320 resultados para TAILS
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Mode of access: Internet.
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At head of title: La construction privée à la fin du XIXe siècle.
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Mode of access: Internet.
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We present a novel method, called the transform likelihood ratio (TLR) method, for estimation of rare event probabilities with heavy-tailed distributions. Via a simple transformation ( change of variables) technique the TLR method reduces the original rare event probability estimation with heavy tail distributions to an equivalent one with light tail distributions. Once this transformation has been established we estimate the rare event probability via importance sampling, using the classical exponential change of measure or the standard likelihood ratio change of measure. In the latter case the importance sampling distribution is chosen from the same parametric family as the transformed distribution. We estimate the optimal parameter vector of the importance sampling distribution using the cross-entropy method. We prove the polynomial complexity of the TLR method for certain heavy-tailed models and demonstrate numerically its high efficiency for various heavy-tailed models previously thought to be intractable. We also show that the TLR method can be viewed as a universal tool in the sense that not only it provides a unified view for heavy-tailed simulation but also can be efficiently used in simulation with light-tailed distributions. We present extensive simulation results which support the efficiency of the TLR method.
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We consider the problem of estimating P(Yi + (...) + Y-n > x) by importance sampling when the Yi are i.i.d. and heavy-tailed. The idea is to exploit the cross-entropy method as a toot for choosing good parameters in the importance sampling distribution; in doing so, we use the asymptotic description that given P(Y-1 + (...) + Y-n > x), n - 1 of the Yi have distribution F and one the conditional distribution of Y given Y > x. We show in some specific parametric examples (Pareto and Weibull) how this leads to precise answers which, as demonstrated numerically, are close to being variance minimal within the parametric class under consideration. Related problems for M/G/l and GI/G/l queues are also discussed.
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The estimation of P(S-n > u) by simulation, where S, is the sum of independent. identically distributed random varibles Y-1,..., Y-n, is of importance in many applications. We propose two simulation estimators based upon the identity P(S-n > u) = nP(S, > u, M-n = Y-n), where M-n = max(Y-1,..., Y-n). One estimator uses importance sampling (for Y-n only), and the other uses conditional Monte Carlo conditioning upon Y1,..., Yn-1. Properties of the relative error of the estimators are derived and a numerical study given in terms of the M/G/1 queue in which n is replaced by an independent geometric random variable N. The conclusion is that the new estimators compare extremely favorably with previous ones. In particular, the conditional Monte Carlo estimator is the first heavy-tailed example of an estimator with bounded relative error. Further improvements are obtained in the random-N case, by incorporating control variates and stratification techniques into the new estimation procedures.
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Studies of spatial summation often use sinusoidal gratings with blurred edges. When the envelope is elongated (i) along the grating stripes and (ii) at right angles to the grating stripes, we refer to the stimuli as skunk-tails and tiger-tails respectively. Previous work [Polat & Tyler, 1999; Vision Research, 39, 887-895.] has found that sensitivity to skunk-tails is greater than for tiger-tails, but there have been several failures to replicate this result within a subset of the conditions. To address this we measured detection thresholds for skunk-tails, tiger-tails and squares of grating with sides matched to the lengths of the tails. For foveal viewing, we found a contrast sensitivity advantage in the order of 2 dB for skunk-tails over tiger-tails, but only for horizontal gratings. For vertical gratings, sensitivity was very similar for both tail-types. When the stimuli were presented parafoveally (upper right visual field), a small advantage was found for skunk-tails over tiger-tails at both orientations, and spatial summation slopes were close to that of the ideal observer. We did not replicate the findings of Polat & Tyler, but our results are consistent with (i) those of Foley et al. [Foley, J. M., Varadharajan, S., Koh, C. C., & Farias, C. Q. (2007) Vision Research, 47, 85-107.] who used only vertical gratings and (ii) those from modelfest, where only horizontal gratings were used. The small effect of tail-type here suggests an anisotropy in the underlying physiology. © 2007 Elsevier Ltd. All rights reserved.
