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71.
Pierre Devillard 《Journal of statistical physics》1991,62(1-2):373-387
In the quantum transport problem of a tight-binding Anderson model, the statistics of eigenvalues for the transfer matrices of thin disordered slabs is studied. Numerical simulations indicate that the probability distribution of nearest neighbor eigenvalue spacing and the
3 statistics have already become close to that of the Gaussian orthogonal ensemble for sample lengths of the order of the mean free path, provided that transverse localization effects are not important. An intuitive argument is given why this should occur independently of the size of the matrix. Therefore, good mixing of the channels is not essential for obtaining Gaussian orthogonal ensemble type statistics and universal conductance fluctuations. 相似文献
72.
Pierre L'Ecuyer 《Annals of Operations Research》1992,39(1):121-136
We describe various derivative estimators for the case of steady-state performance measures and obtain the order of their convergence rates. These estimatorsdo not use explicitly the regenerative structure of the system. Estimators based on infinitesimal perturbation analysis, likelihood ratios, and different kinds of finite-differences are examined. The theoretical results are illustrated via numerical examples. 相似文献
73.
Andr Goldman Pierre Calka 《Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques》2003,39(6):90-1082
Denote by (t)=∑n1e−λnt, t>0, the spectral function related to the Dirichlet Laplacian for the typical cell
of a standard Poisson–Voronoi tessellation in
. We show that the expectation E(t), t>0, is a functional of the convex hull of a standard d-dimensional Brownian bridge. This enables us to study the asymptotic behaviour of E(t), when t→0+,+∞. In particular, we prove that the law of the first eigenvalue λ1 of
satisfies the asymptotic relation lnP{λ1t}−2dωdj(d−2)/2d·t−d/2 when t→0+, where ωd and j(d−2)/2 are respectively the Lebesgue measure of the unit ball in
and the first zero of the Bessel function J(d−2)/2. 相似文献
74.
X-ray photoemission spectra, resistivity and susceptibility of CeNi2Sb2 and CeCu2Sb2 were measured and are discussed. The results indicate that these alloys are Kondo systems. For comparison of the valence band properties, the spectra of the isostructural alloys of RT2X2-type with R = La, Gd, T = Cu, Ni and X = Sn, Sb were investigated, too. 相似文献
75.
Newton's method on Riemannian manifolds: covariant alpha theory 总被引:5,自引:0,他引:5
Dedieu Jean-Pierre; Priouret Pierre; Malajovich Gregorio 《IMA Journal of Numerical Analysis》2003,23(3):395-419
In this paper, Smale's theory is generalized to the contextof intrinsic Newton iteration on geodesically complete analyticRiemannian and Hermitian manifolds. Results are valid for analyticmappings from a manifold to a linear space of the same dimension,or for analytic vector fields on the manifold. The invariant is defined by means of high-order covariant derivatives. Boundson the size of the basin of quadratic convergence are given.If the ambient manifold has negative sectional curvature, thosebounds depend on the curvature. A criterion of quadratic convergencefor Newton iteration from the information available at a pointis also given. 相似文献
76.
Summary We consider a one-dimensional linear wave equation with a small mean zero dissipative field and with the boundary condition imposed by the so-called Goursat problem. In order to observe the effect of the randomness on the solution we perform a space-time rescaling and we rewrite the problem in a diffusion approximation form for two parameter processes. We prove that the solution converges in distribution toward the solution of a two-parameter stochastic differential equation which we identify. The diffusion approximation results for oneparameter processes are well known and well understood. In fact, the solution of the one-parameter analog of the problem we consider here is immediate. Unfortunately, the situation is much more complicated for two-parameter processes and we believe that our result is the first one of its kind.Partially supported by ONR N00014-91-J-1010 相似文献
77.
Pierre L'Ecuyer 《Annals of Operations Research》1994,53(1):77-120
In typical stochastic simulations, randomness is produced by generating a sequence of independent uniform variates (usually real-valued between 0 and 1, or integer-valued in some interval) and transforming them in an appropriate way. In this paper, we examine practical ways of generating (deterministic approximations to) such uniform variates on a computer. We compare them in terms of ease of implementation, efficiency, theoretical support, and statistical robustness. We look in particular at several classes of generators, such as linear congruential, multiple recursive, digital multistep, Tausworthe, lagged-Fibonacci, generalized feedback shift register, matrix, linear congruential over fields of formal series, and combined generators, and show how all of them can be analyzed in terms of their lattice structure. We also mention other classes of generators, like non-linear generators, discuss other kinds of theoretical and empirical statistical tests, and give a bibliographic survey of recent papers on the subject. 相似文献
78.
Summary Given two pointsx, yS
1 randomly chosen independently by a mixing absolutely continuous invariant measure of a piecewise expanding and smooth mapf of the circle, we consider for each >0 the point process obtained by recording the timesn>0 such that |f
n
(x)–f
n
(y)|. With the further assumption that the density of is bounded away from zero, we show that when tends to zero the above point process scaled by –1 converges in law to a marked Poisson point process with constant parameter measure. This parameter measure is given explicity by an average on the rate of expansion off.Partially supported by FAPESP grant number 90/3918-5 相似文献
79.
The behavior of electromagnetic fields near the edge of a plasmonic wedge is investigated. We study the scattering properties, field divergence, and field enhancement near an Au wedge bounded by SiO2 upon illumination by TM-polarized light using hypersingular integral equations, as a function of wavelength, wedge angle, and angle of incidence. The transverse scattered field components show a convergent behavior at wavelengths approaching the surface plasmon energy asymptote (on the corresponding flat Au-SiO2 interface), and become strongly divergent at longer wavelengths. The computed divergence is compared with Meixner's theory and is found to be in good agreement over a restricted range of parameters. 相似文献
80.
Franz Wautier Sabine Wislet-Gendebien Grazyna Chanas Bernard Rogister Pierre Leprince 《BMC neuroscience》2007,8(1):104