The Asymptotical Behavior of Probability Measures for the Fluctuations of Stochastic Models

Size: px
Start display at page:

Download "The Asymptotical Behavior of Probability Measures for the Fluctuations of Stochastic Models"

Transcription

1 The Asympoial Behavior of Probabiliy Measures for he Fluuaions of Sohasi Models JUN WANG CUINING WEI Deparmen of Mahemais College of Siene Beijing Jiaoong Universiy Beijing Jiaoong Universiy Beijing 44 PRChina CHINA Absra: - We onsider he fluuaions of shapes of wo phases boundaries of he one-dimensional saisial mehanis models By applying he heory of one-dimensional random walk he models of he wo phases boundaries are onsrued by assuming ha here is a speified value of he large area in he inermediae region of he wo phases boundaries Then we invesigae he asympoial behavior of he orresponding seuene of probabiliy measures desribing he saisial properies of he wo phases boundaries We show ha he limiing probabiliy measures oinide wih some ondiional probabiliy disribuion of erain Gaussian disribuion Furher we disuss he properies of fluuaions of phase separaion lines for he Ising model and we obain he asympoi properies of he wo inerfaes SOS model Key-Words: - Sohasi models; random phase boundaries; enral limi heory; random walk; Gibbs measure; Hamilonian Inroduion The problem of desripion of shapes of phase boundaries is a well-known problem in saisial mehanis sysems In reen years some researh work has been done o invesigae he saisial properies of he random phase boundaries for some saisial physis models for eample see Refs [- 8] In his paper we onsider he saisial limiing properies of he wo random phases boundaries model This work originaes in an aemp o desribe he fluuaions of he phase boundaries in wo random phases boundaries models (eg onedimensional wo random phases boundaries SOS model In Ref [] he saisial properies of random walks and he inerfae of Widom- Rowlinson model (ondiioned by fiing a large area under heir pahs and ondiioned by fiing he erminaing poin are onsidered and he enral limi heorem for hese ondiional disribuions is proved In [7] he inerfaes of superriial Ising model (see [9-] on he laie fraal---he Sierpinski arpe is sudied The similar problems arise in desribing he fluuaions of wo random phases boundaries models In he firs par of he presen paper wih he ondiions fied area of he inermediae layer and fied end poins in a wo random pahs model we sudy he limiing properies of he wo random phases boundaries see [] In he seond par of his paper he researh resuls of he firs par will be eended and improved he saisial properies of he inerfaes of SOS model and he wo-dimensional sohasi Ising model are sudied We show ha he heighs of he fluuaions of phase separaion lines of he Ising / / model our on a sale l (ln l for a large parameer and a large l ( he Ising model is onsidered on a reangle of horizonal side lengh l Then we disuss he asympoi properies of he wo inerfaes SOS model and obain he orresponding limiing resuls for he wo inerfaes SOS model In his paper we onsider he phase boundaries (or inerfaes models onsising of he inerfaes wihou overhangs and herefore is onfiguraions of he horizonal lengh are represened by se of heighs h Ζ { + + } Ζ A eah sie of he one dimensional laie Ζ we aah he variable of heighs h Ζ herefore he onfiguraions of he random inerfaes model on a horizonal se (wih he lengh of are represened by ses of heighs Ω { } { } h h for he simpliiy we assume The energy of ISSN: Issue 5 Volume 7 May 8

2 he onfiguraion { h} { h} he Hamilonian is deermined by ( + H ( h U h h i i U ( is a real-valued funion There are many possible hoies for he funion U ( his means ha he resuls of he presen paper an be eended o some oher inerfaes models For he sake of simpliiy we resri ourselves o he ase of ineger-valued heighs h Ζ e a posiive parameer be an inverse emperaure and he finie pariion funion of his sysem be h Z h Z [ ] Z ep H( h Then he orresponding Gibbs probabiliy disribuion on Ω is given by [ ] P h Z ep H ( h Ne we onsider he wo phases boundaries saisial mehanis model A eah sie of he one dimensional laie Ζ we aah wo variables of heighs h h Ζ herefore he onfiguraions of he random pahs model on a horizonal se are represened by ses of heighs h h h h for he simpliiy we also { } { } assume Now we define he inerfaes of he wo random inerfaes model as followings for [ ] h j hj j h ( h j h j+ j+ + j j j+ h j and h ( are defined similarly as above definiions For and le h h h h so we have h h and le e { } { } hen he Hamilonian of he model on he horizonal se of is given by H ( U ( + U ( i i U ( U ( are real-valued funions The pariion funion of he dynami sysem is defined as following Z ep [ H( ] is a posiive parameer alled an inverse emperaure The orresponding Gibbs probabiliy disribuion on is given by P Z ep H ( [ ] Thus we have he orresponding inerfaes j j ( ( and From above definiions { } { } an be seen as he seuenes of iid random variables respeively So he wo random inerfaes model has wo independen random SOS pahs ha is he model orresponds o he ensemble of wo independen self-avoiding pahs in [ ] Ζ saring from ( and ending a sies z in he line { } ( z ( y whih do no go bak in he horizonal direion Ne we inrodue he generaing funion of he heigh of he endpoins for one sep ha is for a fied le Q( ν + ν ( + e ep H ( Q( ν is independen of and < <+ Due o he independene of he random variables { } and { } hus Q ν ep + ν ep H and For ( ν R R we define Z ϕ( ν lim ln ep[ + ν ]ep[ H( ] Z by he Refs [][3][6] i is known ha his limi eiss if ( ν is in some neighborhood of he origin ISSN: Issue 5 Volume 7 May 8

3 The aim of his paper is o sudy he asympoes of fluuaions of he wo random inerfaes ondiioned by fiing a large area beween he wo random inerfaes Denoe by a a represening j he areas under he pahs j respeively and denoe by a a a represening he area of he inermediae layer beween he wo random inerfaes For a real and s assume ha d F s ϕ s s ( ( d F ( s ds a ( a > is some onsan Above ( is an imporan ondiion for his paper we will use his ondiion o fulfill our proof in he followings Then we sae he main resuls of his paper Theorem Assume ha for some δ( > and a > here eiss a real saisfying above < δ hen he proess ondiion ( and Y( ( ( F( s ds under P ( a a onverges weakly o he proess Y( ϕ" ( s ( s db s ondiioned ha Y( d ( { B( s } s he one dimensional sandard Brownian moion and a is he ineger par of a Remark In Theorem he model is only ondiioned by fiing a large area beween he wo random inerfaes and having he same saring endpoins The resuls an also be proved similarly for he wo random inerfaes wih fied value of area and he wo same endpoins Theorem e ϕ '( ν ϕ( ν and F ( s ϕ' ( ( s ( s Wih he same ondiions of Theorem he probabiliy disribuion of he random proess under P ( a a is onverges weakly o he orresponding probabiliy disribuion onenraed on he funion Y( F ( s ds Convergene of Probabiliy Measures for he Two Random Inerfaes Model In his seion we begin disussing he area beween he wo random pahs Then we show he some resuls abou he weak onvergene (see [] of random veor of he wo random inerfaes for he model Now we define he areas of a a a as followings ( ( a h a h a a a By he independene of { } { } and he generaion funion of he area a is defined by Qa { a } { H( } Z ep ep { ( ( ( } ep + Z ( ( ( Q e be a naural number and le { i } i be any se of real numbers suh ha < < < Se a random veor as ˆ a h h h h ( + Then for R we have ˆ ( ( H ( e e Z ( ( ; ( ; Q ISSN: Issue 5 Volume 7 May 8

4 ( ; ( [ ]( + i i For he real defined in ( and some small + onsan α > le R saisfy he following ondiions D { i i } : α < < + α < α α Ne we inrodue he orresponding uadrai form a ( + ( + mari denoe by V ( ˆ ( ( H ( Hess ln e e Z V ( is analyi in D α D α and aording o he definiion of Assume ha hen uniformly in and ha y we have ( ( V y y y R + suh yv y yv y as V( Hess ln Q ( ( s ( s ds and ( s ( s [ ]( s i i for s ˆ ( e P be he probabiliy disribuion of ˆ ( ( under P and Pˆ be given by ˆ z ˆ ep ˆ P z e P z E ( { } ( D α and z Z ( Z Z for all Denoe by ˆ E ( he orresponding epeaion funion for ˆ ( By he uniform boundedness of he E family of analyial funions V ( for all and D α all in aording o emma 6 and Proposiion 7 in Ref [] we have he following emma and emma emma e D α Then he random veor ˆ Y and ( ( ˆ ˆ ˆ E ( as onverges weakly o a Gaussian random veor ˆ Y of whih ovariane mari is given by V ( e g be he densiy funion of he Gaussian ( veor ˆ Y ( given in emma hen we have he following emma emma e z ( Z and ( hen for eah Z Z Z D α define ( ˆ( ˆ ( z Z y z E ( Then we have + 3/ˆ P ( z g y as uniformly in z ( Z and D α 3 Convergene of Finie Dimensional Disribuions In his seion we disuss he limiing properies of he random veor ˆ defined in Seion ( and show he proofs of Theorem Then we give he proof of Theorem in fa by using he proofing mehod of Theorem we an prove Theorem Proof of Theorem In Seion he random ( veor ˆ ( is given Firs we onsider he onvergene of he finie-dimensional disribuion of he random veor ˆ Y defined in ( emma e be a speial seuene in D α suh ha ( ( is defined in ( and saisfies he following ondiion d ln Q ε( a α d ( by (( i an be proved ha as here we omi he proof e ˆ ( ( H( e ϕ( ; ln e i Z and denoe by ISSN: Issue 5 Volume 7 May 8

