994 resultados para Generalized Lévy Process


Relevância:

30.00% 30.00%

Publicador:

Resumo:

The generalization of the quasi mode theory of macroscopic quantization in quantum optics and cavity QED presented in the previous paper, is applied to provide a fully quantum theoretic derivation of the laws of reflection and refraction at a boundary. The quasi mode picture of this process involves the annihilation of a photon travelling in the incident region quasi mode, and the subsequent creation of a photon in either the incident region or transmitted region quasi modes. The derivation of the laws of reflection and refraction is achieved through the dual application of the quasi mode theory and a quantum scattering theory based on the Heisenberg picture. Formal expressions from scattering theory are given for the reflection and transmission coefficients. The behaviour of the intensity for a localized one photon wave packet coming in at time minus infinity from the incident direction is examined and it is shown that at time plus infinity, the light intensity is only significant where the classical laws of reflection and refraction predict. The occurrence of both refraction and reflection is dependent upon the quasi mode theory coupling constants between incident and transmitted region quasi modes being nonzero, and it is seen that the contributions to such coupling constants come from the overlap of the mode functions in the boundary layer region, as might be expected from a microscopic theory.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Estatística e Gestão de Informação

Relevância:

30.00% 30.00%

Publicador:

Resumo:

In this paper, a new class of generalized backward doubly stochastic differential equations is investigated. This class involves an integral with respect to an adapted continuous increasing process. A probabilistic representation for viscosity solutions of semi-linear stochastic partial differential equations with a Neumann boundary condition is given.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

In this paper I explore the issue of nonlinearity (both in the datageneration process and in the functional form that establishes therelationship between the parameters and the data) regarding the poorperformance of the Generalized Method of Moments (GMM) in small samples.To this purpose I build a sequence of models starting with a simple linearmodel and enlarging it progressively until I approximate a standard (nonlinear)neoclassical growth model. I then use simulation techniques to find the smallsample distribution of the GMM estimators in each of the models.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

[spa] Se presenta el operador OWA generalizado inducido (IGOWA). Es un nuevo operador de agregación que generaliza al operador OWA a través de utilizar las principales características de dos operadores muy conocidos como son el operador OWA generalizado y el operador OWA inducido. Entonces, este operador utiliza medias generalizadas y variables de ordenación inducidas en el proceso de reordenación. Con esta formulación, se obtiene una amplia gama de operadores de agregación que incluye a todos los casos particulares de los operadores IOWA y GOWA, y otros casos particulares. A continuación, se realiza una generalización mayor al operador IGOWA a través de utilizar medias cuasi-aritméticas. Finalmente, también se desarrolla un ejemplo numérico del nuevo modelo en un problema de toma de decisiones financieras.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

In this paper we analyze the time of ruin in a risk process with the interclaim times being Erlang(n) distributed and a constant dividend barrier. We obtain an integro-differential equation for the Laplace Transform of the time of ruin. Explicit solutions for the moments of the time of ruin are presented when the individual claim amounts have a distribution with rational Laplace transform. Finally, some numerical results and a compare son with the classical risk model, with interclaim times following an exponential distribution, are given.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

[spa] Se presenta el operador OWA generalizado inducido (IGOWA). Es un nuevo operador de agregación que generaliza al operador OWA a través de utilizar las principales características de dos operadores muy conocidos como son el operador OWA generalizado y el operador OWA inducido. Entonces, este operador utiliza medias generalizadas y variables de ordenación inducidas en el proceso de reordenación. Con esta formulación, se obtiene una amplia gama de operadores de agregación que incluye a todos los casos particulares de los operadores IOWA y GOWA, y otros casos particulares. A continuación, se realiza una generalización mayor al operador IGOWA a través de utilizar medias cuasi-aritméticas. Finalmente, también se desarrolla un ejemplo numérico del nuevo modelo en un problema de toma de decisiones financieras.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

In this paper we analyze the time of ruin in a risk process with the interclaim times being Erlang(n) distributed and a constant dividend barrier. We obtain an integro-differential equation for the Laplace Transform of the time of ruin. Explicit solutions for the moments of the time of ruin are presented when the individual claim amounts have a distribution with rational Laplace transform. Finally, some numerical results and a compare son with the classical risk model, with interclaim times following an exponential distribution, are given.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

