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Wyszukujesz frazę "Kwapień, S." wg kryterium: Autor

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Tytuł:
On Banach spaces containing $c_{0}$. A supplement to the paper by J.Hoffman-Jørgensen "Sums of independent Banach space valued random variables"
Autorzy:
Kwapień, S.
Powiązania:
https://bibliotekanauki.pl/articles/1385950.pdf
Data publikacji:
1974
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Źródło:
Studia Mathematica; 1974-1975, 52, 2; 187-188
0039-3223
Pojawia się w:
Studia Mathematica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Tail and moment estimates for sums of independent random variables with logarithmically concave tails
Autorzy:
Gluskin, E. D.
Kwapień, S.
Powiązania:
https://bibliotekanauki.pl/articles/1289131.pdf
Data publikacji:
1995
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Opis:
For random variables $S= ∑_{i=1}^{∞} α_{i} ξ_{i}$, where $(ξ_i)$ is a sequence of symmetric, independent, identically distributed random variables such that $ln P(|ξ_i| ≥ t)$ is a concave function we give estimates from above and from below for the tail and moments of S. The estimates are exact up to a constant depending only on the distribution of ξ. They extend results of S. J. Montgomery-Smith [MS], M. Ledoux and M. Talagrand [LT, Chapter 4.1] and P. Hitczenko [H] for the Rademacher sequence.
Źródło:
Studia Mathematica; 1995, 114, 3; 303-309
0039-3223
Pojawia się w:
Studia Mathematica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Sign and Amplitude Representation of the Forex Networks
Autorzy:
Gworek, S.
Kwapień, J.
Drożdż, S.
Powiązania:
https://bibliotekanauki.pl/articles/1538545.pdf
Data publikacji:
2010-04
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
89.75.Da
89.75.Fb
Opis:
We decompose the exchange rates returns of 38 currencies (including gold) into their sign and amplitude components. Then we group together all exchange rates with a common base currency, construct Minimal Spanning Trees for each group independently, and analyze properties of these trees. We show that both the sign and the amplitude time series have similar correlation properties as far as the core network structure is concerned. There exist however interesting peripheral differences that may open a new perspective to view the Forex dynamics.
Źródło:
Acta Physica Polonica A; 2010, 117, 4; 681-687
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Linguistic Complexity: English vs. Polish, Text vs. Corpus
Autorzy:
Kwapień, J.
Drożdż, S.
Orczyk, A.
Powiązania:
https://bibliotekanauki.pl/articles/1538580.pdf
Data publikacji:
2010-04
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
89.75.Da
89.75.Fb
Opis:
We analyze the rank-frequency distributions of words in selected English and Polish texts. We show that for the lemmatized (basic) word forms the scale-invariant regime breaks after about two decades, while it might be consistent for the whole range of ranks for the inflected word forms. We also find that for a corpus consisting of texts written by different authors the basic scale-invariant regime is broken more strongly than in the case of comparable corpus consisting of texts written by the same author. Similarly, for a corpus consisting of texts translated into Polish from other languages the scale-invariant regime is broken more strongly than for a comparable corpus of native Polish texts. Moreover, we find that if the words are tagged with their proper part of speech, only verbs show rank-frequency distribution that is almost scale-invariant.
Źródło:
Acta Physica Polonica A; 2010, 117, 4; 716-720
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Criticality Characteristics of Current Oil Price Dynamics
Autorzy:
Drożdż, S.
Kwapień, J.
Oświęcimka, P.
Powiązania:
https://bibliotekanauki.pl/articles/1812033.pdf
Data publikacji:
2008-10
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
05.45.Pq
52.35.Mw
47.20.Ky
Opis:
Methodology that recently leads us to predict to an amazing accuracy the date (July 11, 2008) of reverse of the oil price up trend is briefly summarized and some further aspects of the related oil price dynamics elaborated. This methodology is based on the concept of discrete scale invariance whose finance-prediction-oriented variant involves such elements as log-periodic self-similarity, the universal preferred scaling factor λ≈2, and allows a phenomenon of the "super-bubble". From this perspective the present (as of August 22, 2008) violent - but still log-periodically decelerating - decrease of the oil prices is associated with the decay of such a "super-bubble" that has started developing about one year ago on top of the longer-term oil price increasing phase (normal bubble) whose ultimate termination is evaluated to occur in around mid 2010.
Źródło:
Acta Physica Polonica A; 2008, 114, 4; 699-702
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Current Log-Periodic View on Future World Market Development
Autorzy:
Drożdż, S.
Kwapień, J.
Oświęcimka, P.
Speth, J.
Powiązania:
https://bibliotekanauki.pl/articles/1812223.pdf
Data publikacji:
2008-09
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
05.45.Pq
52.35.Mw
47.20.Ky
Opis:
Applicability of the concept of financial log-periodicity is discussed and encouragingly verified for various phases of the world stock markets development in the period 2000-2010. In particular, a speculative forecasting scenario designed in the end of 2004, that properly predicted the world stock market increases in 2007, is updated by setting some more precise constraints on the time of duration of the present long-term equity market bullish phase. A termination of this phase is evaluated to occur in around November 2009. In particular, on the way towards this dead-line, a Spring-Summer 2008 increase is expected. On the precious metals market a forthcoming critical time signal is detected at the turn of March/April 2008 which marks a tendency for at least a serious correction to begin.
Źródło:
Acta Physica Polonica A; 2008, 114, 3; 539-546
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Fractals, Log-Periodicity and Financial Crashes
Autorzy:
Oświęcimka, P.
Drożdż, S.
Kwapień, J.
Górski, A.
Powiązania:
https://bibliotekanauki.pl/articles/1538497.pdf
Data publikacji:
2010-04
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
52.35.Mw
05.45.Df
05.70.Jk
Opis:
Presence of self-similar patterns in the financial dynamics is by now well established and even convincingly quantified within the multifractal formalism. Here we focus attention on one particular aspect of this self-similarity which potentially is related to the discrete-scale invariance underlying the system composition and manifests itself by the log-periodic oscillations cascading self-similarly through various time scales. Such oscillations accumulate at the turning (critical) points that in the financial dynamics are often identified as crashes. This property thus allows us to develop a methodology that may be useful also for prediction. A model Weierstrass-type function is used to illustrate the relevant effects and several examples demonstrating that such effects in the real financial markets take place indeed, are reviewed.
Źródło:
Acta Physica Polonica A; 2010, 117, 4; 637-639
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Effect of Detrending on Multifractal Characteristics
Autorzy:
Oświęcimka, P.
Drożdż, S.
Kwapień, J.
Górski, A.
Powiązania:
https://bibliotekanauki.pl/articles/1400181.pdf
Data publikacji:
2013-03
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
05.45.Df
05.45.Tp
89.75.-k
Opis:
Different variants of multifractal detrended fluctuation analysis technique are applied in order to investigate various (artificial and real-world) time series. Our analysis shows that the calculated singularity spectra are very sensitive to the order of the detrending polynomial used within the multifractal detrended fluctuation analysis method. The relation between the width of the multifractal spectrum (as well as the Hurst exponent) and the order of the polynomial used in calculation is evident. Furthermore, type of this relation itself depends on the kind of analyzed signal. Therefore, such an analysis can give us some extra information about the correlative structure of the time series being studied.
Źródło:
Acta Physica Polonica A; 2013, 123, 3; 597-603
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Wyświetlanie 1-15 z 18

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