Positive linear functionals on C_c(R>0) with scaling covariance of degree x/2 and Gaussian normalization are uniquely the Mellin-Gamma measures, recovering V(x) = π^{x/2}/Γ(x/2 + 1) as the mass of the unit interval.
Intertemporal asset pricing
4 Pith papers cite this work. Polarity classification is still indexing.
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UNVERDICTED 4representative citing papers
2-Visits is strongly NP-complete for multiplicity 2 but in RP for constant distinct deadlines, with a 0.9142 density lower bound for 2-Visits and thresholds approaching 5/6 for large k.
Heinsohn and Steiger's property premium fails to supplant time preference and fits within conventional interest rate decompositions, contributing a third term only for money-issuing banks.
A four-factor dynamic factor model from global macro variables explains cross-sectional equity returns in ten G20 countries better than the single-factor CAPM.
citing papers explorer
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Radial Integration in Continuous Dimension: A Mellin-Gamma Classification of Euclidean Ball Volume
Positive linear functionals on C_c(R>0) with scaling covariance of degree x/2 and Gaussian normalization are uniquely the Mellin-Gamma measures, recovering V(x) = π^{x/2}/Γ(x/2 + 1) as the mass of the unit interval.
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Hardness, Tractability and Density Thresholds of finite Pinwheel Scheduling Variants
2-Visits is strongly NP-complete for multiplicity 2 but in RP for constant distinct deadlines, with a 0.9142 density lower bound for 2-Visits and thresholds approaching 5/6 for large k.
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Property, Interest, and Money: Is Heinsohn and Steiger's Property Premium a Determinant of Interest?
Heinsohn and Steiger's property premium fails to supplant time preference and fits within conventional interest rate decompositions, contributing a third term only for money-issuing banks.
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Pricing Global Macroeconomic Risk in Equity Markets: Evidence from Selected G20 Economies
A four-factor dynamic factor model from global macro variables explains cross-sectional equity returns in ten G20 countries better than the single-factor CAPM.