5 ( ( ; lim ( ; ϕ ϕ for By he uniform boundedness of D α Hess ϕ we have E ˆ ˆ ( ( ( ˆ( ( ˆ a E h h E ( h h ( ϕ( ; ( ( ϕ ( ; ο( + By emma we have for < a < b < j j j lim Pˆ y a b j z a ( ( j j j ˆ ( P ( y j aj b j j z a g ( y y [ ] dy y a b a b g ( y y dy y lim R Aording o emma le ˆ Y Y Y Y be a Gaussian random veor wih disribuion densiy g ( y y Then is ovariane mari is given by E Y( j Y( K j k ϕ " ( ( s ( s ds j E YY " ( j ϕ s s ds " E Y ϕ ( ( s ( s ds a b min { a b} { { } [ ] } for jk means ha Y Y( This is a Gaussian random proess wih ovariane mari given above for every In above proof we suppose ha i i h h i i for Similarly o Ref [] he above argumen is also rue if we replae i i wih ( i ( i for every i Then he disribuion of ˆ ( ( ε under P ( α a onverges weakly o he orresponding disribuion ( of Gaussian random veor ˆ Y ( Seondly he ighness of above ondiional disribuion of he random proess Y ( should be disussed see [] Following he similar argumen of Seion 3 in Ref [] we an prove a suffiien ondiion for he ighness of he onsidered proess Y ( So by he heory of weak onvergene (see [] ogeher wih he firs par of his proof his omplees he proof of Theorem Remark Aording o he argumens of [] and wih he resuls of Theorem he probabiliy disribuion of he random proess ( under P ( α a onverges weakly o he orresponding disribuion onenraed on he funion F ( s ds Proof of Theorem e be a naural number and le { i i } be any se of real numbers suh ha < < < Se a random veor as e ( ˆ ( a h h be a speial seuene in suh ha D α ( ( is defined in ( and is defined in ( Then we have he orresponding funion as following ϕ ; ( ˆ ( ln H ( e i e Z ln ( ( ; Q ( ; ( ; ( [ ]( i ( ; ( + i + For any R saisfy he following ondiions D { : α < < + α i < α α } e ϕ ; lim ϕ ; ( ( ISSN: Issue 5 Volume 7 May 8

6 for and Eˆ ( is he orresponding D α epeaion funion for ˆ ( uniform boundedness of Hess ϕ we have ( ˆ ˆ E ( ˆ ˆ a E h E h ( ϕ( ; ϕ ; + ο j and Eˆ ( h ( ( ( ( ln Q ; ; i For he random veor ˆ ( By he by using he mehods of emma 6 and Proposiion 7 in [] we an have he similar resuls as ha of emma and emma Then following he seps in he proof of Theorem we an prove ha he probabiliy disribuion of he random proess ( F ( s ds under P ( α a onverges weakly o some Gaussian disribuion Thus by Remark he probabiliy disribuion of he random proess ( under P ( a a onverges weakly o he orresponding probabiliy disribuion onenraed on he funion Y( F ( s ds This omplees he proof of Theorem Aording o he resuls of Theorem and Theorem we have he following Corollary Corollary Suppose ha he definiions and ondiions of Theorem hold hen he probabiliy disribuion of he random proess under P ( α a onverges weakly o he orresponding probabiliy disribuion onenraed on he funion F ( d F ( d Proof The random proess ( α a an be wrien as ( α a ( ( ( α a + ( ( α a For he firs erm of above euaion under P ( α a and by Theorem and Remark we have ha he probabiliy disribuion of he random proess ( ( ( α a onverges weakly o he orresponding probabiliy disribuion of he funion F ( d For he seond erm of above euaion under P ( α a and aording o Theorem and Remark he probabiliy disribuion of he random proess ( α a onverges weakly o he orresponding probabiliy disribuion of he funion F ( d This omplees he proof of Corollary 4 The Fluuaions of SOS Model and Ising Model In his seion we disuss he relaions beween he wo random inerfaes model and he wo inerfaes SOS model and Ising model The saisial properies of he inerfaes of SOS model and Ising model are sudied in his seion The S Hamilonian ( model has he same definiion of ( H h h of wo inerfaes SOS H h h in Seion Bu he pariion funion of wo inerfaes SOS model is given by S S Z ep H ( h h h h and aording o he definiions in Seion we have he orresponding pariion funion S S Z ep H ( denoe ha for all From above definiions for he wo inerfaes SOS model he wo inerfaes of he model don' inerse so ha he wo inerfaes are no ISSN: Issue 5 Volume 7 May 8

7 independen The orresponding probabiliy measure is defined as following S S P Z ep H( (3 on he se {( : } In his paper we disuss he mos popular ferromagnei model ha is he sohasi Ising model Firs we disuss he fluuaions of wodimensional Ising model Sine he SOS model is he simple ase of Ising model so our resuls of Ising model in his paper an be done similar o he SOS model e Z be he usual wodimensional suare laie wih sies u ( u u euipped wih he l -norm: u u + u Given Z Ω { + } is he onfiguraion spae An elemen of Ω { + } will usually denoe by { ( u: u } Whenever onfusion does no arise we will also omi he subsrip in he noaion Given a boundary ondiion we onsider he Hamilonian H ( ( ( u ( u' ( uu ' u u' ( ( u ( u' ( uu ' u u' The Gibbs measure assoiaed wih he Hamilonian is defined as ep H ep H ( Ω is a parameer Noe ha we use ( (no P o denoe he probabiliy measure for he Ising model The sohasi dynamis whih is sudied in he presen paper is defined by he Markov generaor ( u A f ( u f( f( u aing on ( d u Ω + ( v if u v u and ( v if v u u ( is he ransiion raes for he proess ([9-] saisfying neares neighbour ineraions araiviy boundedness and deailed balane ondiion u ( u u ( u ( ( e Z be a reangle of side lengh l (horizonal size and m For he wo-dimensional Ising model (see [9-] by using he ehniues of orrelaion funions for esimaing he fluuaion of phase separaion (or inerfae line when I sin g I sin g > ( is he riial poin of Ising model we an prove ha wih probabiliy larger han ep ( lnl he inerfae has a heigh less han ( ( lln l / l large enough and ( ( are posiive onsans e ΩQ lm be he onfiguraion spae of he Ising model and Q lm be he orresponding Gibbs measure wih he boundary ondiion is defined by if u m + + if u m for u ( u u Z e Z be he dual laie of Z ie Z Z + (/ / For uv R le [ uv ] be he losed segmen wih uv as is endpoins The edges of Z ( Z are hose e [ u v] wih uv neares neighbours in Z ( Z Given an edge e of Z e is he uniue edge in Z ha inerses e We denoe by B he se of edges suh ha boh endpoins are in and by B he se of all edges wih a leas one endpoin in Given Z we le Z \ and define as he se of all u Z suh ha du ( du ( inf{ u v : v } The se of he dual edges is defined as B { e : e B} The inerior and eerior boundaries of are defined by in { u : v u v } e { u : v u v } and in e are defined in he similar way For simpliiy we all an edge in Z by a bond so ha we an disinguish i from edges in Z We say ha a neighbouring pair u and v in Z are separaed by a bond e if he edge e [ u v] inerses e e Z and { + } Z be fied for every onfiguraion Ω we denoe by Γ ( he olleion of all bonds separaing neighbouring sies u and v suh ha: (i uv and ( u ( v or (ii u v and ( u ( v e ISSN: Issue 5 Volume 7 May 8

