921 resultados para Conditional moments


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We consider a single server queue with the interarrival times and the service times forming a regenerative sequence. This traffic class includes the standard models: lid, periodic, Markov modulated (e.g., BMAP model of Lucantoni [18]) and their superpositions. This class also includes the recently proposed traffic models in high speed networks, exhibiting long range dependence. Under minimal conditions we obtain the rates of convergence to stationary distributions, finiteness of stationary moments, various functional limit theorems and the continuity of stationary distributions and moments. We use the continuity results to obtain approximations for stationary distributions and moments of an MMPP/GI/1 queue where the modulating chain has a countable state space. We extend all our results to feedforward networks where the external arrivals to each queue can be regenerative. In the end we show that the output process of a leaky bucket is regenerative if the input process is and hence our results extend to a queue with arrivals controlled by a leaky bucket.

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The floating-zone method with different growth ambiences has been used to selectively obtain hexagonal or orthorhombic DyMnO3 single crystals. The crystals were characterized by x-ray powder diffraction of ground specimens and a structure refinement as well as electron diffraction. We report magnetic susceptibility, magnetization and specific heat studies of this multiferroic compound in both the hexagonal and the orthorhombic structure. The hexagonal DyMnO3 shows magnetic ordering of Mn3+ (S = 2) spins on a triangular Mn lattice at T-N(Mn) = 57 K characterized by a cusp in the specific heat. This transition is not apparent in the magnetic susceptibility due to the frustration on the Mn triangular lattice and the dominating paramagnetic susceptibility of the Dy3+ (S = 9/2) spins. At T-N(Dy) = 3 K, a partial antiferromagnetic order of Dy moments has been observed. In comparison, the magnetic data for orthorhombic DyMnO3 display three transitions. The data broadly agree with results from earlier neutron diffraction experiments, which allows for the following assignment: a transition from an incommensurate antiferromagnetic ordering of Mn3+ spins at T-N(Mn) = 39 K, a lock-in transition at Tlock-in = 16 K and a second antiferromagnetic transition at T-N(Dy) = 5 K due to the ordering of Dy moments. Both the hexagonal and the orthorhombic crystals show magnetic anisotropy and complex magnetic properties due to 4f-4f and 4f-3d couplings.

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The floating-zone method with different growth ambiences has been used to selectively obtain hexagonal or orthorhombic DyMnO3 single crystals. The crystals were characterized by x-ray powder diffraction of ground specimens and a structure refinement as well as electron diffraction. We report magnetic susceptibility, magnetization and specific heat studies of this multiferroic compound in both the hexagonal and the orthorhombic structure. The hexagonal DyMnO3 shows magnetic ordering of Mn3+ (S = 2) spins on a triangular Mn lattice at T-N(Mn) = 57 K characterized by a cusp in the specific heat. This transition is not apparent in the magnetic susceptibility due to the frustration on the Mn triangular lattice and the dominating paramagnetic susceptibility of the Dy3+ (S = 9/2) spins. At T-N(Dy) = 3 K, a partial antiferromagnetic order of Dy moments has been observed. In comparison, the magnetic data for orthorhombic DyMnO3 display three transitions. The data broadly agree with results from earlier neutron diffraction experiments, which allows for the following assignment: a transition from an incommensurate antiferromagnetic ordering of Mn3+ spins at T-N(Mn) = 39 K, a lock-in transition at Tlock-in = 16 K and a second antiferromagnetic transition at T-N(Dy) = 5 K due to the ordering of Dy moments. Both the hexagonal and the orthorhombic crystals show magnetic anisotropy and complex magnetic properties due to 4f-4f and 4f-3d couplings.

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In this paper free vibration characteristics of a centrally kinked cantilever beam of unit mass carrying masses at the kink (m(k)) and at the tip (m(t)) are analyzed. Frequency factors are presented for the first two modes for different combinations of m(k),m(t) and the kink angle delta. A relationship of the form f(m(k),m(t), delta) = m(k) + m(t)(4 + 10/3 cos delta+ 2/3 cos(2) delta)=const appears to give the same fundamental frequency for a given delta and different combinations of [m(k), m(t)]. Mode shapes as well as bending moments at the support and at the kink are also discussed. The utility of a discrete beam model in understanding the free vibration characteristics is also highlighted.

