996 resultados para asymptotic properties of estimators
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A unidirectional fiber composite is considered here, the fibers of which are empty cylindrical holes periodically distributed in a transversely isotropic piezoelectric matrix, The empty-fiber cross-section is circular and the periodicity is the same in two directions at an angle pi/2 or pi/3. Closed-form formulae for all electromechanical effective properties of these 3-1 longitudinally periodic porous piezoelectric materials are presented. The derivation of such expressions is based on the asymptotic homogenization method as a limit of the effective properties of two-phase transversely isotropic parallel fiber-reinforced composites when the fibers properties tend to zero. The plane effective coefficients satisfy the corresponding Schulgasser-Benveniste-Dvorak universal type of relations, A new relation among the antiplane effective constants from the solutions of two antiplane strains and potential local problems is found. This relation is valid for arbitrary shapes of the empty-fiber cross-sections. Based on such a relation, and using recent numerical results for isotropic conductive composites, the antiplane effective properties are computed for different geometrical shapes of the empty-fiber cross-section. Comparisons with other analytical and numerical theories are presented. (c) 2008 Acta Materialia Inc. Published by Elsevier Ltd. All rights reserved.
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We are interested in coupled microscopic/macroscopic models describing the evolution of particles dispersed in a fluid. The system consists in a Vlasov-Fokker-Planck equation to describe the microscopic motion of the particles coupled to the Euler equations for a compressible fluid. We investigate dissipative quantities, equilibria and their stability properties and the role of external forces. We also study some asymptotic problems, their equilibria and stability and the derivation of macroscopic two-phase models.
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The present notes are intended to present a detailed review of the existing results in dissipative kinetic theory which make use of the contraction properties of two main families of probability metrics: optimal mass transport and Fourier-based metrics. The first part of the notes is devoted to a self-consistent summary and presentation of the properties of both probability metrics, including new aspects on the relationships between them and other metrics of wide use in probability theory. These results are of independent interest with potential use in other contexts in Partial Differential Equations and Probability Theory. The second part of the notes makes a different presentation of the asymptotic behavior of Inelastic Maxwell Models than the one presented in the literature and it shows a new example of application: particle's bath heating. We show how starting from the contraction properties in probability metrics, one can deduce the existence, uniqueness and asymptotic stability in classical spaces. A global strategy with this aim is set up and applied in two dissipative models.
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The energy and structure of a dilute hard-disks Bose gas are studied in the framework of a variational many-body approach based on a Jastrow correlated ground-state wave function. The asymptotic behaviors of the radial distribution function and the one-body density matrix are analyzed after solving the Euler equation obtained by a free minimization of the hypernetted chain energy functional. Our results show important deviations from those of the available low density expansions, already at gas parameter values x~0.001 . The condensate fraction in 2D is also computed and found generally lower than the 3D one at the same x.
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Several ribbons of composition Fe73.5Cu1Nb 3Si16.5B6 and Fe73.5Cu1 Nb3Si13.5B9 were prepared by annealing the as-quenched samples between 525°C and 700°C; which induced nucleation of nanocrystallites of Fe bcc-type composition. Mean grain sizes were obtained from X-ray diffraction. Static magnetic properties were measured with both a Magnet Physik Hysteresis-Graph (up to 200 Oe) and a SHE SQUID magnetometer (up to 50 kOe). Soft magnetic parameters (coercive field and initial permeability) were very sensitive to grain size. The ZFC magnetization at low field showed a broad peak at a temperature TM, thus signalling a certain distribution of nanocrystalline sizes, and TM strongly decreased when the mean grain size decreased. Isothermal magnetization curves at low temperature showed the expected asymptotic behavior of a random magnet material at low and high fields.
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In this paper we consider a sequential allocation problem with n individuals. The first individual can consume any amount of some endowment leaving the remaining for the second individual, and so on. Motivated by the limitations associated with the cooperative or non-cooperative solutions we propose a new approach. We establish some axioms that should be satisfied, representativeness, impartiality, etc. The result is a unique asymptotic allocation rule. It is shown for n = 2; 3; 4; and a claim is made for general n. We show that it satisfies a set of desirable properties. Key words: Sequential allocation rule, River sharing problem, Cooperative and non-cooperative games, Dictator and ultimatum games. JEL classification: C79, D63, D74.
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One of the more challenging tasks in the understanding of dynamical properties of models on top of complex networks is to capture the precise role of multiplex topologies. In a recent paper, Gómez et al. [ Phys. Rev. Lett. 110 028701 (2013)], some of the authors proposed a framework for the study of diffusion processes in such networks. Here, we extend the previous framework to deal with general configurations in several layers of networks and analyze the behavior of the spectrum of the Laplacian of the full multiplex. We derive an interesting decoupling of the problem that allow us to unravel the role played by the interconnections of the multiplex in the dynamical processes on top of them. Capitalizing on this decoupling we perform an asymptotic analysis that allow us to derive analytical expressions for the full spectrum of eigenvalues. This spectrum is used to gain insight into physical phenomena on top of multiplex, specifically, diffusion processes and synchronizability.