8 We divide Γ ( ino onneed omponens Furher we use he onvenion ha any pair of orhogonal bonds ha inerse in a given sie u of he dual laie Z are a linked pair of bonds iff hey are boh on he same side of he fory-five degrees line aross u hen we regard ha wo linked pairs a u are no onneed a u By his onvenion eah onneed omponen of Γ ( say Γ has he following properies: (i if u \ in hen he number of bonds in Γ ha inerse u is always even; (ii bonds in Γ an be ordered as e e en so ha e i and e i+ have a ommon vere for every i and if Γ has a poin u a whih 4 bonds in Γ whih inerse u hen here are i j suh ha hese 4 bonds are divided ino wo linked pairs { ei ei+ } and { ej ej+ } We all hese omponens of Γ ( by onours in (wih boundary ondiion If for any u Z he number of bonds in he onour Γ whih inerse u is even hen we all Γ a losed onour A onour whih is no losed is alled by an open onour The lengh Γ of a onour is simply he number of bonds in Γ Now we give he following emma 3 and emma 4 They are imporan for us o esimae he heighs of he inerfaes emma 3 For he wo-dimensional sohasi Ising model le Q lm be defined as above and I sin g le > For some k ( > se / [ ( ln / / m k l l ] k [ k( l ( ln l / /] Suppose ha Q k {( u u : u m 3 k} hen here are ( > and l l( > independen of Q lm suh ha for all l > l and u Q k we have Q lm (( Q ep lm F ln l F Q lm is he even 3m ΩQ : Γ { : } lm open u Ql m u 6 denoe hose open onours produed F and Γ open by he onfiguraion ondiion on Q lm Ω Q lm wih boundary Proof The proof of emma 3 depends on he esimaes of he heighs of he inerfaes for he Ising model By he emma 6 of [8] for I sin g > and some large onsan M > when l is large enough we have Q Γopen( S( A B: M ln l lm κ( M l lm and ( M ep ln (4 A ( l m B ( κ > is a posiive parameer le S( A B: M ln l { u : u A + u B A B + M lnl} Aording o he definiion of Q lm and Q k by he ompuaion of S( A B: M ln l and above (4 he fluuaions of phase separaion line our on a sale / / l (ln l ha is here are k > (dependen on M suh ha Γ { u Q : u 3 m/6} ( ep ( ln l open l m > This ineualiy proves he ineualiy of emma 3 emma 4 For he wo-dimensional sohasi Ising model le Q lm be defined as above and I sin g le > For some k ( > se / [ ( ln / / m k l l ] k [ k( l ( ln l / /] Suppose ha Q k {( u u : u m 3 k} hen here are ( > and l l( > independen of Q lm suh ha for all l > l and u Q k we have ( ( u ( ( u Q ( F lm + F Q lm is he even F 3m Q lm Ω : { Q Γ : } lm open u Ql m u 6 and Γopen ( denoe hose open onours produed by he onfiguraion Ω Q lm wih boundary ondiion on Q lm Furher we have + ( u ( u Q ( F lm ep ( + Q lm ln l is he Gibbs measure wih he plus boundary ondiion on Q lm ISSN: Issue 5 Volume 7 May 8

9 Proof e an wrie F Q lm be he even defined as above We Q ( ( u lm Q ( u F lm Q lm Q F lm ( F Q lm FKG ineualiy + Q ( ( u ( F lm is jus he omplemen even By he ( ( u F ( F + ( ( u Then we have he differene ( u ( ( u + Q ( F lm Combing he resul of emma 3 his ineualiy proves he ineualiy of emma 4 Remark 3 emma 3 and emma 4 are proved for he wo-dimensional sohasi Ising model hey desribe he saisial properies of he inerfaes of he Ising model The simple ase of his problem arises in he one-dimensional SOS model Through he similar argumens in he proof of emma 3 and emma 4 we an have he similar resul as ha of emma 3 and emma 4 for onedimensional SOS model ha is he inerfaes of SOS model have a heigh less han ( ( lln l / wih large probabiliy In above Remark 3 we disuss he inerfae heigh for one-inerfae SOS model The aim of his paper is o sudy wo random pahs model and wo inerfaes SOS model From Seion o Seion 3 we have sudied he inerfae of he wo random pahs model ondiioned on a fied area in he inermediae layer and fied end poins In his Seion by using emma 3 emma 4 and Remark 3 we sudy he relaions beween he wo random pahs model and he wo inerfaes SOS model In he definiions of Seion wih he saring poins and we disussed he wo random pahs model wih he pariion funion of Z ep H ( While in his Seion we modify he end poins of he model e Ψ denoe he even M M ln > is a large posiive onsan ( 4( j The random pahs j are defined in Seion and le ϒ denoe he even ha he j random pahs and j don' inerse eah oher on hen we have he following emma 5 emma 5 For he wo random pahs model defined in Seion here are ( > ( > and > suh ha for all > and for all > ( ep ( P ϒ Ψ ln P is he orresponding probabiliy measure for wo inerfaes SOS model whih is defined in (3 Proof The proof of emma 5 follows direly from emma 3 emma 4 Remark 3 and he ondiion M( > 4( This lemma shows ha wih large probabiliy he wo random pahs don' inerse eah oher e ϒ Ψ ( ( ( ( ( ( and P P ( ϒ Ψ be he orresponding ondiional probabiliy disribuion of he random proess ( ( ( Aording o above preparaion and emma 5 we have he following Corollary Corollary Wih he same ondiions of emma 5 we have he following lim P G Ψ { (( ( ( ( ( ( G [ a a ] [ b b ] a i } P G < < b < for i i From he definiion of he proess i is known ha he proess ( ( ( ( ( is a ondiional wo inerfaes SOS model (wih he speial fied end poins Corollary shows a limiing relaion beween he wo random pahs model and he ondiional wo inerfaes SOS model This resul is useful o sudy he asympoi properies of he wo inerfaes SOS model by using he resuls of wo random ISSN: Issue 5 Volume 7 May 8

10 pahs model for eample we onsider he wo inerfaes SOS model wih a large fied area beween he wo inerfaes e 5 Conlusion In his paper we sudied he saisial properies of he wo random inerfaes model Under some ondiions ha here is a speified value of he large area in he inermediae region of he wo random inerfaes Theorem shows he weak onvergene of he fluuaions for he wo random inerfaes In Seion 4 he researh resuls in Seion -3 are eended and improved for he wo inerfaes SOS model The resuls of he presen paper an also be applied o oher fields for eample see [3-5] Aknowledgemens The auhors are suppored in par by Naional Naural Siene Foundaion of China Gran No7776 BJTU Foundaion No6M44 The auhors would like o hank ZQ Zhang and BT Wang for heir kind ooperaion on his researh work Referenes: [] Y Higuhi J Murai and J Wang The Dobrushin-Hryniv Theory for he Two-Dimensional aie Widom-Rowlinson Model Advaned Sudies in Pure Mahemais vol 39 pp [] Y Higuhi On some imi Theorems Relaed o he Phase Separaion ine in he Two Dimensional Ising Model Z Wahrsheinlihkeisheorie verw Gebiee vol 5 pp [3] R Dobrushin R Koeky and S Shlosman Wullf Consruion A Global Shape from oal Ineraion Providene Rhode Island: Amerian Mahemaial Soiey 99 [4] J Wang and S Deng Fluuaions of inerfae saisial physis models applied o a sok marke model Nonlinear Analysis: Real World Appliaion vol 9 pp [5] J Wang The Speral Gap of Two Dimensional Ising Model wih a Hole: Shrinking Effe of Conours J Mah Kyoo Univ (JMKYAZ vol 39 no 3 pp [6] J Wang The saisial properies of he inerfaes for he laie Widom-Rowlinson model Applied Mahemais eers vol 9 pp [7] J Wang Superriial Ising Model on he aie Fraal---he Sierpinski Carpe Modern Physis eers B vol pp [8] C E Pfiser and Y Velenik Inerfae surfae ension and reenran pinning ransiion in he D Ising model Commun Mah Phys vol 4 pp [9] M F Chen From Markov Chains To Non- Euilibrium Parile Sysems World Sienifi 99 [] T M igge Ineraing Parile Sysems Berlin: Springer-Verlag 985 [] R S Ellis Enropy arge Deviaions and Saisial Mehanis New York: Springer-Verlag 985 [] P Billingsley Convergene of probabiliy measures New York: John Wiley & Sons 968 [3] Q D i and J Wang Saisial Properies of Waiing Times and Reurns in Chinese Sok Markes WSEAS Transaions on Business and Eonomis vol3 pp [4] M F Ji and J Wang Daa Analysis and Saisial Properies of Shenzhen and Shanghai and Indies WSEAS Transaions on Business and Eonomis vol 4 pp [5] J Wang and Q Y Wang The Saisial Properies of Fluuaions of Inerfaes for Voer Model Inernaional Journal of Mahemais and Compuers in Simulaion vol pp ISSN: Issue 5 Volume 7 May 8

Problem Set 9 Due December, 7

Problem Set 9 Due December, 7 EE226: Random Proesses in Sysems Leurer: Jean C. Walrand Problem Se 9 Due Deember, 7 Fall 6 GSI: Assane Gueye his problem se essenially reviews Convergene and Renewal proesses. No all exerises are o be

More information

Boyce/DiPrima 9 th ed, Ch 6.1: Definition of. Laplace Transform. In this chapter we use the Laplace transform to convert a

Boyce/DiPrima 9 th ed, Ch 6.1: Definition of. Laplace Transform. In this chapter we use the Laplace transform to convert a Boye/DiPrima 9 h ed, Ch 6.: Definiion of Laplae Transform Elemenary Differenial Equaions and Boundary Value Problems, 9 h ediion, by William E. Boye and Rihard C. DiPrima, 2009 by John Wiley & Sons, In.

