Search results for "Principle"
showing 10 items of 1023 documents
La giurisprudenza del Collegio di Garanzia dello Sport nel suo quarto anno di attività
2018
This essay analyzes the decisions of Sport Guarantee Committee issued in the year 2018. It follows the previous essay dedicated to the jurisprudence of Sport Guarantee Committee during the past three years of activity, published in this same journal, with the dual aim of updating with respect to the issues already dealt with therein and of enlargement with regard to new issues. As well as the previous, the present essay, for the function prformed by the Author within the Sport Guarantee Committee, carries a reasoned analysis, but with a merely descriptive cut, of the main jurisprudential approaches expressed in the decisions of the Guarantee Committe, with the aim to extrapolate the rules a…
Probabilistic analysis of truss structures with uncertain parameters (virtual distortion method approach)
2004
A new approach for probabilistic characterization of linear elastic redundant trusses with uncertainty on the various members subjected to deterministic loads acting on the nodes of the structure is presented. The method is based on the simple observation that variations of structural parameters are equivalent to superimposed strains on a reference structure depending on the axial forces on the elastic modulus of the original structure as well as on the uncertainty (virtual distortion method approach). Superposition principle may be applied to separate contribution to mechanical response due to external loads and parameter variations. Statically determinate trusses dealt with the proposed m…
Ruin probabilities in the presence of heavy tails and interest rates
1997
Abstract We study the infinite time ruin probability for the classical Cramer-Lundberg model, where the company also receives interest on its reserve. We consider the large claims case, where the claim size distribution F has a regularly varying tail. Hence our results apply for instance to Pareto, loggamma, certain Benktander and stable claim size distributions. We prove that for a positive force of interest δ the ruin probability ψδ (u) ∼ κδ (1 - F(u)) as the initial risk reserve u→∞. This is quantitatively different from the non-interest model, where ψ(u) ∼ κ (1 – F(y)) dy.
Maximum likelihood estimation for the exponential power function parameters
1995
This paper addresses the problem of obtaining maximum likelihood estimates for the three parameters of the exponential power function; the information matrix is derived and the covariance matrix is here presented; the regularity conditions which ensure asymptotic normality and efficiency are examined. A numerical investigation is performed for exploring the bias and variance of the maximum likelihood estimates and their dependence on sample size and shape parameter.
What we look at in paintings: A comparison between experienced and inexperienced art viewers
2016
How do people look at art? Are there any differences between how experienced and inexperienced art viewers look at a painting? We approach these questions by analyzing and modeling eye movement data from a cognitive art research experiment, where the eye movements of twenty test subjects, ten experienced and ten inexperienced art viewers, were recorded while they were looking at paintings. Eye movements consist of stops of the gaze as well as jumps between the stops. Hence, the observed gaze stop locations can be thought as a spatial point pattern, which can be modeled by a spatio-temporal point process. We introduce some statistical tools to analyze the spatio-temporal eye movement data, a…
A simple comparative analysis of exact and approximate quantum error correction
2014
We present a comparative analysis of exact and approximate quantum error correction by means of simple unabridged analytical computations. For the sake of clarity, using primitive quantum codes, we study the exact and approximate error correction of the two simplest unital (Pauli errors) and nonunital (non-Pauli errors) noise models, respectively. The similarities and differences between the two scenarios are stressed. In addition, the performances of quantum codes quantified by means of the entanglement fidelity for different recovery schemes are taken into consideration in the approximate case. Finally, the role of self-complementarity in approximate quantum error correction is briefly ad…
Geometric Entropies of Mixing (EOM)
2005
Trigonometric and trigonometric-algebraic entropies are introduced. Regularity increases the entropy and the maximal entropy is shown to result when a regular $n$-gon is inscribed in a circle. A regular $n$-gon circumscribing a circle gives the largest entropy reduction, or the smallest change in entropy from the state of maximum entropy which occurs in the asymptotic infinite $n$ limit. EOM are shown to correspond to minimum perimeter and maximum area in the theory of convex bodies, and can be used in the prediction of new inequalities for convex sets. These expressions are shown to be related to the phase functions obtained from the WKB approximation for Bessel and Hermite functions.
Parameter orthogonality and conditional profile likelihood: the exponential power function case
1999
Orthogonality, according to Fisher’s metrics, between the parameters of a probability density function, as well as giving rise to a series of statistical implications, makes it possible to express a function of conditional profile likelihood with better properties than the ordinary profile likelihood function. In the present paper the parameters of exponential power function are made orthogonal and the conditional profile likelihood of the shape parameter p is determined in order to study its properties with reference to p estimation. Moreover, by means of a simulation plan, a comparison is made between the estimates of p obtained from the conditional profile log-likelihood and those obtain…
MODERATE DEVIATION PRINCIPLES FOR BIFURCATING MARKOV CHAINS: CASE OF FUNCTIONS DEPENDENT OF ONE VARIABLE
2021
The main purpose of this article is to establish moderate deviation principles for additive functionals of bifurcating Markov chains. Bifurcating Markov chains are a class of processes which are indexed by a regular binary tree. They can be seen as the models which represent the evolution of a trait along a population where each individual has two offsprings. Unlike the previous results of Bitseki, Djellout \& Guillin (2014), we consider here the case of functions which depend only on one variable. So, mainly inspired by the recent works of Bitseki \& Delmas (2020) about the central limit theorem for general additive functionals of bifurcating Markov chains, we give here a moderate deviatio…
Aging effects in glassy polymers: a Monte Carlo study
1996
Abstract By means of dynamic Monte Carlo simulation the physical aging of a glassy polymer melt is studied. The melt is simulated by a coarse-grained lattice model, the bond-fluctuation model, on a simple cubic lattice. In order to generate glassy freezing an energy is associated with long bonds, which leads to a competition between the energetically favored bond stretching and the local density of the melt at low temperatures. The development of this competition during the cooling process strongly slows down the structural relaxation and makes the melt freeze in an amorphous structure as soon as the internal relaxation time matches the time scale of the cooling rate. Therefore the model ex…