912 resultados para Asymptotic normality of sums


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A mixed boundary value problem associated with the diffusion equation, that involves the physical problem of cooling of an infinite parallel-sided composite slab, is solved completely by using the Wiener-Hopf technique. An analytical expression is derived for the sputtering temperature at the quench front being created by a cold fluid moving on the upper surface of the slab at a constant speed v. The dependence of the various configurational parameters of the problem under consideration, on the sputtering temperature, is rather complicated and representative tables of numerical values of this important physical quantity are prepared for certain typical values of these parameters. Asymptotic results in their most simplified forms are also obtained when (i) the ratio of the thicknesses of the two materials comprising the slab is very much smaller than unity, and (ii) the quench-front speed v is very large, keeping the other parameters fixed, in both the cases.

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Motivated by a problem from fluid mechanics, we consider a generalization of the standard curve shortening flow problem for a closed embedded plane curve such that the area enclosed by the curve is forced to decrease at a prescribed rate. Using formal asymptotic and numerical techniques, we derive possible extinction shapes as the curve contracts to a point, dependent on the rate of decreasing area; we find there is a wider class of extinction shapes than for standard curve shortening, for which initially simple closed curves are always asymptotically circular. We also provide numerical evidence that self-intersection is possible for non-convex initial conditions, distinguishing between pinch-off and coalescence of the curve interior.

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In this paper, an overview of some recent numerical simulations of stationary crack tip fields in elastic-plastic solids is presented. First, asymptotic analyses carried out within the framework of 2D plane strain or plane stress conditions in both pressure insensitive and pressure sensitive plastic solids are reviewed. This is followed by discussion of salient results obtained from recent computational studies. These pertain to 3D characteristics of elastic-plastic near-front fields under mixed mode loading, mechanics of fracture and simulation of near-tip shear banding process of amorphous alloys and influence of crack tip constraint on the structure of near-tip fields in ductile single crystals. These results serve to illustrate several important features associated with stress and strain distributions near the crack tip and provide the foundation for understanding the operative failure mechanisms. The paper concludes by highlighting some of the future prospects for this field of study.

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Adopting a social constructionist framework, the authors conducted a synthetic discourse analysis to explore how people living in Australia with deafness construct their experience of deafness. An online forum facilitated access and communication between the lead author and 24 widely dispersed and linguistically diverse forum contributors. The authors discuss the productive and restrictive effects of the emergent discourse of deafness as abnormal and the rhetorical strategies mobilized in people’s accounts: fitting in, acceptance as permission to be different, and the need to prove normality. Using these strategies was productive in that the forum respondents were enabled to reposition deafness as a positive, socially valued identity position. However, the need to manage deafness was reproduced as an individual concern, disallowing any exploration of how deafness could be reconstructed as socially valued. The article concludes with a discussion of the implications of the deafness as abnormal discourse.

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Using asymptotics, the coupled wavenumbers in an infinite fluid-filled flexible cylindrical shell vibrating in the beam mode (viz. circumferential wave order n = 1) are studied. Initially, the uncoupled wavenumbers of the acoustic fluid and the cylindrical shell structure are discussed. Simple closed form expressions for the structural wavenumbers (longitudinal, torsional and bending) are derived using asymptotic methods for low- and high-frequencies. It is found that at low frequencies the cylinder in the beam mode behaves like a Timoshenko beam. Next, the coupled dispersion equation of the system is rewritten in the form of the uncoupled dispersion equation of the structure and the acoustic fluid, with an added fluid-loading term involving a parameter mu due to the coupling. An asymptotic expansion involving mu is substituted in this equation. Analytical expressions are derived for the coupled wavenumbers (as modifications to the uncoupled wavenumbers) separately for low- and high-frequency ranges and further, within each frequency range, for large and small values of mu. Only the flexural wavenumber, the first rigid duct acoustic cut-on wavenumber and the first pressure-release acoustic cut-on wavenumber are considered. The general trend found is that for small mu, the coupled wavenumbers are close to the in vacuo structural wavenumber and the wavenumbers of the rigid-acoustic duct. With increasing mu, the perturbations increase, until the coupled wavenumbers are better identified as perturbations to the pressure-release wavenumbers. The systematic derivation for the separate cases of small and large mu gives more insight into the physics and helps to continuously track the wavenumber solutions as the fluid-loading parameter is varied from small to large values. Also, it is found that at any frequency where two wavenumbers intersect in the uncoupled analysis, there is no more an intersection in the coupled case, but a gap is created at that frequency. This method of asymptotics is simple to implement using a symbolic computation package (like Maple). (C) 2008 Elsevier Ltd. All rights reserved.

