912 resultados para Stable distributions
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This paper deals with the classes S-3(omega, beta, b) of strong distribution functions defined on the interval [beta(2)/b, b], 0 < beta < b <= infinity, where 2 omega epsilon Z. The classification is such that the distribution function psi epsilon S-3(omega, beta, b) has a (reciprocal) symmetry, depending on omega, about the point beta. We consider properties of the L-orthogonal polynomials associated with psi epsilon S-3(omega, beta, b). Through linear combination of these polynomials we relate them to the L-orthogonal polynomials associated with some omega epsilon S-3(1/2, beta, b). (c) 2004 Elsevier B.V. All rights reserved.
Analytical and Monte Carlo approaches to evaluate probability distributions of interruption duration
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Regulatory authorities in many countries, in order to maintain an acceptable balance between appropriate customer service qualities and costs, are introducing a performance-based regulation. These regulations impose penalties-and, in some cases, rewards-that introduce a component of financial risk to an electric power utility due to the uncertainty associated with preserving a specific level of system reliability. In Brazil, for instance, one of the reliability indices receiving special attention by the utilities is the maximum continuous interruption duration (MCID) per customer.This parameter is responsible for the majority of penalties in many electric distribution utilities. This paper describes analytical and Monte Carlo simulation approaches to evaluate probability distributions of interruption duration indices. More emphasis will be given to the development of an analytical method to assess the probability distribution associated with the parameter MCID and the correspond ng penalties. Case studies on a simple distribution network and on a real Brazilian distribution system are presented and discussed.
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In this article we show that for corank 1, quasi-homogeneous and finitely determined map germs f : (C-n, 0)-> (C-3, 0), n >= 3 one can obtain formulae for the polar multiplicities defined on the following stable types of f, f(Delta(f) and f(Sigma(n-2,1)(f), in terms of the weights and degrees of f. As a consequence we show how to compute the Euler obstruction of such stable types, also in terms of the weights and degrees of f.
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Five minute-averaged values of sky clearness, direct and diffuse indices, were used to model the frequency distributions of these variables in terms of optical air mass. From more than four years of solar radiation observations it was found that variations in the frequency distributions of the three indices of optical air mass for Botucatu, Brazil, are similar to those in other places, as published in the literature. The proposed models were obtained by linear combination of normalized Beta probability functions, using the observed distributions derived from three years of data. The versatility of these functions allows modelling of all three irradiance indexes to similar levels of accuracy. A comparison with the observed distributions obtained from one year of observations indicate that the models are able to reproduce the observed frequency distributions of all three indices at the 95% confidence level.
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Eighteen collections of red-coloured Audouinella from Central Mexico and southeastern Brazil detected three species. The most common species, A. eugenea, is characterized by macroscopic thalli, the erect system consisting of filaments with cylindrical cells, undifferentiated into proximal and distal parts, and relatively large monosporangia (greater than or equal to 12.0 mum long). Spermatangia. and possible propagules were observed in some Mexican populations. This is the third Audouinella species observed to have gametangia and the first member of the Acrochaetiales with putative propagules. The second species, from Central Mexico, was characterized by the following features: macroscopic thalli, the erect system differentiated into proximal parts with cylindrical cells, unbranched or rarely branched, and distal parts with barrel-shaped cells, abundantly branched to form dense fascicles, with alternate or dichotomous branching, some at right-angles to the axis, and relatively large monosporangia (greater than or equal to 12.0 mum long). The morphologically distinct proximal and distal portions of the erect system, the latter forming dense fascicles, was a consistent character so far unknown in Audouinella; thus, we propose a new species, A. huastecana sp. nov. The third species is a microscopic epiphyte, A. meiospora, with a well-developed prostrate system composed of creeping and loosely aggregated filaments, and a short homogeneous erect system (less than or equal to 15 cells) of filaments with cylindrical or barrel-shaped cells and small monosporangia (less than or equal to 13.0 mum long). A. eugenea and A. meiospora are characterized for the first time from the Southern and Northern Hemispheres, respectively, both occurring mostly in areas of tropical or subtropical rainforests. A. meiospora is reported from new macroalgal hosts. A. eugenea and A. huastecana tended to occur in warm, alkaline waters with a high ion content that were moderate to fast flowing, whereas A. meiospora was not associated with particular habitats.
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Power-law distributions have been observed in various economical and physical systems. Levy flights have infinite variance which discourage a physical approach. We introduce a class of stochastic processes, the gradually truncated Levy flight in which large steps of a Levy flight are gradually eliminated. It has finite variance and the system can be analyzed in a closed form. We applied the present method to explain the distribution of a particular economical index. The present method can be applied to describe time series in a variety of fields, i.e. turbulent flow, anomalous diffusion, polymers, etc. (C) 1999 Elsevier B.V. B.V. All rights reserved.
