152 resultados para Central Limit Theorem


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In this paper the question of the extent to which truncated heavy tailed random vectors, taking values in a Banach space, retain the characteristic features of heavy tailed random vectors, is answered from the point of view of the central limit theorem.

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Coherently moving flocks of birds, beasts, or bacteria are examples of living matter with spontaneous orientational order. How do these systems differ from thermal equilibrium systems with such liquid crystalline order? Working with a fluidized monolayer of macroscopic rods in the nematic liquid crystalline phase, we find giant number fluctuations consistent with a standard deviation growing linearly with the mean, in contrast to any situation where the central limit theorem applies. These fluctuations are long-lived, decaying only as a logarithmic function of time. This shows that flocking, coherent motion, and large-scale inhomogeneity can appear in a system in which particles do not communicate except by contact.

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This paper analyzes the error exponents in Bayesian decentralized spectrum sensing, i.e., the detection of occupancy of the primary spectrum by a cognitive radio, with probability of error as the performance metric. At the individual sensors, the error exponents of a Central Limit Theorem (CLT) based detection scheme are analyzed. At the fusion center, a K-out-of-N rule is employed to arrive at the overall decision. It is shown that, in the presence of fading, for a fixed number of sensors, the error exponents with respect to the number of observations at both the individual sensors as well as at the fusion center are zero. This motivates the development of the error exponent with a certain probability as a novel metric that can be used to compare different detection schemes in the presence of fading. The metric is useful, for example, in answering the question of whether to sense for a pilot tone in a narrow band (and suffer Rayleigh fading) or to sense the entire wide-band signal (and suffer log-normal shadowing), in terms of the error exponent performance. The error exponents with a certain probability at both the individual sensors and at the fusion center are derived, with both Rayleigh as well as log-normal shadow fading. Numerical results are used to illustrate and provide a visual feel for the theoretical expressions obtained.

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This paper considers the problem of energy-based, Bayesian spectrum sensing in cognitive radios under various fading environments. Under the well-known central limit theorem based model for energy detection, we derive analytically tractable expressions for near-optimal detection thresholds that minimize the probability of error under lognormal, Nakagami-m, and Weibull fading. For the Suzuki fading case, a generalized gamma approximation is provided, which saves on the computation of an integral. In each case, the accuracy of the theoretical expressions as compared to the optimal thresholds are illustrated through simulations.

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The influence of the flow rule on the bearing capacity of strip foundations placed on sand was investigated using a new kinematic approach of upper-bound limit analysis. The method of stress characteristics was first used to find the mechanism of the failure and to compute the stress field by using the Mohr-Coulomb yield criterion. Once the failure mechanism had been established, the kinematics of the plastic deformation was established, based on the requirements of the upper-bound limit theorem. Both associated and nonassociated plastic flows were considered, and the bearing capacity was obtained by equating the rate of external plastic work to the rate of the internal energy dissipation for both smooth and rough base foundations. The results obtained from the analysis were compared with those available from the literature. (C) 2014 American Society of Civil Engineers.

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In contemporary wideband orthogonal frequency division multiplexing (OFDM) systems, such as Long Term Evolution (LTE) and WiMAX, different subcarriers over which a codeword is transmitted may experience different signal-to-noise-ratios (SNRs). Thus, adaptive modulation and coding (AMC) in these systems is driven by a vector of subcarrier SNRs experienced by the codeword, and is more involved. Exponential effective SNR mapping (EESM) simplifies the problem by mapping this vector into a single equivalent fiat-fading SNR. Analysis of AMC using EESM is challenging owing to its non-linear nature and its dependence on the modulation and coding scheme. We first propose a novel statistical model for the EESM, which is based on the Beta distribution. It is motivated by the central limit approximation for random variables with a finite support. It is simpler and as accurate as the more involved ad hoc models proposed earlier. Using it, we develop novel expressions for the throughput of a point-to-point OFDM link with multi-antenna diversity that uses EESM for AMC. We then analyze a general, multi-cell OFDM deployment with co-channel interference for various frequency-domain schedulers. Extensive results based on LTE and WiMAX are presented to verify the model and analysis, and gain new insights.

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The vertical uplift resistance of two interfering rigid rough strip anchors embedded horizontally in sand at shallow depths has been examined. The analysis is performed by using an upper bound theorem o limit analysis in combination with finite elements and linear programming. It is specified that both the anchors are loaded to failure simultaneously at the same magnitude of the failure load. For different clear spacing (S) between the anchors, the magnitude of the efficiency factor (xi(gamma)) is determined. On account of interference, the magnitude of xi(gamma) is found to reduce continuously with a decrease in the spacing between the anchors. The results from the numerical analysis were found to compare reasonably well with the available theoretical data from the literature.

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In quantum theory, symmetry has to be defined necessarily in terms of the family of unit rays, the state space. The theorem of Wigner asserts that a symmetry so defined at the level of rays can always be lifted into a linear unitary or an antilinear antiunitary operator acting on the underlying Hilbert space. We present two proofs of this theorem which are both elementary and economical. Central to our proofs is the recognition that a given Wigner symmetry can, by post-multiplication by a unitary symmetry, be taken into either the identity or complex conjugation. Our analysis often focuses on the behaviour of certain two-dimensional subspaces of the Hilbert space under the action of a given Wigner symmetry, but the relevance of this behaviour to the larger picture of the whole Hilbert space is made transparent at every stage.

