Polinómios de Appell multidimensionais e sua representação matricial

Nesta dissertação é apresentada uma abordagem a polinómios de Appell multidimensionais dando-se especial relevância à estrutura da sua função geradora. Esta estrutura, conjugada com uma escolha adequada de ordenação dos monómios que figuram nos polinómios, confere um carácter unificador à abordagem e possibilita uma representação matricial de polinómios de Appell por meio de matrizes particionadas em blocos. Tais matrizes são construídas a partir de uma matriz de estrutura simples, designada matriz de criação, subdiagonal e cujas entradas não nulas são os sucessivos números naturais. A exponencial desta matriz é a conhecida matriz de Pascal, triangular inferior, onde figuram os números binomiais que fazem parte integrante dos coeficientes dos polinómios de Appell. Finalmente, aplica-se a abordagem apresentada a polinómios de Appell definidos no contexto da Análise de Clifford.

Asymptotic Approximations in the Near-Integrated Model with a Non-Zero Initial Condition

This paper considers various asymptotic approximations in the near-integrated firstorder autoregressive model with a non-zero initial condition. We first extend the work of Knight and Satchell (1993), who considered the random walk case with a zero initial condition, to derive the expansion of the relevant joint moment generating function in this more general framework. We also consider, as alternative approximations, the stochastic expansion of Phillips (1987c) and the continuous time approximation of Perron (1991). We assess how these alternative methods provide or not an adequate approximation to the finite-sample distribution of the least-squares estimator in a first-order autoregressive model. The results show that, when the initial condition is non-zero, Perron's (1991) continuous time approximation performs very well while the others only offer improvements when the initial condition is zero.

Closure of the Monte Carlo dynamical equation in the spherical Sherrington-Kirkpatrick model

We study the analytical solution of the Monte Carlo dynamics in the spherical Sherrington-Kirkpatrick model using the technique of the generating function. Explicit solutions for one-time observables (like the energy) and two-time observables (like the correlation and response function) are obtained. We show that the crucial quantity which governs the dynamics is the acceptance rate. At zero temperature, an adiabatic approximation reveals that the relaxational behavior of the model corresponds to that of a single harmonic oscillator with an effective renormalized mass.

Analysis of Some Stochastic Inventory Models with Pooling/ Retrial of Customers

In this thesis we have presented several inventory models of utility. Of these inventory with retrial of unsatisfied demands and inventory with postponed work are quite recently introduced concepts, the latt~~ being introduced for the first time. Inventory with service time is relatively new with a handful of research work reported. The di lficuity encoLlntered in inventory with service, unlike the queueing process, is that even the simplest case needs a 2-dimensional process for its description. Only in certain specific cases we can introduce generating function • to solve for the system state distribution. However numerical procedures can be developed for solving these problem.

Lecture notes

Lecture notes in LaTex

Exercise sheet 2 pdf

Exercises and solutions in PDF

Exercise sheet 2

Exercises and solutions in LaTex

Lecture notes pdf

Lecture notes in PDF

Asymptotic expansions for Taylor coefficients of the composition of two functions

We give an asymptotic expansion for the Taylor coe±cients of L(P(z)) where L(z) is analytic in the open unit disc whose Taylor coe±cients vary `smoothly' and P(z) is a probability generating function. We show how this result applies to a variety of problems, amongst them obtaining the asymptotics of Bernoulli transforms and weighted renewal sequences.

Generalized beta generated distributions

This article introduces generalized beta-generated (GBG) distributions. Sub-models include all classical beta-generated, Kumaraswamy-generated and exponentiated distributions. They are maximum entropy distributions under three intuitive conditions, which show that the classical beta generator skewness parameters only control tail entropy and an additional shape parameter is needed to add entropy to the centre of the parent distribution. This parameter controls skewness without necessarily differentiating tail weights. The GBG class also has tractable properties: we present various expansions for moments, generating function and quantiles. The model parameters are estimated by maximum likelihood and the usefulness of the new class is illustrated by means of some real data sets.