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Linear mixed effects models are frequently used to analyse longitudinal data, due to their flexibility in modelling the covariance structure between and within observations. Further, it is easy to deal with unbalanced data, either with respect to the number of observations per subject or per time period, and with varying time intervals between observations. In most applications of mixed models to biological sciences, a normal distribution is assumed both for the random effects and for the residuals. This, however, makes inferences vulnerable to the presence of outliers. Here, linear mixed models employing thick-tailed distributions for robust inferences in longitudinal data analysis are described. Specific distributions discussed include the Student-t, the slash and the contaminated normal. A Bayesian framework is adopted, and the Gibbs sampler and the Metropolis-Hastings algorithms are used to carry out the posterior analyses. An example with data on orthodontic distance growth in children is discussed to illustrate the methodology. Analyses based on either the Student-t distribution or on the usual Gaussian assumption are contrasted. The thick-tailed distributions provide an appealing robust alternative to the Gaussian process for modelling distributions of the random effects and of residuals in linear mixed models, and the MCMC implementation allows the computations to be performed in a flexible manner.
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The stable oxygen and carbon isotopic composition of caliche in fluvial and supratidal rocks of the Abo Formation (Permian), south-central New Mexico, is controlled by palecoclimate and depositional environment. Fluvial caliche consists of low-Mg calcite nodules and vertically oriented tubules that display stage II texture. Micrite matrix support, brecciation, ooids/pisoliths, aveolar-septal texture, and peloids are common in the fluvial caliche and, along with red color and slickensides in the host shale, indicate pedogenesis in a well-oxidized vadose zone. In contrast, periodic waterlogging of the supratidal paleosols, probably due to high water table, is indicated by drab colors, carbonaceous flecks, horizontal rhizoliths, and the paucity of vadose textures in the stage II caliche nodules.Stable oxygen isotopes are similar in the fluvial and supratidal caliches and range from 21.6 to 30.5 parts per thousand (SMOW). The data exhibit a crude bimodality and delta-O-18 enrichment with a decrease in age (higher in the section). Consideration of these data in the context of delta-temperature relations suggests that 1) surface waters responsible for caliche formation increased in delta-O-18 (from roughly -8 to + 1 parts per thousand) over the 18 m.y. time interval that separated the lowest stratigraphic nodule horizon from the highest, 2) the increasing delta-O-18 values also reflect a warming trend (approximately 15-degrees to nearly 30-degrees-C) in the mean monthly temperature over this same time period, with perhaps an associated increase in Permian ocean temperatures, and 3) the significant variation in delta-O-18 from oldest to youngest caliche was probably enhanced by the amount effect, such that as the temperature increased, the amount of precipitation decreased, resulting in high delta-O-18 values.Caliches in the Abo are enriched in heavy carbon (-7.2 to -1.5 part per thousand PDB) compared to that of soil carbonate derived exclusively from C3 plants (-12 part per thousand PDB), and the supratidal caliches contain somewhat heavier carbon compared to the fluvial caliche. The delta-C-13 values for both environments increase with a decrease in caliche age. These results indicate that as the temperature increased and rainfall decreased with time, the level of C3 plant productivity apparently declined, allowing a greater influx of atmospheric CO2 into the soil. This can only occur when soil respiration rates are quite low or at very shallow depths (less than 10 cm), or both. Atmospheric CO2 seems to have invaded the supratidal soils to a somewhat greater extent than the fluvial soils.
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Operator bases are discussed in connection with the construction of phase space representatives of operators in finite-dimensional spaces, and their properties are presented. It is also shown how these operator bases allow for the construction of a finite harmonic oscillator-like coherent state. Creation and annihilation operators for the Fock finite-dimensional space are discussed and their expressions in terms of the operator bases are explicitly written. The relevant finite-dimensional probability distributions are obtained and their limiting behavior for an infinite-dimensional space are calculated which agree with the well known results. (C) 1996 Academic Press, Inc.
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Some polynomials and interpolatory quadrature rules associated with strong Stieltjes distributions are considered, especially when the distributions satisfy a Certain symmetric property. (C) 1995 Academic Press, Inc.
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In this paper a modified chalcogenide glass was studied by X-ray powder diffraction, differential thermal analysis, infrared and Raman scattering spectroscopies. The study of this new matrix opens new perspectives to fabricate Pr3+-doped fibers to operate as an optical amplifier in the 1.3 mum telecommunications window. The Pr3+-doped 70Ga(2)S(3)-30La(2)S(3) glass was modified through the substitution of La2S3 by La2O3, which improves the thermal stability of these glasses without any modification of phonon energy. The possibility to pull a fiber from this glass system without any devitrification is easily achieved.