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Let a and s denote the inter arrival times and service times in a GI/GI/1 queue. Let a (n), s (n) be the r.v.s, with distributions as the estimated distributions of a and s from iid samples of a and s of sizes n. Let w be a r.v. with the stationary distribution lr of the waiting times of the queue with input (a, s). We consider the problem of estimating E [w~], tx > 0 and 7r via simulations when (a (n), s (n)) are used as input. Conditions for the accuracy of the asymptotic estimate, continuity of the asymptotic variance and uniformity in the rate of convergence to the estimate are obtained. We also obtain rates of convergence for sample moments, the empirical process and the quantile process for the regenerative processes. Robust estimates are also obtained when an outlier contaminated sample of a and s is provided. In the process we obtain consistency, continuity and asymptotic normality of M-estimators for stationary sequences. Some robustness results for Markov processes are included.

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Lifted turbulent jet diffusion flame is simulated using Conditional Moment Closure (CMC). Specifically, the burner configuration of Cabra et al. [R. Cabra, T. Myhrvold, J.Y. Chen. R.W. Dibble, A.N. Karpetis, R.S. Barlow, Proc. Combust. Inst. 29 (2002) 1881-1887] is chosen to investigate H-2/N-2 jet flame supported by a vitiated coflow of products of lean H-2/air combustion. A 2D, axisymmetric flow-model fully coupled with the scalar fields, is employed. A detailed chemical kinetic scheme is included, and first order CIVIC is applied. Simulations are carried out for different jet velocities and coflow temperatures (T-c) The predicted liftoff generally agrees with experimental data, as well as joint-PDF results. Profiles of mean scalar fluxes in the mixture fraction space, for T-c = 1025 and 1080 K reveal that (1) Inside the flame zone, the chemical term balances the molecular diffusion term, and hence the Structure is of a diffusion flamelet for both cases. (2) In the pre-flame zone, the structure depends on the coflow temperature: for the 1025 K case, the chemical term being small, the advective term balances the axial turbulent diffusion term. However, for the 1080 K case. the chemical term is large and balances the advective term, the axial turbulent diffusion term being small. It is concluded that, lift-off is controlled (a) by turbulent premixed flame propagation for low coflow temperature while (b) by autoignition for high coflow temperature. (C) 2009 The Combustion Institute. Published by Elsevier Inc. All rights reserved.

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Ship seakeeping operability refers to the quantification of motion performance in waves relative to mission requirements. This is used to make decisions about preferred vessel designs, but it can also be used as comprehensive assessment of the benefits of ship-motion-control systems. Traditionally, operability computation aggregates statistics of motion computed over over the envelope of likely environmental conditions in order to determine a coefficient in the range from 0 to 1 called operability. When used for assessment of motion-control systems, the increase of operability is taken as the key performance indicator. The operability coefficient is often given the interpretation of the percentage of time operable. This paper considers an alternative probabilistic approach to this traditional computation of operability. It characterises operability not as a number to which a frequency interpretation is attached, but as a hypothesis that a vessel will attain the desired performance in one mission considering the envelope of likely operational conditions. This enables the use of Bayesian theory to compute the probability of that this hypothesis is true conditional on data from simulations. Thus, the metric considered is the probability of operability. This formulation not only adheres to recent developments in reliability and risk analysis, but also allows incorporating into the analysis more accurate descriptions of ship-motion-control systems since the analysis is not limited to linear ship responses in the frequency domain. The paper also discusses an extension of the approach to the case of assessment of increased levels of autonomy for unmanned marine craft.

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Cooperation among unrelated individuals is an enduring evolutionary riddle and a number of possible solutions have been suggested. Most of these suggestions attempt to refine cooperative strategies, while little attention is given to the fact that novel defection strategies can also evolve in the population. Especially in the presence of punishment to the defectors and public knowledge of strategies employed by the players, a defecting strategy that avoids getting punished by selectively cooperating only with the punishers can get a selective benefit over non-conditional defectors. Furthermore, if punishment ensures cooperation from such discriminating defectors, defectors who punish other defectors can evolve as well. We show that such discriminating and punishing defectors can evolve in the population by natural selection in a Prisoner’s Dilemma game scenario, even if discrimination is a costly act. These refined defection strategies destabilize unconditional defectors. They themselves are, however, unstable in the population. Discriminating defectors give selective benefit to the punishers in the presence of non-punishers by cooperating with them and defecting with others. However, since these players also defect with other discriminators they suffer fitness loss in the pure population. Among the punishers, punishing cooperators always benefit in contrast to the punishing defectors, as the latter not only defect with other punishing defectors but also punish them and get punished. As a consequence of both these scenarios, punishing cooperators get stabilized in the population. We thus show ironically that refined defection strategies stabilize cooperation. Furthermore, cooperation stabilized by such defectors can work under a wide range of initial conditions and is robust to mistakes.

