102 resultados para finite-time attractiveness in probability

em CentAUR: Central Archive University of Reading - UK


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A sampling oscilloscope is one of the main units in automatic pulse measurement system (APMS). The time jitter in waveform samplers is an important error source that affect the precision of data acquisition. In this paper, this kind of error is greatly reduced by using the deconvolution method. First, the probability density function (PDF) of time jitter distribution is determined by the statistical approach, then, this PDF is used as convolution kern to deconvolve with the acquired waveform data with additional averaging, and the result is the waveform data in which the effect of time jitter has been removed, and the measurement precision of APMS is greatly improved. In addition, some computer simulations are given which prove the success of the method given in this paper.

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The evolution of the global orientation parameter for a series of aqueous hydroxypropylcellulose solutions both during and following the cessation of a steady-state shear flow is reported. Time-resolved orientation measurements were made in situ through a novel X-ray rheometer coupled with a two-dimensional electronic X-ray camera, and using an intense X-ray source at the LURE synchrotron. After the cessation of flow, the global orientation decreases from the steady-state orientation level to zero following shear flow at low shear rate or to a small but finite value after flow at a high shear rate. The decrease of orientation with time shows different behaviour, dependent upon the previously applied shear rate.

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We study a two-way relay network (TWRN), where distributed space-time codes are constructed across multiple relay terminals in an amplify-and-forward mode. Each relay transmits a scaled linear combination of its received symbols and their conjugates,with the scaling factor chosen based on automatic gain control. We consider equal power allocation (EPA) across the relays, as well as the optimal power allocation (OPA) strategy given access to instantaneous channel state information (CSI). For EPA, we derive an upper bound on the pairwise-error-probability (PEP), from which we prove that full diversity is achieved in TWRNs. This result is in contrast to one-way relay networks, in which case a maximum diversity order of only unity can be obtained. When instantaneous CSI is available at the relays, we show that the OPA which minimizes the conditional PEP of the worse link can be cast as a generalized linear fractional program, which can be solved efficiently using the Dinkelback-type procedure.We also prove that, if the sum-power of the relay terminals is constrained, then the OPA will activate at most two relays.

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In this paper, we study jumps in commodity prices. Unlike assumed in existing models of commodity price dynamics, a simple analysis of the data reveals that the probability of tail events is not constant but depends on the time of the year, i.e. exhibits seasonality. We propose a stochastic volatility jump–diffusion model to capture this seasonal variation. Applying the Markov Chain Monte Carlo (MCMC) methodology, we estimate our model using 20 years of futures data from four different commodity markets. We find strong statistical evidence to suggest that our model with seasonal jump intensity outperforms models featuring a constant jump intensity. To demonstrate the practical relevance of our findings, we show that our model typically improves Value-at-Risk (VaR) forecasts.

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A total of 86 profiles from meat and egg strains of chickens (male and female) were used in this study. Different flexible growth functions were evaluated with regard to their ability to describe the relationship between live weight and age and were compared with the Gompertz and logistic equations, which have a fixed point of inflection. Six growth functions were used: Gompertz, logistic, Lopez, Richards, France, and von Bertalanffy. A comparative analysis was carried out based on model behavior and statistical performance. The results of this study confirmed the initial concern about the limitation of a fixed point of inflection, such as in the Gompertz equation. Therefore, consideration of flexible growth functions as an alternatives to the simpler equations (with a fixed point of inflection) for describing the relationship between live weight and age are recommended for the following reasons: they are easy to fit, they very often give a closer fit to data points because of their flexibility and therefore a smaller RSS value, than the simpler models, and they encompasses simpler models for the addition of an extra parameter, which is especially important when the behavior of a particular data set is not defined previously.

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Capturing the pattern of structural change is a relevant task in applied demand analysis, as consumer preferences may vary significantly over time. Filtering and smoothing techniques have recently played an increasingly relevant role. A dynamic Almost Ideal Demand System with random walk parameters is estimated in order to detect modifications in consumer habits and preferences, as well as changes in the behavioural response to prices and income. Systemwise estimation, consistent with the underlying constraints from economic theory, is achieved through the EM algorithm. The proposed model is applied to UK aggregate consumption of alcohol and tobacco, using quarterly data from 1963 to 2003. Increased alcohol consumption is explained by a preference shift, addictive behaviour and a lower price elasticity. The dynamic and time-varying specification is consistent with the theoretical requirements imposed at each sample point. (c) 2005 Elsevier B.V. All rights reserved.