More information

Linear Quadratic Regulator (LQR) - State Feedback Design

Linear Quadratic Regulator (LQR) - State Feedback Design Linear Quadrai Regulaor (LQR) - Sae Feedbak Design A sysem is expressed in sae variable form as x = Ax + Bu n m wih x( ) R, u( ) R and he iniial ondiion x() = x A he sabilizaion problem using sae variable

More information

An Inventory Model for Weibull Time-Dependence. Demand Rate with Completely Backlogged. Shortages

An Inventory Model for Weibull Time-Dependence. Demand Rate with Completely Backlogged. Shortages Inernaional Mahemaial Forum, 5, 00, no. 5, 675-687 An Invenory Model for Weibull Time-Dependene Demand Rae wih Compleely Baklogged Shorages C. K. Tripahy and U. Mishra Deparmen of Saisis, Sambalpur Universiy

More information

Robust estimation based on the first- and third-moment restrictions of the power transformation model

Robust estimation based on the first- and third-moment restrictions of the power transformation model h Inernaional Congress on Modelling and Simulaion, Adelaide, Ausralia, 6 December 3 www.mssanz.org.au/modsim3 Robus esimaion based on he firs- and hird-momen resricions of he power ransformaion Nawaa,

More information

Optimal Transform: The Karhunen-Loeve Transform (KLT)

Optimal Transform: The Karhunen-Loeve Transform (KLT) Opimal ransform: he Karhunen-Loeve ransform (KL) Reall: We are ineresed in uniary ransforms beause of heir nie properies: energy onservaion, energy ompaion, deorrelaion oivaion: τ (D ransform; assume separable)

More information

Lorentz Transformation Properties of Currents for the Particle-Antiparticle Pair Wave Functions

Lorentz Transformation Properties of Currents for the Particle-Antiparticle Pair Wave Functions Open Aess Library Journal 17, Volume 4, e373 ISSN Online: 333-971 ISSN Prin: 333-975 Lorenz Transformaion Properies of Currens for he Parile-Aniparile Pair Wave Funions Raja Roy Deparmen of Eleronis and

More information

Generalized The General Relativity Using Generalized Lorentz Transformation

Generalized The General Relativity Using Generalized Lorentz Transformation P P P P IJISET - Inernaional Journal of Innoaie Siene, Engineering & Tehnology, Vol. 3 Issue 4, April 6. www.ijise.om ISSN 348 7968 Generalized The General Relaiiy Using Generalized Lorenz Transformaion

More information

Generalized electromagnetic energy-momentum tensor and scalar curvature of space at the location of charged particle

Generalized electromagnetic energy-momentum tensor and scalar curvature of space at the location of charged particle Generalized eleromagnei energy-momenum ensor and salar urvaure of spae a he loaion of harged parile A.L. Kholmeskii 1, O.V. Missevih and T. Yarman 3 1 Belarus Sae Universiy, Nezavisimosi Avenue, 0030 Minsk,

More information

mywbut.com Lesson 11 Study of DC transients in R-L-C Circuits

mywbut.com Lesson 11 Study of DC transients in R-L-C Circuits mywbu.om esson Sudy of DC ransiens in R--C Ciruis mywbu.om Objeives Be able o wrie differenial equaion for a d iruis onaining wo sorage elemens in presene of a resisane. To develop a horough undersanding

More information

Energy Momentum Tensor for Photonic System

Energy Momentum Tensor for Photonic System 018 IJSST Volume 4 Issue 10 Prin ISSN : 395-6011 Online ISSN : 395-60X Themed Seion: Siene and Tehnology Energy Momenum Tensor for Phooni Sysem ampada Misra Ex-Gues-Teaher, Deparmens of Eleronis, Vidyasagar

More information

arxiv: v1 [math.pr] 19 Feb 2011

arxiv: v1 [math.pr] 19 Feb 2011 A NOTE ON FELLER SEMIGROUPS AND RESOLVENTS VADIM KOSTRYKIN, JÜRGEN POTTHOFF, AND ROBERT SCHRADER ABSTRACT. Various equivalen condiions for a semigroup or a resolven generaed by a Markov process o be of

More information

Molecular Motion in Isotropic Turbulence

Molecular Motion in Isotropic Turbulence Moleular Moion in Isoropi Turbulene Jing Fan, Jian-Zheng Jiang, and Fei Fei Laboraory of High Temperaure Gas Dynamis, Insiue of Mehanis Chinese Aademy of Sienes, Being 9, China Absra Moleular moion in

More information

Mahgoub Transform Method for Solving Linear Fractional Differential Equations

Mahgoub Transform Method for Solving Linear Fractional Differential Equations Mahgoub Transform Mehod for Solving Linear Fraional Differenial Equaions A. Emimal Kanaga Puhpam 1,* and S. Karin Lydia 2 1* Assoiae Professor&Deparmen of Mahemais, Bishop Heber College Tiruhirappalli,

More information

A New Formulation of Electrodynamics

A New Formulation of Electrodynamics . Eleromagnei Analysis & Appliaions 1 457-461 doi:1.436/jemaa.1.86 Published Online Augus 1 hp://www.sirp.org/journal/jemaa A New Formulaion of Elerodynamis Arbab I. Arbab 1 Faisal A. Yassein 1 Deparmen

More information

Hybrid probabilistic interval dynamic analysis of vehicle-bridge interaction system with uncertainties

Hybrid probabilistic interval dynamic analysis of vehicle-bridge interaction system with uncertainties 1 APCOM & SCM 11-14 h Deember, 13, Singapore Hybrid probabilisi inerval dynami analysis of vehile-bridge ineraion sysem wih unerainies Nengguang iu 1, * Wei Gao 1, Chongmin Song 1 and Nong Zhang 1 Shool

More information

A state space approach to calculating the Beveridge Nelson decomposition

A state space approach to calculating the Beveridge Nelson decomposition Eonomis Leers 75 (00) 3 7 www.elsevier.om/ loae/ eonbase A sae spae approah o alulaing he Beveridge Nelson deomposiion James C. Morley* Deparmen of Eonomis, Washingon Universiy, Campus Box 08, Brookings

More information

3. Differential Equations

3. Differential Equations 3. Differenial Equaions 3.. inear Differenial Equaions of Firs rder A firs order differenial equaion is an equaion of he form d() d ( ) = F ( (),) (3.) As noed above, here will in general be a whole la

More information

Existence of positive solutions for fractional q-difference. equations involving integral boundary conditions with p- Laplacian operator

Existence of positive solutions for fractional q-difference. equations involving integral boundary conditions with p- Laplacian operator Invenion Journal of Researh Tehnology in Engineering & Managemen IJRTEM) ISSN: 455-689 www.ijrem.om Volume Issue 7 ǁ July 8 ǁ PP 5-5 Exisene of osiive soluions for fraional -differene euaions involving

More information

Basic solution to Heat Diffusion In general, one-dimensional heat diffusion in a material is defined by the linear, parabolic PDE

Basic solution to Heat Diffusion In general, one-dimensional heat diffusion in a material is defined by the linear, parabolic PDE New Meio e yd 5 ydrology Program Quaniaie Meods in ydrology Basi soluion o ea iffusion In general one-dimensional ea diffusion in a maerial is defined by e linear paraboli PE or were we assume a is defined

More information

A HILL-CLIMBING COMBINATORIAL ALGORITHM FOR CONSTRUCTING N-POINT D-OPTIMAL EXACT DESIGNS

A HILL-CLIMBING COMBINATORIAL ALGORITHM FOR CONSTRUCTING N-POINT D-OPTIMAL EXACT DESIGNS J. Sa. Appl. Pro., o., 33-46 33 Journal of Saisis Appliaions & Probabiliy An Inernaional Journal @ SP aural Sienes Publishing Cor. A HILL-CLIMBIG COMBIATORIAL ALGORITHM FOR COSTRUCTIG -POIT D-OPTIMAL EXACT