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Developing accurate and reliable crop detection algorithms is an important step for harvesting automation in horticulture. This paper presents a novel approach to visual detection of highly-occluded fruits. We use a conditional random field (CRF) on multi-spectral image data (colour and Near-Infrared Reflectance, NIR) to model two classes: crop and background. To describe these two classes, we explore a range of visual-texture features including local binary pattern, histogram of oriented gradients, and learn auto-encoder features. The pro-posed methods are evaluated using hand-labelled images from a dataset captured on a commercial capsicum farm. Experimental results are presented, and performance is evaluated in terms of the Area Under the Curve (AUC) of the precision-recall curves.Our current results achieve a maximum performance of 0.81AUC when combining all of the texture features in conjunction with colour information.

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Doppler weather radars with fast scanning rates must estimate spectral moments based on a small number of echo samples. This paper concerns the estimation of mean Doppler velocity in a coherent radar using a short complex time series. Specific results are presented based on 16 samples. A wide range of signal-to-noise ratios are considered, and attention is given to ease of implementation. It is shown that FFT estimators fare poorly in low SNR and/or high spectrum-width situations. Several variants of a vector pulse-pair processor are postulated and an algorithm is developed for the resolution of phase angle ambiguity. This processor is found to be better than conventional processors at very low SNR values. A feasible approximation to the maximum entropy estimator is derived as well as a technique utilizing the maximization of the periodogram. It is found that a vector pulse-pair processor operating with four lags for clear air observation and a single lag (pulse-pair mode) for storm observation may be a good way to estimate Doppler velocities over the entire gamut of weather phenomena.

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The contemporary methodology for growth models of organisms is based on continuous trajectories and thus it hinders us from modelling stepwise growth in crustacean populations. Growth models for fish are normally assumed to follow a continuous function, but a different type of model is needed for crustacean growth. Crustaceans must moult in order for them to grow. The growth of crustaceans is a discontinuous process due to the periodical shedding of the exoskeleton in moulting. The stepwise growth of crustaceans through the moulting process makes the growth estimation more complex. Stochastic approaches can be used to model discontinuous growth or what are commonly known as "jumps" (Figure 1). However, in stochastic growth model we need to ensure that the stochastic growth model results in only positive jumps. In view of this, we will introduce a subordinator that is a special case of a Levy process. A subordinator is a non-decreasing Levy process, that will assist in modelling crustacean growth for better understanding of the individual variability and stochasticity in moulting periods and increments. We develop the estimation methods for parameter estimation and illustrate them with the help of a dataset from laboratory experiments. The motivational dataset is from the ornate rock lobster, Panulirus ornatus, which can be found between Australia and Papua New Guinea. Due to the presence of sex effects on the growth (Munday et al., 2004), we estimate the growth parameters separately for each sex. Since all hard parts are shed too often, the exact age determination of a lobster can be challenging. However, the growth parameters for the aforementioned moult processes from tank data being able to estimate through: (i) inter-moult periods, and (ii) moult increment. We will attempt to derive a joint density, which is made up of two functions: one for moult increments and the other for time intervals between moults. We claim these functions are conditionally independent given pre-moult length and the inter-moult periods. The variables moult increments and inter-moult periods are said to be independent because of the Markov property or conditional probability. Hence, the parameters in each function can be estimated separately. Subsequently, we integrate both of the functions through a Monte Carlo method. We can therefore obtain a population mean for crustacean growth (e. g. red curve in Figure 1). [GRAPHICS]

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Objective To discuss generalized estimating equations as an extension of generalized linear models by commenting on the paper of Ziegler and Vens "Generalized Estimating Equations. Notes on the Choice of the Working Correlation Matrix". Methods Inviting an international group of experts to comment on this paper. Results Several perspectives have been taken by the discussants. Econometricians have established parallels to the generalized method of moments (GMM). Statisticians discussed model assumptions and the aspect of missing data Applied statisticians; commented on practical aspects in data analysis. Conclusions In general, careful modeling correlation is encouraged when considering estimation efficiency and other implications, and a comparison of choosing instruments in GMM and generalized estimating equations, (GEE) would be worthwhile. Some theoretical drawbacks of GEE need to be further addressed and require careful analysis of data This particularly applies to the situation when data are missing at random.

