Department of Mathematical Sciences

 

 
  1. Published

    Limitations of Variational Quantum Algorithms: A Quantum Optimal Transport Approach

    De Palma, G., Marvian, M., Rouzé, C. & Stilck França, Daniel, 2023, In: PRX Quantum. 4, 1, 30 p., 010309.

    Research output: Contribution to journalJournal articleResearchpeer-review

  2. Published

    Universal locality of quantum thermal susceptibility

    De Palma, G., De Pasquale, A. & Giovannetti, V., 15 May 2017, In: Physical Review A. 95, 5 p., 052115.

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Portfolio selection with exploration of new investment assets

    De Gennaro Aquino, Luca, Sornette, D. & Strub, M. S., 2023, In: European Journal of Operational Research. 310, 2, p. 773-792 20 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    A Small-Gain Theorem for Random Dynamical Systems with Inputs and Outputs

    De Freitas, M. M. & Sontag, E. D., 2015, In: S I A M Journal on Control and Optimization. 53, 4, p. 2657-2695

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Discrimination and estimation of incoherent sources under misalignment

    De Almeida, J. O., Kołodyński, J., Hirche, C., Lewenstein, M. & Skotiniotis, M., 2021, In: Physical Review A. 103, 2, 13 p., 022406.

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    The extremogram: a correlogram for extreme events.

    Davis, R. A. & Mikosch, Thomas Valentin, 2009, In: Bernoulli. 195, 4, p. 977-1009

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series

    Davis, R. A., Mikosch, Thomas Valentin & Pfaffel, O., 2016, In: Stochastic Processes and Their Applications. 126, 3, p. 767–799

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Extreme Value Theory for Space-Time Processes with Heavy-Tailed Distributions

    Davis, R. A. & Mikosch, Thomas Valentin, 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, p. 1-22.

    Research output: Working paper

  9. Published

    Measures of serial extremal dependence and their estimation

    Davis, R. A., Mikosch, Thomas Valentin & Zhao, Y., 2013, In: Stochastic Processes and Their Applications. 123, 7, p. 2575-2602

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Extreme value analysis for the sample covariance matrices of heavy-tailed multivariate time series

    Davis, R., Heiny, J., Mikosch, Thomas Valentin & Xie, X., 2016, In: Extremes. 19, 3, p. 517-547

    Research output: Contribution to journalJournal articleResearchpeer-review