975 resultados para FLUCTUATION THEOREM
Resumo:
This paper shows a physically cogent model for electrical noise in resistors that has been obtained from Thermodynamical reasons. This new model derived from the works of Johnson and Nyquist also agrees with the Quantum model for noisy systems handled by Callen and Welton in 1951, thus unifying these two Physical viewpoints. This new model is a Complex or 2-D noise model based on an Admittance that considers both Fluctuation and Dissipation of electrical energy to excel the Real or 1-D model in use that only considers Dissipation. By the two orthogonal currents linked with a common voltage noise by an Admittance function, the new model is shown in frequency domain. Its use in time domain allows to see the pitfall behind a paradox of Statistical Mechanics about systems considered as energy-conserving and deterministic on the microscale that are dissipative and unpredictable on the macroscale and also shows how to use properly the Fluctuation-Dissipation Theorem.
Resumo:
The classical Kramer sampling theorem provides a method for obtaining orthogonal sampling formulas. Besides, it has been the cornerstone for a significant mathematical literature on the topic of sampling theorems associated with differential and difference problems. In this work we provide, in an unified way, new and old generalizations of this result corresponding to various different settings; all these generalizations are illustrated with examples. All the different situations along the paper share a basic approach: the functions to be sampled are obtaining by duality in a separable Hilbert space H through an H -valued kernel K defined on an appropriate domain.
Resumo:
We measured the dependence of the variance in the rotation rate of tethered cells of Escherichia coli on the mean rotation rate over a regime in which the motor generates constant torque. This dependence was compared with that of broken motors. In either case, motor torque was augmented with externally applied torque. We show that, in contrast to broken motors, functioning motors in this regime do not freely rotationally diffuse and that the variance measurements are consistent with the predicted values of a stepping mechanism with exponentially distributed waiting times (a Poisson stepper) that steps approximately 400 times per revolution.
Resumo:
This paper provides new versions of the Farkas lemma characterizing those inequalities of the form f(x) ≥ 0 which are consequences of a composite convex inequality (S ◦ g)(x) ≤ 0 on a closed convex subset of a given locally convex topological vector space X, where f is a proper lower semicontinuous convex function defined on X, S is an extended sublinear function, and g is a vector-valued S-convex function. In parallel, associated versions of a stable Farkas lemma, considering arbitrary linear perturbations of f, are also given. These new versions of the Farkas lemma, and their corresponding stable forms, are established under the weakest constraint qualification conditions (the so-called closedness conditions), and they are actually equivalent to each other, as well as equivalent to an extended version of the so-called Hahn–Banach–Lagrange theorem, and its stable version, correspondingly. It is shown that any of them implies analytic and algebraic versions of the Hahn–Banach theorem and the Mazur–Orlicz theorem for extended sublinear functions.
Resumo:
This note provides an approximate version of the Hahn–Banach theorem for non-necessarily convex extended-real valued positively homogeneous functions of degree one. Given p : X → R∪{+∞} such a function defined on the real vector space X, and a linear function defined on a subspace V of X and dominated by p (i.e. (x) ≤ p(x) for all x ∈ V), we say that can approximately be p-extended to X, if is the pointwise limit of a net of linear functions on V, every one of which can be extended to a linear function defined on X and dominated by p. The main result of this note proves that can approximately be p-extended to X if and only if is dominated by p∗∗, the pointwise supremum over the family of all the linear functions on X which are dominated by p.
Resumo:
For non-negative random variables with finite means we introduce an analogous of the equilibrium residual-lifetime distribution based on the quantile function. This allows us to construct new distributions with support (0, 1), and to obtain a new quantile-based version of the probabilistic generalization of Taylor's theorem. Similarly, for pairs of stochastically ordered random variables we come to a new quantile-based form of the probabilistic mean value theorem. The latter involves a distribution that generalizes the Lorenz curve. We investigate the special case of proportional quantile functions and apply the given results to various models based on classes of distributions and measures of risk theory. Motivated by some stochastic comparisons, we also introduce the “expected reversed proportional shortfall order”, and a new characterization of random lifetimes involving the reversed hazard rate function.
Resumo:
This paper deals with sequences of random variables belonging to a fixed chaos of order q generated by a Poisson random measure on a Polish space. The problem is investigated whether convergence of the third and fourth moment of such a suitably normalized sequence to the third and fourth moment of a centred Gamma law implies convergence in distribution of the involved random variables. A positive answer is obtained for q = 2 and q = 4. The proof of this four moments theorem is based on a number of new estimates for contraction norms. Applications concern homogeneous sums and U-statistics on the Poisson space.
Resumo:
Includes bibliographical references.
Resumo:
Supported in part by the National Science Foundation under grant MCS 77-22830.
Resumo:
Issued also as thesis (M.S.) University of Illinois.
Resumo:
"UILU-ENG 79-1706."
Resumo:
Mode of access: Internet.
Resumo:
Preface signed: William Chauvenet.