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991.
Konstantinos Fokianos Dag Tj?stheim 《Annals of the Institute of Statistical Mathematics》2012,64(6):1205-1225
We study statistical properties of a class of non-linear models for regression analysis of count time series. Under mild conditions, it is shown that a perturbed version of the model is geometrically ergodic and possesses moments of any order. This result turns out to be instrumental on deriving large sample properties of the maximum likelihood estimators of the regression parameters. The theory is illustrated with examples. 相似文献
992.
993.
D. Naidoo K. A?t-Ameur M. Brunel A. Forbes 《Applied physics. B, Lasers and optics》2012,106(3):683-690
In this paper we demonstrate experimentally the intra-cavity generation of a coherent superposition of Laguerre–Gaussian modes
of zero radial order but opposite azimuthal order. The superposition is created with a simple intra-cavity stop that creates
equal losses for the two azimuthal modes, and we show that by adjustment of the stop we can produce modes up to azimuthal
order 8. The fact that we have a coherent superposition rather than an incoherent superposition is verified by intensity measurements,
propagation measurements and a decomposition of the field by an inner product executed on a phase-only spatial light modulator.
Such fields have relevance in quantum information and optical trapping. 相似文献
994.
995.
996.
997.
998.
Lionel Mathelin Olivier P. Le Ma?tre 《Theoretical and Computational Fluid Dynamics》2012,26(5):415-434
This paper describes a rigorous a posteriori error analysis for the stochastic solution of non-linear uncertain chemical models. The dual-based a posteriori stochastic error analysis extends the methodology developed in the deterministic finite elements context to stochastic discretization frameworks. It requires the resolution of two additional (dual) problems to yield the local error estimate. The stochastic error estimate can then be used to adapt the stochastic discretization. Different anisotropic refinement strategies are proposed, leading to a cost-efficient tool suitable for multi-dimensional problems of moderate stochastic dimension. The adaptive strategies allow both for refinement and coarsening of the stochastic discretization, as needed to satisfy a prescribed error tolerance. The adaptive strategies were successfully tested on a model for the hydrogen oxidation in supercritical conditions having 8 random parameters. The proposed methodologies are however general enough to be also applicable for a wide class of models such as uncertain fluid flows. 相似文献
999.
1000.
Stanislaw Barder Jüri Lember Heinrich Matzinger M?rt Toots 《Methodology and Computing in Applied Probability》2012,14(2):357-382
Let X = X
1 ... X
n
and Y = Y
1 ... Y
n
be two binary sequences with length n. A common subsequence of X and Y is any subsequence of X that at the same time is a subsequence of Y; The common subsequence with maximal length is called the longest common subsequence (LCS) of X and Y. LCS is a common tool for measuring the closeness of X and Y. In this note, we consider the case when X and Y are both i.i.d. Bernoulli sequences with the parameters ϵ and 1 − ϵ, respectively. Hence, typically the sequences consist of large and short blocks of different colors. This gives an idea to
the so-called block-by-block alignment, where the short blocks in one sequence are matched to the long blocks of the same
color in another sequence. Such and alignment is not necessarily a LCS, but it is computationally easy to obtain and, therefore,
of practical interest. We investigate the asymptotical properties of several block-by-block type of alignments. The paper
ends with the simulation study, where the of block-by-block type of alignments are compared with the LCS. 相似文献