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2010 Mathematics Subject Classification: 62F10, 62F12.
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Black hole's response to external perturbations will carry significant information about these exotic objects. Its response, shortly after the initial `kick', is known to be ruled by the damped oscillation of the perturbating eld, called quasinormal modes(QNMs), followed by the tails of decay and is the characteristic of the background black hole spacetime. In the last three decades, several shortcomings came out in the Einstein's General Theory of Relativity(GTR). Such issues come, especially, from observational cosmology and quantum eld theory. In the rst case, for example, the observed accelerated expansion of the universe and the hypothesized mysterious dark energy still lack a satisfactory explanation. Secondly, GTR is a classical theory which does not work as a fundamental theory, when one wants to achieve a full quantum description of gravity. Due to these facts modi cation to GTR or alternative theories for gravity have been considered. Two potential approaches towards these problems are the quintessence model for dark energy and Ho rava-Lifshitz(HL) gravity. Quintessence is a dynamical model of dark energy which is often realized by scalar eld mechanism. HL gravity is the recently proposed theory of gravity, which is renormalizable in power counting arguments. The two models are considered as a potential candidate in explaining these issues.
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Este trabalho investiga a variabilidade do Sistema de Monções da América do Sul (SMAS) sobre o Brasil com particular interesse na região do cerrado brasileiro. O início, final e total de precipitação durante as monções de verão são examinados utilizando estimativas de precipitação por satélite (pêntadas) do Global Precipitation Climatology Project (GPCP) entre 1979-2004. Analogamente, as características do regime de monção simuladas pelo modelo climático global acoplado MIROC (Model for interdisciplinary Research on Climate) do IPCC (Intergovernmental Panel for Climate Change) são examinadas em dois cenários distintos: o clima do século XX (1981-2000) e o clima em uma condição com o dobro da concentração atual de CO2 (2xCO2) na atmosfera (2061-2080). Mostra-se que a variabilidade espacial do início da monção de verão sobre o cerrado na simulação do clima do século XX pelo MIROC corresponde bem às observações. Além disso, há indicação de uma mudança das caudas da distribuição sazonal da precipitação no Cerrado para um cenário com 2xCO2, comparativamente com o clima presente. Este resultado sugere uma mudança na probabilidade de ocorrência de eventos extremos (secos ou úmidos) em um cenário com 2xCO2 sobre o cerrado, o que de acordo com o MIROC, indica uma maior exposição da região às conseqüências de possíveis mudanças climáticas resultantes do aumento de gases de efeito estufa.
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We use multiwavelength data (H I, FUV, NUV, R) to search for evidence of star formation in the intragroup medium of the Hickson Compact Group 100. We find that young star-forming regions are located in the intergalactic H I clouds of the compact group which extend to over 130 kpc away from the main galaxies. A tidal dwarf galaxy (TDG) candidate is located in the densest region of the H I tail, 61 kpc from the brightest group member and its age is estimated to be only 3.3 Myr. Fifteen other intragroup H II regions and TDG candidates are detected in the Galaxy Evolution Explorer (GALEX) FUV image and within a field 10' x 10' encompassing the H I tail. They have ages <200 Myr, H I masses of 10(9.2-10.4) M(circle dot), 0.001
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Context. Compact groups of galaxies are entities that have high densities of galaxies and serve as laboratories to study galaxy interactions, intergalactic star formation and galaxy evolution. Aims. The main goal of this study is to search for young objects in the intragroup medium of seven compact groups of galaxies: HCG 2, 7, 22, 23, 92, 100 and NGC 92 as well as to evaluate the stage of interaction of each group. Methods. We used Fabry-Perot velocity fields and rotation curves together with GALEX NUV and FUV images and optical R-band and HI maps. Results. (i) HCG 7 and HCG 23 are in early stages of interaction; (ii) HCG 2 and HCG 22 are mildly interacting; and (iii) HCG 92, HCG 100 and NGC 92 are in late stages of evolution. We find that all three evolved groups contain populations of young blue objects in the intragroup medium, consistent with ages < 100 Myr, of which several are younger than < 10 Myr. We also report the discovery of a tidal dwarf galaxy candidate in the tail of NGC 92. These three groups, besides containing galaxies that have peculiar velocity fields, also show extended HI tails. Conclusions. Our results indicate that the advanced stage of evolution of a group, together with the presence of intragroup HI clouds, may lead to star formation in the intragroup medium. A table containing all intergalactic HII regions and tidal dwarf galaxies confirmed to date is appended.
