69 resultados para Martingale representation theorem


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The phases of a transmission line are tightly coupled due to mutual impedances and admittances of the line. One way to accomplish the calculations of currents and voltages in multi-phase lines consists in representing them in modal domain, where its n coupled phases are represented by their n propagation modes. The separation line in their modes of propagation is through the use of a modal transformation matrix whose columns are eigenvectors associated with the parameters of the line. Usually, this matrix is achieved through numerical methods which does not allow the achievement of an analytical model for line developed directly in the phases domain. This work will show the modal transformation matrix of a hypothetical two-phase obtained with numerical and analytical procedures. It will be shown currents and voltage s at terminals of the line taking into account the use of modal transformation matrices obtained by using numerical and analytical procedures. © 2011 IEEE.

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In recent years quaternionic functions have been an intense and prosperous object of research, and important results were determined [1]-[6]. Some of these results are similar to well known cases in one complex variable, op. cit. [5], [6]. In this paper the hypercomplex expansion of a function in a power series as well as determination of a Liouville's type theorem have been investigated to the quaternionic functions. In this case, it is observed that the Liouville's type theorem is true for second order derivatives, which differs from its classical version. © 2011 Academic Publications, Ltd.

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Riemann surfaces, cohomology and homology groups, Cartan's spinors and triality, octonionic projective geometry, are all well supported by Complex Structures [1], [2], [3], [4]. Furthermore, in Theoretical Physics, mainly in General Relativity, Supersymmetry and Particle Physics, Complex Theory Plays a Key Role [5], [6], [7], [8]. In this context it is expected that generalizations of concepts and main results from the Classical Complex Theory, like conformal and quasiconformal mappings [9], [10] in both quaternionic and octonionic algebra, may be useful for other fields of research, as for graphical computing enviromment [11]. In this Note, following recent works by the autors [12], [13], the Cauchy Theorem will be extended for Octonions in an analogous way that it has recentely been made for quaternions [14]. Finally, will be given an octonionic treatment of the wave equation, which means a wave produced by a hyper-string with initial conditions similar to the one-dimensional case.

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This paper describes a computational model based on lumped elements for the mutual coupling between phases in transmission lines without the explicit use of modal transformation matrices. The self and mutual parameters and the coupling between phases are modeled using modal transformation techniques. The modal representation is developed from the intrinsic consideration of the modal transformation matrix and the resulting system of time-domain differential equations is described as state equations. Thus, a detailed profile ofthe currents and the voltages through the line can be easily calculated using numerical or analytical integration methods. However, the original contribution of the article is the proposal of a time-domain model without the successive phase/mode transformations and a practical implementation based on conventional electrical circuits, without the use of electromagnetic theory to model the coupling between phases. © 2003-2012 IEEE.

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The structural stability of vector fields with impasse regular curves on S2 is studied and a version of Peixoto's Theorem is established. Moreover a global analysis of normal forms of the constrained systems. A(x).ẋ=F(x),x∈R3,A∈M(3),F:R3→R3 in the Poincaré ball (i.e. in the compactification of R3 with the sphere S2 of the infinity) is made. © 2013 Elsevier Masson SAS.

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Pós-graduação em Matemática - IBILCE

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Since its emergence as a discipline, in the nineteenth century (1889), the theory and practice of Archival Science have focused on the arrangement and description of archival materials as complementary and inseparable nuclear processes that aim to classify, to order, to describe and to give access to records. These processes have their specific goals sharing one in common: the representation of archival knowledge. In the late 1980 a paradigm shift was announced in Archival Science, especially after the appearance of the new forms of document production and information technologies. The discipline was then invited to rethink its theoretical and methodological bases founded in the nineteenth century so it could handle the contemporary archival knowledge production, organization and representation. In this sense, the present paper aims to discuss, under a theoretical perspective, the archival representation, more specifically the archival description facing these changes and proposals, in order to illustrate the challenges faced by Contemporary Archival Science in a new context of production, organization and representation of archival knowledge.

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In this note we show that the roots of a polynomial are C∞ depend of the coefficients. The main tool to show this is the Implicit Function Theorem.

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In this paper it is proved that hermitian forms over quaternion division algebras over local fields of characteristic two are classified by their dimension and discriminant.