Performance analysis of AF cooperative systems with HPA nonlinearity in semi-blind relays

In this paper, dual-hop amplify-and-forward (AF) cooperative systems in the presence of high-power amplifier (HPA) nonlinearity at semi-blind relays, are investigated. Based on the modified AF cooperative system model taking into account the HPA nonlinearity, the expression for the output signal-to-noise ratio (SNR) at the destination node is derived, where the interference due to both the AF relaying mechanism and the HPA nonlinearity is characterized. The performance of the AF cooperative system under study is evaluated in terms of average symbol error probability (SEP), which is derived using the moment-generating function (MGF) approach, considering transmissions over Nakagami-m fading channels. Numerical results are provided and show the effects of some system parameters, such as the HPA parameters, numbers of relays, quadrature amplitude modulation (QAM) order, Nakagami parameters, on performance.

Two-way CSI-assisted AF relaying with HPA nonlinearity

In this paper, we investigate half-duplex two-way dual-hop channel state information (CSI)-assisted amplify-and-forward (AF) relaying in the presence of high-power amplifier (HPA) nonlinearity at relays. The expression for the end-to-end signal-to-noise ratio (SNR) is derived as per the modified system model by taking into account the interference caused by relaying scheme and HPA nonlinearity. The system performance of the considered relaying network is evaluated in terms of average symbol error probability (SEP) in Nakagami-$m$ fading channels, by making use of the moment-generating function (MGF) approach. Numerical results are provided and show the effects of several parameters, such as quadrature amplitude modulation (QAM) order, number of relays, HPA parameters, and Nakagami parameter, on performance.

A unified view on lifetime distributions arising from selection mechanisms

In this paper, we formulate a flexible density function from the selection mechanism viewpoint (see, for example, Bayarri and DeGroot (1992) and Arellano-Valle et al. (2006)) which possesses nice biological and physical interpretations. The new density function contains as special cases many models that have been proposed recently in the literature. In constructing this model, we assume that the number of competing causes of the event of interest has a general discrete distribution characterized by its probability generating function. This function has an important role in the selection procedure as well as in computing the conditional personal cure rate. Finally, we illustrate how various models can be deduced as special cases of the proposed model. (C) 2011 Elsevier B.V. All rights reserved.

On the unification of long-term survival models

In this paper we extend the long-term survival model proposed by Chen et al. [Chen, M.-H., Ibrahim, J.G., Sinha, D., 1999. A new Bayesian model for survival data with a surviving fraction. journal of the American Statistical Association 94, 909-919] via the generating function of a real sequence introduced by Feller [Feller, W., 1968. An Introduction to Probability Theory and its Applications, third ed., vol. 1, Wiley, New York]. A direct consequence of this new formulation is the unification of the long-term survival models proposed by Berkson and Gage [Berkson, J., Gage, R.P., 1952. Survival cure for cancer patients following treatment. journal of the American Statistical Association 47, 501-515] and Chen et al. (see citation above). Also, we show that the long-term survival function formulated in this paper satisfies the proportional hazards property if, and only if, the number of competing causes related to the occurrence of an event of interest follows a Poisson distribution. Furthermore, a more flexible model than the one proposed by Yin and Ibrahim [Yin, G., Ibrahim, J.G., 2005. Cure rate models: A unified approach. The Canadian journal of Statistics 33, 559-570] is introduced and, motivated by Feller`s results, a very useful competing index is defined. (c) 2008 Elsevier B.V. All rights reserved.

Field on Poincare Group and Quantum Description of Orientable Objects

We propose an approach to the quantum-mechanical description of relativistic orientable objects. It generalizes Wigner`s ideas concerning the treatment of nonrelativistic orientable objects (in particular, a nonrelativistic rotator) with the help of two reference frames (space-fixed and body-fixed). A technical realization of this generalization (for instance, in 3+1 dimensions) amounts to introducing wave functions that depend on elements of the Poincar, group G. A complete set of transformations that test the symmetries of an orientable object and of the embedding space belongs to the group I =GxG. All such transformations can be studied by considering a generalized regular representation of G in the space of scalar functions on the group, f(x,z), that depend on the Minkowski space points xaG/Spin(3,1) as well as on the orientation variables given by the elements z of a matrix ZaSpin(3,1). In particular, the field f(x,z) is a generating function of the usual spin-tensor multi-component fields. In the theory under consideration, there are four different types of spinors, and an orientable object is characterized by ten quantum numbers. We study the corresponding relativistic wave equations and their symmetry properties.