23 resultados para Random matrix theory

em CentAUR: Central Archive University of Reading - UK


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Models used in neoclassical economics assume human behaviour to be purely rational. On the other hand, models adopted in social and behavioural psychology are founded on the ‘black box’ of human cognition. In view of these observations, this paper aims at bridging this gap by introducing psychological constructs in the well established microeconomic framework of choice behaviour based on random utility theory. In particular, it combines constructs developed employing Ajzen’s theory of planned behaviour with Lancaster’s theory of consumer demand for product characteristics to explain stated preferences over certified animal-friendly foods. To reach this objective a web survey was administered in the largest five EU-25 countries: France, Germany, Italy, Spain and the UK. Findings identify some salient cross-cultural differences between northern and southern Europe and suggest that psychological constructs developed using the Ajzen model are useful in explaining heterogeneity of preferences. Implications for policy makers and marketers involved with certified animal-friendly foods are discussed.

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The problem of calculating the probability of error in a DS/SSMA system has been extensively studied for more than two decades. When random sequences are employed some conditioning must be done before the application of the central limit theorem is attempted, leading to a Gaussian distribution. The authors seek to characterise the multiple access interference as a random-walk with a random number of steps, for random and deterministic sequences. Using results from random-walk theory, they model the interference as a K-distributed random variable and use it to calculate the probability of error in the form of a series, for a DS/SSMA system with a coherent correlation receiver and BPSK modulation under Gaussian noise. The asymptotic properties of the proposed distribution agree with other analyses. This is, to the best of the authors' knowledge, the first attempt to propose a non-Gaussian distribution for the interference. The modelling can be extended to consider multipath fading and general modulation

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Statistical diagnostics of mixing and transport are computed for a numerical model of forced shallow-water flow on the sphere and a middle-atmosphere general circulation model. In particular, particle dispersion statistics, transport fluxes, Liapunov exponents (probability density functions and ensemble averages), and tracer concentration statistics are considered. It is shown that the behavior of the diagnostics is in accord with that of kinematic chaotic advection models so long as stochasticity is sufficiently weak. Comparisons with random-strain theory are made.

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Implicit dynamic-algebraic equations, known in control theory as descriptor systems, arise naturally in many applications. Such systems may not be regular (often referred to as singular). In that case the equations may not have unique solutions for consistent initial conditions and arbitrary inputs and the system may not be controllable or observable. Many control systems can be regularized by proportional and/or derivative feedback.We present an overview of mathematical theory and numerical techniques for regularizing descriptor systems using feedback controls. The aim is to provide stable numerical techniques for analyzing and constructing regular control and state estimation systems and for ensuring that these systems are robust. State and output feedback designs for regularizing linear time-invariant systems are described, including methods for disturbance decoupling and mixed output problems. Extensions of these techniques to time-varying linear and nonlinear systems are discussed in the final section.

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This paper finds preference reversals in measurements of ambiguity aversion, even if psychological and informational circumstances are kept constant. The reversals are of a fundamentally different nature than the reversals found before because they cannot be explained by context-dependent weightings of attributes. We offer an explanation based on Sugden's random-reference theory, with different elicitation methods generating different random reference points. Then measurements of ambiguity aversion that use willingness to pay are confounded by loss aversion and hence overestimate ambiguity aversion.

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In this paper, we develop a novel constrained recursive least squares algorithm for adaptively combining a set of given multiple models. With data available in an online fashion, the linear combination coefficients of submodels are adapted via the proposed algorithm.We propose to minimize the mean square error with a forgetting factor, and apply the sum to one constraint to the combination parameters. Moreover an l1-norm constraint to the combination parameters is also applied with the aim to achieve sparsity of multiple models so that only a subset of models may be selected into the final model. Then a weighted l2-norm is applied as an approximation to the l1-norm term. As such at each time step, a closed solution of the model combination parameters is available. The contribution of this paper is to derive the proposed constrained recursive least squares algorithm that is computational efficient by exploiting matrix theory. The effectiveness of the approach has been demonstrated using both simulated and real time series examples.

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This paper provides a new proof of a theorem of Chandler-Wilde, Chonchaiya, and Lindner that the spectra of a certain class of infinite, random, tridiagonal matrices contain the unit disc almost surely. It also obtains an analogous result for a more general class of random matrices whose spectra contain a hole around the origin. The presence of the hole forces substantial changes to the analysis.

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This paper introduces a method for simulating multivariate samples that have exact means, covariances, skewness and kurtosis. We introduce a new class of rectangular orthogonal matrix which is fundamental to the methodology and we call these matrices L matrices. They may be deterministic, parametric or data specific in nature. The target moments determine the L matrix then infinitely many random samples with the same exact moments may be generated by multiplying the L matrix by arbitrary random orthogonal matrices. This methodology is thus termed “ROM simulation”. Considering certain elementary types of random orthogonal matrices we demonstrate that they generate samples with different characteristics. ROM simulation has applications to many problems that are resolved using standard Monte Carlo methods. But no parametric assumptions are required (unless parametric L matrices are used) so there is no sampling error caused by the discrete approximation of a continuous distribution, which is a major source of error in standard Monte Carlo simulations. For illustration, we apply ROM simulation to determine the value-at-risk of a stock portfolio.

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The eclectic paradigm of Dunning (1980) (with its OLI and four motives for FDI framework) can be reconciled with the firm and country matrix of Rugman (1981). However, the fit is not perfect. The main reason for misalignment is that Dunning is focused upon outward FDI into host economies, whereas Rugman’s matrix is for firm-level strategy covering MNE activity in both home and host countries.