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This thesis Entitled “modelling and analysis of recurrent event data with multiple causes.Survival data is a term used for describing data that measures the time to occurrence of an event.In survival studies, the time to occurrence of an event is generally referred to as lifetime.Recurrent event data are commonly encountered in longitudinal studies when individuals are followed to observe the repeated occurrences of certain events. In many practical situations, individuals under study are exposed to the failure due to more than one causes and the eventual failure can be attributed to exactly one of these causes.The proposed model was useful in real life situations to study the effect of covariates on recurrences of certain events due to different causes.In Chapter 3, an additive hazards model for gap time distributions of recurrent event data with multiple causes was introduced. The parameter estimation and asymptotic properties were discussed .In Chapter 4, a shared frailty model for the analysis of bivariate competing risks data was presented and the estimation procedures for shared gamma frailty model, without covariates and with covariates, using EM algorithm were discussed. In Chapter 6, two nonparametric estimators for bivariate survivor function of paired recurrent event data were developed. The asymptotic properties of the estimators were studied. The proposed estimators were applied to a real life data set. Simulation studies were carried out to find the efficiency of the proposed estimators.
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The Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this paper we obtain asymptotic expansions, up to order n(-1/2) and under a sequence of Pitman alternatives, for the non-null distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the Birnbaum-Saunders regression model. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the shape parameter. Monte Carlo simulation is presented in order to compare the finite-sample performance of these tests. We also present two empirical applications. (C) 2010 Elsevier B.V. All rights reserved.
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We review some issues related to the implications of different missing data mechanisms on statistical inference for contingency tables and consider simulation studies to compare the results obtained under such models to those where the units with missing data are disregarded. We confirm that although, in general, analyses under the correct missing at random and missing completely at random models are more efficient even for small sample sizes, there are exceptions where they may not improve the results obtained by ignoring the partially classified data. We show that under the missing not at random (MNAR) model, estimates on the boundary of the parameter space as well as lack of identifiability of the parameters of saturated models may be associated with undesirable asymptotic properties of maximum likelihood estimators and likelihood ratio tests; even in standard cases the bias of the estimators may be low only for very large samples. We also show that the probability of a boundary solution obtained under the correct MNAR model may be large even for large samples and that, consequently, we may not always conclude that a MNAR model is misspecified because the estimate is on the boundary of the parameter space.
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The coarsening of the nanoporous structure developed in undoped and 3% Sb-doped SnO2 sol-gel dip-coated films deposited on a mica substrate was studied by time-resolved small-angle x-ray scattering (SAXS) during in situ isothermal treatments at 450 and 650 degrees C. The time dependence of the structure function derived from the experimental SAXS data is in reasonable agreement with the predictions of the statistical theory of dynamical scaling, thus suggesting that the coarsening process in the studied nanoporous structures exhibits dynamical self-similar properties. The kinetic exponents of the power time dependence of the characteristic scaling length of undoped SnO2 and 3% Sb-doped SnO2 films are similar (alpha approximate to 0.09), this value being invariant with respect to the firing temperature. In the case of undoped SnO2 films, another kinetic exponent, alpha('), corresponding to the maximum of the structure function was determined to be approximately equal to three times the value of the exponent alpha, as expected for the random tridimensional coarsening process in the dynamical scaling regime. Instead, for 3% Sb-doped SnO2 films fired at 650 degrees C, we have determined that alpha(')approximate to 2 alpha, thus suggesting a bidimensional coarsening of the porous structure. The analyses of the dynamical scaling functions and their asymptotic behavior at high q (q being the modulus of the scattering vector) provided additional evidence for the two-dimensional features of the pore structure of 3% Sb-doped SnO2 films. The presented experimental results support the hypotheses of the validity of the dynamic scaling concept to describe the coarsening process in anisotropic nanoporous systems.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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This paper considers statistical models in which two different types of events, such as the diagnosis of a disease and the remission of the disease, occur alternately over time and are observed subject to right censoring. We propose nonparametric estimators for the joint distribution of bivariate recurrence times and the marginal distribution of the first recurrence time. In general, the marginal distribution of the second recurrence time cannot be estimated due to an identifiability problem, but a conditional distribution of the second recurrence time can be estimated non-parametrically. In literature, statistical methods have been developed to estimate the joint distribution of bivariate recurrence times based on data of the first pair of censored bivariate recurrence times. These methods are efficient in the current model because recurrence times of higher orders are not used. Asymptotic properties of the estimators are established. Numerical studies demonstrate the estimator performs well with practical sample sizes. We apply the proposed method to a Denmark psychiatric case register data set for illustration of the methods and theory.
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Suslin analytic sets characterize the sets of asymptotic values of entire holomorphic functions. By a theorem of Ahlfors, the set of asymptotic values is finite for a function with finite order of growth. Quasiregular maps are a natural generalization of holomorphic functions to dimensions n ≥ 3 and, in fact, many of the properties of holomorphic functions have counterparts for quasiregular maps. It is shown that analytic sets also characterize the sets of asymptotic values of quasiregular maps in Rn, even for those with finite order of growth. Our construction is based on Drasin's quasiregular sine function
Application of the Boundary Method to the determination of the properties of the beam cross-sections
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Using the 3-D equations of linear elasticity and the asylllptotic expansion methods in terms of powers of the beam cross-section area as small parameter different beam theories can be obtained, according to the last term kept in the expansion. If it is used only the first two terms of the asymptotic expansion the classical beam theories can be recovered without resort to any "a priori" additional hypotheses. Moreover, some small corrections and extensions of the classical beam theories can be found and also there exists the possibility to use the asymptotic general beam theory as a basis procedure for a straightforward derivation of the stiffness matrix and the equivalent nodal forces of the beam. In order to obtain the above results a set of functions and constants only dependent on the cross-section of the beam it has to be computed them as solutions of different 2-D laplacian boundary value problems over the beam cross section domain. In this paper two main numerical procedures to solve these boundary value pf'oblems have been discussed, namely the Boundary Element Method (BEM) and the Finite Element Method (FEM). Results for some regular and geometrically simple cross-sections are presented and compared with ones computed analytically. Extensions to other arbitrary cross-sections are illustrated.