The accumulation of aqueous pollutants is becoming a global problem. The search for suitable methods and/or combinations of water treatment processes is a task that can slow down and stop the process of water pollution. In this work, the method of wet oxidation was considered as an appropriate technique for the elimination of the impurities present in paper mill process waters. It has been shown that, when combined with traditional wastewater treatment processes, wet oxidation offers many advantages. The combination of coagulation and wet oxidation offers a new opportunity for the improvement of the quality of wastewater designated for discharge or recycling. First of all, the utilization of coagulated sludge via wet oxidation provides a conditioning process for the sludge, i.e. dewatering, which is rather difficult to carry out with untreated waste. Secondly, Fe2(SO4)3, which is employed earlier as a coagulant, transforms the conventional wet oxidation process into a catalytic one. The use of coagulation as the post-treatment for wet oxidation can offer the possibility of the brown hue that usually accompanies the partial oxidation to be reduced. As a result, the supernatant is less colored and also contains a rather low amount of Fe ions to beconsidered for recycling inside mills. The thickened part that consists of metal ions is then recycled back to the wet oxidation system. It was also observed that wet oxidation is favorable for the degradation of pitch substances (LWEs) and lignin that are present in the process waters of paper mills. Rather low operating temperatures are needed for wet oxidation in order to destruct LWEs. The oxidation in the alkaline media provides not only the faster elimination of pitch and lignin but also significantly improves the biodegradable characteristics of wastewater that contains lignin and pitch substances. During the course of the kinetic studies, a model, which can predict the enhancements of the biodegradability of wastewater, was elaborated. The model includes lumped concentrations suchas the chemical oxygen demand and biochemical oxygen demand and reflects a generalized reaction network of oxidative transformations. Later developments incorporated a new lump, the immediately available biochemical oxygen demand, which increased the fidelity of the predictions made by the model. Since changes in biodegradability occur simultaneously with the destruction of LWEs, an attempt was made to combine these two facts for modeling purposes.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

A rigorous unit operation model is developed for vapor membrane separation. The new model is able to describe temperature, pressure, and concentration dependent permeation as wellreal fluid effects in vapor and gas separation with hydrocarbon selective rubbery polymeric membranes. The permeation through the membrane is described by a separate treatment of sorption and diffusion within the membrane. The chemical engineering thermodynamics is used to describe the equilibrium sorption of vapors and gases in rubbery membranes with equation of state models for polymeric systems. Also a new modification of the UNIFAC model is proposed for this purpose. Various thermodynamic models are extensively compared in order to verify the models' ability to predict and correlate experimental vapor-liquid equilibrium data. The penetrant transport through the selective layer of the membrane is described with the generalized Maxwell-Stefan equations, which are able to account for thebulk flux contribution as well as the diffusive coupling effect. A method is described to compute and correlate binary penetrant¿membrane diffusion coefficients from the experimental permeability coefficients at different temperatures and pressures. A fluid flow model for spiral-wound modules is derived from the conservation equation of mass, momentum, and energy. The conservation equations are presented in a discretized form by using the control volume approach. A combination of the permeation model and the fluid flow model yields the desired rigorous model for vapor membrane separation. The model is implemented into an inhouse process simulator and so vapor membrane separation may be evaluated as an integralpart of a process flowsheet.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