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Wireless local area networks (WLANs) based on the IEEE 802.11 standard are now widespread. Most are used to provide access for mobile devices to a conventional wired infrastructure, and some are used where wires are not possible, forming an ad hoc network of their own. There are several varieties at the physical or radio layer (802.11, 802.11a, 802.11b, 802.11g), with each featuring different data rates, modulation schemes and transmission frequencies. However, all of them share a common medium access control (MAC) layer. As this is largely based on a contention approach, it does not allow prioritising of traffic or stations, so it cannot easily provide the quality of service (QoS) required by time-sensitive applications, such as voice or video transmission. In order to address this shortfall of the technology, the IEEE set up a task group that is aiming to enhance the MAC layer protocol so that it can provide QoS. The latest draft at the time of writing is Draft 11, dated October 2004. The article describes the yet-to-be-ratified 802.11e standard and is based on that draft.

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Peat soils consist of poorly decomposed plant detritus, preserved by low decay rates, and deep peat deposits are globally significant stores in the carbon cycle. High water tables and low soil temperatures are commonly held to be the primary reasons for low peat decay rates. However, recent studies suggest a thermodynamic limit to peat decay, whereby the slow turnover of peat soil pore water may lead to high concentrations of phenols and dissolved inorganic carbon. In sufficient concentrations, these chemicals may slow or even halt microbial respiration, providing a negative feedback to peat decay. We document the analysis of a simple, one-dimensional theoretical model of peatland pore water residence time distributions (RTDs). The model suggests that broader, thicker peatlands may be more resilient to rapid decay caused by climate change because of slow pore water turnover in deep layers. Even shallow peat deposits may also be resilient to rapid decay if rainfall rates are low. However, the model suggests that even thick peatlands may be vulnerable to rapid decay under prolonged high rainfall rates, which may act to flush pore water with fresh rainwater. We also used the model to illustrate a particular limitation of the diplotelmic (i.e., acrotelm and catotelm) model of peatland structure. Model peatlands of contrasting hydraulic structure exhibited identical water tables but contrasting RTDs. These scenarios would be treated identically by diplotelmic models, although the thermodynamic limit suggests contrasting decay regimes. We therefore conclude that the diplotelmic model be discarded in favor of model schemes that consider continuous variation in peat properties and processes.

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Although grasslands are crucial habitats for European butterflies, large-scale declines in quality and area have devastated many species. Grassland restoration can contribute to the recovery of butterfly populations, although there is a paucity of information on the long-term effects of management. Using eight UK data sets (9-21 years), we investigate changes in restoration success for (1) arable reversion sites, were grassland was established on bare ground using seed mixtures, and (2) grassland enhancement sites, where degraded grasslands are restored by scrub removal followed by the re-instigation of cutting/grazing. We also assessed the importance of individual butterfly traits and ecological characteristics in determining colonisation times. Consistent increases in restoration success over time were seen for arable reversion sites, with the most rapid rates of increase in restoration success seen over the first 10 years. For grasslands enhancement there were no consistent increases in restoration success over time. Butterfly colonisation times were fastest for species with widespread host plants or where host plants established well during restoration. Low mobility butterfly species took longer to colonise. We show that arable reversion is an effective tool for the management of butterfly communities. We suggest that as restoration takes time to achieve, its use as a mitigation tool against future environmental change (i.e. by decreasing isolation in fragmented landscapes) needs to take into account such time lags.

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The worldwide spread of barley cultivation required adaptation to agricultural environments far distant from those found in its centre of domestication. An important component of this adaptation is the timing of flowering, achieved predominantly in response to day length and temperature. Here, we use a collection of cultivars, landraces and wild barley accessions to investigate the origins and distribution of allelic diversity at four major flowering time loci, mutations at which have been under selection during the spread of barley cultivation into Europe. Our findings suggest that while mutant alleles at the PPD-H1 and PPD-H2 photoperiod loci occurred pre-domestication, the mutant vernalization non-responsive alleles utilized in landraces and cultivars at the VRN-H1 and VRN-H2 loci occurred post-domestication. The transition from wild to cultivated barley is associated with a doubling in the number of observed multi-locus flowering-time haplotypes, suggesting that the resulting phenotypic variation has aided adaptation to cultivation in the diverse ecogeographic locations encountered. Despite the importance of early-flowering alleles during the domestication of barley in Europe, we show that novel VRN alleles associated with early flowering in wild barley have been lost in domesticates, highlighting the potential of wild germplasm as a source of novel allelic variation for agronomic traits.

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Recent research into sea ice friction has focussed on ways to provide a model which maintains much of the clarity and simplicity of Amonton's law, yet also accounts for memory effects. One promising avenue of research has been to adapt the rate- and state- dependent models which are prevalent in rock friction. In such models it is assumed that there is some fixed critical slip displacement, which is effectively a measure of the displacement over which memory effects might be considered important. Here we show experimentally that a fixed critical slip displacement is not a valid assumption in ice friction, whereas a constant critical slip time appears to hold across a range of parameters and scales. As a simple rule of thumb, memory effects persist to a significant level for 10 s. We then discuss the implications of this finding for modelling sea ice friction and for our understanding of friction in general.