Search results for " Methods"

showing 10 items of 4102 documents

On the derivation of a linear Boltzmann equation from a periodic lattice gas

2004

We consider the problem of deriving the linear Boltzmann equation from the Lorentz process with hard spheres obstacles. In a suitable limit (the Boltzmann-Grad limit), it has been proved that the linear Boltzmann equation can be obtained when the position of obstacles are Poisson distributed, while the validation fails, also for the "correct" ratio between obstacle size and lattice parameter, when they are distributed on a purely periodic lattice, because of the existence of very long free trajectories. Here we validate the linear Boltzmann equation, in the limit when the scatterer's radius epsilon vanishes, for a family of Lorentz processes such that the obstacles have a random distributio…

Statistics and ProbabilityHPP modelApplied MathematicsMathematical analysisLattice Boltzmann methodsHard spheresLattice gaBoltzmann equationLattice gasLattice constantModelling and SimulationModeling and SimulationLattice (order)Linear Boltzmann equationMarkov proceMarkov processJump processScalingLinear equationMathematicsStochastic Processes and their Applications
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Wardowski conditions to the coincidence problem

2015

In this article we first discuss the existence and uniqueness of a solution for the coincidence problem: Find p ∈ X such that Tp = Sp, where X is a nonempty set, Y is a complete metric space, and T, S:X → Y are two mappings satisfying a Wardowski type condition of contractivity. Later on, we will state the convergence of the Picard-Juncgk iteration process to the above coincidence problem as well as a rate of convergence for this iteration scheme. Finally, we shall apply our results to study the existence and uniqueness of a solution as well as the convergence of the Picard-Juncgk iteration process toward the solution of a second order differential equation. Ministerio de Economía y Competi…

Statistics and ProbabilityIterative methodsIterative methodCoincidence pointsComplete metric space54H25common fixed pointsConvergence (routing)Applied mathematicsUniquenessMathematicsApplied Mathematics and Statistics47J25lcsh:T57-57.97Applied MathematicsMathematical analysisOrder (ring theory)State (functional analysis)Rate of convergencecoincidence pointsRate of convergenceordinary differential equationsOrdinary differential equationlcsh:Applied mathematics. Quantitative methodsCommon fixed pointsiterative methodslcsh:Probabilities. Mathematical statisticslcsh:QA273-280rate of convergenceFrontiers in Applied Mathematics and Statistics
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Quantitative analysis of numerical estimates for the permeability of porous media from lattice-Boltzmann simulations

2010

During the last decade, lattice-Boltzmann (LB) simulations have been improved to become an efficient tool for determining the permeability of porous media samples. However, well known improvements of the original algorithm are often not implemented. These include for example multirelaxation time schemes or improved boundary conditions, as well as different possibilities to impose a pressure gradient. This paper shows that a significant difference of the calculated permeabilities can be found unless one uses a carefully selected setup. We present a detailed discussion of possible simulation setups and quantitative studies of the influence of simulation parameters. We illustrate our results b…

Statistics and ProbabilityMaterials scienceSignificant differenceFluid Dynamics (physics.flu-dyn)Lattice Boltzmann methodsFOS: Physical sciencesStatistical and Nonlinear PhysicsPhysics - Fluid DynamicsMechanicsComputational Physics (physics.comp-ph)Permeability (earth sciences)Permeability measurementsBoundary value problemStatistics Probability and UncertaintyPorous mediumPhysics - Computational PhysicsPressure gradient
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Bayesian Smoothing in the Estimation of the Pair Potential Function of Gibbs Point Processes

1999

A flexible Bayesian method is suggested for the pair potential estimation with a high-dimensional parameter space. The method is based on a Bayesian smoothing technique, commonly applied in statistical image analysis. For the calculation of the posterior mode estimator a new Monte Carlo algorithm is developed. The method is illustrated through examples with both real and simulated data, and its extension into truly nonparametric pair potential estimation is discussed.

Statistics and ProbabilityMathematical optimizationposterior mode estimatorMarkov chain Monte Carlo methodsMonte Carlo methodBayesian probabilityRejection samplingEstimatorMarkov chain Monte CarloBayesian smoothingGibbs processesHybrid Monte Carlosymbols.namesakeMarquardt algorithmsymbolspair potential functionPair potentialAlgorithmMathematicsGibbs samplingBernoulli
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Model selection in linear mixed-effect models

2019

Linear mixed-effects models are a class of models widely used for analyzing different types of data: longitudinal, clustered and panel data. Many fields, in which a statistical methodology is required, involve the employment of linear mixed models, such as biology, chemistry, medicine, finance and so forth. One of the most important processes, in a statistical analysis, is given by model selection. Hence, since there are a large number of linear mixed model selection procedures available in the literature, a pressing issue is how to identify the best approach to adopt in a specific case. We outline mainly all approaches focusing on the part of the model subject to selection (fixed and/or ra…

Statistics and ProbabilityMixed modelEconomics and EconometricsMathematical optimizationLinear mixed modelApplied MathematicsModel selectionMDLVariance (accounting)LASSOCovarianceGeneralized linear mixed modelMixed model selectionLasso (statistics)Shrinkage methodsModeling and SimulationMCPAICBICSettore SECS-S/01 - StatisticaSocial Sciences (miscellaneous)AnalysisSelection (genetic algorithm)Curse of dimensionality
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Estimating completeness in cancer registries--comparing capture-recapture methods in a simulation study.

