951 resultados para Probabilities
Resumo:
This thesis consists of an introduction, four research articles and an appendix. The thesis studies relations between two different approaches to continuum limit of models of two dimensional statistical mechanics at criticality. The approach of conformal field theory (CFT) could be thought of as the algebraic classification of some basic objects in these models. It has been succesfully used by physicists since 1980's. The other approach, Schramm-Loewner evolutions (SLEs), is a recently introduced set of mathematical methods to study random curves or interfaces occurring in the continuum limit of the models. The first and second included articles argue on basis of statistical mechanics what would be a plausible relation between SLEs and conformal field theory. The first article studies multiple SLEs, several random curves simultaneously in a domain. The proposed definition is compatible with a natural commutation requirement suggested by Dubédat. The curves of multiple SLE may form different topological configurations, ``pure geometries''. We conjecture a relation between the topological configurations and CFT concepts of conformal blocks and operator product expansions. Example applications of multiple SLEs include crossing probabilities for percolation and Ising model. The second article studies SLE variants that represent models with boundary conditions implemented by primary fields. The most well known of these, SLE(kappa, rho), is shown to be simple in terms of the Coulomb gas formalism of CFT. In the third article the space of local martingales for variants of SLE is shown to carry a representation of Virasoro algebra. Finding this structure is guided by the relation of SLEs and CFTs in general, but the result is established in a straightforward fashion. This article, too, emphasizes multiple SLEs and proposes a possible way of treating pure geometries in terms of Coulomb gas. The fourth article states results of applications of the Virasoro structure to the open questions of SLE reversibility and duality. Proofs of the stated results are provided in the appendix. The objective is an indirect computation of certain polynomial expected values. Provided that these expected values exist, in generic cases they are shown to possess the desired properties, thus giving support for both reversibility and duality.
Resumo:
Evaluation and design of shore protection works in the case of tsunamis assumes considerable importance in view of the impact it had in the recent tsunami of 26th December 2004 in India and other countries in Asia. The fact that there are no proper guidelines have made in the matters worse and resulted in the magnitude of damage that occurred. Survey of the damages indicated that the scour as a result of high velocities is one of the prime reasons for damages in the case of simple structures. It is revealed that sea walls in some cases have been helpful to minimize the damages. The objective of this paper is to suggest that design of shore line protection systems using expected wave heights that get generated and use of flexible systems such as geocells is likely to give a better protection. The protection systems can be designed to withstand the wave forces that corresponding to different probabilities of incidence. A design approach of geocells protection system is suggested and illustrated with reference to the data of wave heights in the east coast of India.
Resumo:
We present a search for associated production of the standard model (SM) Higgs boson and a $Z$ boson where the $Z$ boson decays to two leptons and the Higgs decays to a pair of $b$ quarks in $p\bar{p}$ collisions at the Fermilab Tevatron. We use event probabilities based on SM matrix elements to construct a likelihood function of the Higgs content of the data sample. In a CDF data sample corresponding to an integrated luminosity of 2.7 fb$^{-1}$ we see no evidence of a Higgs boson with a mass between 100 GeV$/c^2$ and 150 GeV$/c^2$. We set 95% confidence level (C.L.) upper limits on the cross-section for $ZH$ production as a function of the Higgs boson mass $m_H$; the limit is 8.2 times the SM prediction at $m_H = 115$ GeV$/c^2$.
Resumo:
We report the first measurement of the cross section for Z boson pair production at a hadron collider. This result is based on a data sample corresponding to 1.9 fb-1 of integrated luminosity from ppbar collisions at sqrt{s} = 1.96 TeV collected with the CDF II detector at the Fermilab Tevatron. In the llll channel, we observe three ZZ candidates with an expected background of 0.096^{+0.092}_{-0.063} events. In the llnunu channel, we use a leading-order calculation of the relative ZZ and WW event probabilities to discriminate between signal and background. In the combination of llll and llnunu channels, we observe an excess of events with a probability of $5.1\times 10^{-6}$ to be due to the expected background. This corresponds to a significance of 4.4 standard deviations. The measured cross section is sigma(ppbar -> ZZ) = 1.4^{+0.7}_{-0.6} (stat.+syst.) pb, consistent with the standard model expectation.
