912 resultados para Asymptotic normality of sums


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This paper is devoted to the investigation of nonnegative solutions and the stability and asymptotic properties of the solutions of fractional differential dynamic linear time-varying systems involving delayed dynamics with delays. The dynamic systems are described based on q-calculus and Caputo fractional derivatives on any order.

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Selectivity studies using cod end and cover to determine the optimum cod end mesh size for commercial size groups of shrimps was carried out at Cochin during 1963-64 fishing season. The normality of the result was checked by trouser cod end method. Although the present investigation was mainly aimed to find out suitable cod end mesh size for commercial varieties of shrimps, five commonly occurring species of fishes were also taken. The 50% escape level, co-efficient of selectivity and selection factor for all the species were worked out. From the findings, the authors stress the necessity of increasing the cod end mesh size from the present condition (25.4 to 31.70 mm) to 41.65 mm fabricated mesh size to avoid depletion of the natural population.

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Analysis of the length-frequency data on Copadichromis likomae (Cichlidae) from Lake Niassa, Mozambique, suggests an asymptotic length of SL∞=14 cm associated with a K value of 0.93 yearˉ¹. Total and natural mortalities were estimated as 3.2 yearˉ¹ and 1.9 yearˉ¹, respectively. Yield-per-recruit analysis suggests that E=0.36 in this fishery.

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The paper is based on qualitative properties of the solution of the Navier-Stokes equations for incompressible fluid, and on properties of their finite element solution. In problems with corner-like singularities (e.g. on the well-known L-shaped domain) usually some adaptive strategy is used. In this paper we present an alternative approach. For flow problems on domains with corner singularities we use the a priori error estimates and asymptotic expansion of the solution to derive an algorithm for refining the mesh near the corner. It gives very precise solution in a cheap way. We present some numerical results.

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This paper establishes a global contraction property for networks of phase-coupled oscillators characterized by a monotone coupling function. The contraction measure is a total variation distance. The contraction property determines the asymptotic behavior of the network, which is either finite-time synchronization or asymptotic convergence to a splay state. © 2012 Elsevier B.V. All rights reserved.

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This paper presents a Lyapunov design for the stabilization of collective motion in a planar kinematic model of N particles moving at constant speed. We derive a control law that achieves asymptotic stability of the splay state formation, characterized by uniform rotation of N evenly spaced particles on a circle. In designing the control law, the particle headings are treated as a system of coupled phase oscillators. The coupling function which exponentially stabilizes the splay state of particle phases is combined with a decentralized beacon control law that stabilizes circular motion of the particles. © 2005 IEEE.

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This paper presents an analysis of the slow-peaking phenomenon, a pitfall of low-gain designs that imposes basic limitations to large regions of attraction in nonlinear control systems. The phenomenon is best understood on a chain of integrators perturbed by a vector field up(x, u) that satisfies p(x, 0) = 0. Because small controls (or low-gain designs) are sufficient to stabilize the unperturbed chain of integrators, it may seem that smaller controls, which attenuate the perturbation up(x, u) in a large compact set, can be employed to achieve larger regions of attraction. This intuition is false, however, and peaking may cause a loss of global controllability unless severe growth restrictions are imposed on p(x, u). These growth restrictions are expressed as a higher order condition with respect to a particular weighted dilation related to the peaking exponents of the nominal system. When this higher order condition is satisfied, an explicit control law is derived that achieves global asymptotic stability of x = 0. This stabilization result is extended to more general cascade nonlinear systems in which the perturbation p(x, v) v, v = (ξ, u) T, contains the state ξ and the control u of a stabilizable subsystem ξ = a(ξ, u). As an illustration, a control law is derived that achieves global stabilization of the frictionless ball-and-beam model.

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This paper presents some new criteria for uniform and nonuniform asymptotic stability of equilibria for time-variant differential equations and this within a Lyapunov approach. The stability criteria are formulated in terms of certain observability conditions with the output derived from the Lyapunov function. For some classes of systems, this system theoretic interpretation proves to be fruitful since - after establishing the invariance of observability under output injection - this enables us to check the stability criteria on a simpler system. This procedure is illustrated for some classical examples.