2008

Completeness of registration is one of the quality indicators usually reported by cancer registries. This allows researchers to assess how useful and representative the data is. Several methods have been suggested to estimate completeness. In this paper a multi-state model for the process of cancer diagnosis and treatment is presented. In principle, every contact with a doctor during diagnosis, treatment, and aftercare can give rise to a cancer registry notification with a certain probability. Therefore the states included in the model are "incident tumour" and "death" but also contacts with doctors such as consultation of a general practitioner or specialised doctor, diagnostic procedures,…

Statistics and ProbabilityModels StatisticalComputer scienceIncidenceLinear modelEstimatorBreast NeoplasmsGeneral MedicineCancer registryMark and recaptureStatistical simulationSimulated dataStatisticsEconometricsProbability distributionHumansComputer SimulationFemaleRegistriesStatistics Probability and UncertaintyCompleteness (statistics)Epidemiologic MethodsBiometrical journal. Biometrische Zeitschrift
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On the empirical spectral distribution for certain models related to sample covariance matrices with different correlations

2021

Given [Formula: see text], we study two classes of large random matrices of the form [Formula: see text] where for every [Formula: see text], [Formula: see text] are iid copies of a random variable [Formula: see text], [Formula: see text], [Formula: see text] are two (not necessarily independent) sets of independent random vectors having different covariance matrices and generating well concentrated bilinear forms. We consider two main asymptotic regimes as [Formula: see text]: a standard one, where [Formula: see text], and a slightly modified one, where [Formula: see text] and [Formula: see text] while [Formula: see text] for some [Formula: see text]. Assuming that vectors [Formula: see t…

Statistics and ProbabilityPhysicsAlgebra and Number TheorySpectral power distributionComputer Science::Information RetrievalProbability (math.PR)Astrophysics::Instrumentation and Methods for AstrophysicsBlock (permutation group theory)Marchenko–Pastur lawComputer Science::Computation and Language (Computational Linguistics and Natural Language and Speech Processing)Bilinear form60F05 60B20 47N30Sample mean and sample covarianceCombinatoricsConvergence of random variablesFOS: Mathematicssample covariance matricesComputer Science::General LiteratureDiscrete Mathematics and CombinatoricsRandom matriceshigh dimensional statisticsStatistics Probability and UncertaintyRandom matrixRandom variableMathematics - ProbabilityRandom Matrices: Theory and Applications
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Zeno dynamics and high-temperature master equations beyond secular approximation

2013

Complete positivity of a class of maps generated by master equations derived beyond the secular approximation is discussed. The connection between such class of evolutions and physical properties of the system is analyzed in depth. It is also shown that under suitable hypotheses a Zeno dynamics can be induced because of the high temperature of the bath.

Statistics and ProbabilityPhysicsClass (set theory)Quantum PhysicsSettore FIS/02 - Fisica Teorica Modelli E Metodi MatematiciDynamics (mechanics)General Physics and AstronomyFOS: Physical sciencesStatistical and Nonlinear PhysicsQuantum NoiseCalculation methodsSettore FIS/03 - Fisica Della MateriaConnection (mathematics)Quantum Zeno effect; Quantum NoiseClassical mechanicsModeling and SimulationMaster equationQuantum Zeno effectZeno's paradoxesQuantum Physics (quant-ph)Mathematical Physics
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Lévy–Khintchine decompositions for generating functionals on algebras associated to universal compact quantum groups

2018

We study the first and second cohomology groups of the $^*$-algebras of the universal unitary and orthogonal quantum groups $U_F^+$ and $O_F^+$. This provides valuable information for constructing and classifying L\'evy processes on these quantum groups, as pointed out by Sch\"urmann. In the case when all eigenvalues of $F^*F$ are distinct, we show that these $^*$-algebras have the properties (GC), (NC), and (LK) introduced by Sch\"urmann and studied recently by Franz, Gerhold and Thom. In the degenerate case $F=I_d$, we show that they do not have any of these properties. We also compute the second cohomology group of $U_d^+$ with trivial coefficients -- $H^2(U_d^+,{}_\epsilon\Bbb{C}_\epsil…

Statistics and ProbabilityPure mathematicsQuantum groupComputer Science::Information RetrievalApplied Mathematics010102 general mathematicsAstrophysics::Instrumentation and Methods for AstrophysicsComputer Science::Computation and Language (Computational Linguistics and Natural Language and Speech Processing)Statistical and Nonlinear PhysicsHopf algebra[MATH.MATH-FA]Mathematics [math]/Functional Analysis [math.FA]01 natural sciencesUnitary stateCohomologyMathematics::K-Theory and HomologyMathematics - Quantum Algebra0103 physical sciencesComputer Science::General Literature16T20 (Primary) 16T05 (Secondary)010307 mathematical physics0101 mathematicsQuantumMathematical PhysicsComputingMilieux_MISCELLANEOUSMathematics
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Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates

2021

We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state probabilities of the random variables of the process. Moreover we study independent random time-changes with the inverse of the stable subordinator, the stable subordinator and the tempered stable subodinator. We also present some asymptotic results in the fashion of large deviations. These results give some generalizations of those presented in Di Crescenzo A., Macci C., Martinucci B. (2014).

Statistics and ProbabilityPure mathematicsSubordinatormoderate deviationsInversefractional processfractional process; large deviations; moderate deviations; tempered stable subordinatorlarge deviationsChain (algebraic topology)FOS: MathematicsProbability-generating function60F10 60J27 60G22 60G52MathematicsMarkov chainlcsh:T57-57.97lcsh:MathematicsProbability (math.PR)State (functional analysis)tempered stable subordinatorlcsh:QA1-939Modeling and SimulationSettore MAT/06lcsh:Applied mathematics. Quantitative methodsLarge deviations theoryStatistics Probability and UncertaintyRandom variableMathematics - Probability
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