946 resultados para Asymptotic Variance of Estimate


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The study of the large-sample distribution of the canonical correlations and variates in cointegrated models is extended from the first-order autoregression model to autoregression of any (finite) order. The cointegrated process considered here is nonstationary in some dimensions and stationary in some other directions, but the first difference (the “error-correction form”) is stationary. The asymptotic distribution of the canonical correlations between the first differences and the predictor variables as well as the corresponding canonical variables is obtained under the assumption that the process is Gaussian. The method of analysis is similar to that used for the first-order process.

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Description based on: Jan. 1 to Mar. 31, 1912.

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"Supported in part by contract US AEC AT(11-1)2383."

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Bibliography: p. 146.

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In this thesis work we develop a new generative model of social networks belonging to the family of Time Varying Networks. The importance of correctly modelling the mechanisms shaping the growth of a network and the dynamics of the edges activation and inactivation are of central importance in network science. Indeed, by means of generative models that mimic the real-world dynamics of contacts in social networks it is possible to forecast the outcome of an epidemic process, optimize the immunization campaign or optimally spread an information among individuals. This task can now be tackled taking advantage of the recent availability of large-scale, high-quality and time-resolved datasets. This wealth of digital data has allowed to deepen our understanding of the structure and properties of many real-world networks. Moreover, the empirical evidence of a temporal dimension in networks prompted the switch of paradigm from a static representation of graphs to a time varying one. In this work we exploit the Activity-Driven paradigm (a modeling tool belonging to the family of Time-Varying-Networks) to develop a general dynamical model that encodes fundamental mechanism shaping the social networks' topology and its temporal structure: social capital allocation and burstiness. The former accounts for the fact that individuals does not randomly invest their time and social interactions but they rather allocate it toward already known nodes of the network. The latter accounts for the heavy-tailed distributions of the inter-event time in social networks. We then empirically measure the properties of these two mechanisms from seven real-world datasets and develop a data-driven model, analytically solving it. We then check the results against numerical simulations and test our predictions with real-world datasets, finding a good agreement between the two. Moreover, we find and characterize a non-trivial interplay between burstiness and social capital allocation in the parameters phase space. Finally, we present a novel approach to the development of a complete generative model of Time-Varying-Networks. This model is inspired by the Kaufman's adjacent possible theory and is based on a generalized version of the Polya's urn. Remarkably, most of the complex and heterogeneous feature of real-world social networks are naturally reproduced by this dynamical model, together with many high-order topological properties (clustering coefficient, community structure etc.).

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A horizontal fluid layer heated from below in the presence of a vertical magnetic field is considered. A simple asymptotic analysis is presented which demonstrates that a convection mode attached to the side walls of the layer sets in at Rayleigh numbers much below those required for the onset of convection in the bulk of the layer. The analysis complements an earlier analysis by Houchens [J. Fluid Mech. 469, 189 (2002)] which derived expressions for the critical Rayleigh number for the onset of convection in a vertical cylinder with an axial magnetic field in the cases of two aspect ratios. © 2008 American Institute of Physics.

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This work was presented in part at the 8th International Conference on Finite Fields and Applications Fq^8 , Melbourne, Australia, 9-13 July, 2007.

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This project was partially supported by RFBR, grants 99-01-00233, 98-01-01020 and 00-15-96128.

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2000 Mathematics Subject Classification: 35J05, 35C15, 44P05

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Mathematics Subject Classification: 45G10, 45M99, 47H09

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2000 Mathematics Subject Classification: 60J80.