Generalized beta generated distributions

This article introduces generalized beta-generated (GBG) distributions. Sub-models include all classical beta-generated, Kumaraswamy-generated and exponentiated distributions. They are maximum entropy distributions under three intuitive conditions, which show that the classical beta generator skewness parameters only control tail entropy and an additional shape parameter is needed to add entropy to the centre of the parent distribution. This parameter controls skewness without necessarily differentiating tail weights. The GBG class also has tractable properties: we present various expansions for moments, generating function and quantiles. The model parameters are estimated by maximum likelihood and the usefulness of the new class is illustrated by means of some real data sets.

Response theory for equilibrium and non-equilibrium statistical mechanics: causality and generalized Kramers-Kronig relations

We consider the general response theory recently proposed by Ruelle for describing the impact of small perturbations to the non-equilibrium steady states resulting from Axiom A dynamical systems. We show that the causality of the response functions entails the possibility of writing a set of Kramers-Kronig (K-K) relations for the corresponding susceptibilities at all orders of nonlinearity. Nonetheless, only a special class of directly observable susceptibilities obey K-K relations. Specific results are provided for the case of arbitrary order harmonic response, which allows for a very comprehensive K-K analysis and the establishment of sum rules connecting the asymptotic behavior of the harmonic generation susceptibility to the short-time response of the perturbed system. These results set in a more general theoretical framework previous findings obtained for optical systems and simple mechanical models, and shed light on the very general impact of considering the principle of causality for testing self-consistency: the described dispersion relations constitute unavoidable benchmarks that any experimental and model generated dataset must obey. The theory exposed in the present paper is dual to the time-dependent theory of perturbations to equilibrium states and to non-equilibrium steady states, and has in principle similar range of applicability and limitations. In order to connect the equilibrium and the non equilibrium steady state case, we show how to rewrite the classical response theory by Kubo so that response functions formally identical to those proposed by Ruelle, apart from the measure involved in the phase space integration, are obtained. These results, taking into account the chaotic hypothesis by Gallavotti and Cohen, might be relevant in several fields, including climate research. In particular, whereas the fluctuation-dissipation theorem does not work for non-equilibrium systems, because of the non-equivalence between internal and external fluctuations, K-K relations might be robust tools for the definition of a self-consistent theory of climate change.

Numerical convergence of the Block-Maxima approach to the generalized extreme value distribution

In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems. In this setting, recent works have shown how to get a statistics of extremes in agreement with the classical Extreme Value Theory. We pursue these investigations by giving analytical expressions of Extreme Value distribution parameters for maps that have an absolutely continuous invariant measure. We compare these analytical results with numerical experiments in which we study the convergence to limiting distributions using the so called block-maxima approach, pointing out in which cases we obtain robust estimation of parameters. In regular maps for which mixing properties do not hold, we show that the fitting procedure to the classical Extreme Value Distribution fails, as expected. However, we obtain an empirical distribution that can be explained starting from a different observable function for which Nicolis et al. (Phys. Rev. Lett. 97(21): 210602, 2006) have found analytical results.

On the stability radius of a generalized state-space system

The concept of “distance to instability” of a system matrix is generalized to system pencils which arise in descriptor (semistate) systems. Difficulties arise in the case of singular systems, because the pencil can be made unstable by an infinitesimal perturbation. It is necessary to measure the distance subject to restricted, or structured, perturbations. In this paper a suitable measure for the stability radius of a generalized state-space system is defined, and a computable expression for the distance to instability is derived for regular pencils of index less than or equal to one. For systems which are strongly controllable it is shown that this measure is related to the sensitivity of the poles of the system over all feedback matrices assigning the poles.

Robust control system design for generalized state-space systems

Robustness in multi-variable control system design requires that the solution to the design problem be insensitive to perturbations in the system data. In this paper we discuss measures of robustness for generalized state-space, or descriptor, systems and describe algorithmic techniques for optimizing robustness for various applications.

The challenge of self-regulation in commercial property leasing: a study of lease codes in the UK.