More information

Average Number of Lattice Points in a Disk

Average Number of Lattice Points in a Disk Average Number of Laice Poins in a Disk Sujay Jayakar Rober S. Sricharz Absrac The difference beween he number of laice poins in a disk of radius /π and he area of he disk /4π is equal o he error in he

More information

Two Coupled Oscillators / Normal Modes

Two Coupled Oscillators / Normal Modes Lecure 3 Phys 3750 Two Coupled Oscillaors / Normal Modes Overview and Moivaion: Today we ake a small, bu significan, sep owards wave moion. We will no ye observe waves, bu his sep is imporan in is own

More information

Physics 235 Chapter 2. Chapter 2 Newtonian Mechanics Single Particle

Physics 235 Chapter 2. Chapter 2 Newtonian Mechanics Single Particle Chaper 2 Newonian Mechanics Single Paricle In his Chaper we will review wha Newon s laws of mechanics ell us abou he moion of a single paricle. Newon s laws are only valid in suiable reference frames,

More information

On the Distribution of the Break-Date Estimator Implied by the Perron-Type Statistics When the Form of Break is Misspecified

On the Distribution of the Break-Date Estimator Implied by the Perron-Type Statistics When the Form of Break is Misspecified Xavier Universiy Exhii Fauly Sholarship Eonomis 1-24-27 On he Disriuion of he Break-Dae Esimaor Implied y he Perron-ype Saisis When he Form of Break is Misspeified Ami Sen Xavier Universiy - Cininnai Follow

More information

Physics 127b: Statistical Mechanics. Fokker-Planck Equation. Time Evolution

Physics 127b: Statistical Mechanics. Fokker-Planck Equation. Time Evolution Physics 7b: Saisical Mechanics Fokker-Planck Equaion The Langevin equaion approach o he evoluion of he velociy disribuion for he Brownian paricle migh leave you uncomforable. A more formal reamen of his

More information

Derivation of longitudinal Doppler shift equation between two moving bodies in reference frame at rest

Derivation of longitudinal Doppler shift equation between two moving bodies in reference frame at rest Deriaion o longiudinal Doppler shi equaion beween wo moing bodies in reerene rame a res Masanori Sao Honda Eleronis Co., d., Oyamazuka, Oiwa-ho, Toyohashi, ihi 44-393, Japan E-mail: msao@honda-el.o.jp

More information

SIMULATION STUDY OF STOCHASTIC CHANNEL REDISTRIBUTION

SIMULATION STUDY OF STOCHASTIC CHANNEL REDISTRIBUTION Developmens in Business Simulaion and Experienial Learning, Volume 3, 3 SIMULATIO STUDY OF STOCHASTIC CHAEL REDISTRIBUTIO Yao Dong-Qing Towson Universiy dyao@owson.edu ABSTRACT In his paper, we invesigae

More information

Mocanu Paradox of Different Types of Lorentz Transformations

Mocanu Paradox of Different Types of Lorentz Transformations Page Moanu Parado of Differen Types of Lorenz Transformaions A R aizid and M S Alam * Deparmen of usiness Adminisraion Leading niersiy Sylhe 300 angladesh Deparmen of Physis Shahjalal niersiy of Siene

More information

Notes for Lecture 17-18

Notes for Lecture 17-18 U.C. Berkeley CS278: Compuaional Complexiy Handou N7-8 Professor Luca Trevisan April 3-8, 2008 Noes for Lecure 7-8 In hese wo lecures we prove he firs half of he PCP Theorem, he Amplificaion Lemma, up

More information

Amit Mehra. Indian School of Business, Hyderabad, INDIA Vijay Mookerjee

Amit Mehra. Indian School of Business, Hyderabad, INDIA Vijay Mookerjee RESEARCH ARTICLE HUMAN CAPITAL DEVELOPMENT FOR PROGRAMMERS USING OPEN SOURCE SOFTWARE Ami Mehra Indian Shool of Business, Hyderabad, INDIA {Ami_Mehra@isb.edu} Vijay Mookerjee Shool of Managemen, Uniersiy

More information

New Oscillation Criteria For Second Order Nonlinear Differential Equations

New Oscillation Criteria For Second Order Nonlinear Differential Equations Researh Inveny: Inernaional Journal Of Engineering And Siene Issn: 78-47, Vol, Issue 4 (Feruary 03), Pp 36-4 WwwResearhinvenyCom New Osillaion Crieria For Seond Order Nonlinear Differenial Equaions Xhevair

More information

AN INVENTORY MODEL FOR DETERIORATING ITEMS WITH EXPONENTIAL DECLINING DEMAND AND PARTIAL BACKLOGGING

AN INVENTORY MODEL FOR DETERIORATING ITEMS WITH EXPONENTIAL DECLINING DEMAND AND PARTIAL BACKLOGGING Yugoslav Journal of Operaions Researh 5 (005) Number 77-88 AN INVENTORY MODEL FOR DETERIORATING ITEMS WITH EXPONENTIAL DECLINING DEMAND AND PARTIAL BACKLOGGING Liang-Yuh OUYANG Deparmen of Managemen Sienes

More information

TRANSMISSION LINES AND WAVEGUIDES. Uniformity along the Direction of Propagation

TRANSMISSION LINES AND WAVEGUIDES. Uniformity along the Direction of Propagation TRANSMISSION LINES AND WAVEGUIDES Uniformi along he Direion of Propagaion Definiion: Transmission Line TL is he erm o desribe ransmission ssems wih wo or more mealli onduors eleriall insulaed from eah

More information

Oscillation of an Euler Cauchy Dynamic Equation S. Huff, G. Olumolode, N. Pennington, and A. Peterson

Oscillation of an Euler Cauchy Dynamic Equation S. Huff, G. Olumolode, N. Pennington, and A. Peterson PROCEEDINGS OF THE FOURTH INTERNATIONAL CONFERENCE ON DYNAMICAL SYSTEMS AND DIFFERENTIAL EQUATIONS May 4 7, 00, Wilmingon, NC, USA pp 0 Oscillaion of an Euler Cauchy Dynamic Equaion S Huff, G Olumolode,

More information

PHYS-3301 Lecture 5. Chapter 2. Announcement. Sep. 12, Special Relativity. What about y and z coordinates? (x - direction of motion)

PHYS-3301 Lecture 5. Chapter 2. Announcement. Sep. 12, Special Relativity. What about y and z coordinates? (x - direction of motion) Announemen Course webpage hp://www.phys.u.edu/~slee/33/ Tebook PHYS-33 Leure 5 HW (due 9/4) Chaper, 6, 36, 4, 45, 5, 5, 55, 58 Sep., 7 Chaper Speial Relaiiy. Basi Ideas. Consequenes of Einsein s Posulaes

More information

An Invariance for (2+1)-Extension of Burgers Equation and Formulae to Obtain Solutions of KP Equation

An Invariance for (2+1)-Extension of Burgers Equation and Formulae to Obtain Solutions of KP Equation Commun Theor Phys Beijing, China 43 2005 pp 591 596 c Inernaional Academic Publishers Vol 43, No 4, April 15, 2005 An Invariance for 2+1-Eension of Burgers Equaion Formulae o Obain Soluions of KP Equaion

More information

Fractional Method of Characteristics for Fractional Partial Differential Equations

Fractional Method of Characteristics for Fractional Partial Differential Equations Fracional Mehod of Characerisics for Fracional Parial Differenial Equaions Guo-cheng Wu* Modern Teile Insiue, Donghua Universiy, 188 Yan-an ilu Road, Shanghai 51, PR China Absrac The mehod of characerisics

More information

The Arcsine Distribution

The Arcsine Distribution The Arcsine Disribuion Chris H. Rycrof Ocober 6, 006 A common heme of he class has been ha he saisics of single walker are ofen very differen from hose of an ensemble of walkers. On he firs homework, we

More information

Theory of! Partial Differential Equations!

