943 resultados para MULTIVARIATE DISTRIBUTIONS
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Measurements of inclusive charged-hadron transverse-momentum and pseudorapidity distributions are presented for proton-proton collisions at sqrt(s) = 0.9 and 2.36 TeV. The data were collected with the CMS detector during the LHC commissioning in December 2009. For non-single-diffractive interactions, the average charged-hadron transverse momentum is measured to be 0.46 +/- 0.01 (stat.) +/- 0.01 (syst.) GeV/c at 0.9 TeV and 0.50 +/- 0.01 (stat.) +/- 0.01 (syst.) GeV/c at 2.36 TeV, for pseudorapidities between -2.4 and +2.4. At these energies, the measured pseudorapidity densities in the central region, dN(charged)/d(eta) for |eta|
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In this paper, we examine the predictability of observed volatility smiles in three major European index options markets, utilising the historical return distributions of the respective underlying assets. The analysis involves an application of the Black (1976) pricing model adjusted in accordance with the Jarrow-Rudd methodology as proposed in 1982. Thereby we adjust the expected future returns for the third and fourth central moments as these represent deviations from normality in the distributions of observed returns. Thus, they are considered one possible explanation to the existence of the smile. The obtained results indicate that the inclusion of the higher moments in the pricing model to some extent reduces the volatility smile, compared with the unadjusted Black-76 model. However, as the smile is partly a function of supply, demand, and liquidity, and as such intricate to model, this modification does not appear sufficient to fully capture the characteristics of the smile.
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A method is presented for optimising the performance indices of aperture antennas in the presence of blockage. An N-dimensional objective function is formed for maximising the directivity factor of a circular aperture with blockage under sidelobe-level constraints, and is minimised using the simplex search method. Optimum aperture distributions are computed for a circular aperture with blockage of circular geometry that gives the maximum directivity factor under sidelobe-level constraints.
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Myrkyllisten aineiden jakaumat ja vaikutusmallit jätealueiden ympäristöriskien analyysissä.
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We have derived explicitly, the large scale distribution of quantum Ohmic resistance of a disordered one-dimensional conductor. We show that in the thermodynamic limit this distribution is characterized by two independent parameters for strong disorder, leading to a two-parameter scaling theory of localization. Only in the limit of weak disorder we recover single parameter scaling, consistent with existing theoretical treatments.
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Toeplitz operators are among the most important classes of concrete operators with applications to several branches of pure and applied mathematics. This doctoral thesis deals with Toeplitz operators on analytic Bergman, Bloch and Fock spaces. Usually, a Toeplitz operator is a composition of multiplication by a function and a suitable projection. The present work deals with generalizing the notion to the case where the function is replaced by a distributional symbol. Fredholm theory for Toeplitz operators with matrix-valued symbols is also considered. The subject of this thesis belongs to the areas of complex analysis, functional analysis and operator theory. This work contains five research articles. The articles one, three and four deal with finding suitable distributional classes in Bergman, Fock and Bloch spaces, respectively. In each case the symbol class to be considered turns out to be a certain weighted Sobolev-type space of distributions. The Bergman space setting is the most straightforward. When dealing with Fock spaces, some difficulties arise due to unboundedness of the complex plane and the properties of the Gaussian measure in the definition. In the Bloch-type spaces an additional logarithmic weight must be introduced. Sufficient conditions for boundedness and compactness are derived. The article two contains a portion showing that under additional assumptions, the condition for Bergman spaces is also necessary. The fifth article deals with Fredholm theory for Toeplitz operators having matrix-valued symbols. The essential spectra and index theorems are obtained with the help of Hardy space factorization and the Berezin transform, for instance. The article two also has a part dealing with matrix-valued symbols in a non-reflexive Bergman space, in which case a condition on the oscillation of the symbol (a logarithmic VMO-condition) must be added.
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We study the photon-number distribution in squeezed states of a single-mode radiation field. A U(l)-invariant squeezing criterion is compared and contrasted with a more restrictive criterion, with the help of suggestive geometric representations. The U(l) invariance of the photon-number distribution in a squeezed coherent state, with arbitrary complex squeeze and displacement parameters, is explicitly demonstrated. The behavior of the photon-number distribution for a representative value of the displacement and various values of the squeeze parameter is numerically investigated. A new kind of giant oscillation riding as an envelope over more rapid oscillations in this distribution is demonstrated.
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Probably the most informative description of the ground slate of a magnetic molecular species is provided by the spin density map. Such a map may be experimentally obtained from polarized neutron diffraction (PND) data or theoretically calculated using quantum chemical approaches. Density functional theory (DFT) methods have been proved to be well-adapted for this. Spin distributions in one-dimensional compounds may also be computed using the density matrix renormalization group (DMRG) formalism. These three approaches, PND, DFT, and DMRG, have been utilized to obtain new insights on the ground state of two antiferromagnetically coupled Mn2+Cu2+ compounds, namely [Mn(Me-6-[14]ane-N-4)Cu(oxpn)](CF3SO3)(2) and MnCu(pba)(H2O)(3) . 2H(2)O, with Me-6-[14]ane-N-4 = (+/-)-5,7,7,12,14,14-hexamethyl-1,4,8,11-tetraazacyclotetradecane, oxpn = N,N'-bis(3-aminopropyl)oxamido and pba = 1,3-propylenebis(oxamato). Three problems in particular have been investigated: the spin distribution in the mononuclear precursors [Cu(oxpn)] and [Cu(pba)](2-), the spin density maps in the two Mn2+Cu2+ compounds, and the evolution of the spin distributions on the Mn2+ and Cu2+ sites when passing from a pair to a one-dimensional ferrimagnet.