Purpose – UK Government policy to address perceived market failure in commercial property leasing has largely been pursued through industry self-regulation. Yet, it is proving difficult to assess whether self-regulation on leasing has been a “success”, or even to determine how to evaluate this. The purpose of this paper is to provide a framework for this and a clearer understanding of self-regulation in commercial leasing. Design/methodology/approach – A literature review suggests key criteria to explain the (in)effectiveness of self-regulation. UK lease codes are analysed in the light of this literature, drawing on previous research carried out by the authors on the operation of these codes. Findings – Lease codes appear to be failing as an effective system of self-regulation. While there are influential market actors championing them, the fragmentation of the leasing process lessens this influence. The structures are not there to ensure implementation, monitor compliance and record views of affected stakeholders. Research limitations/implications – This work adds to the literature on self-regulation in general, and provides an insight into its operation in a previously unexplored industry. Research is needed into the experience of other countries in regulating the property industry by voluntary means. Social implications – There are institutional limitations to self-regulation within the property industry. This has implications for policy makers in considering the advantages and limitation of using a voluntary solution to achieve policy aims within the commercial leasing market. Originality/value – This paper provides a first step in considering the lease codes in the wider context of industry self-regulation and is relevant to policy makers and industry bodies.

Stratospheric water vapor and climate: sensitivity to the representation in radiation codes

There has been considerable interest in the climate impact of trends in stratospheric water vapor (SWV). However, the representation of the radiative properties of water vapor under stratospheric conditions remains poorly constrained across different radiation codes. This study examines the sensitivity of a detailed line-by-line (LBL) code, a Malkmus narrow-band model and two broadband GCM radiation codes to a uniform perturbation in SWV in the longwave spectral region. The choice of sampling rate in wave number space (Δν) in the LBL code is shown to be important for calculations of the instantaneous change in heating rate (ΔQ) and the instantaneous longwave radiative forcing (ΔFtrop). ΔQ varies by up to 50% for values of Δν spanning 5 orders of magnitude, and ΔFtrop varies by up to 10%. In the three less detailed codes, ΔQ differs by up to 45% at 100 hPa and 50% at 1 hPa compared to a LBL calculation. This causes differences of up to 70% in the equilibrium fixed dynamical heating temperature change due to the SWV perturbation. The stratosphere-adjusted radiative forcing differs by up to 96% across the less detailed codes. The results highlight an important source of uncertainty in quantifying and modeling the links between SWV trends and climate.

Design of delay-tolerant linear dispersion codes

In cooperative communication networks, owing to the nodes' arbitrary geographical locations and individual oscillators, the system is fundamentally asynchronous. This will damage some of the key properties of the space-time codes and can lead to substantial performance degradation. In this paper, we study the design of linear dispersion codes (LDCs) for such asynchronous cooperative communication networks. Firstly, the concept of conventional LDCs is extended to the delay-tolerant version and new design criteria are discussed. Then we propose a new design method to yield delay-tolerant LDCs that reach the optimal Jensen's upper bound on ergodic capacity as well as minimum average pairwise error probability. The proposed design employs stochastic gradient algorithm to approach a local optimum. Moreover, it is improved by using simulated annealing type optimization to increase the likelihood of the global optimum. The proposed method allows for flexible number of nodes, receive antennas, modulated symbols and flexible length of codewords. Simulation results confirm the performance of the newly-proposed delay-tolerant LDCs.

Symmetric stability of compressible zonal flows on a generalized equatorial β plane

Sufficient conditions are derived for the linear stability with respect to zonally symmetric perturbations of a steady zonal solution to the nonhydrostatic compressible Euler equations on an equatorial � plane, including a leading order representation of the Coriolis force terms due to the poleward component of the planetary rotation vector. A version of the energy–Casimir method of stability proof is applied: an invariant functional of the Euler equations linearized about the equilibrium zonal flow is found, and positive definiteness of the functional is shown to imply linear stability of the equilibrium. It is shown that an equilibrium is stable if the potential vorticity has the same sign as latitude and the Rayleigh centrifugal stability condition that absolute angular momentum increase toward the equator on surfaces of constant pressure is satisfied. The result generalizes earlier results for hydrostatic and incompressible systems and for systems that do not account for the nontraditional Coriolis force terms. The stability of particular equilibrium zonal velocity, entropy, and density fields is assessed. A notable case in which the effect of the nontraditional Coriolis force is decisive is the instability of an angular momentum profile that decreases away from the equator but is flatter than quadratic in latitude, despite its satisfying both the centrifugal and convective stability conditions.