Theory of! Partial Differential Equations! hp://www.nd.edu/~gryggva/cfd-course/! Ouline! Theory o! Parial Dierenial Equaions! Gréar Tryggvason! Spring 011! Basic Properies o PDE!! Quasi-linear Firs Order Equaions! - Characerisics! - Linear and

More information

Teacher Quality Policy When Supply Matters: Online Appendix

Teacher Quality Policy When Supply Matters: Online Appendix Teaher Qualiy Poliy When Supply Maers: Online Appendix Jesse Rohsein July 24, 24 A Searh model Eah eaher draws a single ouside job offer eah year. If she aeps he offer, she exis eahing forever. The ouside

More information

Mathematical Foundations -1- Choice over Time. Choice over time. A. The model 2. B. Analysis of period 1 and period 2 3

Mathematical Foundations -1- Choice over Time. Choice over time. A. The model 2. B. Analysis of period 1 and period 2 3 Mahemaial Foundaions -- Choie over Time Choie over ime A. The model B. Analysis of period and period 3 C. Analysis of period and period + 6 D. The wealh equaion 0 E. The soluion for large T 5 F. Fuure

More information

Bernoulli numbers. Francesco Chiatti, Matteo Pintonello. December 5, 2016

Bernoulli numbers. Francesco Chiatti, Matteo Pintonello. December 5, 2016 UNIVERSITÁ DEGLI STUDI DI PADOVA, DIPARTIMENTO DI MATEMATICA TULLIO LEVI-CIVITA Bernoulli numbers Francesco Chiai, Maeo Pinonello December 5, 206 During las lessons we have proved he Las Ferma Theorem

More information

Spiral CT Image Reconstruction Using Alternating Minimization Methods

Spiral CT Image Reconstruction Using Alternating Minimization Methods Spiral CT Image Reonsruion Using Alernaing Minimizaion Mehods Shenu Yan Thesis Advisor: Dr. O Sullivan Washingon Universi S. Louis Missouri leroni Ssems & Signals Researh Laboraor Ma 9 24 Conen CT inroduion

More information

Vehicle Arrival Models : Headway

Vehicle Arrival Models : Headway Chaper 12 Vehicle Arrival Models : Headway 12.1 Inroducion Modelling arrival of vehicle a secion of road is an imporan sep in raffic flow modelling. I has imporan applicaion in raffic flow simulaion where

More information

Analysis of Tubular Linear Permanent Magnet Motor for Drilling Application

Analysis of Tubular Linear Permanent Magnet Motor for Drilling Application Analysis of Tubular Linear Permanen Magne Moor for Drilling Appliaion Shujun Zhang, Lars Norum, Rober Nilssen Deparmen of Eleri Power Engineering Norwegian Universiy of Siene and Tehnology, Trondheim 7491

More information

On a Fractional Stochastic Landau-Ginzburg Equation

On a Fractional Stochastic Landau-Ginzburg Equation Applied Mahemaical Sciences, Vol. 4, 1, no. 7, 317-35 On a Fracional Sochasic Landau-Ginzburg Equaion Nguyen Tien Dung Deparmen of Mahemaics, FPT Universiy 15B Pham Hung Sree, Hanoi, Vienam dungn@fp.edu.vn

More information

KEY. Math 334 Midterm I Fall 2008 sections 001 and 003 Instructor: Scott Glasgow

KEY. Math 334 Midterm I Fall 2008 sections 001 and 003 Instructor: Scott Glasgow 1 KEY Mah 4 Miderm I Fall 8 secions 1 and Insrucor: Sco Glasgow Please do NOT wrie on his eam. No credi will be given for such work. Raher wrie in a blue book, or on our own paper, preferabl engineering

More information

Essential Microeconomics : OPTIMAL CONTROL 1. Consider the following class of optimization problems

Essential Microeconomics : OPTIMAL CONTROL 1. Consider the following class of optimization problems Essenial Microeconomics -- 6.5: OPIMAL CONROL Consider he following class of opimizaion problems Max{ U( k, x) + U+ ( k+ ) k+ k F( k, x)}. { x, k+ } = In he language of conrol heory, he vecor k is he vecor

More information

3.1.3 INTRODUCTION TO DYNAMIC OPTIMIZATION: DISCRETE TIME PROBLEMS. A. The Hamiltonian and First-Order Conditions in a Finite Time Horizon

3.1.3 INTRODUCTION TO DYNAMIC OPTIMIZATION: DISCRETE TIME PROBLEMS. A. The Hamiltonian and First-Order Conditions in a Finite Time Horizon 3..3 INRODUCION O DYNAMIC OPIMIZAION: DISCREE IME PROBLEMS A. he Hamilonian and Firs-Order Condiions in a Finie ime Horizon Define a new funcion, he Hamilonian funcion, H. H he change in he oal value of

More information

Peakon, pseudo-peakon, and cuspon solutions for two generalized Camassa-Holm equations

Peakon, pseudo-peakon, and cuspon solutions for two generalized Camassa-Holm equations JOURNAL OF MATHEMATICAL PHYSICS 54 13501 (013) Peakon pseudo-peakon and uspon soluions for wo generalized Camassa-Holm equaions Jibin Li 1a) and Zhijun Qiao 3a) 1 Deparmen of Mahemais Zhejiang Normal Universiy

More information

Dynamic System In Biology

Dynamic System In Biology Compuaional Siene and Engineering Dnami Ssem In Biolog Yang Cao Deparmen of Compuer Siene hp://ourses.s.v.edu/~s644 Ouline Compuaional Siene and Engineering Single Speies opulaion Model Malhus Model Logisi

More information

Approximation Algorithms for Unique Games via Orthogonal Separators

Approximation Algorithms for Unique Games via Orthogonal Separators Approximaion Algorihms for Unique Games via Orhogonal Separaors Lecure noes by Konsanin Makarychev. Lecure noes are based on he papers [CMM06a, CMM06b, LM4]. Unique Games In hese lecure noes, we define

More information

Ann. Funct. Anal. 2 (2011), no. 2, A nnals of F unctional A nalysis ISSN: (electronic) URL:

Ann. Funct. Anal. 2 (2011), no. 2, A nnals of F unctional A nalysis ISSN: (electronic) URL: Ann. Func. Anal. 2 2011, no. 2, 34 41 A nnals of F uncional A nalysis ISSN: 2008-8752 elecronic URL: www.emis.de/journals/afa/ CLASSIFICAION OF POSIIVE SOLUIONS OF NONLINEAR SYSEMS OF VOLERRA INEGRAL EQUAIONS

More information

Unit Root Time Series. Univariate random walk

Unit Root Time Series. Univariate random walk Uni Roo ime Series Univariae random walk Consider he regression y y where ~ iid N 0, he leas squares esimae of is: ˆ yy y y yy Now wha if = If y y hen le y 0 =0 so ha y j j If ~ iid N 0, hen y ~ N 0, he

More information

Empirical Process Theory

Empirical Process Theory Empirical Process heory 4.384 ime Series Analysis, Fall 27 Reciaion by Paul Schrimpf Supplemenary o lecures given by Anna Mikusheva Ocober 7, 28 Reciaion 7 Empirical Process heory Le x be a real-valued

More information

arxiv:math/ v1 [math.nt] 3 Nov 2005

arxiv:math/ v1 [math.nt] 3 Nov 2005 arxiv:mah/0511092v1 [mah.nt] 3 Nov 2005 A NOTE ON S AND THE ZEROS OF THE RIEMANN ZETA-FUNCTION D. A. GOLDSTON AND S. M. GONEK Absrac. Le πs denoe he argumen of he Riemann zea-funcion a he poin 1 + i. Assuming

More information

Overview. COMP14112: Artificial Intelligence Fundamentals. Lecture 0 Very Brief Overview. Structure of this course

Overview. COMP14112: Artificial Intelligence Fundamentals. Lecture 0 Very Brief Overview. Structure of this course OMP: Arificial Inelligence Fundamenals Lecure 0 Very Brief Overview Lecurer: Email: Xiao-Jun Zeng x.zeng@mancheser.ac.uk Overview This course will focus mainly on probabilisic mehods in AI We shall presen

More information

Research Article Stability of the Positive Point of Equilibrium of Nicholson s Blowflies Equation with Stochastic Perturbations: Numerical Analysis

Research Article Stability of the Positive Point of Equilibrium of Nicholson s Blowflies Equation with Stochastic Perturbations: Numerical Analysis Hindawi Publishing Corporaion Disree Dynamis in Naure and Soiey Volume 7, Arile ID 999, pages doi:./7/999 Researh Arile Sabiliy of he Posiive Poin of Equilibrium of Niholson s Blowflies Equaion wih Sohasi

More information

Mass Transfer Coefficients (MTC) and Correlations I

Mass Transfer Coefficients (MTC) and Correlations I Mass Transfer Mass Transfer Coeffiiens (MTC) and Correlaions I 7- Mass Transfer Coeffiiens and Correlaions I Diffusion an be desribed in wo ways:. Deailed physial desripion based on Fik s laws and he diffusion

More information

Theory of! Partial Differential Equations-I!