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The relative potency of common toughening mechanisms is explored for layered solids and particulate solids, with an emphasis on crack multiplication and plasticity. First, the enhancement in toughness due to a parallel array of cracks in an elastic solid is explored, and the stability of co-operative cracking is quantified. Second, the degree of synergistic toughening is determined for combined crack penetration and crack kinking at the tip of a macroscopic, mode I crack; specifically, the asymptotic problem of self-similar crack advance (penetration mode) versus 90 ° symmetric kinking is considered for an isotropic, homogeneous solid with weak interfaces. Each interface is treated as a cohesive zone of finite strength and toughness. Third, the degree of toughening associated with crack multiplication is assessed for a particulate solid comprising isotropic elastic grains of hexagonal shape, bonded by cohesive zones of finite strength and toughness. The study concludes with the prediction of R-curves for a mode I crack in a multi-layer stack of elastic and elastic-plastic solids. A detailed comparison of the potency of the above mechanisms and their practical application are given. In broad terms, crack tip kinking can be highly potent, whereas multiple cracking is difficult to activate under quasi-static conditions. Plastic dissipation can give a significant toughening in multi-layers especially at the nanoscale. © 2013 Springer Science+Business Media Dordrecht.

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This study experimentally explored the fine structures of the successive period-doubling bifurcations of the time-dependent thermocapillary convection in a floating half zone of 10 cSt silicone oil with the diameter d (0)=3.00 mm and the aspect ratio A=l/d (0)=0.72 in terrestrial conditions. The onset of time-dependent thermocapillary convection predominated in this experimental configuration and its subsequent evolution were experimentally detected through the local temperature measurements. The experimental results revealed a sequence of period-doubling bifurcations of the time-dependent thermocapillary convection, similar in some way to one of the routes to chaos for buoyant natural convection. The critical frequencies and the corresponding fractal frequencies were extracted through the real-time analysis of the frequency spectra by Fast-Fourier-Transformation (FFT). The projections of the trajectory onto the reconstructed phase-space were also provided. Furthermore, the experimentally predicted Feigenbaum constants were quite close to the theoretical asymptotic value of 4.669 [Feigenbaum M J. Phys Lett A, 1979, 74: 375-378].

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This paper analyses the asymptotic properties of nonlinear least squares estimators of the long run parameters in a bivariate unbalanced cointegration framework. Unbalanced cointegration refers to the situation where the integration orders of the observables are different, but their corresponding balanced versions (with equal integration orders after filtering) are cointegrated in the usual sense. Within this setting, the long run linkage between the observables is driven by both the cointegrating parameter and the difference between the integration orders of the observables, which we consider to be unknown. Our results reveal three noticeable features. First, superconsistent (faster than √ n-consistent) estimators of the difference between memory parameters are achievable. Next, the joint limiting distribution of the estimators of both parameters is singular, and, finally, a modified version of the ‘‘Type II’’ fractional Brownian motion arises in the limiting theory. A Monte Carlo experiment and the discussion of an economic example are included.

