969 resultados para UNIVARIATE DISTRIBUTIONS
Resumo:
[EN] In this paper, we have used Geographical Information Systems (GIS) to solve the planar Huff problem considering different demand distributions and forbidden regions. Most of the papers connected with the competitive location problems consider that the demand is aggregated in a finite set of points. In other few cases, the models suppose that the demand is distributed along the feasible region according to a functional form, mainly a uniform distribution. In this case, in addition to the discrete and uniform demand distributions we have considered that the demand is represented by a population surface model, that is, a raster map where each pixel has associated a value corresponding to the population living in the area that it covers...
Resumo:
The proton-nucleus elastic scattering at intermediate energies is a well-established method for the investigation of the nuclear matter distribution in stable nuclei and was recently applied also for the investigation of radioactive nuclei using the method of inverse kinematics. In the current experiment, the differential cross sections for proton elastic scattering on the isotopes $^{7,9,10,11,12,14}$Be and $^8$B were measured. The experiment was performed using the fragment separator at GSI, Darmstadt to produce the radioactive beams. The main part of the experimental setup was the time projection ionization chamber IKAR which was simultaneously used as hydrogen target and a detector for the recoil protons. Auxiliary detectors for projectile tracking and isotope identification were also installed. As results from the experiment, the absolute differential cross sections d$sigma$/d$t$ as a function of the four momentum transfer $t$ were obtained. In this work the differential cross sections for elastic p-$^{12}$Be, p-$^{14}$Be and p-$^{8}$B scattering at low $t$ ($t leq$~0.05~(GeV/c)$^2$) are presented. The measured cross sections were analyzed within the Glauber multiple-scattering theory using different density parameterizations, and the nuclear matter density distributions and radii of the investigated isotopes were determined. The analysis of the differential cross section for the isotope $^{14}$Be shows that a good description of the experimental data is obtained when density distributions consisting of separate core and halo components are used. The determined {it rms} matter radius is $3.11 pm 0.04 pm 0.13$~fm. In the case of the $^{12}$Be nucleus the results showed an extended matter distribution as well. For this nucleus a matter radius of $2.82 pm 0.03 pm 0.12$~fm was determined. An interesting result is that the free $^{12}$Be nucleus behaves differently from the core of $^{14}$Be and is much more extended than it. The data were also compared with theoretical densities calculated within the FMD and the few-body models. In the case of $^{14}$Be, the calculated cross sections describe the experimental data well while, in the case of $^{12}$Be there are discrepancies in the region of high momentum transfer. Preliminary experimental results for the isotope $^8$B are also presented. An extended matter distribution was obtained (though much more compact as compared to the neutron halos). A proton halo structure was observed for the first time with the proton elastic scattering method. The deduced matter radius is $2.60pm 0.02pm 0.26$~fm. The data were compared with microscopic calculations in the frame of the FMD model and reasonable agreement was observed. The results obtained in the present analysis are in most cases consistent with the previous experimental studies of the same isotopes with different experimental methods (total interaction and reaction cross section measurements, momentum distribution measurements). For future investigation of the structure of exotic nuclei a universal detector system EXL is being developed. It will be installed at the NESR at the future FAIR facility where higher intensity beams of radioactive ions are expected. The usage of storage ring techniques provides high luminosity and low background experimental conditions. Results from the feasibility studies of the EXL detector setup, performed at the present ESR storage ring, are presented.
Resumo:
In the large maturity limit, we compute explicitly the Local Volatility surface for Heston, through Dupire’s formula, with Fourier pricing of the respective derivatives of the call price. Than we verify that the prices of European call options produced by the Heston model, concide with those given by the local volatility model where the Local Volatility is computed as said above.
Resumo:
Large-scale simulations and analytical theory have been combined to obtain the nonequilibrium velocity distribution, f(v), of randomly accelerated particles in suspension. The simulations are based on an event-driven algorithm, generalized to include friction. They reveal strongly anomalous but largely universal distributions, which are independent of volume fraction and collision processes, which suggests a one-particle model should capture all the essential features. We have formulated this one-particle model and solved it analytically in the limit of strong damping, where we find that f (v) decays as 1/v for multiple decades, eventually crossing over to a Gaussian decay for the largest velocities. Many particle simulations and numerical solution of the one-particle model agree for all values of the damping.
Resumo:
The generalized failure rate of a continuous random variable has demonstrable importance in operations management. If the valuation distribution of a product has an increasing generalized failure rate (that is, the distribution is IGFR), then the associated revenue function is unimodal, and when the generalized failure rate is strictly increasing, the global maximum is uniquely specified. The assumption that the distribution is IGFR is thus useful and frequently held in recent pricing, revenue, and supply chain management literature. This note contributes to the IGFR literature in several ways. First, it investigates the prevalence of the IGFR property for the left and right truncations of valuation distributions. Second, we extend the IGFR notion to discrete distributions and contrast it with the continuous distribution case. The note also addresses two errors in the previous IGFR literature. Finally, for future reference, we analyze all common (continuous and discrete) distributions for the prevalence of the IGFR property, and derive and tabulate their generalized failure rates.