Resumo:
In this paper, we re-examine the relationship between overweight and labour market success, using indicators of individual body composition along with BMI (Body Mass Index). We use the dataset from Finland in which weight, height, fat mass and waist circumference are not self-reported, but obtained as part of the overall health examination. We find that waist circumference, but not weight or fat mass, has a negative effect on wages for women, whereas all measures of obesity have negative effects on women’s employment probabilities. For men, the only obesity measure that is significant for men’s employment probabilities is fat mass. One interpretation of our findings is that the negative wage effects of overweight on wages run through the discrimination channel, but that the negative effects of overweight on employment have more to do with ill health. All in all, measures of body composition provide a more refined picture about the effects of obesity on wages and employment.
Resumo:
Bootstrap likelihood ratio tests of cointegration rank are commonly used because they tend to have rejection probabilities that are closer to the nominal level than the rejection probabilities of the correspond- ing asymptotic tests. The e¤ect of bootstrapping the test on its power is largely unknown. We show that a new computationally inexpensive procedure can be applied to the estimation of the power function of the bootstrap test of cointegration rank. The bootstrap test is found to have a power function close to that of the level-adjusted asymp- totic test. The bootstrap test estimates the level-adjusted power of the asymptotic test highly accurately. The bootstrap test may have low power to reject the null hypothesis of cointegration rank zero, or underestimate the cointegration rank. An empirical application to Euribor interest rates is provided as an illustration of the findings.
Resumo:
In this paper we develop and numerically explore the modeling heuristic of using saturation attempt probabilities as state dependent attempt probabilities in an IEEE 802.11e infrastructure network carrying packet telephone calls and TCP controlled file downloads, using Enhanced Distributed Channel Access (EDCA). We build upon the fixed point analysis and performance insights in [1]. When there are a certain number of nodes of each class contending for the channel (i.e., have nonempty queues), then their attempt probabilities are taken to be those obtained from saturation analysis for that number of nodes. Then we model the system queue dynamics at the network nodes. With the proposed heuristic, the system evolution at channel slot boundaries becomes a Markov renewal process, and regenerative analysis yields the desired performance measures.The results obtained from this approach match well with ns2 simulations. We find that, with the default IEEE 802.11e EDCA parameters for AC 1 and AC 3, the voice call capacity decreases if even one file download is initiated by some station. Subsequently, reducing the voice calls increases the file download capacity almost linearly (by 1/3 Mbps per voice call for the 11 Mbps PHY).
Resumo:
Motivated by certain situations in manufacturing systems and communication networks, we look into the problem of maximizing the profit in a queueing system with linear reward and cost structure and having a choice of selecting the streams of Poisson arrivals according to an independent Markov chain. We view the system as a MMPP/GI/1 queue and seek to maximize the profits by optimally choosing the stationary probabilities of the modulating Markov chain. We consider two formulations of the optimization problem. The first one (which we call the PUT problem) seeks to maximize the profit per unit time whereas the second one considers the maximization of the profit per accepted customer (the PAC problem). In each of these formulations, we explore three separate problems. In the first one, the constraints come from bounding the utilization of an infinite capacity server; in the second one the constraints arise from bounding the mean queue length of the same queue; and in the third one the finite capacity of the buffer reflect as a set of constraints. In the problems bounding the utilization factor of the queue, the solutions are given by essentially linear programs, while the problems with mean queue length constraints are linear programs if the service is exponentially distributed. The problems modeling the finite capacity queue are non-convex programs for which global maxima can be found. There is a rich relationship between the solutions of the PUT and PAC problems. In particular, the PUT solutions always make the server work at a utilization factor that is no less than that of the PAC solutions.
