Search results for "exponent"
showing 10 items of 896 documents
Forecasting correlated time series with exponential smoothing models
2011
Abstract This paper presents the Bayesian analysis of a general multivariate exponential smoothing model that allows us to forecast time series jointly, subject to correlated random disturbances. The general multivariate model, which can be formulated as a seemingly unrelated regression model, includes the previously studied homogeneous multivariate Holt-Winters’ model as a special case when all of the univariate series share a common structure. MCMC simulation techniques are required in order to approach the non-analytically tractable posterior distribution of the model parameters. The predictive distribution is then estimated using Monte Carlo integration. A Bayesian model selection crite…
Monte Carlo simulation of many-arm star polymers in two-dimensional good solvents in the bulk and at a surface
1991
A Monte Carlo technique is proposed for the simulation of statistical properties of many-arm star polymers on lattices. In this vectorizing algorithm, the length of each arml is increased by one, step by step, from a starting configuration withl=1 orl=2 which is generated directly. This procedure is carried out for a large sample (e.g., 100,000 configurations). As an application, we have studied self-avoiding stars on the square lattice with arm lengths up tol max=125 and up tof=20 arms, both in the bulk and in the geometry where the center of the star is adsorbed on a repulsive surface. The total number of configurations, which behaves asN∼l γ G–1μ fl , whereμ=2.6386 is the usual effective…
CONSTRUCTION OF METASTABLE STATES IN QUANTUM ELECTRODYNAMICS
2004
In this paper, we construct metastable states of atoms interacting with the quantized radiation field. These states emerge from the excited bound states of the non-interacting system. We prove that these states obey an exponential time-decay law. In detail, we show that their decay is given by an exponential function in time, predicted by Fermi's Golden Rule, plus a small remainder term. The latter is proportional to the (4+β)th power of the coupling constant and decays algebraically in time. As a result, though it is small, it dominates the decay for large times. A central point of the paper is that our remainder term is significantly smaller than the one previously obtained in [1] and as…
Localization from inertial data and sporadic position measurements
2020
International audience; A novel estimation strategy for inertial navigation in indoor/outdoor environments is proposed with a specific attention to the sporadic nature of the non-periodic measurements. After introducing the inertial navigation model, we introduce an observer providing an asymptotic estimate of the plant state. We use a hybrid dynamical systems representation for our results, in order to provide an effective, and elegant theoretical framework. The estimation error dynamics with the proposed observer shows a peculiar cascaded interconnection of three subsystems (allowing for intuitive gain tuning), with perturbations occurring either on the jump or on the flow dynamics (depen…
Structure of longitudinal chromomagnetic fields in high energy collisions
2014
We compute expectation values of spatial Wilson loops in the forward light cone of high-energy collisions. We consider ensembles of gauge field configurations generated from a classical Gaussian effective action as well as solutions of high-energy renormalization group evolution with fixed and running coupling. The initial fields correspond to a color field condensate exhibiting domain-like structure over distance scales of order the saturation scale. At later times universal scaling emerges at large distances for all ensembles, with a nontrivial critical exponent. Finally, we compare the results for the Wilson loop to the two-point correlator of magnetic fields.
Assessing fat-tailed sequential forecast distributions for the Dow-Jones index with logarithmic scoring rules
2007
We use the logarithmic scoring rule for distributions to assess a variety of fat-tailed sequential forecasting distributions for the Dow-Jones industrial stock index from 1980 to the present. The methodology applies Bruno de Finetti''s contributions to understanding how to compare the quality of different coherent forecasting distributions for the same sequence of observations, using proper scoring rules. Four different forms of forecasting distributions are compared: a mixture Normal, a mixture of convex combinations of three Normal distributions, a mixture exponential power distribution, and a mixture of a convex combination of three exponential power distributions. The mixture linear com…
Robust l2-gain control for 2D nonlinear stochastic systems with time-varying delays and actuator saturation
2013
Abstract This paper is concerned with the problems of stability analysis and l2-gain control for a class of two-dimensional (2D) nonlinear stochastic systems with time-varying delays and actuator saturation. Firstly, a convex hull representation is used to describe the saturation behavior, and a sufficient condition for the existence of mean-square exponential stability of the considered system is derived. Then, a state feedback controller which guarantees the resulting closed-loop system to be mean-square exponentially stable with l2-gain performance is proposed, and an optimization procedure to maximize the estimation of domain of attraction is also given. All the obtained results are for…
Large deviations results for subexponential tails, with applications to insurance risk
1996
AbstractConsider a random walk or Lévy process {St} and let τ(u) = inf {t⩾0 : St > u}, P(u)(·) = P(· | τ(u) < ∞). Assuming that the upwards jumps are heavy-tailed, say subexponential (e.g. Pareto, Weibull or lognormal), the asymptotic form of the P(u)-distribution of the process {St} up to time τ(u) is described as u → ∞. Essentially, the results confirm the folklore that level crossing occurs as result of one big jump. Particular sharp conclusions are obtained for downwards skip-free processes like the classical compound Poisson insurance risk process where the formulation is in terms of total variation convergence. The ideas of the proof involve excursions and path decompositions for Mark…
Self-stabilizing Balls & Bins in Batches
2016
A fundamental problem in distributed computing is the distribution of requests to a set of uniform servers without a centralized controller. Classically, such problems are modelled as static balls into bins processes, where m balls (tasks) are to be distributed to n bins (servers). In a seminal work, [Azar et al.; JoC'99] proposed the sequential strategy Greedy[d] for n = m. When thrown, a ball queries the load of d random bins and is allocated to a least loaded of these. [Azar et al.; JoC'99] showed that d=2 yields an exponential improvement compared to d=1. [Berenbrink et al.; JoC'06] extended this to m ⇒ n, showing that the maximal load difference is independent of m for d=2 (in contrast…
Star-polynomial identities: computing the exponential growth of the codimensions
2017
Abstract Can one compute the exponential rate of growth of the ⁎-codimensions of a PI-algebra with involution ⁎ over a field of characteristic zero? It was shown in [2] that any such algebra A has the same ⁎-identities as the Grassmann envelope of a finite dimensional superalgebra with superinvolution B. Here, by exploiting this result we are able to provide an exact estimate of the exponential rate of growth e x p ⁎ ( A ) of any PI-algebra A with involution. It turns out that e x p ⁎ ( A ) is an integer and, in case the base field is algebraically closed, it coincides with the dimension of an admissible subalgebra of maximal dimension of B.