Theory of! Partial Differential Equations-I! hp://users.wpi.edu/~grear/me61.hml! Ouline! Theory o! Parial Dierenial Equaions-I! Gréar Tryggvason! Spring 010! Basic Properies o PDE!! Quasi-linear Firs Order Equaions! - Characerisics! - Linear and

More information

LECTURE 1: GENERALIZED RAY KNIGHT THEOREM FOR FINITE MARKOV CHAINS

LECTURE 1: GENERALIZED RAY KNIGHT THEOREM FOR FINITE MARKOV CHAINS LECTURE : GENERALIZED RAY KNIGHT THEOREM FOR FINITE MARKOV CHAINS We will work wih a coninuous ime reversible Markov chain X on a finie conneced sae space, wih generaor Lf(x = y q x,yf(y. (Recall ha q

More information

Research Article Asymptotic Behavior of Certain Integrodifferential Equations

Research Article Asymptotic Behavior of Certain Integrodifferential Equations Disree Dynamis in Naure and Soiey Volume 206, Arile ID 423050, 6 pages hp://dx.doi.org/0.55/206/423050 Researh Arile Asympoi Behavior of Cerain Inegrodifferenial Equaions Said Grae and Elvan Akin 2 Deparmen

More information

Math 10B: Mock Mid II. April 13, 2016

Math 10B: Mock Mid II. April 13, 2016 Name: Soluions Mah 10B: Mock Mid II April 13, 016 1. ( poins) Sae, wih jusificaion, wheher he following saemens are rue or false. (a) If a 3 3 marix A saisfies A 3 A = 0, hen i canno be inverible. True.

More information

Cash Flow Valuation Mode Lin Discrete Time

Cash Flow Valuation Mode Lin Discrete Time IOSR Journal of Mahemaics (IOSR-JM) e-issn: 2278-5728,p-ISSN: 2319-765X, 6, Issue 6 (May. - Jun. 2013), PP 35-41 Cash Flow Valuaion Mode Lin Discree Time Olayiwola. M. A. and Oni, N. O. Deparmen of Mahemaics

More information

ACE 562 Fall Lecture 5: The Simple Linear Regression Model: Sampling Properties of the Least Squares Estimators. by Professor Scott H.

ACE 562 Fall Lecture 5: The Simple Linear Regression Model: Sampling Properties of the Least Squares Estimators. by Professor Scott H. ACE 56 Fall 005 Lecure 5: he Simple Linear Regression Model: Sampling Properies of he Leas Squares Esimaors by Professor Sco H. Irwin Required Reading: Griffihs, Hill and Judge. "Inference in he Simple

More information

The motions of the celt on a horizontal plane with viscous friction

The motions of the celt on a horizontal plane with viscous friction The h Join Inernaional Conference on Mulibody Sysem Dynamics June 8, 18, Lisboa, Porugal The moions of he cel on a horizonal plane wih viscous fricion Maria A. Munisyna 1 1 Moscow Insiue of Physics and

More information

On Measuring Pro-Poor Growth. 1. On Various Ways of Measuring Pro-Poor Growth: A Short Review of the Literature

On Measuring Pro-Poor Growth. 1. On Various Ways of Measuring Pro-Poor Growth: A Short Review of the Literature On Measuring Pro-Poor Growh 1. On Various Ways of Measuring Pro-Poor Growh: A Shor eview of he Lieraure During he pas en years or so here have been various suggesions concerning he way one should check

More information

Some Ramsey results for the n-cube

Some Ramsey results for the n-cube Some Ramsey resuls for he n-cube Ron Graham Universiy of California, San Diego Jozsef Solymosi Universiy of Briish Columbia, Vancouver, Canada Absrac In his noe we esablish a Ramsey-ype resul for cerain

More information

INDEPENDENT SETS IN GRAPHS WITH GIVEN MINIMUM DEGREE

INDEPENDENT SETS IN GRAPHS WITH GIVEN MINIMUM DEGREE INDEPENDENT SETS IN GRAPHS WITH GIVEN MINIMUM DEGREE JAMES ALEXANDER, JONATHAN CUTLER, AND TIM MINK Absrac The enumeraion of independen ses in graphs wih various resricions has been a opic of much ineres

More information

Chapter 4. Truncation Errors

Chapter 4. Truncation Errors Chaper 4. Truncaion Errors and he Taylor Series Truncaion Errors and he Taylor Series Non-elemenary funcions such as rigonomeric, eponenial, and ohers are epressed in an approimae fashion using Taylor

More information

T L. t=1. Proof of Lemma 1. Using the marginal cost accounting in Equation(4) and standard arguments. t )+Π RB. t )+K 1(Q RB

T L. t=1. Proof of Lemma 1. Using the marginal cost accounting in Equation(4) and standard arguments. t )+Π RB. t )+K 1(Q RB Elecronic Companion EC.1. Proofs of Technical Lemmas and Theorems LEMMA 1. Le C(RB) be he oal cos incurred by he RB policy. Then we have, T L E[C(RB)] 3 E[Z RB ]. (EC.1) Proof of Lemma 1. Using he marginal

More information

11!Hí MATHEMATICS : ERDŐS AND ULAM PROC. N. A. S. of decomposiion, properly speaking) conradics he possibiliy of defining a counably addiive real-valu

11!Hí MATHEMATICS : ERDŐS AND ULAM PROC. N. A. S. of decomposiion, properly speaking) conradics he possibiliy of defining a counably addiive real-valu ON EQUATIONS WITH SETS AS UNKNOWNS BY PAUL ERDŐS AND S. ULAM DEPARTMENT OF MATHEMATICS, UNIVERSITY OF COLORADO, BOULDER Communicaed May 27, 1968 We shall presen here a number of resuls in se heory concerning

More information

LIGHT and SPECIAL RELATIVITY

LIGHT and SPECIAL RELATIVITY VISUAL PHYSICS ONLINE MODULE 7 NATURE OF LIGHT LIGHT and SPECIAL RELATIVITY LENGTH CONTRACTION RELATIVISTIC ADDITION OF VELOCITIES Time is a relaie quaniy: differen obserers an measuremen differen ime

More information

Hamilton- J acobi Equation: Explicit Formulas In this lecture we try to apply the method of characteristics to the Hamilton-Jacobi equation: u t

Hamilton- J acobi Equation: Explicit Formulas In this lecture we try to apply the method of characteristics to the Hamilton-Jacobi equation: u t M ah 5 2 7 Fall 2 0 0 9 L ecure 1 0 O c. 7, 2 0 0 9 Hamilon- J acobi Equaion: Explici Formulas In his lecure we ry o apply he mehod of characerisics o he Hamilon-Jacobi equaion: u + H D u, x = 0 in R n

More information

Mixing times and hitting times: lecture notes

Mixing times and hitting times: lecture notes Miing imes and hiing imes: lecure noes Yuval Peres Perla Sousi 1 Inroducion Miing imes and hiing imes are among he mos fundamenal noions associaed wih a finie Markov chain. A variey of ools have been developed

More information

From a detailed model of porous catalytic washcoat to the effective model of entire catalytic monolith

From a detailed model of porous catalytic washcoat to the effective model of entire catalytic monolith Insiue of Chemial ehnology Prague Ceh Republi From a deailed model of porous aalyi washoa o he effeive model of enire aalyi monolih Per Kočí Vladimír Nová Franiše Šěpáne Miloš Mare Milan Kubíče hp://www.vsh./monolih

More information

SELBERG S CENTRAL LIMIT THEOREM ON THE CRITICAL LINE AND THE LERCH ZETA-FUNCTION. II

SELBERG S CENTRAL LIMIT THEOREM ON THE CRITICAL LINE AND THE LERCH ZETA-FUNCTION. II SELBERG S CENRAL LIMI HEOREM ON HE CRIICAL LINE AND HE LERCH ZEA-FUNCION. II ANDRIUS GRIGUIS Deparmen of Mahemaics Informaics Vilnius Universiy, Naugarduko 4 035 Vilnius, Lihuania rius.griguis@mif.vu.l

More information

ψ(t) = V x (0)V x (t)

ψ(t) = V x (0)V x (t) .93 Home Work Se No. (Professor Sow-Hsin Chen Spring Term 5. Due March 7, 5. This problem concerns calculaions of analyical expressions for he self-inermediae scaering funcion (ISF of he es paricle in

More information

B Signals and Systems I Solutions to Midterm Test 2. xt ()

B Signals and Systems I Solutions to Midterm Test 2. xt () 34-33B Signals and Sysems I Soluions o Miderm es 34-33B Signals and Sysems I Soluions o Miderm es ednesday Marh 7, 7:PM-9:PM Examiner: Prof. Benoi Boule Deparmen of Elerial and Compuer Engineering MGill