We present the induced generalized ordered weighted averaging (IGOWA) operator. It is a new aggregation operator that generalizes the OWA operator by using the main characteristics of two well known aggregation operators: the generalized OWA and the induced OWA operator. Then, this operator uses generalized means and order inducing variables in the reordering process. With this formulation, we get a wide range of aggregation operators that include all the particular cases of the IOWA and the GOWA operator, and a lot of other cases such as the induced ordered weighted geometric (IOWG) operator and the induced ordered weighted quadratic averaging (IOWQA) operator. We further generalize the IGOWA operator by using quasi-arithmetic means. The result is the Quasi-IOWA operator. Finally, we also develop a numerical example of the new approach in a financial decision making problem.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Most motor bodily injury (BI) claims are settled by negotiation, with fewer than 5% of cases going to court. A well-defined negotiation strategy is thus very useful for insurance companies. In this paper we assume that the monetary compensation awarded in court is the upper amount to be offered by the insurer in the negotiation process. Using a real database, a log-linear model is implemented to estimate the maximal offer. Non-spherical disturbances are detected. Correlation occurs when various claims are settled in the same judicial verdict. Group wise heteroscedasticity is due to the influence of the forensic valuation on the final compensation amount. An alternative approximation based on generalized inference theory is applied to estimate confidence intervals on variance components, since classical interval estimates may be unreliable for datasets with unbalanced structures.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

The objective of this thesis work is to develop and study the Differential Evolution Algorithm for multi-objective optimization with constraints. Differential Evolution is an evolutionary algorithm that has gained in popularity because of its simplicity and good observed performance. Multi-objective evolutionary algorithms have become popular since they are able to produce a set of compromise solutions during the search process to approximate the Pareto-optimal front. The starting point for this thesis was an idea how Differential Evolution, with simple changes, could be extended for optimization with multiple constraints and objectives. This approach is implemented, experimentally studied, and further developed in the work. Development and study concentrates on the multi-objective optimization aspect. The main outcomes of the work are versions of a method called Generalized Differential Evolution. The versions aim to improve the performance of the method in multi-objective optimization. A diversity preservation technique that is effective and efficient compared to previous diversity preservation techniques is developed. The thesis also studies the influence of control parameters of Differential Evolution in multi-objective optimization. Proposals for initial control parameter value selection are given. Overall, the work contributes to the diversity preservation of solutions in multi-objective optimization.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

On présente une nouvelle approche de simulation pour la fonction de densité conjointe du surplus avant la ruine et du déficit au moment de la ruine, pour des modèles de risque déterminés par des subordinateurs de Lévy. Cette approche s'inspire de la décomposition "Ladder height" pour la probabilité de ruine dans le Modèle Classique. Ce modèle, déterminé par un processus de Poisson composé, est un cas particulier du modèle plus général déterminé par un subordinateur, pour lequel la décomposition "Ladder height" de la probabilité de ruine s'applique aussi. La Fonction de Pénalité Escomptée, encore appelée Fonction Gerber-Shiu (Fonction GS), a apporté une approche unificatrice dans l'étude des quantités liées à l'événement de la ruine été introduite. La probabilité de ruine et la fonction de densité conjointe du surplus avant la ruine et du déficit au moment de la ruine sont des cas particuliers de la Fonction GS. On retrouve, dans la littérature, des expressions pour exprimer ces deux quantités, mais elles sont difficilement exploitables de par leurs formes de séries infinies de convolutions sans formes analytiques fermées. Cependant, puisqu'elles sont dérivées de la Fonction GS, les expressions pour les deux quantités partagent une certaine ressemblance qui nous permet de nous inspirer de la décomposition "Ladder height" de la probabilité de ruine pour dériver une approche de simulation pour cette fonction de densité conjointe. On présente une introduction détaillée des modèles de risque que nous étudions dans ce mémoire et pour lesquels il est possible de réaliser la simulation. Afin de motiver ce travail, on introduit brièvement le vaste domaine des mesures de risque, afin d'en calculer quelques unes pour ces modèles de risque. Ce travail contribue à une meilleure compréhension du comportement des modèles de risques déterminés par des subordinateurs face à l'éventualité de la ruine, puisqu'il apporte un point de vue numérique absent de la littérature.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Generalized honeycomb torus is a candidate for interconnection network architectures, which includes honeycomb torus, honeycomb rectangular torus, and honeycomb parallelogramic torus as special cases. Existence of Hamiltonian cycle is a basic requirement for interconnection networks since it helps map a "token ring" parallel algorithm onto the associated network in an efficient way. Cho and Hsu [Inform. Process. Lett. 86 (4) (2003) 185-190] speculated that every generalized honeycomb torus is Hamiltonian. In this paper, we have proved this conjecture. (C) 2004 Elsevier B.V. All rights reserved.