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The coupled wavenumbers of a fluid-filled flexible cylindrical shell vibrating in the axisymmetric mode are studied. The coupled dispersion equation of the system is rewritten in the form of the uncoupled dispersion equation of the structure and the acoustic fluid, with an added fluid-loading term involving a parameter e due to the coupling. Using the smallness of Poisson's ratio (v), a double-asymptotic expansion involving e and v 2 is substituted in this equation. Analytical expressions are derived for the coupled wavenumbers (for large and small values of E). Different asymptotic expansions are used for different frequency ranges with continuous transitions occurring between them. The wavenumber solutions are continuously tracked as e varies from small to large values. A general trend observed is that a given wavenumber branch transits from a rigidwalled solution to a pressure-release solution with increasing E. Also, it is found that at any frequency where two wavenumbers intersect in the uncoupled analysis, there is no more an intersection in the coupled case, but a gap is created at that frequency. Only the axisymmetric mode is considered. However, the method can be extended to the higher order modes.

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Barrierless chemical reactions have often been modeled as a Brownian motion on a one-dimensional harmonic potential energy surface with a position-dependent reaction sink or window located near the minimum of the surface. This simple (but highly successful) description leads to a nonexponential survival probability only at small to intermediate times but exponential decay in the long-time limit. However, in several reactive events involving proteins and glasses, the reactions are found to exhibit a strongly nonexponential (power law) decay kinetics even in the long time. In order to address such reactions, here, we introduce a model of barrierless chemical reaction where the motion along the reaction coordinate sustains dispersive diffusion. A complete analytical solution of the model can be obtained only in the frequency domain, but an asymptotic solution is obtained in the limit of long time. In this case, the asymptotic long-time decay of the survival probability is a power law of the Mittag−Leffler functional form. When the barrier height is increased, the decay of the survival probability still remains nonexponential, in contrast to the ordinary Brownian motion case where the rate is given by the Smoluchowski limit of the well-known Kramers' expression. Interestingly, the reaction under dispersive diffusion is shown to exhibit strong dependence on the initial state of the system, thus predicting a strong dependence on the excitation wavelength for photoisomerization reactions in a dispersive medium. The theory also predicts a fractional viscosity dependence of the rate, which is often observed in the reactions occurring in complex environments.

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We study a fixed-point formalization of the well-known analysis of Bianchi. We provide a significant simplification and generalization of the analysis. In this more general framework, the fixed-point solution and performance measures resulting from it are studied. Uniqueness of the fixed point is established. Simple and general throughput formulas are provided. It is shown that the throughput of any flow will be bounded by the one with the smallest transmission rate. The aggregate throughput is bounded by the reciprocal of the harmonic mean of the transmission rates. In an asymptotic regime with a large number of nodes, explicit formulas for the collision probability, the aggregate attempt rate, and the aggregate throughput are provided. The results from the analysis are compared with ns2 simulations and also with an exact Markov model of the backoff process. It is shown how the saturated network analysis can be used to obtain TCP transfer throughputs in some cases.

