.” 2016. Web. 11 Aug 2020.

Vancouver:

Czarnecki KJ. Resonance sums for Rankin-Selberg products. [Internet] [Doctoral dissertation]. University of Iowa; 2016. [cited 2020 Aug 11]. Available from: https://ir.uiowa.edu/etd/3066.

Council of Science Editors:

Czarnecki KJ. Resonance sums for Rankin-Selberg products. [Doctoral Dissertation]. University of Iowa; 2016. Available from: https://ir.uiowa.edu/etd/3066


Mahatma Gandhi University

3. Thomas, Seemon. Some extensions of dirichlet models and their applications; -.

Degree: Statistics, 2007, Mahatma Gandhi University

The thesis starts with a few words on Dirichlet himself. The properties of standard real type-1 and type-2 Dirichlet distributions are then discussed. Matrix-variate analogues… (more)

Subjects/Keywords: geometrical probability; generalized Dirichlet model; beta density; short memory property; neutrality principle; matrix-variate distribution; Jacobians of matrix transformations; Meijer s G-function; likelihood ratio criterion; exact distribution

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APA (6th Edition):

Thomas, S. (2007). Some extensions of dirichlet models and their applications; -. (Thesis). Mahatma Gandhi University. Retrieved from http://shodhganga.inflibnet.ac.in/handle/10603/7129

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Thomas, Seemon. “Some extensions of dirichlet models and their applications; -.” 2007. Thesis, Mahatma Gandhi University. Accessed August 11, 2020. http://shodhganga.inflibnet.ac.in/handle/10603/7129.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Thomas, Seemon. “Some extensions of dirichlet models and their applications; -.” 2007. Web. 11 Aug 2020.

Vancouver:

Thomas S. Some extensions of dirichlet models and their applications; -. [Internet] [Thesis]. Mahatma Gandhi University; 2007. [cited 2020 Aug 11]. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/7129.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Thomas S. Some extensions of dirichlet models and their applications; -. [Thesis]. Mahatma Gandhi University; 2007. Available from: http://shodhganga.inflibnet.ac.in/handle/10603/7129

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

4. Khamitova, Anna. Exponentially Weighted Moving Average Charts for Monitoring the Process Generalized Variance.

Degree: MSin Mathematics (M.S.), Department of Mathematical Sciences, 2014, Georgia Southern University

  The exponentially weighted moving average chart based on the sample generalized variance is studied under the independent multivariate normal model for the vector of… (more)

Subjects/Keywords: ETD; Chi Square distribution; covariance matrix; integral equation; Markov chain; Meijer G function; simulation; Statistical Methodology; Statistical Models; Jack N. Averitt College of Graduate Studies, Electronic Theses & Dissertations, ETDs, Student Research

…sample generalized variance can be expressed using the Meijer G function. This section is… …distribution of |(n − 1) Σ−1 S| can be expressed in terms of the Meijer G function. The… …Meijer G function is defined by   r Gm p,q m j=1 1  a1 , . . . , a p  = x 2πi b1… …2p 2 2 I(0,∞) (w) . The Meijer G function has been implemented in… …w/2p ). 2 2 In Mathematica, the Meijer G function is implemented as   a1… 

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APA (6th Edition):

Khamitova, A. (2014). Exponentially Weighted Moving Average Charts for Monitoring the Process Generalized Variance. (Masters Thesis). Georgia Southern University. Retrieved from https://digitalcommons.georgiasouthern.edu/etd/1142

Chicago Manual of Style (16th Edition):

Khamitova, Anna. “Exponentially Weighted Moving Average Charts for Monitoring the Process Generalized Variance.” 2014. Masters Thesis, Georgia Southern University. Accessed August 11, 2020. https://digitalcommons.georgiasouthern.edu/etd/1142.

MLA Handbook (7th Edition):

Khamitova, Anna. “Exponentially Weighted Moving Average Charts for Monitoring the Process Generalized Variance.” 2014. Web. 11 Aug 2020.

Vancouver:

Khamitova A. Exponentially Weighted Moving Average Charts for Monitoring the Process Generalized Variance. [Internet] [Masters thesis]. Georgia Southern University; 2014. [cited 2020 Aug 11]. Available from: https://digitalcommons.georgiasouthern.edu/etd/1142.

Council of Science Editors:

Khamitova A. Exponentially Weighted Moving Average Charts for Monitoring the Process Generalized Variance. [Masters Thesis]. Georgia Southern University; 2014. Available from: https://digitalcommons.georgiasouthern.edu/etd/1142

5. Kato, Fernando Hideki. Análise de carteiras em tempo discreto.

Degree: Mestrado, Administração, 2004, University of São Paulo

Nesta dissertação, o modelo de seleção de carteiras de Markowitz será estendido com uma análise em tempo discreto e hipóteses mais realísticas. Um produto tensorial… (more)

