Geometric Stable Laws Through Series Representations

Let (Xi ) be a sequence of i.i.d. random variables, and let N be a geometric random variable independent of (Xi ). Geometric stable distributions are weak limits of (normalized) geometric compounds, SN = X1 + · · · + XN , when the mean of N converges to infinity. By an appropriate representation of the individual summands in SN we obtain series representation of the limiting geometric stable distribution. In addition, we study the asymptotic behavior of the partial sum process SN (t) = ⅀( i=1 ... [N t] ) Xi , and derive series representations of the limiting geometric stable process and the corresponding stochastic integral. We also obtain strong invariance principles for stable and geometric stable laws.

An asymptotically optimal push-pull method for multicasting over a random network

We consider multicast flow problems where either all of the nodes or only a subset of the nodes may be in session. Traffic from each node in the session has to be sent to every other node in the session. If the session does not consist of all the nodes, the remaining nodes act as relays. The nodes are connected by undirected edges whose capacities are independent and identically distributed random variables. We study the asymptotics of the capacity region (with network coding) in the limit of a large number of nodes, and show that the normalized sum rate converges to a constant almost surely. We then provide a decentralized push-pull algorithm that asymptotically achieves this normalized sum rate.

A scaled unscented transformation based directed Gaussian sum filter for nonlinear dynamic system identification

Impoverishment of particles, i.e. the discretely simulated sample paths of the process dynamics, poses a major obstacle in employing the particle filters for large dimensional nonlinear system identification. A known route of alleviating this impoverishment, i.e. of using an exponentially increasing ensemble size vis-a-vis the system dimension, remains computationally infeasible in most cases of practical importance. In this work, we explore the possibility of unscented transformation on Gaussian random variables, as incorporated within a scaled Gaussian sum stochastic filter, as a means of applying the nonlinear stochastic filtering theory to higher dimensional structural system identification problems. As an additional strategy to reconcile the evolving process dynamics with the observation history, the proposed filtering scheme also modifies the process model via the incorporation of gain-weighted innovation terms. The reported numerical work on the identification of structural dynamic models of dimension up to 100 is indicative of the potential of the proposed filter in realizing the stated aim of successfully treating relatively larger dimensional filtering problems. (C) 2013 Elsevier Ltd. All rights reserved.

Optimal sequential wireless relay placement on a random lattice path

Our work is motivated by impromptu (or ``as-you-go'') deployment of wireless relay nodes along a path, a need that arises in many situations. In this paper, the path is modeled as starting at the origin (where there is the data sink, e.g., the control center), and evolving randomly over a lattice in the positive quadrant. A person walks along the path deploying relay nodes as he goes. At each step, the path can, randomly, either continue in the same direction or take a turn, or come to an end, at which point a data source (e.g., a sensor) has to be placed, that will send packets to the data sink. A decision has to be made at each step whether or not to place a wireless relay node. Assuming that the packet generation rate by the source is very low, and simple link-by-link scheduling, we consider the problem of sequential relay placement so as to minimize the expectation of an end-to-end cost metric (a linear combination of the sum of convex hop costs and the number of relays placed). This impromptu relay placement problem is formulated as a total cost Markov decision process. First, we derive the optimal policy in terms of an optimal placement set and show that this set is characterized by a boundary (with respect to the position of the last placed relay) beyond which it is optimal to place the next relay. Next, based on a simpler one-step-look-ahead characterization of the optimal policy, we propose an algorithm which is proved to converge to the optimal placement set in a finite number of steps and which is faster than value iteration. We show by simulations that the distance threshold based heuristic, usually assumed in the literature, is close to the optimal, provided that the threshold distance is carefully chosen. (C) 2014 Elsevier B.V. All rights reserved.

Enhanced poisson sum representation for alpha-stable processes

In this paper we present Poisson sum series representations for α-stable (αS) random variables and a-stable processes, in particular concentrating on continuous-time autoregressive (CAR) models driven by α-stable Lévy processes. Our representations aim to provide a conditionally Gaussian framework, which will allow parameter estimation using Rao-Blackwellised versions of state of the art Bayesian computational methods such as particle filters and Markov chain Monte Carlo (MCMC). To overcome the issues due to truncation of the series, novel residual approximations are developed. Simulations demonstrate the potential of these Poisson sum representations for inference in otherwise intractable α-stable models. © 2011 IEEE.

