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91.
We estimate the concentration functions of n-fold convolutions of one-dimensional probability measures. The Kolmogorov–Rogozin inequality implies that for nondegenerate distributions these functions decrease at least as O(n
–1/2). On the other hand, Esseen(3) has shown that this rate is o(n
–1/2) iff the distribution has an infinite second moment. This statement was sharpened by Morozova.(9) Theorem 1 of this paper provides an improvement of Morozova's result. Moreover, we present more general estimates which imply the rates o(n
–1/2). 相似文献
92.
Probabilistic characteristics of a sliding structure is investigated by using new versions of stochastic linearization technique. The structure is composed of base part and upper part, which are connected to each other in a spring-damping system. Coulomb friction between the base structure and earth ground is considered. Two alternative versions of stochastic linearization approach, suggested by X. Zhang and I. Elishakoff, respectively, are applied to such a sliding structure to evaluate its statistical properties. Compared with the results of Monte Carlo simulation, the two new approaches are performing much better than the conventional one in their applications to the sliding structure. Moreover, numerical results indicate that the criterion proposed by Elishakoff turns out to be superior to all other versions in the problem under study. Numerical results also suggest that the entire structure may be replaced by the rigid body in the sliding problem as long as the difference of velocity responses are considered less important than those of displacement responses. 相似文献
93.
Let (Ω, Σ) be a measurable space, X a Banach space whose characteristic of noncompact convexity is less than 1, C a bounded closed convex subset of X, KC(C) the family of all compact convex subsets of C. We prove that a set-valued nonexpansive mapping T: C → KC(C) has a fixed point. Furthermore, if X is separable then we also prove that a set-valued nonexpansive operator T: Ω × C → KC(C) has a random fixed point. 相似文献
94.
The kink of cellular automaton rule 18 performs a random walk 总被引:1,自引:0,他引:1
We give an exact characterization of the movement of a single kink in the elementary cellular automaton Rule 18. It is a random walk with independent increments as well as independent delay times. Its statistical parameters are computed to confirm the earlier simulation results by Grassberger. 相似文献
95.
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
96.
ZHU Hai-Xia YAN Shi-Lei 《理论物理通讯》2004,42(11)
We study the ferromagnetic properties of spin-1 system, which is considered in the frame of the bond dilution and random positive or negative anisotropy Blume-Capel model in the effective field theory and a cutting approximation. The investigation of phase diagrams displays some rich properties of the trajectory of tricritical point, reentrant henomena at low temperatures. Under certain both bond concentrations and random negative anisotropy, there are new transition lines of double tricritical points. So special emphasis is placed on the influence of the bond dilution and random anisotropy on phase diagrams. The magnetizations of the system are also discussed. Some results have not been evealed in previous reports. 相似文献
97.
M. Reuhl P. Nielaba K. Binder 《The European Physical Journal B - Condensed Matter and Complex Systems》1998,2(2):225-232
,Static and dynamic properties of the Potts model on the simple cubic lattice with nearest neighbor -interaction are obtained from Monte Carlo simulations in a temperature range where full thermal equilibrium still can be
achieved (). For a lattice size L
= 16, in this range finite size effects are still negligible, but the data for the spin glass susceptibility agree with previous
extrapolations based on finite size scaling of very small lattices. While the static properties are compatible with a zero
temperature transition, they certainly do not prove it. Unlike the Ising spin glass, the decay of the time-dependent order
parameter is compatible with a simple Kohlrausch function, , while a power law prefactor cannot be distinguished. The Kohlrausch exponent y
(
T
) decreases from at [0pt] to at [0pt] however. The relaxation time is compatible with the exponential divergence postulated by McMillan for spin glasses at their lower critical dimension,
but the exponent that can be extracted still differs significantly from the theoretical value, . Thus the present results support the conclusion that the Potts spin glass in d
= 3 dimensions differs qualitatively from the Ising spin glass.
Received: 8 October 1997 / Accepted: 27 November 1997 相似文献
98.
D. Sornette 《The European Physical Journal B - Condensed Matter and Complex Systems》1998,3(1):125-137
We propose a formulation of the term structure of interest rates in which the forward curve is seen as the deformation of
a string. We derive the general condition that the partial differential equations governing the motion of such string must
obey in order to account for the condition of absence of arbitrage opportunities. This condition takes a form similar to a
fluctuation-dissipation theorem, albeit on the same quantity (the forward rate), linking the bias to the covariance of variation
fluctuations. We provide the general structure of the models that obey this constraint in the framework of stochastic partial
(possibly non-linear) differential equations. We derive the general solution for the pricing and hedging of interest rate
derivatives within this framework, albeit for the linear case (we also provide in the appendix a simple and intuitive derivation
of the standard European option problem). We also show how the “string” formulation simplifies into a standard N-factor model under a Galerkin approximation.
Received: 30 January 1998 / Revised: 12 February 1998 / Accepted: 16 February 1998 相似文献
99.
The dynamics of the one-dimensional spin glass with asymmetric interactions between neighboring spins is considered. We confine ourselves to discrete couplings with values ±J. We show that the algebraic decay of the remanent magnetization of the infinite ±J-spin chain at zero temperature is only valid for symmetric couplings. Our analytical investigations as well as computer simulations show stretched exponential decay for any finite concentration of antisymmetric bonds. Thus, the asymmetric ±J-spin chain shows an asymmetry-induced phase transition at zero temperature. 相似文献
100.
A phase-only encryption scheme using phase-encoded exclusive-OR (XOR) rules in a Fourier plane and a single path decryption
system are presented. To generate phase-only encrypted data, a zero-padded original image, multiplied by a random phase image,
is Fourier transformed and its real-valued data is encrypted with key data by using phase-encoded XOR rules. Since the original
information is encrypted on the Fourier plane, the proposed encryption is more tolerant to loss of key information by scratching
or cutting than previous XOR encryption in a space domain. A decryption is simply performed based on 2-f setup with spatial
filter by Fourier transform for multiplication phase-only encrypted data with phase-only key data. Due to single path architecture
without a reference wave, the proposed system is resistant to mechanical vibrations and fluctuation. Numerical simulations
have confirmed the validity of the proposed encryption scheme and simple decryption architecture. 相似文献