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The aim of this paper is to provide a Bayesian formulation of the so-called magnitude-based inference approach to quantifying and interpreting effects, and in a case study example provide accurate probabilistic statements that correspond to the intended magnitude-based inferences. The model is described in the context of a published small-scale athlete study which employed a magnitude-based inference approach to compare the effect of two altitude training regimens (live high-train low (LHTL), and intermittent hypoxic exposure (IHE)) on running performance and blood measurements of elite triathletes. The posterior distributions, and corresponding point and interval estimates, for the parameters and associated effects and comparisons of interest, were estimated using Markov chain Monte Carlo simulations. The Bayesian analysis was shown to provide more direct probabilistic comparisons of treatments and able to identify small effects of interest. The approach avoided asymptotic assumptions and overcame issues such as multiple testing. Bayesian analysis of unscaled effects showed a probability of 0.96 that LHTL yields a substantially greater increase in hemoglobin mass than IHE, a 0.93 probability of a substantially greater improvement in running economy and a greater than 0.96 probability that both IHE and LHTL yield a substantially greater improvement in maximum blood lactate concentration compared to a Placebo. The conclusions are consistent with those obtained using a ‘magnitude-based inference’ approach that has been promoted in the field. The paper demonstrates that a fully Bayesian analysis is a simple and effective way of analysing small effects, providing a rich set of results that are straightforward to interpret in terms of probabilistic statements.

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In this paper, new results and insights are derived for the performance of multiple-input, single-output systems with beamforming at the transmitter, when the channel state information is quantized and sent to the transmitter over a noisy feedback channel. It is assumed that there exists a per-antenna power constraint at the transmitter, hence, the equal gain transmission (EGT) beamforming vector is quantized and sent from the receiver to the transmitter. The loss in received signal-to-noise ratio (SNR) relative to perfect beamforming is analytically characterized, and it is shown that at high rates, the overall distortion can be expressed as the sum of the quantization-induced distortion and the channel error-induced distortion, and that the asymptotic performance depends on the error-rate behavior of the noisy feedback channel as the number of codepoints gets large. The optimum density of codepoints (also known as the point density) that minimizes the overall distortion subject to a boundedness constraint is shown to be the same as the point density for a noiseless feedback channel, i.e., the uniform density. The binary symmetric channel with random index assignment is a special case of the analysis, and it is shown that as the number of quantized bits gets large the distortion approaches the same as that obtained with random beamforming. The accuracy of the theoretical expressions obtained are verified through Monte Carlo simulations.

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The critical behavior of osmotic susceptibility in an aqueous electrolyte mixture 1-propanol (1P)+water (W)+potassium chloride is reported. This mixture exhibits re-entrant phase transitions and has a nearly parabolic critical line with its apex representing a double critical point (DCP). The behavior of the susceptibility exponent is deduced from static light-scattering measurements, on approaching the lower critical solution temperatures (TL’s) along different experimental paths (by varying t) in the one-phase region. The light-scattering data analysis substantiates the existence of a nonmonotonic crossover behavior of the susceptibility exponent in this mixture. For the TL far away from the DCP, the effective susceptibility exponent γeff as a function of t displays a nonmonotonic crossover from its single limit three-dimensional (3D)-Ising value ( ∼ 1.24) toward its mean-field value with increase in t. While for that closest to the DCP, γeff displays a sharp, nonmonotonic crossover from its nearly doubled 3D-Ising value toward its nearly doubled mean-field value with increase in t. The renormalized Ising regime extends over a relatively larger t range for the TL closest to the DCP, and a trend toward shrinkage in the renormalized Ising regime is observed as TL shifts away from the DCP. Nevertheless, the crossover to the mean-field limit extends well beyond t>10−2 for the TL’s studied. The observed crossover behavior is attributed to the presence of strong ion-induced clustering in this mixture, as revealed by various structure probing techniques. As far as the critical behavior in complex or associating mixtures with special critical points (like the DCP) is concerned, our results indicate that the influence of the DCP on the critical behavior must be taken into account not only on the renormalization of the critical exponent but also on the range of the Ising regime, which can shrink with decrease in the influence of the DCP and with the extent of structuring in the system. The utility of the field variable tUL in analyzing re-entrant phase transitions is demonstrated. The effective susceptibility exponent as a function of tUL displays a nonmonotonic crossover from its asymptotic 3D-Ising value toward a value slightly lower than its nonasymptotic mean-field value of 1. This behavior in the nonasymptotic, high tUL region is interpreted in terms of the possibility of a nonmonotonic crossover to the mean-field value from lower values, as foreseen earlier in micellar systems.