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Tin-polymetallic greisen-type deposits in the Itu Rapakivi Province and Rondonia Tin Province, Brazil are associated with late-stage rapakivi fluorine-rich peraluminous alkali-feldspar granites. These granites contain topaz and/or muscovite or zinnwaldite and have geochemical characteristics comparable to the low-P sub-type topaz-bearing granites. Stockworks and veins are common in Oriente Novo (Rondonia Tin Province) and Correas (Itu Rapakivi Province) deposits, but in the Santa Barbara deposit (Rondonia Tin Province) a preserved cupola with associated bed-like greisen is predominant. The contrasting mineralization styles reflect different depths of formation, spatial relationship to tin granites, and different wall rock/fluid proportions. The deposits contain a similar rare-metal suite that includes Sri (+/-W, +/-Ta, +/-Nb), and base-metal suite (Zn-Cu-Pb) is present only in Correas deposit. The early fluid inclusions of the Correas and Oriente Novo deposits are (1) low to moderate-salinity (0-19 wt.% NaCl eq.) CO2-bearing aqueous fluids homogenizing at 245-450 degreesC, and (2) aqueous solutions with low CO2, low to moderate salinity (0-14 wt.% NaCl eq.), which homogenize between 100 and 340 T. In the Santa Barbara deposit, the early inclusions are represented by (1) low-salinity (5-12 wt.% NaCl eq.) aqueous fluids with variable CO2 contents, homogenizing at 340 to 390 T, and (2) low-salinity (0-3 wt.% NaCl eq.) aqueous fluid inclusions, which homogenize at 320380 degreesC. Cassiterite, wolframite, columbite-tantalite, scheelite, and sulfide assemblages accompany these fluids. The late fluid in the Oriente Novo and Correas deposit was a low-salinity (0-6 wt.% NaCl eq.) CO2-free aqueous solution, which homogenizes at (100-260 degreesC) and characterizes the sulfide fluorite-sericite association in the Correas deposit. The late fluid in the Santa Barbara deposit has lower salinity (0-3 wt.% NaCl eq.) and characterizes the late-barren-quartz, muscovite and kaolinite veins. Oxygen isotope thermometry coupled with fluid inclusion data suggest hydrothermal activity at 240-450 degreesC, and 1,0-2.6 kbar fluid pressure at Correas and Oriente Novo. The hydrogen isotope composition of breccia-greisen, stockwork, and vein fluids (delta(18)O quartz from 9.9parts per thousand to 10.9parts per thousand, deltaDH(2)O from 4.13parts per thousand to 6.95parts per thousand) is consistent with a fluid that was in equilibrium with granite at temperatures from 450 to 240 degreesC. In the Santa Barbara deposit, the inferred temperatures for quartz-pods and bed-like greisens are much higher (570 and 500 degreesC, respectively), and that for the cassiterite-quartz-veins is 415 degreesC. The oxygen and hydrogen isotope composition of greisen and quartz-pods fluids (delta(18)O(qtz-H2O)=5.5-6.1parts per thousand) indicate that the fluid equilibrated with the albite granite, consistent with a magmatic origin. The values for mica (delta(18)O(mica-H2O)=33-9.8parts per thousand) suggest mixing with meteoric water. Late muscovite veins (delta(18)O(qtz-H2O)=-6.4parts per thousand) and late quartz (delta(18)O(mica-H2O)=-3.8parts per thousand) indicate involvement of a meteoric fluid. Overall, the stable isotope and fluid inclusion data imply three fluid types: (1) an early orthomagmatic fluid, which equilibrated with granite; (2) a mixed orthomagmatic-meteoric fluid; and (3) a late hydrothermal meteoric fluid. The first two were responsible for cassiterite, wolframite, and minor coluChange in the redox conditions related to mixing-of magmatic and meteoric fluids favored important sulfide mineralization in the Correas deposit. (C) 2004 Elsevier B.V. All rights reserved.
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Multifractal analysis is now increasingly used to characterize soil properties as it may provide more information than a single fractal model. During the building of a large reservoir on the Parana River (Brazil), a highly weathered soil profile was excavated to a depth between 5 and 8 m. Excavation resulted in an abandoned area with saprolite materials and, in this area, an experimental field was established to assess the effectiveness of different soil rehabilitation treatments. The experimental design consisted of randomized blocks. The aim of this work was to characterize particle-size distributions of the saprolite material and use the information obtained to assess between-block variability. Particle-size distributions of the experimental plots were characterized by multifractal techniques. Ninety-six soil samples were analyzed routinely for particle-size distribution by laser diffractometry in a range of scales, varying from 0.390 to 2000 mu m. Six different textural classes (USDA) were identified with a clay content ranging from 16.9% to 58.4%. Multifractal models described reasonably well the scaling properties of particle-size distributions of the saprolite material. This material exhibits a high entropy dimension, D-1. Parameters derived from the left side (q > 0) of the f(alpha) spectra, D-1, the correlation dimension (D-2) and the range (alpha(0)-alpha(q+)), as well as the total width of the spectra (alpha(max) - alpha(min)) all showed dependence on the clay content. Sand, silt and clay contents were significantly different among treatments as a consequence of soil intrinsic variability. The D, and the Holder exponent of order zero, alpha(0), were not significantly different between treatments; in contrast, D-2 and several fractal attributes describing the width of the f(alpha) spectra were significantly different between treatments. The only parameter showing significant differences between sampling depths was (alpha(0) - alpha(q+)). Scale independent fractal attributes may be useful for characterizing intrinsic particle-size distribution variability. (c) 2006 Elsevier B.V. All rights reserved.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)