More information

κt π = (5) T surrface k BASELINE CASE

κt π = (5) T surrface k BASELINE CASE II. BASELINE CASE PRACICAL CONSIDERAIONS FOR HERMAL SRESSES INDUCED BY SURFACE HEAING James P. Blanhard Universi of Wisonsin Madison 15 Engineering Dr. Madison, WI 5376-169 68-63-391 blanhard@engr.is.edu

More information

arxiv:cond-mat/ May 2002

arxiv:cond-mat/ May 2002 -- uadrupolar Glass Sae in para-hydrogen and orho-deuerium under pressure. T.I.Schelkacheva. arxiv:cond-ma/5538 6 May Insiue for High Pressure Physics, Russian Academy of Sciences, Troisk 49, Moscow Region,

More information

Supplement for Stochastic Convex Optimization: Faster Local Growth Implies Faster Global Convergence

Supplement for Stochastic Convex Optimization: Faster Local Growth Implies Faster Global Convergence Supplemen for Sochasic Convex Opimizaion: Faser Local Growh Implies Faser Global Convergence Yi Xu Qihang Lin ianbao Yang Proof of heorem heorem Suppose Assumpion holds and F (w) obeys he LGC (6) Given

More information

R t. C t P t. + u t. C t = αp t + βr t + v t. + β + w t

R t. C t P t. + u t. C t = αp t + βr t + v t. + β + w t Exercise 7 C P = α + β R P + u C = αp + βr + v (a) (b) C R = α P R + β + w (c) Assumpions abou he disurbances u, v, w : Classical assumions on he disurbance of one of he equaions, eg. on (b): E(v v s P,

More information

A new flexible Weibull distribution

A new flexible Weibull distribution Communicaions for Saisical Applicaions and Mehods 2016, Vol. 23, No. 5, 399 409 hp://dx.doi.org/10.5351/csam.2016.23.5.399 Prin ISSN 2287-7843 / Online ISSN 2383-4757 A new flexible Weibull disribuion

More information

(1) (2) Differentiation of (1) and then substitution of (3) leads to. Therefore, we will simply consider the second-order linear system given by (4)

(1) (2) Differentiation of (1) and then substitution of (3) leads to. Therefore, we will simply consider the second-order linear system given by (4) Phase Plane Analysis of Linear Sysems Adaped from Applied Nonlinear Conrol by Sloine and Li The general form of a linear second-order sysem is a c b d From and b bc d a Differeniaion of and hen subsiuion

More information

Lecture Notes 2. The Hilbert Space Approach to Time Series

Lecture Notes 2. The Hilbert Space Approach to Time Series Time Series Seven N. Durlauf Universiy of Wisconsin. Basic ideas Lecure Noes. The Hilber Space Approach o Time Series The Hilber space framework provides a very powerful language for discussing he relaionship

More information

The Quantum Theory of Atoms and Molecules: The Schrodinger equation. Hilary Term 2008 Dr Grant Ritchie

The Quantum Theory of Atoms and Molecules: The Schrodinger equation. Hilary Term 2008 Dr Grant Ritchie e Quanum eory of Aoms and Molecules: e Scrodinger equaion Hilary erm 008 Dr Gran Ricie An equaion for maer waves? De Broglie posulaed a every paricles as an associaed wave of waveleng: / p Wave naure of

More information

Bias in Conditional and Unconditional Fixed Effects Logit Estimation: a Correction * Tom Coupé

Bias in Conditional and Unconditional Fixed Effects Logit Estimation: a Correction * Tom Coupé Bias in Condiional and Uncondiional Fixed Effecs Logi Esimaion: a Correcion * Tom Coupé Economics Educaion and Research Consorium, Naional Universiy of Kyiv Mohyla Academy Address: Vul Voloska 10, 04070

More information

MODULE 3 FUNCTION OF A RANDOM VARIABLE AND ITS DISTRIBUTION LECTURES PROBABILITY DISTRIBUTION OF A FUNCTION OF A RANDOM VARIABLE

MODULE 3 FUNCTION OF A RANDOM VARIABLE AND ITS DISTRIBUTION LECTURES PROBABILITY DISTRIBUTION OF A FUNCTION OF A RANDOM VARIABLE Topics MODULE 3 FUNCTION OF A RANDOM VARIABLE AND ITS DISTRIBUTION LECTURES 2-6 3. FUNCTION OF A RANDOM VARIABLE 3.2 PROBABILITY DISTRIBUTION OF A FUNCTION OF A RANDOM VARIABLE 3.3 EXPECTATION AND MOMENTS

More information

The Relativistic Field of a Rotating Body

The Relativistic Field of a Rotating Body The Relaivisi Field of a Roaing Body Panelis M. Pehlivanides Alani IKE, Ahens 57, Greee ppexl@eemail.gr Absra Based on he pahs of signals emanaing from a roaing poin body, e find he equaions and properies

More information

Rainbow saturation and graph capacities

Rainbow saturation and graph capacities Rainbow sauraion and graph capaciies Dániel Korándi Absrac The -colored rainbow sauraion number rsa (n, F ) is he minimum size of a -edge-colored graph on n verices ha conains no rainbow copy of F, bu

More information

Number of modes per unit volume of the cavity per unit frequency interval is given by: Mode Density, N

Number of modes per unit volume of the cavity per unit frequency interval is given by: Mode Density, N SMES404 - LASER PHYSCS (LECTURE 5 on /07/07) Number of modes per uni volume of he aviy per uni frequeny inerval is given by: 8 Mode Densiy, N (.) Therefore, energy densiy (per uni freq. inerval); U 8h

More information

CS Homework Week 2 ( 2.25, 3.22, 4.9)

CS Homework Week 2 ( 2.25, 3.22, 4.9) CS3150 - Homework Week 2 ( 2.25, 3.22, 4.9) Dan Li, Xiaohui Kong, Hammad Ibqal and Ihsan A. Qazi Deparmen of Compuer Science, Universiy of Pisburgh, Pisburgh, PA 15260 Inelligen Sysems Program, Universiy

More information

Multi-component Levi Hierarchy and Its Multi-component Integrable Coupling System

Multi-component Levi Hierarchy and Its Multi-component Integrable Coupling System Commun. Theor. Phys. (Beijing, China) 44 (2005) pp. 990 996 c Inernaional Academic Publishers Vol. 44, No. 6, December 5, 2005 uli-componen Levi Hierarchy and Is uli-componen Inegrable Coupling Sysem XIA

More information

Module 2 F c i k c s la l w a s o s f dif di fusi s o i n

Module 2 F c i k c s la l w a s o s f dif di fusi s o i n Module Fick s laws of diffusion Fick s laws of diffusion and hin film soluion Adolf Fick (1855) proposed: d J α d d d J (mole/m s) flu (m /s) diffusion coefficien and (mole/m 3 ) concenraion of ions, aoms

More information

Families with no matchings of size s

Families with no matchings of size s Families wih no machings of size s Peer Franl Andrey Kupavsii Absrac Le 2, s 2 be posiive inegers. Le be an n-elemen se, n s. Subses of 2 are called families. If F ( ), hen i is called - uniform. Wha is

More information

U( θ, θ), U(θ 1/2, θ + 1/2) and Cauchy (θ) are not exponential families. (The proofs are not easy and require measure theory. See the references.

U( θ, θ), U(θ 1/2, θ + 1/2) and Cauchy (θ) are not exponential families. (The proofs are not easy and require measure theory. See the references. Lecure 5 Exponenial Families Exponenial families, also called Koopman-Darmois families, include a quie number of well known disribuions. Many nice properies enjoyed by exponenial families allow us o provide

More information

We just finished the Erdős-Stone Theorem, and ex(n, F ) (1 1/(χ(F ) 1)) ( n

We just finished the Erdős-Stone Theorem, and ex(n, F ) (1 1/(χ(F ) 1)) ( n Lecure 3 - Kövari-Sós-Turán Theorem Jacques Versraëe jacques@ucsd.edu We jus finished he Erdős-Sone Theorem, and ex(n, F ) ( /(χ(f ) )) ( n 2). So we have asympoics when χ(f ) 3 bu no when χ(f ) = 2 i.e.

More information

International Journal of Scientific & Engineering Research, Volume 4, Issue 10, October ISSN

International Journal of Scientific & Engineering Research, Volume 4, Issue 10, October ISSN Inernaional Journal of Scienific & Engineering Research, Volume 4, Issue 10, Ocober-2013 900 FUZZY MEAN RESIDUAL LIFE ORDERING OF FUZZY RANDOM VARIABLES J. EARNEST LAZARUS PIRIYAKUMAR 1, A. YAMUNA 2 1.

More information