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The 2008 US election has been heralded as the first presidential election of the social media era, but took place at a time when social media were still in a state of comparative infancy; so much so that the most important platform was not Facebook or Twitter, but the purpose-built campaign site my.barackobama.com, which became the central vehicle for the most successful electoral fundraising campaign in American history. By 2012, the social media landscape had changed: Facebook and, to a somewhat lesser extent, Twitter are now well-established as the leading social media platforms in the United States, and were used extensively by the campaign organisations of both candidates. As third-party spaces controlled by independent commercial entities, however, their use necessarily differs from that of home-grown, party-controlled sites: from the point of view of the platform itself, a @BarackObama or @MittRomney is technically no different from any other account, except for the very high follower count and an exceptional volume of @mentions. In spite of the significant social media experience which Democrat and Republican campaign strategists had already accumulated during the 2008 campaign, therefore, the translation of such experience to the use of Facebook and Twitter in their 2012 incarnations still required a substantial amount of new work, experimentation, and evaluation. This chapter examines the Twitter strategies of the leading accounts operated by both campaign headquarters: the ‘personal’ candidate accounts @BarackObama and @MittRomney as well as @JoeBiden and @PaulRyanVP, and the campaign accounts @Obama2012 and @TeamRomney. Drawing on datasets which capture all tweets from and at these accounts during the final months of the campaign (from early September 2012 to the immediate aftermath of the election night), we reconstruct the campaigns’ approaches to using Twitter for electioneering from the quantitative and qualitative patterns of their activities, and explore the resonance which these accounts have found with the wider Twitter userbase. A particular focus of our investigation in this context will be on the tweeting styles of these accounts: the mixture of original messages, @replies, and retweets, and the level and nature of engagement with everyday Twitter followers. We will examine whether the accounts chose to respond (by @replying) to the messages of support or criticism which were directed at them, whether they retweeted any such messages (and whether there was any preferential retweeting of influential or – alternatively – demonstratively ordinary users), and/or whether they were used mainly to broadcast and disseminate prepared campaign messages. Our analysis will highlight any significant differences between the accounts we examine, trace changes in style over the course of the final campaign months, and correlate such stylistic differences with the respective electoral positioning of the candidates. Further, we examine the use of these accounts during moments of heightened attention (such as the presidential and vice-presidential debates, or in the context of controversies such as that caused by the publication of the Romney “47%” video; additional case studies may emerge over the remainder of the campaign) to explore how they were used to present or defend key talking points, and exploit or avert damage from campaign gaffes. A complementary analysis of the messages directed at the campaign accounts (in the form of @replies or retweets) will also provide further evidence for the extent to which these talking points were picked up and disseminated by the wider Twitter population. Finally, we also explore the use of external materials (links to articles, images, videos, and other content on the campaign sites themselves, in the mainstream media, or on other platforms) by the campaign accounts, and the resonance which these materials had with the wider follower base of these accounts. This provides an indication of the integration of Twitter into the overall campaigning process, by highlighting how the platform was used as a means of encouraging the viral spread of campaign propaganda (such as advertising materials) or of directing user attention towards favourable media coverage. By building on comprehensive, large datasets of Twitter activity (as of early October, our combined datasets comprise some 3.8 million tweets) which we process and analyse using custom-designed social media analytics tools, and by using our initial quantitative analysis to guide further qualitative evaluation of Twitter activity around these campaign accounts, we are able to provide an in-depth picture of the use of Twitter in political campaigning during the 2012 US election which will provide detailed new insights social media use in contemporary elections. This analysis will then also be able to serve as a touchstone for the analysis of social media use in subsequent elections, in the USA as well as in other developed nations where Twitter and other social media platforms are utilised in electioneering.

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An interaction analysis has been conducted to study the effects of a local loss of support beneath the beam footing of a two-bay plane frame. The results of the study indicate that the magnitude of increase in the bending moment and axial force in the structure due to the presence of a void are dependent, not only on the extent of support loss, but also on the relative stiffnesses between foundation beam and soil, and between superstructure and soil. The increase in bending moment even for a void span of 1/12 of the foundation beam length can become so significant as to exceed the safety provisions. The study shows that the effect of a void on the superstructure moments can be greatly minimized by a combination of rigid foundation and flexible superstructure.

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Estimation of von Bertalanffy growth parameters has received considerable attention in fisheries research. Since Sainsbury (1980, Can. J. Fish. Aquat. Sci. 37: 241-247) much of this research effort has centered on accounting for individual variability in the growth parameters. In this paper we demonstrate that, in analysis of tagging data, Sainsbury's method and its derivatives do not, in general, satisfactorily account for individual variability in growth, leading to inconsistent parameter estimates (the bias does not tend to zero as sample size increases to infinity). The bias arises because these methods do not use appropriate conditional expectations as a basis for estimation. This bias is found to be similar to that of the Fabens method. Such methods would be appropriate only under the assumption that the individual growth parameters that generate the growth increment were independent of the growth parameters that generated the initial length. However, such an assumption would be unrealistic. The results are derived analytically, and illustrated with a simulation study. Until techniques that take full account of the appropriate conditioning have been developed, the effect of individual variability on growth has yet to be fully understood.