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We study evolution of gravitational perturbations of black strings. It is well known that for all wave numbers less than some threshold value, the black string is unstable against the scalar type of gravitational perturbations, which is named the Gregory-Laflamme instability. Using numerical methods, we find the quasinormal modes and time-domain profiles of the black string perturbations in the stable sector and also show the appearance of the Gregory-Laflamme instability in the time domain. The dependence of the black string quasinormal spectrum and late-time tails on such parameters as the wave vector and the number of extra dimensions is discussed. There is numerical evidence that at the threshold point of instability, the static solution of the wave equation is dominant. For wave numbers slightly larger than the threshold value, in the region of stability, we see tiny oscillations with very small damping rate. While, for wave numbers slightly smaller than the threshold value, in the region of the Gregory-Laflamme instability, we observe tiny oscillations with very small growth rate. We also find the level crossing of imaginary part of quasinormal modes between the fundamental mode and the first overtone mode, which accounts for the peculiar time domain profiles.
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We consider a Random Walk in Random Environment (RWRE) moving in an i.i.d. random field of obstacles. When the particle hits an obstacle, it disappears with a positive probability. We obtain quenched and annealed bounds on the tails of the survival time in the general d-dimensional case. We then consider a simplified one-dimensional model (where transition probabilities and obstacles are independent and the RWRE only moves to neighbour sites), and obtain finer results for the tail of the survival time. In addition, we study also the ""mixed"" probability measures (quenched with respect to the obstacles and annealed with respect to the transition probabilities and vice-versa) and give results for tails of the survival time with respect to these probability measures. Further, we apply the same methods to obtain bounds for the tails of hitting times of Branching Random Walks in Random Environment (BRWRE).
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The surfaces of non-geniculate coralline algae (NCA) are known to induce the settlement and metamorphosis of disparate marine taxa. In this study we investigate the responsiveness of larvae of Herdmania curvata (Ascidiacea: Stolidobranchia) to three species of NCA (Neo-goniolithon brassica-florida, Hydrolithon onkodes, and Lithothamnium prolifer) that cohabit the slope and crest of Heron Reef, Great Barrier Reef. H. curvata larvae were first exposed to these NCA at or within 2 h of hatching, which is 1 to 2 h prior to attaining competence, and then cultured continuously with the NCA for 12 to 14 h. Rates of settlement and metamorphosis of H, curvata cultured in laboratory chambers in the presence of the different NCA were significantly lower than spontaneous rates in seawater. The limited settlement in treatments containing NCA were confined entirely to the chamber periphery, and settlement never occurred on the surface of the NCA. The inhibitory effect was dose-dependent and was stronger in H. brassica-florida and H. onkodes than in L. prolifer. Larvae that did not settle in treatments with NCA had rounded anterior trunks and, in extreme cases, kinked tails with rounded and dissociated tail muscle cells. In some individuals, we observed the anterior chemosensory papillae being sloughed off the larval body. Morphological analysis of trunk ectodermal and mesenchymal nuclei of larvae cultured in the presence of the NCA revealed that general necrotic cell death was occurring. Importantly, H. curvata larvae that were exposed to NCA could not subsequently be induced to metamorphose in KCl-elevated seawater, whereas larvae not exposed to NCA metamorphosed at high rates in KCl-elevated seawater.