Subjects/Keywords: additive and multiplicative returns; additive convolution; approximation of the multivariate probability density function; aproximação da densidade de probabilidade multivariada; coherent risk measures; convexidade; convexity; convolução aditiva; convolução multiplicativa; critério de Kelly; default risk; distribuição Gama Generalizada; Downside Risk; Downside Risk; estratégia multiperiódica; finite mixture of Erlang distributions; Fox H function; função Fox H; função Meijer G; Generalized Gamma distribution; Kelly’s criterion; Laplace transform; large-scale optimization; Lower Partial Moment; Lower Partial Moment; medidas coerentes de risco; Meijer G function; Mellin transform; mistura finita de distribuições Erlang; model selection; multiperiod; multiperiodic strategy; multiperíodo; multiplicative convolution; mundos de retornos discretos e contínuos; otimização de carteiras; otimização em larga escala; portfolio optimization; portfolio selection; produto tensorial; retornos aditivos e multiplicativos; risco de falência; seleção de carteiras; seleção de modelo; tensor product; transformada de Laplace; transformada de Mellin; worlds of discrete and continuous returns

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APA (6th Edition):

Kato, F. H. (2004). Análise de carteiras em tempo discreto. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/12/12139/tde-24022005-005812/ ;

Chicago Manual of Style (16th Edition):

Kato, Fernando Hideki. “Análise de carteiras em tempo discreto.” 2004. Masters Thesis, University of São Paulo. Accessed August 11, 2020. http://www.teses.usp.br/teses/disponiveis/12/12139/tde-24022005-005812/ ;.

MLA Handbook (7th Edition):

Kato, Fernando Hideki. “Análise de carteiras em tempo discreto.” 2004. Web. 11 Aug 2020.

Vancouver:

Kato FH. Análise de carteiras em tempo discreto. [Internet] [Masters thesis]. University of São Paulo; 2004. [cited 2020 Aug 11]. Available from: http://www.teses.usp.br/teses/disponiveis/12/12139/tde-24022005-005812/ ;.

Council of Science Editors:

Kato FH. Análise de carteiras em tempo discreto. [Masters Thesis]. University of São Paulo; 2004. Available from: http://www.teses.usp.br/teses/disponiveis/12/12139/tde-24022005-005812/ ;

6. Cao, Liang. Numerical analysis and multi-precision computational methods applied to the extant problems of Asian option pricing and simulating stable distributions and unit root densities.

Degree: PhD, 2014, University of St Andrews

 This thesis considers new methods that exploit recent developments in computer technology to address three extant problems in the area of Finance and Econometrics. The… (more)

Subjects/Keywords: 332.64; Laplace transforms; Numerical inversion; Multi-precision arithmetic; Asian options; Infinitely divisible distributions; Stable distributions; Unit root distributions; Characteristic functions; Generalized hypergeometric function; Meijer G function; Fox H function; Euler method; Post-Widder method; Bromwich integral; Gaver-Wynn-Rho algorithm; Fixed Talbot method; Unified Gaver-Stehfest algorithm; Unified Euler algorithm; Unified Talbot algorithm; Laguerre method; Spectral series expansion; Constructive complex analysis; Asymptotic method; PDE method; Monte Carlo simulation; Turnbull and Wakeman approximation; Milevsky and Posner approximation; Joint densities; Joint distribution functions; Transformation of joint density; Mathematica

…167 4. Computing the Distribution of S3 from the Characteristic Function… …172 4.2. Evaluating the characteristic function associated with 𝑆𝑆3… …173 4.3. Computing the distribution function of 𝑆𝑆3… …200 6.3. Formulae for joint distribution function 𝐹𝐹𝑅𝑅,𝑆𝑆 (𝑟𝑟, )… …densities in Econometrics. Let f t be a real-valued function of a real variable t f s 0 e st 0… 

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Cao, L. (2014). Numerical analysis and multi-precision computational methods applied to the extant problems of Asian option pricing and simulating stable distributions and unit root densities. (Doctoral Dissertation). University of St Andrews. Retrieved from http://hdl.handle.net/10023/6539

Chicago Manual of Style (16th Edition):

Cao, Liang. “Numerical analysis and multi-precision computational methods applied to the extant problems of Asian option pricing and simulating stable distributions and unit root densities.” 2014. Doctoral Dissertation, University of St Andrews. Accessed August 11, 2020. http://hdl.handle.net/10023/6539.

MLA Handbook (7th Edition):

Cao, Liang. “Numerical analysis and multi-precision computational methods applied to the extant problems of Asian option pricing and simulating stable distributions and unit root densities.” 2014. Web. 11 Aug 2020.

Vancouver:

Cao L. Numerical analysis and multi-precision computational methods applied to the extant problems of Asian option pricing and simulating stable distributions and unit root densities. [Internet] [Doctoral dissertation]. University of St Andrews; 2014. [cited 2020 Aug 11]. Available from: http://hdl.handle.net/10023/6539.

Council of Science Editors:

Cao L. Numerical analysis and multi-precision computational methods applied to the extant problems of Asian option pricing and simulating stable distributions and unit root densities. [Doctoral Dissertation]. University of St Andrews; 2014. Available from: http://hdl.handle.net/10023/6539

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