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The calculation of accurate and reliable vibrational potential functions and normal co-ordinates is discussed, for such simple polyatomic molecules as it may be possible. Such calculations should be corrected for the effects of anharmonicity and of resonance interactions between the vibrational states, and should be fitted to all the available information on all isotopic species: particularly the vibrational frequencies, Coriolis zeta constants and centrifugal distortion constants. The difficulties of making these corrections, and of making use of the observed data are reviewed. A programme for the Ferranti Mercury Computer is described by means of which harmonic vibration frequencies and normal co-ordinate vectors, zeta factors and centrifugal distortion constants can be calculated, from a given force field and from given G-matrix elements, etc. The programme has been used on up to 5 × 5 secular equations for which a single calculation and output of results takes approximately l min; it can readily be extended to larger determinants. The best methods of using such a programme and the possibility of reversing the direction of calculation are discussed. The methods are applied to calculating the best possible vibrational potential function for the methane molecule, making use of all the observed data.

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The molecular structures of NbOBr3, NbSCl3, and NbSBr3 have been determined by gas-phase electron diffraction (GED) at nozzle-tip temperatures of 250 degreesC, taking into account the possible presence of NbOCl3 as a contaminant in the NbSCl3 sample and NbOBr3 in the NbSBr3 sample. The experimental data are consistent with trigonal-pyramidal molecules having C-3v symmetry. Infrared spectra of molecules trapped in argon or nitrogen matrices were recorded and exhibit the characteristic fundamental stretching modes for C-3v species. Well resolved isotopic fine structure (Cl-35 and Cl-37) was observed for NbSCl3, and for NbOCl3 which occurred as an impurity in the NbSCl3 spectra. Quantum mechanical calculations of the structures and vibrational frequencies of the four YNbX3 molecules (Y = O, S; X = Cl, Br) were carried out at several levels of theory, most importantly B3LYP DFT with either the Stuttgart RSC ECP or Hay-Wadt (n + 1) ECP VDZ basis set for Nb and the 6-311 G* basis set for the nonmetal atoms. Theoretical values for the bond lengths are 0.01-0.04 Angstrom longer than the experimental ones of type r(a), in accord with general experience, but the bond angles with theoretical minus experimental differences of only 1.0-1.5degrees are notably accurate. Symmetrized force fields were also calculated. The experimental bond lengths (r(g)/Angstrom) and angles (angle(alpha)/deg) with estimated 2sigma uncertainties from GED are as follows. NbOBr3: r(Nb=O) = 1.694(7), r(Nb-Br) = 2.429(2), angle(O=Nb-Br) = 107.3(5), angle(Br-Nb-Br) = 111.5(5). NbSBr3: r(Nb=S) = 2.134(10), r(Nb-Br) = 2.408(4), angle(S=Nb-Br) = 106.6(7), angle(Br-Nb-Br) = 112.2(6). NbSCl3: Nb=S) = 2.120(10), r(Nb-Cl) = 2.271(6), angle(S=Nb-Cl) = 107.8(12), angle(Cl-Nb-Cl) = 111.1(11).

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In this work, IR thermography is used as a non-destructive tool for impact damage characterisation on thermoplastic E-glass/polypropylene composites for automotive applications. The aim of this experimentation was to compare impact resistance and to characterise damage patterns of different laminates, in order to provide indications for their use in components. Two E-glass/polypropylene composites, commingled ®Twintex (with three different weave structures: directional, balanced and 3-D) and random reinforced GMT, were in particular characterised. Directional and balanced Twintex were also coupled in a number of hybrid configurations with GMT to evaluate the possible use of GMT/Twintex hybrids in high-energy absorption components. The laminates were impacted using a falling weight tower, with impact energies ranging from 15 J to penetration. Using IR thermography during cooling down following a long pulse (3 s), impact damaged areas were characterised and the influence of weave structure on damage patterns was studied. IR thermography offered good accuracy for laminates with thickness not exceeding 3.5 mm: this appears to be a limit for the direct use of this method on components, where more refined signal treatment would probably be needed for impact damage characterisation.

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Many scientific and engineering applications involve inverting large matrices or solving systems of linear algebraic equations. Solving these problems with proven algorithms for direct methods can take very long to compute, as they depend on the size of the matrix. The computational complexity of the stochastic Monte Carlo methods depends only on the number of chains and the length of those chains. The computing power needed by inherently parallel Monte Carlo methods can be satisfied very efficiently by distributed computing technologies such as Grid computing. In this paper we show how a load balanced Monte Carlo method for computing the inverse of a dense matrix can be constructed, show how the method can be implemented on the Grid, and demonstrate how efficiently the method scales on multiple processors. (C) 2007 Elsevier B.V. All rights reserved.

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As the field of international business has matured, there have been shifts in the core unit of analysis. First, there was analysis at country level, using national statistics on trade and foreign direct investment (FDI). Next, the focus shifted to the multinational enterprise (MNE) and the parent’s firm specific advantages (FSAs). Eventually the MNE was analysed as a network and the subsidiary became a unit of analysis. We untangle the last fifty years of international business theory using a classification by these three units of analysis. This is the country-specific advantage (CSA) and firm-specific advantage (FSA) matrix. Will this integrative framework continue to be useful in the future? We demonstrate that this is likely as the CSA/FSA matrix permits integration of potentially useful alternative units of analysis, including the broad region of the triad. Looking forward, we develop a new framework, visualized in two matrices, to show how distance really matters and how FSAs function in international business. Key to this are the concepts of compounded distance and resource recombination barriers facing MNEs when operating across national borders.