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Phase-locked loops (PLLs) are a crucial component in modern communications systems. Comprising of a phase-detector, linear filter, and controllable oscillator, they are widely used in radio receivers to retrieve the information content from remote signals. As such, they are capable of signal demodulation, phase and carrier recovery, frequency synthesis, and clock synchronization. Continuous-time PLLs are a mature area of study, and have been covered in the literature since the early classical work by Viterbi [1] in the 1950s. With the rise of computing in recent decades, discrete-time digital PLLs (DPLLs) are a more recent discipline; most of the literature published dates from the 1990s onwards. Gardner [2] is a pioneer in this area. It is our aim in this work to address the difficulties encountered by Gardner [3] in his investigation of the DPLL output phase-jitter where additive noise to the input signal is combined with frequency quantization in the local oscillator. The model we use in our novel analysis of the system is also applicable to another of the cases looked at by Gardner, that is the DPLL with a delay element integrated in the loop. This gives us the opportunity to look at this system in more detail, our analysis providing some unique insights into the variance `dip' seen by Gardner in [3]. We initially provide background on the probability theory and stochastic processes. These branches of mathematics are the basis for the study of noisy analogue and digital PLLs. We give an overview of the classical analogue PLL theory as well as the background on both the digital PLL and circle map, referencing the model proposed by Teplinsky et al. [4, 5]. For our novel work, the case of the combined frequency quantization and noisy input from [3] is investigated first numerically, and then analytically as a Markov chain via its Chapman-Kolmogorov equation. The resulting delay equation for the steady-state jitter distribution is treated using two separate asymptotic analyses to obtain approximate solutions. It is shown how the variance obtained in each case matches well to the numerical results. Other properties of the output jitter, such as the mean, are also investigated. In this way, we arrive at a more complete understanding of the interaction between quantization and input noise in the first order DPLL than is possible using simulation alone. We also do an asymptotic analysis of a particular case of the noisy first-order DPLL with delay, previously investigated by Gardner [3]. We show a unique feature of the simulation results, namely the variance `dip' seen for certain levels of input noise, is explained by this analysis. Finally, we look at the second-order DPLL with additive noise, using numerical simulations to see the effects of low levels of noise on the limit cycles. We show how these effects are similar to those seen in the noise-free loop with non-zero initial conditions.

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Continuing our development of a mathematical theory of stochastic microlensing, we study the random shear and expected number of random lensed images of different types. In particular, we characterize the first three leading terms in the asymptotic expression of the joint probability density function (pdf) of the random shear tensor due to point masses in the limit of an infinite number of stars. Up to this order, the pdf depends on the magnitude of the shear tensor, the optical depth, and the mean number of stars through a combination of radial position and the star's mass. As a consequence, the pdf's of the shear components are seen to converge, in the limit of an infinite number of stars, to shifted Cauchy distributions, which shows that the shear components have heavy tails in that limit. The asymptotic pdf of the shear magnitude in the limit of an infinite number of stars is also presented. All the results on the random microlensing shear are given for a general point in the lens plane. Extending to the general random distributions (not necessarily uniform) of the lenses, we employ the Kac-Rice formula and Morse theory to deduce general formulas for the expected total number of images and the expected number of saddle images. We further generalize these results by considering random sources defined on a countable compact covering of the light source plane. This is done to introduce the notion of global expected number of positive parity images due to a general lensing map. Applying the result to microlensing, we calculate the asymptotic global expected number of minimum images in the limit of an infinite number of stars, where the stars are uniformly distributed. This global expectation is bounded, while the global expected number of images and the global expected number of saddle images diverge as the order of the number of stars. © 2009 American Institute of Physics.

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Estimation of the skeleton of a directed acyclic graph (DAG) is of great importance for understanding the underlying DAG and causal effects can be assessed from the skeleton when the DAG is not identifiable. We propose a novel method named PenPC to estimate the skeleton of a high-dimensional DAG by a two-step approach. We first estimate the nonzero entries of a concentration matrix using penalized regression, and then fix the difference between the concentration matrix and the skeleton by evaluating a set of conditional independence hypotheses. For high-dimensional problems where the number of vertices p is in polynomial or exponential scale of sample size n, we study the asymptotic property of PenPC on two types of graphs: traditional random graphs where all the vertices have the same expected number of neighbors, and scale-free graphs where a few vertices may have a large number of neighbors. As illustrated by extensive simulations and applications on gene expression data of cancer patients, PenPC has higher sensitivity and specificity than the state-of-the-art method, the PC-stable algorithm.

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The magnetic dipole transitions between fine structure levels in the ground term of Ti-like ions, (3d(4)) D-5(2)-D-5(3), were investigated by observation of visible and near-UV light for several elements with atomic numbers from 51 to 78. The wavelengths are compared with theoretical values we recently calculated. The differences between the present calculations and measurements are less than 0.6%. The anomalous wavelength stability predicted by Feldman, Indelicato and Sugar [J. Opt. Soc. Am. B 8, 3 (1991)] was observed. We attribute this anomalous wavelength stability to the transition from LS to JJ coupling and the asymptotic behavior of the transition energies in the intermediate coupling regime.