Some necessary and sufficient conditions for Hypercyclicity Criterion

We give necessary and sufficient conditions for an operator on a separable Hilbert space to satisfy the hypercyclicity criterion. This paper is a part of the second author’s Doctoral thesis, written at Shiraz University under the direction of the first author.     

两个安全第一思想模型的比较分析

针对投资者可能的投资需求确立了基于安全第一思想下两个相近的投资目标:1、极大化投资末期总收益率超过给定水平α的概率;2、极小化投资末期总收益率与给定水平α的距离.并分别就这两个目标建立了优化决策模型,得到了模型解析解,最后对两个模型结果进行了比较分析和经济解释.     

Convergence rates for Markov chain order estimates using EDC criterion

The Efficient Determination Criterion (EDC) generalizes the AIC and BIC criteria and provides a class of consistent estimators for the order of a Markov chain with finite state space. In this note, we derive rates of convergence for the EDC estimates. *Partially supported by CNPq, CAPES/PROCAD, FAPDF/PRONEX, FINATEC and FUNPE/UnB. **Partially supported by CAPES.     

Multi-sample cluster analysis using Akaike's Information Criterion

Summary Multi-sample cluster analysis, the problem of grouping samples, is studied from an information-theoretic viewpoint via Akaike's Information Criterion (AIC). This criterion combines the maximum value of the likelihood with the number of parameters used in achieving that value. The multi-sample cluster problem is defined, and AIC is developed for this problem. The form of AIC is derived in both the multivariate analysis of variance (MANOVA) model and in the multivariate model with varying mean vectors and variance-covariance matrices. Numerical examples are presented for AIC and another criterion calledw-square. The results demonstrate the utility of AIC in identifying the best clustering alternatives. This research was supported by Office of Naval Research Contract N00014-80-C-0408, Task NR042-443 and Army Research Office Contract DAAG 29-82-K-0155, at the University of Illinois at Chicago.     

Approximations of open quotient and speed quotient from glottal airflow and egg waveforms : Effects of measurement criteria and sound pressure level

Noninvasive measures of vocal fold activity are useful for describingnormal and disordered voice production. Measures of open and speed quotient from glottal airflow and electroglottographic (EGG) waveforms have been used to describe timing events associated with vocal fold vibration. To date, there has been little consistency in the measurement criteria used to calculate quotient values. In this study, criteria of 20% and 50% were applied to the AC amplitude of glottal airflow and inverted EGG waveforms for measurement of open quotient. Criteria of 20%, 50%, and 80%, and a midslope criterion that segmented the waveform between 20% and 80% of the waveform amplitude, were used for the calculation of speed quotient. Subjects produced waveforms at sound pressure levels (SPL) of 70, 75, 80 and 85 dB. Results indicated that approximations of open quotient obtained from the glottal airflow waveform significantly decreased using both the 20% and 50% criteria as SPL increased from 80 to 85 dB. No significant changes were found in open quotient from the EGG waveform as a function of SPL. Results of speed quotient measures from the glottal airflow and EGG waveforms showed a generally increasing trend as SPL increased, although the differences were not statistically significant. The data suggest that the signal type, measurement criterion and SPL must be considered in interpreting quotient measures.     

Thermally Conducting Partially Ionized Plasma in a Variable Magnetic Field

An infinitely extending homogenous partially ionized plasma endowed with several physical mechanisms and permeated by a variable magnetic field is considered. The combined effect of these parameters, namely, Hall currents, finite conductivity, ion viscosity, collision with neutrals and thermal conductivity on the gravitational instability of the plasma is studied. It is found that the several mechanisms play different physical roles in the perturbed problem. Jeans' Criterion is analyzed in the framework of Tsallis' statistics for possible modifications due to the presence of nonextensive effects. A simple generalization of the Jeans' criterion is obtained and the standard values are obtained in the limiting case q = 1, q being the nonextensive parameter. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Obtaining certificates for complete synchronisation of coupled oscillators

In this paper, we provide a novel reformulation of sufficient conditions that guarantee global complete synchronisation of coupled identical oscillators to make them computationally implementable. To this end, we use semidefinite programming techniques. For the first time, we can efficiently search for and obtain certificates for synchronisability and, additionally, also optimise associated cost functions. In this paper, a Lyapunov-like function (certificate) is used to certify that all trajectories of a networked system consisting of coupled dynamical systems will eventually converge towards a common one, which implies synchronisation. Moreover, we establish new conditions for complete synchronisation, which are based on the so called Bendixson’s Criterion for higher dimensional systems. This leads to major improvements on the lower bound of the coupling constant that guarantees global complete synchronisation. Importantly, the certificates are obtained by analysing the connection network and the model representing an individual system only. In order to illustrate the strength of our method we apply it to a system of coupled identical Lorenz oscillators and to coupled van der Pol oscillators.     

Recursive computational formulas of the least squares criterion functions for scalar system identification

The paper discusses recursive computation problems of the criterion functions of several least squares type parameter estimation methods for linear regression models, including the well-known recursive least squares (RLS) algorithm, the weighted RLS algorithm, the forgetting factor RLS algorithm and the finite-data-window RLS algorithm without or with a forgetting factor. The recursive computation formulas of the criterion functions are derived by using the recursive parameter estimation equations. The proposed recursive computation formulas can be extended to the estimation algorithms of the pseudo-linear regression models for equation error systems and output error systems. Finally, the simulation example is provided.     

Denumerable controlled Markov chains with average reward criterion: Sample path optimality

We consider discrete-time nonlinear controlled stochastic systems, modeled by controlled Makov chains with denumerable state space and compact action space. The corresponding stochastic control problem of maximizing average rewards in the long-run is studied. Departing from the most common position which usesexpected values of rewards, we focus on a sample path analysis of the stream of states/rewards. Under a Lyapunov function condition, we show that stationary policies obtained from the average reward optimality equation are not only average reward optimal, but indeed sample path average reward optimal, for almost all sample paths.Research supported by a U.S.-México Collaborative Research Program funded by the National Science Foundation under grant NSF-INT 9201430, and by CONACyT-MEXICO.Partially supported by the MAXTOR Foundation for applied Probability and Statistics, under grant No. 01-01-56/04-93.Research partially supported by the Engineering Foundation under grant RI-A-93-10, and by a grant from the AT&T Foundation.