6 resultados para Limit theorems (Probability theory)

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo


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We present for the first time a justification on the basis of central limit theorems for the family of life distributions generated from scale-mixture of normals. This family was proposed by Balakrishnan et al. (2009) and can be used to accommodate unexpected observations for the usual Birnbaum-Saunders distribution generated from the normal one. The class of scale-mixture of normals includes normal, slash, Student-t, logistic, double-exponential, exponential power and many other distributions. We present a model for the crack extensions where the limiting distribution of total crack extensions is in the class of scale-mixture of normals. (C) 2012 Elsevier B.V. All rights reserved.

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The class of electrochemical oscillators characterized by a partially hidden negative differential resistance in an N-shaped current potential curve encompasses a myriad of experimental examples. We present a comprehensive methodological analysis of the oscillation frequency of this class of systems and discuss its dependence on electrical and kinetic parameters. The analysis is developed from a skeleton ordinary differential equation model, and an equation for the oscillation frequency is obtained. Simulations are carried out for a model system, namely, the nickel electrodissolution, and the numerical results are confirmed by experimental data on this system. In addition, the treatment is further applied to the electro-oxidation of ethylene glycol where unusually large oscillation frequencies have been reported. Despite the distinct chemistry underlying the oscillatory dynamics of these systems, a very good agreement between experiments and theoretical predictions is observed. The application of the developed theory is suggested as an important step for primary kinetic characterization.

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We review recent progress in the mathematical theory of quantum disordered systems: the Anderson transition, including some joint work with Marchetti, the (quantum and classical) Edwards-Anderson (EA) spin-glass model and return to equilibrium for a class of spin-glass models, which includes the EA model initially in a very large transverse magnetic field. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4770066]

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This paper discusses the power allocation with fixed rate constraint problem in multi-carrier code division multiple access (MC-CDMA) networks, that has been solved through game theoretic perspective by the use of an iterative water-filling algorithm (IWFA). The problem is analyzed under various interference density configurations, and its reliability is studied in terms of solution existence and uniqueness. Moreover, numerical results reveal the approach shortcoming, thus a new method combining swarm intelligence and IWFA is proposed to make practicable the use of game theoretic approaches in realistic MC-CDMA systems scenarios. The contribution of this paper is twofold: (i) provide a complete analysis for the existence and uniqueness of the game solution, from simple to more realist and complex interference scenarios; (ii) propose a hybrid power allocation optimization method combining swarm intelligence, game theory and IWFA. To corroborate the effectiveness of the proposed method, an outage probability analysis in realistic interference scenarios, and a complexity comparison with the classical IWFA are presented. (C) 2011 Elsevier B.V. All rights reserved.

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This paper analyzes concepts of independence and assumptions of convexity in the theory of sets of probability distributions. The starting point is Kyburg and Pittarelli's discussion of "convex Bayesianism" (in particular their proposals concerning E-admissibility, independence, and convexity). The paper offers an organized review of the literature on independence for sets of probability distributions; new results on graphoid properties and on the justification of "strong independence" (using exchangeability) are presented. Finally, the connection between Kyburg and Pittarelli's results and recent developments on the axiomatization of non-binary preferences, and its impact on "complete" independence, are described.

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We derive a closed-form result for the leading thermal contributions which appear in the n-dimensional I center dot (3) theory at high temperature. These contributions become local only in the long wavelength and in the static limits, being given by different expressions in these two limits.