Isoscalar Giant Monopole Resonance in Relativistic Continuum Random Phase Approximation

The isoscalar giant monopole resonance (ISGMR) in nuclei is studied in the framework of a fully consistent relativistic continuum random phase approximation (RCRPA). In this method the contribution of the continuum spectrum to nuclear excitations is treated exactly by the single particle Green's function technique. The negative energy states in the Dirac sea are also included in the single particle Green's function in the no-sea approximation. The single particle Green's function is calculated numerically by a proper product of the regular and irregular solutions of the Dirac equation. The strength distributions in the RCRPA calculations, the inverse energy-weighted sum rule m(-1) and the centroid energy of the ISGMR in Sn-120 and Pb-208 are analysed. Numerical results of the RCRPA are checked with the constrained relativistic mean field model and relativistic random phase approximation with a discretized spectrum in the continuum. Good agreement between them is achieved.

Importance of self-consistency in relativistic continuum random-phase approximation calculations

A fully consistent relativistic continuum random phase approximation (RCRPA) is constructed, where the contribution of the continuum spectrum to nuclear excitations is treated exactly by the single-particle Green's function technique. The full consistency of the calculations is achieved that the same effective Lagrangian is adopted for the ground state and the excited states. The negative energy states in the Dirac sea are also included in the single-particle Green's function in the no-sea approximation. The currents from the vector meson and photon exchanges and the Coulomb interaction in RCRPA are treated exactly. The spin-orbit interaction is included naturally in the relativistic frame. Numerical results of the RCRPA are checked with the constrained relativistic mean-field theory. We study the effects of the inconsistency, particularly the currents and Coulomb interaction in various collective multipole excitations.

Relativistic Continuum Random Phase Approximation and Applications II. Applications

The fully consistent relativistic continuum random phase approximation (RCRPA) has been constructed in the momentum representation in the first part of this paper. In this part we describe the numerical details for solving the Bethe-Salpeter equation. The numerical results are checked by the inverse energy weighted sum rules in the isoscalar giant monopole resonance, which are obtained from the constraint relativistic mean field theory and also calculated with the integration of the RCRPA strengths. Good agreement between the misachieved. We study the effects of the self-consistency violation, particularly the currents and Coulomb interaction to various collective multipole excitations. Using the fully consistent RCRPA method, we investigate the properties of isoscalar and isovector collective multipole excitations for some stable and exotic from light to heavy nuclei. The properties of the resonances, such as the centroid energies and strength distributions are compared with the experimental data as well as with results calculated in other models.

Stability of Random Sums and Extremes

This study is about the stability of random sums and extremes.The difficulty in finding exact sampling distributions resulted in considerable problems of computing probabilities concerning the sums that involve a large number of terms.Functions of sample observations that are natural interest other than the sum,are the extremes,that is , the minimum and the maximum of the observations.Extreme value distributions also arise in problems like the study of size effect on material strengths,the reliability of parallel and series systems made up of large number of components,record values and assessing the levels of air pollution.It may be noticed that the theories of sums and extremes are mutually connected.For instance,in the search for asymptotic normality of sums ,it is assumed that at least the variance of the population is finite.In such cases the contributions of the extremes to the sum of independent and identically distributed(i.i.d) r.vs is negligible.

Milk yield persistency in Brazilian Gyr cattle based on a random regression model

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

The use of nonparametric contrasts in one-way layouts and random block designs

Nonparametric simple-contrast estimates for one-way layouts based on Hodges-Lehmann estimators for two samples and confidence intervals for all contrasts involving only two treatments are found in the literature.Tests for such contrasts are performed from the distribution of the maximum of the rank sum between two treatments. For random block designs, simple contrast estimates based on Hodges-Lehmann estimators for one sample are presented. However, discussions concerning the significance levels of more complex contrast tests in nonparametric statistics are not well outlined.This work aims at presenting a methodology to obtain p-values for any contrast types based on the construction of the permutations required by each design model using a C-language program for each design type. For small samples, all possible treatment configurations are performed in order to obtain the desired p-value. For large samples, a fixed number of random configurations are used. The program prompts the input of contrast coefficients, but does not assume the existence or orthogonality among them.In orthogonal contrasts, the decomposition of the value of the suitable statistic for each case is performed and it is observed that the same procedure used in the parametric analysis of variance can be applied in the nonparametric case, that is, each of the orthogonal contrasts has a chi(2) distribution with one degree of freedom. Also, the similarities between the p-values obtained for nonparametric contrasts and those obtained through approximations suggested in the literature are discussed.

Random regression models using Legendre polynomials or linear splines for test-day milk yield of dairy Gyr (Bos indicus) cattle

Studies investigating the use of random regression models for genetic evaluation of milk production in Zebu cattle are scarce. In this study, 59,744 test-day milk yield records from 7,810 first lactations of purebred dairy Gyr (Bos indicus) and crossbred (dairy Gyr × Holstein) cows were used to compare random regression models in which additive genetic and permanent environmental effects were modeled using orthogonal Legendre polynomials or linear spline functions. Residual variances were modeled considering 1, 5, or 10 classes of days in milk. Five classes fitted the changes in residual variances over the lactation adequately and were used for model comparison. The model that fitted linear spline functions with 6 knots provided the lowest sum of residual variances across lactation. On the other hand, according to the deviance information criterion (DIC) and Bayesian information criterion (BIC), a model using third-order and fourth-order Legendre polynomials for additive genetic and permanent environmental effects, respectively, provided the best fit. However, the high rank correlation (0.998) between this model and that applying third-order Legendre polynomials for additive genetic and permanent environmental effects, indicates that, in practice, the same bulls would be selected by both models. The last model, which is less parameterized, is a parsimonious option for fitting dairy Gyr breed test-day milk yield records. © 2013 American Dairy Science Association.

