914 resultados para Feynman-Kac formula Markov semigroups principal eigenvalue


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The eigenvalue densities of two random matrix ensembles, the Wigner Gaussian matrices and the Wishart covariant matrices, are decomposed in the contributions of each individual eigenvalue distribution. It is shown that the fluctuations of all eigenvalues, for medium matrix sizes, are described with a good precision by nearly normal distributions.

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We discuss the generalized eigenvalue problem for computing energies and matrix elements in lattice gauge theory, including effective theories such as HQET. It is analyzed how the extracted effective energies and matrix elements converge when the time separations are made large. This suggests a particularly efficient application of the method for which we can prove that corrections vanish asymptotically as exp(-(E(N+1) - E(n))t). The gap E(N+1) - E(n) can be made large by increasing the number N of interpolating fields in the correlation matrix. We also show how excited state matrix elements can be extracted such that contaminations from all other states disappear exponentially in time. As a demonstration we present numerical results for the extraction of ground state and excited B-meson masses and decay constants in static approximation and to order 1/m(b) in HQET.

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We present electron-microprobe and single-crystal X-ray-diffraction data for a microlite-group mineral with a formula near NaCaTa(2)O(6)F from the Morro Redondo mine, Coronel Murta, Minas Gerais, Brazil. On the basis of these data, the formula is A(Na(0.88)Ca(0.88)Pb(0.02)square(0.22))(Sigma 2.00) (B)(Ta(1.70)Nb(0.14)Si(0.12)As(0.04))(Sigma 2.00) (X)[(O(5.75)(OH)(0.25)](Sigma 6.00) (Y)(F(0.73)square(0.27))(Sigma 1.00). According to the new nomenclature for the pyrochlore-supergroup minerals, it is intermediate between fluornatromicrolite and "" fluorcalciomicrolite"". The crystal structure, F (d3) over barm, a = 10.4396(12) angstrom, has been refined to an R(1) value of 0.0258 (wR(2) = 0.0715) for 107 reflections (MoK alpha radiation). There is a scarcity of crystal-chemical data for pyrochlore-supergroup minerals in the literature. A compilation of these data is presented here.

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We discuss the estimation of the expected value of the quality-adjusted survival, based on multistate models. We generalize an earlier work, considering the sojourn times in health states are not identically distributed, for a given vector of covariates. Approaches based on semiparametric and parametric (exponential and Weibull distributions) methodologies are considered. A simulation study is conducted to evaluate the performance of the proposed estimator and the jackknife resampling method is used to estimate the variance of such estimator. An application to a real data set is also included.

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In this paper are given examples of tori T(2) embedded in R(3) with all their principal lines dense. These examples are obtained by stereographic projection of deformations of the Clifford torus in S(3). (C) 2008 Elsevier Masson SAS. All rights reserved.

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Using invariance by fixed-endpoints homotopies and a generalized notion of symplectic Cayley transform, we prove a product formula for the Conley-Zehnder index of continuous paths with arbitrary endpoints in the symplectic group. We discuss two applications of the formula, to the metaplectic group and to periodic solutions of Hamiltonian systems.

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In this work we show that the eigenvalues of the Dirichlet problem for the biharmonic operator are generically simple in the set Of Z(2)-symmetric regions of R-n, n >= 2, with a suitable topology. To accomplish this, we combine Baire`s lemma, a generalised version of the transversality theorem, due to Henry [Perturbation of the boundary in boundary value problems of PDEs, London Mathematical Society Lecture Note Series 318 (Cambridge University Press, 2005)], and the method of rapidly oscillating functions developed in [A. L. Pereira and M. C. Pereira, Mat. Contemp. 27 (2004) 225-241].

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We consider a continuous path of bounded symmetric Fredholm bilinear forms with arbitrary endpoints on a real Hilbert space, and we prove a formula that gives the spectral flow of the path in terms of the spectral flow of the restriction to a finite codimensional closed subspace. We also discuss the case of restrictions to a continuous path of finite codimensional closed subspaces. As an application of the formula, we introduce the notion of spectral flow for a periodic semi-Riemannian geodesic, and we compute its value in terms of the Maslov index. (C) 2010 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim

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We give a general matrix formula for computing the second-order skewness of maximum likelihood estimators. The formula was firstly presented in a tensorial version by Bowman and Shenton (1998). Our matrix formulation has numerical advantages, since it requires only simple operations on matrices and vectors. We apply the second-order skewness formula to a normal model with a generalized parametrization and to an ARMA model. (c) 2010 Elsevier B.V. All rights reserved.

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The Birnbaum-Saunders regression model is commonly used in reliability studies. We derive a simple matrix formula for second-order covariances of maximum-likelihood estimators in this class of models. The formula is quite suitable for computer implementation, since it involves only simple operations on matrices and vectors. Some simulation results show that the second-order covariances can be quite pronounced in small to moderate sample sizes. We also present empirical applications.

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One may construct, for any function on the integers, an irreducible module of level zero for affine sl(2) using the values of the function as structure constants. The modules constructed using exponential-polynomial functions realize the irreducible modules with finite-dimensional weight spaces in the category (O) over tilde of Chari. In this work, an expression for the formal character of such a module is derived using the highest weight theory of truncations of the loop algebra.

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This paper describes a chemotaxonomic analysis of a database of triterpenoid compounds from the Celastraceae family using principal component analysis (PCA). The numbers of occurrences of thirty types of triterpene skeleton in different tribes of the family were used as variables. The study shows that PCA applied to chemical data can contribute to an intrafamilial classification of Celastraceae, once some questionable taxa affinity was observed, from chemotaxonomic inferences about genera and they are in agreement with the phylogeny previously proposed. The inclusion of Hippocrateaceae within Celastraceae is supported by the triterpene chemistry.

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L’objet de la présente étude est le personnage principal dans l’oeuvre Le Fantôme de l’Opéra de Gaston Leroux. Le but de cette analyse littéraire est de mettre en évidence l'ambiguïté et la complexité psychologique et morale de ce personnage.L’analyse est basée sur les théories de Vincent Jouve à propos de la perception du personnage romanesque. Le résultat de l'analyse montre que l'ambiguïté du personnage principal peut être déduite de ce que Jouve appelle le « système de la sympathie » constitué de trois codes : le code narratif, le code affectif et le code culturel.

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Before signing electronic contracts, a rational agent should estimate the expected utilities of these contracts and calculate the violation risks related to them. In order to perform such pre-signing procedures, this agent has to be capable of computing a policy taking into account the norms and sanctions in the contracts. In relation to this, the contribution of this work is threefold. First, we present the Normative Markov Decision Process, an extension of the Markov Decision Process for explicitly representing norms. In order to illustrate the usage of our framework, we model an example in a simulated aerospace aftermarket. Second, we specify an algorithm for identifying the states of the process which characterize the violation of norms. Finally, we show how to compute policies with our framework and how to calculate the risk of violating the norms in the contracts by adopting a particular policy.