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The response of the Van der Pol oscillator to stationary narrowband Gaussian excitation is considered. The central frequency of excitation is taken to be in the neighborhood of the system limit cycle frequency. The solution is obtained using a non-Gaussian closure approximation on the probability density function of the response. The validity of the solution is examined with the help of a stochastic stability analysis. Solution based on Stratonovich''s quasistatic averaging technique is also obtained. The comparison of the theoretical solutions with the digital simulations shows that the theoretical estimates are reasonably good.

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We know, from the classical work of Tarski on real closed fields, that elimination is, in principle, a fundamental engine for mechanized deduction. But, in practice, the high complexity of elimination algorithms has limited their use in the realization of mechanical theorem proving. We advocate qualitative theorem proving, where elimination is attractive since most processes of reasoning take place through the elimination of middle terms, and because the computational complexity of the proof is not an issue. Indeed what we need is the existence of the proof and not its mechanization. In this paper, we treat the linear case and illustrate the power of this paradigm by giving extremely simple proofs of two central theorems in the complexity and geometry of linear programming.

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Is the Chandrasekhar mass limit for white dwarfs (WDs) set in stone? Not anymore, recent observations of over-luminous, peculiar type Ia supernovae can be explained if significantly super-Chandrasekhar WDs exist as their progenitors, thus barring them to be used as cosmic distance indicators. However, there is no estimate of a mass limit for these super-Chandrasekhar WD candidates yet. Can they be arbitrarily large? In fact, the answer is no! We arrive at this revelation by exploiting the flux freezing theorem in observed, accreting, magnetized WDs, which brings in Landau quantization of the underlying electron degenerate gas. This essay presents the calculations which pave the way for the ultimate (significantly super-Chandrasekhar) mass limit of WDs, heralding a paradigm shift 80 years after Chandrasekhar's discovery.

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The horizontal pullout capacity of vertical anchors embedded in sand has been determined by using an upper bound theorem of the limit analysis in combination with finite elements. The numerical results are presented in nondimensional form to determine the pullout resistance for various combinations of embedment ratio of the anchor (H/B), internal friction angle (ϕ) of sand, and the anchor-soil interface friction angle (δ). The pullout resistance increases with increases in the values of embedment ratio, friction angle of sand and anchor-soil interface friction angle. As compared to earlier reported solutions in literature, the present solution provides a better upper bound on the ultimate collapse load.

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The ultimate bearing capacity of a circular footing, placed over rock mass, is evaluated by using the lower bound theorem of the limit analysis in conjunction with finite elements and nonlinear optimization. The generalized Hoek-Brown (HB) failure criterion, but by keeping a constant value of the exponent, alpha = 0.5, was used. The failure criterion was smoothened both in the meridian and pi planes. The nonlinear optimization was carried out by employing an interior point method based on the logarithmic barrier function. The results for the obtained bearing capacity were presented in a non-dimensional form for different values of GSI, m(i), sigma(ci)/(gamma b) and q/sigma(ci). Failure patterns were also examined for a few cases. For validating the results, computations were also performed for a strip footing as well. The results obtained from the analysis compare well with the data reported in literature. Since the equilibrium conditions are precisely satisfied only at the centroids of the elements, not everywhere in the domain, the obtained lower bound solution will be approximate not true. (C) 2015 Elsevier Ltd. All rights reserved.

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We consider a single server queue with the interarrival times and the service times forming a regenerative sequence. This traffic class includes the standard models: lid, periodic, Markov modulated (e.g., BMAP model of Lucantoni [18]) and their superpositions. This class also includes the recently proposed traffic models in high speed networks, exhibiting long range dependence. Under minimal conditions we obtain the rates of convergence to stationary distributions, finiteness of stationary moments, various functional limit theorems and the continuity of stationary distributions and moments. We use the continuity results to obtain approximations for stationary distributions and moments of an MMPP/GI/1 queue where the modulating chain has a countable state space. We extend all our results to feedforward networks where the external arrivals to each queue can be regenerative. In the end we show that the output process of a leaky bucket is regenerative if the input process is and hence our results extend to a queue with arrivals controlled by a leaky bucket.

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Isotope-shift exponent (cu) and the pressure coefficient of superconducting transition temperature (beta) have been studied in the nonadiabatic limit. We have considered the effect of nonadiabaticity in both within and beyond the Migdal-Eliashberg formalism. It reveals from our study that the pressure coefficient of superconducting transition is high for the low-T-c region and low for the high-T-c region and the minimum value of alpha is obtained where the transition temperature is maximum. Lowest value of isotope-shift exponent is obtained for small momentum exchange between the electrons and the bosonic field. Qualitative variation of beta with temperature is consistent with the experimental results of the hole doped superconductors for small momentum exchange.