Predicting breeding values for milk yield of Guzera (Bos indicus) cows using random regression models

Given the importance of Guzera breeding programs for milk production in the tropics, the objective of this study was to compare alternative random regression models for estimation of genetic parameters and prediction of breeding values. Test-day milk yields records (TDR) were collected monthly, in a maximum of 10 measurements. The database included 20,524 records of first lactation from 2816 Guzera cows. TDR data were analyzed by random regression models (RRM) considering additive genetic, permanent environmental and residual effects as random and the effects of contemporary group (CG), calving age as a covariate (linear and quadratic effects) and mean lactation curve as fixed. The genetic additive and permanent environmental effects were modeled by RRM using Wilmink, All and Schaeffer and cubic B-spline functions as well as Legendre polynomials. Residual variances were considered as heterogeneous classes, grouped differently according to the model used. Multi-trait analysis using finite-dimensional models (FDM) for testday milk records (TDR) and a single-trait model for 305-days milk yields (default) using the restricted maximum likelihood method were also carried out as further comparisons. Through the statistical criteria adopted, the best RRM was the one that used the cubic B-spline function with five random regression coefficients for the genetic additive and permanent environmental effects. However, the models using the Ali and Schaeffer function or Legendre polynomials with second and fifth order for, respectively, the additive genetic and permanent environmental effects can be adopted, as little variation was observed in the genetic parameter estimates compared to those estimated by models using the B-spline function. Therefore, due to the lower complexity in the (co)variance estimations, the model using Legendre polynomials represented the best option for the genetic evaluation of the Guzera lactation records. An increase of 3.6% in the accuracy of the estimated breeding values was verified when using RRM. The ranks of animals were very close whatever the RRM for the data set used to predict breeding values. Considering P305, results indicated only small to medium difference in the animals' ranking based on breeding values predicted by the conventional model or by RRM. Therefore, the sum of all the RRM-predicted breeding values along the lactation period (RRM305) can be used as a selection criterion for 305-day milk production. (c) 2014 Elsevier B.V. All rights reserved.

Anderson-like Transition for a Class of Random Sparse Models in d >= 2 Dimensions

We show that the Kronecker sum of d >= 2 copies of a random one-dimensional sparse model displays a spectral transition of the type predicted by Anderson, from absolutely continuous around the center of the band to pure point around the boundaries. Possible applications to physics and open problems are discussed briefly.

(Table 2) Picked maximum velocities from 3 radars (RAY, SHK, and SUM), showing 10 explosions at Erebus volcano, Antarctica, and their respective directivity vectors

We used a novel system of three continuous wave Doppler radars to successfully record the directivity of i) Strombolian explosions from the active lava lake of Erebus volcano, Antarctica, ii) eruptions at Stromboli volcano, Italy, and iii) a man-made explosion in a quarry. Erebus volcano contains a convecting phonolite lava lake, presumably connected to a magma chamber at depth. It is one of the few open vent volcanoes that allow a direct observation of source processes during explosions. Its lava lake is the source of frequent violent Strombolian explosions, caused by large gas bubbles bursting at the lake surface. The exact mechanism of these bubble bursts is unclear, as is the mechanism of the creation of the infrasound signal accompanying the explosions. We use the Doppler radar data to calculate the directivity of Strombolian eruptions at Erebus. This allows us to derive information about the expected type of infrasound source pattern (i.e. the role of a dipole in addition to the monopole signature) and the physical structure of the volcano. We recorded 10 large explosions simultaneously with three radars, enabling us to calculate time series of 3D directivity vectors (i.e. effectively 4D), which describe the direction of preferred expansion of the gas bubble during an explosion. Such directivity information allows a comparison to dipole infrasound radiation patterns recorded during similar explosions only a few weeks later. Video observations of explosions support our interpretation of the measurements. We conclude that at Erebus, the directivity of explosions is mainly controlled by random processes. Since the geometry of the uppermost conduit is assumed to have a large effect on the directivity of explosions, the results suggest a largely symmetrical uppermost conduit with a vertical axis of symmetry. For infrasound recordings, a significant dipole signature can be expected in addition to the predominant monopole signature.