Bivariate gamma-geometric law and its induced Levy process

In this article we introduce a three-parameter extension of the bivariate exponential-geometric (BEG) law (Kozubowski and Panorska, 2005) [4]. We refer to this new distribution as the bivariate gamma-geometric (BGG) law. A bivariate random vector (X, N) follows the BGG law if N has geometric distribution and X may be represented (in law) as a sum of N independent and identically distributed gamma variables, where these variables are independent of N. Statistical properties such as moment generation and characteristic functions, moments and a variance-covariance matrix are provided. The marginal and conditional laws are also studied. We show that BBG distribution is infinitely divisible, just as the BEG model is. Further, we provide alternative representations for the BGG distribution and show that it enjoys a geometric stability property. Maximum likelihood estimation and inference are discussed and a reparametrization is proposed in order to obtain orthogonality of the parameters. We present an application to a real data set where our model provides a better fit than the BEG model. Our bivariate distribution induces a bivariate Levy process with correlated gamma and negative binomial processes, which extends the bivariate Levy motion proposed by Kozubowski et al. (2008) [6]. The marginals of our Levy motion are a mixture of gamma and negative binomial processes and we named it BMixGNB motion. Basic properties such as stochastic self-similarity and the covariance matrix of the process are presented. The bivariate distribution at fixed time of our BMixGNB process is also studied and some results are derived, including a discussion about maximum likelihood estimation and inference. (C) 2012 Elsevier Inc. All rights reserved.

Bourgin-Yang version of the Borsuk-Ulam theorem for Z(pk)-equivariant maps

Let G = Z(pk) be a cyclic group of prime power order and let V and W be orthogonal representations of G with V-G = W-G = W-G = {0}. Let S(V) be the sphere of V and suppose f: S(V) -> W is a G-equivariant mapping. We give an estimate for the dimension of the set f(-1){0} in terms of V and W. This extends the Bourgin-Yang version of the Borsuk-Ulam theorem to this class of groups. Using this estimate, we also estimate the size of the G-coincidences set of a continuous map from S(V) into a real vector space W'.

The geometric Birnbaum-Saunders regression model with cure rate

In this paper, we propose a cure rate survival model by assuming the number of competing causes of the event of interest follows the Geometric distribution and the time to event follow a Birnbaum Saunders distribution. We consider a frequentist analysis for parameter estimation of a Geometric Birnbaum Saunders model with cure rate. Finally, to analyze a data set from the medical area. (C) 2011 Elsevier B.V. All rights reserved.

A new long-term lifetime distribution induced by a latent complementary risk framework

In this paper, we proposed a new three-parameter long-term lifetime distribution induced by a latent complementary risk framework with decreasing, increasing and unimodal hazard function, the long-term complementary exponential geometric distribution. The new distribution arises from latent competing risk scenarios, where the lifetime associated scenario, with a particular risk, is not observable, rather we observe only the maximum lifetime value among all risks, and the presence of long-term survival. The properties of the proposed distribution are discussed, including its probability density function and explicit algebraic formulas for its reliability, hazard and quantile functions and order statistics. The parameter estimation is based on the usual maximum-likelihood approach. A simulation study assesses the performance of the estimation procedure. We compare the new distribution with its particular cases, as well as with the long-term Weibull distribution on three real data sets, observing its potential and competitiveness in comparison with some usual long-term lifetime distributions.

GEOMETRIC RELATIONS BETWEEN SPACES OF NUCLEAR OPERATORS AND SPACES OF COMPACT OPERATORS

We extend and provide a vector-valued version of some results of C. Samuel about the geometric relations between the spaces of nuclear operators N(E, F) and spaces of compact operators K(E, F), where E and F are Banach spaces C(K) of all continuous functions defined on the countable compact metric spaces K equipped with the supremum norm. First we continue Samuel's work by proving that N(C(K-1), C(K-2)) contains no subspace isomorphic to K(C(K-3), C(K-4)) whenever K-1, K-2, K-3 and K-4 are arbitrary infinite countable compact metric spaces. Then we show that it is relatively consistent with ZFC that the above result and the main results of Samuel can be extended to C(K-1, X), C(K-2,Y), C(K-3, X) and C(K-4, Y) spaces, where K-1, K-2, K-3 and K-4 are arbitrary infinite totally ordered compact spaces; X comprises certain Banach spaces such that X* are isomorphic to subspaces of l(1); and Y comprises arbitrary subspaces of l(p), with 1 < p < infinity. Our results cover the cases of some non-classical Banach spaces X constructed by Alspach, by Alspach and Benyamini, by Benyamini and Lindenstrauss, by Bourgain and Delbaen and also by Argyros and Haydon.

Algebraic-graph method for identification of islanding in power system grids

In this paper, a new algebraic-graph method for identification of islanding in power system grids is proposed. The proposed method identifies all the possible cases of islanding, due to the loss of a equipment, by means of a factorization of the bus-branch incidence matrix. The main features of this new method include: (i) simple implementation, (ii) high speed, (iii) real-time adaptability, (iv) identification of all islanding cases and (v) identification of the buses that compose each island in case of island formation. The method was successfully tested on large-scale systems such as the reduced south Brazilian system (45 buses/72 branches) and the south-southeast Brazilian system (810 buses/1340 branches). (C) 2011 Elsevier Ltd. All rights reserved.

Numerical combination for nonlinear analysis of structures coupled to layered soils

This paper presents an alternative coupling strategy between the Boundary Element Method (BEM) and the Finite Element Method (FEM) in order to create a computational code for the analysis of geometrical nonlinear 2D frames coupled to layered soils. The soil is modeled via BEM, considering multiple inclusions and internal load lines, through an alternative formulation to eliminate traction variables on subregions interfaces. A total Lagrangean formulation based on positions is adopted for the consideration of the geometric nonlinear behavior of frame structures with exact kinematics. The numerical coupling is performed by an algebraic strategy that extracts and condenses the equivalent soil's stiffness matrix and contact forces to be introduced into the frame structures hessian matrix and internal force vector, respectively. The formulation covers the analysis of shallow foundation structures and piles in any direction. Furthermore, the piles can pass through different layers. Numerical examples are shown in order to illustrate and confirm the accuracy and applicability of the proposed technique.

Contribution to assessing the stiffness reduction of structural elements in the global stability analysis of precast concrete multi-storey buildings

This study deals with the reduction of the stiffness in precast concrete structural elements of multi-storey buildings to analyze global stability. Having reviewed the technical literature, this paper present indications of stiffness reduction in different codes, standards, and recommendations and compare these to the values found in the present study. The structural model analyzed in this study was constructed with finite elements using ANSYS® software. Physical Non-Linearity (PNL) was considered in relation to the diagrams M x N x 1/r, and Geometric Non-Linearity (GNL) was calculated following the Newton-Raphson method. Using a typical precast concrete structure with multiple floors and a semi-rigid beam-to-column connection, expressions for a stiffness reduction coefficient are presented. The main conclusions of the study are as follows: the reduction coefficients obtained from the diagram M x N x 1/r differ from standards that use a simplified consideration of PNL; the stiffness reduction coefficient for columns in the arrangements analyzed were approximately 0.5 to 0.6; and the variation of values found for stiffness reduction coefficient in concrete beams, which were subjected to the effects of creep with linear coefficients from 0 to 3, ranged from 0.45 to 0.2 for positive bending moments and 0.3 to 0.2 for negative bending moments.