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The basic characteristic of a chaotic system is its sensitivity to the infinitesimal changes in its initial conditions. A limit to predictability in chaotic system arises mainly due to this sensitivity and also due to the ineffectiveness of the model to reveal the underlying dynamics of the system. In the present study, an attempt is made to quantify these uncertainties involved and thereby improve the predictability by adopting a multivariate nonlinear ensemble prediction. Daily rainfall data of Malaprabha basin, India for the period 1955-2000 is used for the study. It is found to exhibit a low dimensional chaotic nature with the dimension varying from 5 to 7. A multivariate phase space is generated, considering a climate data set of 16 variables. The chaotic nature of each of these variables is confirmed using false nearest neighbor method. The redundancy, if any, of this atmospheric data set is further removed by employing principal component analysis (PCA) method and thereby reducing it to eight principal components (PCs). This multivariate series (rainfall along with eight PCs) is found to exhibit a low dimensional chaotic nature with dimension 10. Nonlinear prediction employing local approximation method is done using univariate series (rainfall alone) and multivariate series for different combinations of embedding dimensions and delay times. The uncertainty in initial conditions is thus addressed by reconstructing the phase space using different combinations of parameters. The ensembles generated from multivariate predictions are found to be better than those from univariate predictions. The uncertainty in predictions is decreased or in other words predictability is increased by adopting multivariate nonlinear ensemble prediction. The restriction on predictability of a chaotic series can thus be altered by quantifying the uncertainty in the initial conditions and also by including other possible variables, which may influence the system. (C) 2011 Elsevier B.V. All rights reserved.
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The growth and dissolution dynamics of nonequilibrium crystal size distributions (CSDs) can be determined by solving the governing population balance equations (PBEs) representing reversible addition or dissociation. New PBEs are considered that intrinsically incorporate growth dispersion and yield complete CSDs. We present two approaches to solving the PBEs, a moment method and a numerical scheme. The results of the numerical scheme agree with the moment technique, which can be solved exactly when powers on mass-dependent growth and dissolution rate coefficients are either zero or one. The numerical scheme is more general and can be applied when the powers of the rate coefficients are non-integers or greater than unity. The influence of the size dependent rates on the time variation of the CSDs indicates that as equilibrium is approached, the CSDs become narrow when the exponent on the growth rate is less than the exponent on the dissolution rate. If the exponent on the growth rate is greater than the exponent on the dissolution rate, then the polydispersity continues to broaden. The computation method applies for crystals large enough that interfacial stability issues, such as ripening, can be neglected. (C) 2002 Elsevier Science B.V. All rights reserved.
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Distribution of fluorescence resonance energy transfer (FRET) efficiency between the two ends of a Lennard-Jones polymer chain both at equilibrium and during folding and unfolding has been calculated, for the first time, by Brownian dynamics simulations. The distribution of FRET efficiency becomes bimodal during folding of the extended state subsequent to a temperature quench, with the width of the distribution for the extended state broader than that for the folded state. The reverse process of unfolding subsequent to a upward temperature jump shows different characteristics. The distributions show significant viscosity dependence which can be tested against experiments.
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The effect of fluid velocity fluctuations on the dynamics of the particles in a turbulent gas–solid suspension is analysed in the low-Reynolds-number and high Stokes number limits, where the particle relaxation time is long compared with the correlation time for the fluid velocity fluctuations, and the drag force on the particles due to the fluid can be expressed by the modified Stokes law. The direct numerical simulation procedure is used for solving the Navier–Stokes equations for the fluid, the particles are modelled as hard spheres which undergo elastic collisions and a one-way coupling algorithm is used where the force exerted by the fluid on the particles is incorporated, but not the reverse force exerted by the particles on the fluid. The particle mean and root-mean-square (RMS) fluctuating velocities, as well as the probability distribution function for the particle velocity fluctuations and the distribution of acceleration of the particles in the central region of the Couette (where the velocity profile is linear and the RMS velocities are nearly constant), are examined. It is found that the distribution of particle velocities is very different from a Gaussian, especially in the spanwise and wall-normal directions. However, the distribution of the acceleration fluctuation on the particles is found to be close to a Gaussian, though the distribution is highly anisotropic and there is a correlation between the fluctuations in the flow and gradient directions. The non-Gaussian nature of the particle velocity fluctuations is found to be due to inter-particle collisions induced by the large particle velocity fluctuations in the flow direction. It is also found that the acceleration distribution on the particles is in very good agreement with the distribution that is calculated from the velocity fluctuations in the fluid, using the Stokes drag law, indicating that there is very little correlation between the fluid velocity fluctuations and the particle velocity fluctuations in the presence of one-way coupling. All of these results indicate that the effect of the turbulent fluid velocity fluctuations can be accurately represented by an anisotropic Gaussian white noise.
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We study the distribution of first passage time for Levy type anomalous diffusion. A fractional Fokker-Planck equation framework is introduced.For the zero drift case, using fractional calculus an explicit analytic solution for the first passage time density function in terms of Fox or H-functions is given. The asymptotic behaviour of the density function is discussed. For the nonzero drift case, we obtain an expression for the Laplace transform of the first passage time density function, from which the mean first passage time and variance are derived.