scholarly journals Fitting Nonstationary General-Time-Reversible Models to Obtain Edge-Lengths and Frequencies for the Barry–Hartigan Model

2012 ◽  
Vol 61 (6) ◽  
pp. 927-940 ◽  
Author(s):  
Liwen Zou ◽  
Edward Susko ◽  
Chris Field ◽  
Andrew J. Roger
2012 ◽  
Vol 61 (6) ◽  
pp. 1069-1074 ◽  
Author(s):  
Jeremy G. Sumner ◽  
Peter D. Jarvis ◽  
Jesús Fernández-Sánchez ◽  
Bodie T. Kaine ◽  
Michael D. Woodhams ◽  
...  

2014 ◽  
Vol 01 (03) ◽  
pp. 1450023 ◽  
Author(s):  
Bin Li ◽  
Qihe Tang ◽  
Lihe Wang ◽  
Xiaowen Zhou

We aim at quantitatively measuring the liquidation risk of a firm subject to both Chapters 7 and 11 of the US bankruptcy code. The firm value is modeled by a general time-homogeneous diffusion process in which the drift and volatility are level dependent and can be easily adjusted to reflect the state changes of the firm. An explicit formula for the probability of liquidation is established, based on which we gain a quantitative understanding of how the capital structures before and during bankruptcy affect the probability of liquidation.


1993 ◽  
Vol 07 (28) ◽  
pp. 4827-4840 ◽  
Author(s):  
DONALD H. KOBE ◽  
JIONGMING ZHU

The most general time-dependent Hamiltonian for a harmonic oscillator is both linear and quadratic in the coordinate and the canonical momentum. It describes in general a harmonic oscillator with mass, spring “constant,” and friction (or antifriction) “constant,” all of which are time dependent, that is acted on by a time-dependent force. A generalized Hannay angle, which is gauge invariant, is defined by making a distinction between the Hamiltonian and the energy. The generalized Hannay angle is the classical counterpart of the generalized Berry phase in quantum theory. When friction is present the generalized Hannay angle is nonzero. If the Hamiltonian is (incorrectly) chosen to be the energy, the generalized Hannay angle is different. Nevertheless, in the adiabatic case the same total angle is obtained.


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