Resumo:
The temperature and pressure dependence of Cl-35 NQR frequency and spin lattice relaxation time (T-1) were investigated in 2,3-dichloroanisole. Two NQR signals were observed throughout the temperature and pressure range studied. T-1 were measured in the temperature range from 77 to 300 K and from atmospheric pressure to 5 kbar. Relaxation was found to be due to the torsional motion of the molecule and also reorientation f motion of the CH3 group. T-1 versus temperature data were analyzed on the basis of Woessner and Gutowsky model, and the activation energy for the reorientation of the CH3 group was estimated. The temperature dependence of the average torsional lifetimes of the molecules and the transition probabilities were also obtained. NQR frequency shows a nonlinear behavior with pressure, indicating both dynamic and static effects of pressure. The pressure coefficients were observed to be positive for both the lines. A thermodynamic analysis of the data was carried out to determine the constant volume temperature coefficients of the NQR frequency. The variation of spin lattice time with pressure was very small, showing that the relaxation is mainly due to the torsional motions of the molecules. Copyright (C) 2010 John Wiley & Sons, Ltd.
Resumo:
This article presents the optical absorption and emission properties of Pr3+ and Nd3+ doped two different mixed alkali chloroborate glass matrices of the type 70B(2)O(3)center dot xLiCl center dot(30 - x)NaCl and 70B(2)O(3)center dot xLiCl center dot(30 - x)KCl (x = 5, 10, 15.20 and 25). The variation of Judd-Ofelt parameters (Omega(2), Omega(4) and Omega(6)), total radiative transition probabilities (A(T)), radiative lifetimes (tau(R)) and emission cross-sections (sigma(p)) with the variation of alkali contents in the glass matrix have been discussed in detail. The changes in the peak wavelengths of the hypersensitive transition and intensity parameters with x are correlated to the structural changes in the host matrix. The estimated radiative lifetimes of certain excited states of Pr3+ and Nd3+ in these two glass matrices are reported. Peak stimulated emission cross-sections (sigma(p)) are reported for the observed emission transitions of Pr3+ and Nd3+ ions. Branching ratios (beta) of the observed emission transitions obtained from the Judd-Ofelt theory are compared with the values obtained from the emission spectra. (C) 2010 Elsevier B.V. All rights reserved.
Resumo:
A scheme for the detection and isolation of actuator faults in linear systems is proposed. A bank of unknown input observers is constructed to generate residual signals which will deviate in characteristic ways in the presence of actuator faults. Residual signals are unaffected by the unknown inputs acting on the system and this decreases the false alarm and miss probabilities. The results are illustrated through a simulation study of actuator fault detection and isolation in a pilot plant doubleeffect evaporator.
Resumo:
We report numerical and analytic results for the spatial survival probability for fluctuating one-dimensional interfaces with Edwards-Wilkinson or Kardar-Parisi-Zhang dynamics in the steady state. Our numerical results are obtained from analysis of steady-state profiles generated by integrating a spatially discretized form of the Edwards-Wilkinson equation to long times. We show that the survival probability exhibits scaling behavior in its dependence on the system size and the "sampling interval" used in the measurement for both "steady-state" and "finite" initial conditions. Analytic results for the scaling functions are obtained from a path-integral treatment of a formulation of the problem in terms of one-dimensional Brownian motion. A "deterministic approximation" is used to obtain closed-form expressions for survival probabilities from the formally exact analytic treatment. The resulting approximate analytic results provide a fairly good description of the numerical data.
Resumo:
The k-colouring problem is to colour a given k-colourable graph with k colours. This problem is known to be NP-hard even for fixed k greater than or equal to 3. The best known polynomial time approximation algorithms require n(delta) (for a positive constant delta depending on k) colours to colour an arbitrary k-colourable n-vertex graph. The situation is entirely different if we look at the average performance of an algorithm rather than its worst-case performance. It is well known that a k-colourable graph drawn from certain classes of distributions can be ii-coloured almost surely in polynomial time. In this paper, we present further results in this direction. We consider k-colourable graphs drawn from the random model in which each allowed edge is chosen independently with probability p(n) after initially partitioning the vertex set into ii colour classes. We present polynomial time algorithms of two different types. The first type of algorithm always runs in polynomial time and succeeds almost surely. Algorithms of this type have been proposed before, but our algorithms have provably exponentially small failure probabilities. The second type of algorithm always succeeds and has polynomial running time on average. Such algorithms are more useful and more difficult to obtain than the first type of algorithms. Our algorithms work as long as p(n) greater than or equal to n(-1+is an element of) where is an element of is a constant greater than 1/4.