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The stability of scheduled multiaccess communication with random coding and independent decoding of messages is investigated. The number of messages that may be scheduled for simultaneous transmission is limited to a given maximum value, and the channels from transmitters to receiver are quasistatic, flat, and have independent fades. Requests for message transmissions are assumed to arrive according to an i.i.d. arrival process. Then, we show the following: (1) in the limit of large message alphabet size, the stability region has an interference limited information-theoretic capacity interpretation, (2) state-independent scheduling policies achieve this asymptotic stability region, and (3) in the asymptotic limit corresponding to immediate access, the stability region for non-idling scheduling policies is shown to be identical irrespective of received signal powers.

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A study has been made of the problem of steady, one-dimensional, laminar flame propagation in premixed gases, with the Lewis number differing from (and equal to) unity. Analytical solutions, using the method of matched asymptotic expansions, have been obtained for large activation energies. Numerical solutions have been obtained for a wide range of the reduced activation temperature parameter (n {geometrically equal to} E/RTb), and the Lewis number δ. The studies reveal that the flame speed eigenvalue is linear in Lewis number for first order and quadratic in Lewis number for second order reactions. For a quick determination of flame speeds, with reasonable accuracy, a simple rule, expressing the flame speed eigenvalue as a function of the Lewis number and the centroid of the reaction rate function, is proposed. Comparisons have been made with some of the earlier works, for both first and second order reactions.

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It is shown that a sufficient condition for the asymptotic stability-in-the-large of an autonomous system containing a linear part with transfer function G(jω) and a non-linearity belonging to a class of power-law non-linearities with slope restriction [0, K] in cascade in a negative feedback loop is ReZ(jω)[G(jω) + 1 K] ≥ 0 for all ω where the multiplier is given by, Z(jω) = 1 + αjω + Y(jω) - Y(-jω) with a real, y(t) = 0 for t < 0 and ∫ 0 ∞ |y(t)|dt < 1 2c2, c2 being a constant associated with the class of non-linearity. Any allowable multiplier can be converted to the above form and this form leads to lesser restrictions on the parameters in many cases. Criteria for the case of odd monotonic non-linearities and of linear gains are obtained as limiting cases of the criterion developed. A striking feature of the present result is that in the linear case it reduces to the necessary and sufficient conditions corresponding to the Nyquist criterion. An inequality of the type |R(T) - R(- T)| ≤ 2c2R(0) where R(T) is the input-output cross-correlation function of the non-linearity, is used in deriving the results.

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The likelihood ratio test of cointegration rank is the most widely used test for cointegration. Many studies have shown that its finite sample distribution is not well approximated by the limiting distribution. The article introduces and evaluates by Monte Carlo simulation experiments bootstrap and fast double bootstrap (FDB) algorithms for the likelihood ratio test. It finds that the performance of the bootstrap test is very good. The more sophisticated FDB produces a further improvement in cases where the performance of the asymptotic test is very unsatisfactory and the ordinary bootstrap does not work as well as it might. Furthermore, the Monte Carlo simulations provide a number of guidelines on when the bootstrap and FDB tests can be expected to work well. Finally, the tests are applied to US interest rates and international stock prices series. It is found that the asymptotic test tends to overestimate the cointegration rank, while the bootstrap and FDB tests choose the correct cointegration rank.