Publications related to Folded normal distribution

Can one hear the shape of a target zone?

We develop an exchange rate target zone model with finite exit time and non-Gaussian tails. We show how the tails are a consequence of time-varying investor risk aversion, which generates mean-preserving spreads in the fundamental distribution. We solve ex ...

2023

Visualizing the multifractal wave functions of a disordered two-dimensional electron gas

Klaus Kern

The wave functions of a disordered two-dimensional electron gas at the quantum-critical Anderson transition are predicted to exhibit multifractal scaling in their real space amplitude. We experimentally investigate the appearance of these characteristics i ...

AMER PHYSICAL SOC2021

Normal approximation of the solution to the stochastic heat equation with Levy noise

Carsten Hao Ye Chong

Given a sequence L & x2d9;epsilon of Levy noises, we derive necessary and sufficient conditions in terms of their variances sigma 2(epsilon) such that the solution to the stochastic heat equation with noise sigma(epsilon)-1L & x2d9;epsilon converges in law ...

SPRINGER2020

Ship-based measurements of ice nuclei concentrations over the Arctic, Atlantic, Pacific and Southern oceans

Julia Schmale, André Welti

Ambient concentrations of ice-forming particles measured during ship expeditions are collected and summarised with the aim of determining the spatial distribution and variability in ice nuclei in oceanic regions. The presented data from literature and prev ...

Copernicus Publications2020

Copper battery for heat to power conversion and energy storage

Sunny Isaïe Maye

An important part of the electricity production relies on heat conversion. Indeed power plants burn fuels like natural gas, coal or use nuclear fission to produce heat that can be transformed into electricity through a thermodynamic cycle and the mechanica ...

EPFL2020

Global turbulence features across marginality and non-local pedestal-core interactions

Olivier Sauter, Laurent Villard, Stephan Brunner, Emmanuel Lanti, Alberto Bottino, Ben McMillan, Noé Thomas Elie Ohana

Spatially non-local aspects of turbulent transport in tokamak plasmas are examined with global gyrokinetic simulations using the ORB5 code. Inspired by very accurate measurements in the TCV tokamak in L-mode, we initialise plasma profiles with constant log ...

2019

Asian option pricing with orthogonal polynomials

Sander Félix M Willems

In this paper we derive a series expansion for the price of a continuously sampled arithmetic Asian option in the Black-Scholes setting. The expansion is based on polynomials that are orthogonal with respect to the log-normal distribution. All terms in the ...

ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD2019

Particle number control for direct simulation Monte-Carlo methodology using kernel estimates

Mohammadhossein Gorji

The efficiency of stochastic particle schemes for large scale simulations relies on the ability to preserve a uniform distribution of particles in the whole physical domain. While simple particle split and merge algorithms have been considered previously, ...

2019

Pricing interest rate, dividend, and equity risk

Sander Félix M Willems

This thesis studies the valuation and hedging of financial derivatives, which is fundamental for trading and risk-management operations in financial institutions. The three chapters in this thesis deal with derivatives whose payoffs are linked to interest ...

EPFL2019

Learning to Reconstruct Texture-less Deformable Surfaces from a Single View

Pascal Fua, Mathieu Salzmann, Jan Bednarík

Recent years have seen the development of mature solutions for reconstructing deformable surfaces from a single image, provided that they are relatively well-textured. By contrast, recovering the 3D shape of texture-less surfaces remains an open problem, a ...

IEEE2018

Learning to Reconstruct Texture-less Deformable Surfaces from a Single View

Pascal Fua, Mathieu Salzmann, Jan Bednarík

Recent years have seen the development of mature solutions for reconstructing deformable surfaces from a single image, provided that they are relatively well-textured. By contrast, recovering the 3D shape of texture-less surfaces remains an open problem, a ...

2018

Gray-matter-specific MR imaging improves the detection of epileptogenic zones in focal cortical dysplasia: A new sequence called fluid and white matter suppression (FLAWS)

Tobias Kober, Xin Chen, Thomas Yu, Nan Chen

Objectives: To evaluate the diagnostic value and characteristic features of FCD epileptogenic zones using a novel sequence called fluid and white matter suppression (FLAWS). ...

ELSEVIER SCI LTD2018

An Application of Extreme Value Theory to Learning Analytics: Predicting Collaboration Outcome from Eye-tracking Data

Kshitij Sharma, Valérie Chavez

The statistics used in education research are based on central trends such as the mean or standard deviation, discarding outliers. This paper adopts another viewpoint that has emerged in Statistics, called the Extreme Value Theory (EVT). EVT claims that th ...

2017

Microtubule-Binding R3 Fragment from Tau Self-Assembles into Giant Multistranded Amyloid Ribbons

Hilal Lashuel, Nadine Aït Bouziad, Raffaele Mezzenga

Tau protein and its fragments self-assemble into amyloid fibrils in the presence of polyanions, such as heparin. By combining microscopy, scattering, and spectroscopy techniques, we studied the aggregation of the 26-mer Tau-derived peptide alone, Tau306-32 ...

Wiley-VCH Verlag GmbH2016

A characterization of the normal distribution using stationary max-stable processes

Sebastian Engelke

Consider a max-stable process of the form , , where are points of the Poisson process with intensity u (-2)du on (0,a), X (i) , , are independent copies of a random d-variate vector X (that are independent of the Poisson process), and is a function. We sho ...

Springer Verlag2016

Continuum percolation of polydisperse hyperspheres in infinite dimensions

Claudio Grimaldi

We analyze the critical connectivity of systems of penetrable d-dimensional spheres having size distributions in terms of weighed random geometrical graphs, in which vertex coordinates correspond to random positions of the sphere centers, and edges are for ...

Amer Physical Soc2015

Distributed Programming via Safe Closure Passing

Heather Christine Klug, Philipp Haller

Programming systems incorporating aspects of functional programming, e.g., higher-order func- tions, are becoming increasingly popular for large-scale distributed programming. New frameworks such as Apache Spark leverage functional techniques to provide hi ...

2015

On the Development of a Dynamic Non-linear Closure for Large-Eddy Simulation of the Atmospheric Boundary Layer

Fernando Porté Agel, Hao Lu

A dynamic procedure is developed to compute the model coefficients in the recently introduced modulated gradient models for both momentum and scalar fluxes. The magnitudes of the subgrid-scale (SGS) stress and the SGS flux are estimated using the local equ ...

Springer2014

Safety examination of existing concrete structures using the global resistance safety factor concept

Eugen Brühwiler

Current design procedures for structural concrete elements are based on member level (or local) safety checks, in the sense that the safety condition is evaluated at each cross-section individually. In the examination of existing structures, the exploitati ...

Elsevier2014

Simulation-based uncertainty quantification of human arterial network hemodynamics

Alfio Quarteroni, Gianluigi Rozza, Peng Chen

This work aims at identifying and quantifying uncertainties from various sources in human cardiovascular system based on stochastic simulation of a one dimensional arterial network. A general analysis of different uncertainties and probability characteriza ...

Wiley-Blackwell2013