Search results for "Asymptotic"

Scheduling independent stochastic tasks under deadline and budget constraints

2018

This article discusses scheduling strategies for the problem of maximizing the expected number of tasks that can be executed on a cloud platform within a given budget and under a deadline constraint. The execution times of tasks follow independent and identically distributed probability laws. The main questions are how many processors to enroll and whether and when to interrupt tasks that have been executing for some time. We provide complexity results and an asymptotically optimal strategy for the problem instance with discrete probability distributions and without deadline. We extend the latter strategy for the general case with continuous distributions and a deadline and we design an ef…

Statistics of transitions for Markov chains with periodic forcing

2013

The influence of a time-periodic forcing on stochastic processes can essentially be emphasized in the large time behaviour of their paths. The statistics of transition in a simple Markov chain model permits to quantify this influence. In particular the first Floquet multiplier of the associated generating function can be explicitly computed and related to the equilibrium probability measure of an associated process in higher dimension. An application to the stochastic resonance is presented.

A more efficient second order blind identification method for separation of uncorrelated stationary time series

2016

The classical second order source separation methods use approximate joint diagonalization of autocovariance matrices with several lags to estimate the unmixing matrix. Based on recent asymptotic results, we propose a novel unmixing matrix estimator which selects the best lag set from a finite set of candidate sets specified by the user. The theory is illustrated by a simulation study. peerReviewed

Parabolic equations with nonlinear singularities

2011

Abstract We show the existence of positive solutions u ∈ L 2 ( 0 , T ; H 0 1 ( Ω ) ) for nonlinear parabolic problems with singular lower order terms of the asymptote-type. More precisely, we shall consider both semilinear problems whose model is { u t − Δ u + u 1 − u = f ( x , t ) in Ω × ( 0 , T ) , u ( x , 0 ) = u 0 ( x ) in Ω , u ( x , t ) = 0 on ∂ Ω × ( 0 , T ) , and quasilinear problems having natural growth with respect to the gradient, whose model is { u t − Δ u + ∣ ∇ u ∣ 2 u γ = f ( x , t ) in Ω × ( 0 , T ) , u ( x , 0 ) = u 0 ( x ) in Ω , u ( x , t ) = 0 on ∂ Ω × ( 0 , T ) , with γ > 0 . Moreover, we prove a comparison principle and, as an application, we study the asymptotic behav…

Sign and rank covariance matrices with applications to multivariate analysis

2002

Extracting Conditionally Heteroskedastic Components using Independent Component Analysis

2020

In the independent component model, the multivariate data are assumed to be a mixture of mutually independent latent components. The independent component analysis (ICA) then aims at estimating these latent components. In this article, we study an ICA method which combines the use of linear and quadratic autocorrelations to enable efficient estimation of various kinds of stationary time series. Statistical properties of the estimator are studied by finding its limiting distribution under general conditions, and the asymptotic variances are derived in the case of ARMA-GARCH model. We use the asymptotic results and a finite sample simulation study to compare different choices of a weight coef…

Asymptotics for multiplicities in the cocharacters of some PI-algebras

2004

We consider associative PI-algebras over a eld of characteristic zero. We study the asymptotic behavior of the sequence of multiplicities of the cocharacters for some signi cant classes of algebras. We also give a characterization of nitely generated algebras for which this behavior is linear or quadratic.

Analysis and performance of FBMC techniques with application to relay networks

2014

About the link between the detailed description of transitions in a ion and the average-ion models.

2009

We study the link which exists between microscopic (detailed) models for the evolution of the electronic configurations in a population of ions and the macroscopic (average ion) models. Rigorous asymptotics are presented in situations where they exist (large temperature; almost empty or almost full shells), and numerical simulations are presented.

Airy-function approach to binary black hole merger waveforms: The fold-caustic diffraction model

2022

From numerical simulations of the Einstein equations, and also from gravitational wave observations, the gravitational wave signal from a binary black hole merger is seen to be simple and to possess certain universal features. The simplicity is somewhat surprising given that non-linearities of general relativity are thought to play an important role at the merger. The universal features include an increasing amplitude as we approach the merger, where transition from an oscillatory to a damped regime occurs in a pattern apparently oblivious to the initial conditions. We propose an Airy-function pattern to model the binary black hole (BBH) merger waveform, focusing on accounting for its simpl…