Resumo:
The Thesis presents a state-space model for a basketball league and a Kalman filter algorithm for the estimation of the state of the league. In the state-space model, each of the basketball teams is associated with a rating that represents its strength compared to the other teams. The ratings are assumed to evolve in time following a stochastic process with independent Gaussian increments. The estimation of the team ratings is based on the observed game scores that are assumed to depend linearly on the true strengths of the teams and independent Gaussian noise. The team ratings are estimated using a recursive Kalman filter algorithm that produces least squares optimal estimates for the team strengths and predictions for the scores of the future games. Additionally, if the Gaussianity assumption holds, the predictions given by the Kalman filter maximize the likelihood of the observed scores. The team ratings allow probabilistic inference about the ranking of the teams and their relative strengths as well as about the teams’ winning probabilities in future games. The predictions about the winners of the games are correct 65-70% of the time. The team ratings explain 16% of the random variation observed in the game scores. Furthermore, the winning probabilities given by the model are concurrent with the observed scores. The state-space model includes four independent parameters that involve the variances of noise terms and the home court advantage observed in the scores. The Thesis presents the estimation of these parameters using the maximum likelihood method as well as using other techniques. The Thesis also gives various example analyses related to the American professional basketball league, i.e., National Basketball Association (NBA), and regular seasons played in year 2005 through 2010. Additionally, the season 2009-2010 is discussed in full detail, including the playoffs.
Resumo:
Vegetation maps and bioclimatic zone classifications communicate the vegetation of an area and are used to explain how the environment regulates the occurrence of plants on large scales. Many practises and methods for dividing the world’s vegetation into smaller entities have been presented. Climatic parameters, floristic characteristics, or edaphic features have been relied upon as decisive factors, and plant species have been used as indicators for vegetation types or zones. Systems depicting vegetation patterns that mainly reflect climatic variation are termed ‘bioclimatic’ vegetation maps. Based on these it has been judged logical to deduce that plants moved between corresponding bioclimatic areas should thrive in the target location, whereas plants moved from a different zone should languish. This principle is routinely applied in forestry and horticulture but actual tests of the validity of bioclimatic maps in this sense seem scanty. In this study I tested the Finnish bioclimatic vegetation zone system (BZS). Relying on the plant collection of Helsinki University Botanic Garden’s Kumpula collection, which according to the BZS is situated at the northern limit of the hemiboreal zone, I aimed to test how the plants’ survival depends on their provenance. My expectation was that plants from the hemiboreal or southern boreal zones should do best in Kumpula, whereas plants from more southern and more northern zones should show progressively lower survival probabilities. I estimated probability of survival using collection database information of plant accessions of known wild origin grown in Kumpula since the mid 1990s, and logistic regression models. The total number of accessions I included in the analyses was 494. Because of problems with some accessions I chose to separately analyse a subset of the complete data, which included 379 accessions. I also analysed different growth forms separately in order to identify differences in probability of survival due to different life strategies. In most analyses accessions of temperate and hemiarctic origin showed lower survival probability than those originating from any of the boreal subzones, which among them exhibited rather evenly high probabilities. Exceptionally mild and wet winters during the study period may have killed off hemiarctic plants. Some winters may have been too harsh for temperate accessions. Trees behaved differently: they showed an almost steadily increasing survival probability from temperate to northern boreal origins. Various factors that could not be controlled for may have affected the results, some of which were difficult to interpret. This was the case in particular with herbs, for which the reliability of the analysis suffered because of difficulties in managing their curatorial data. In all, the results gave some support to the BZS, and especially its hierarchical zonation. However, I question the validity of the formulation of the hypothesis I tested since it may not be entirely justified by the BZS, which was designed for intercontinental comparison of vegetation zones, but not specifically for transcontinental provenance trials. I conclude that botanic gardens should pay due attention to information management and curational practices to ensure the widest possible applicability of their plant collections.