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Dyadic diaphony of digital sequences

Friedrich Pillichshammer (2007)

Journal de Théorie des Nombres de Bordeaux

The dyadic diaphony is a quantitative measure for the irregularity of distribution of a sequence in the unit cube. In this paper we give formulae for the dyadic diaphony of digital ( 0 , s ) -sequences over ℤ 2 , s = 1 , 2 . These formulae show that for fixed s ∈ { 1 , 2 } , the dyadic diaphony has the same values for any digital ( 0 , s ) -sequence. For s = 1 , it follows that the dyadic diaphony and the diaphony of special digital ( 0 , 1 ) -sequences are up to a constant the same. We give the exact asymptotic order of the dyadic diaphony of digital...

Dynamics of shock waves in elastic-plastic solids

N. Favrie, S. Gavrilyuk (2011)

ESAIM: Proceedings

The Maxwell type elastic-plastic solids are characterized by decaying the absolute values of the principal components of the deviatoric part of the stress tensor during the plastic relaxation step. We propose a mathematical formulation of such a model which is compatible with the von Mises criterion of plasticity. Numerical examples show the ability of the model to deal with complex physical phenomena.

Effects of competition and predation in a three species model

Janusz Szwabiński, Andrzej Pękalski, Kamil Trojan (2008)

Banach Center Publications

A model which consists of a predator and two prey species is presented. The prey compete for the same limited resource (food). The predator preys on both prey species but with different severity. We show that the coexistence of all three species is possible in a mean-field approach, whereas from Monte Carlo simulation it follows that the stochastic fluctuations drive one of the prey populations into extinction.

Efficiency of cropping system designs via base contrast

U. Bronowicka-Mielniczuk, J. Mielniczuk, T. Przybysz (2000)

Applicationes Mathematicae

The present article is a continuation of previous papers by the same authors devoted to the efficiency of crop rotation experiments. We focus on plans distinguished by the cyclical pattern of the incidence matrix. For practical reasons, we slightly modify the efficiency coefficient. The relation between the resulting efficiency coefficients is examined. In addition, we provide a background material on crop rotation experiments.

Efficient robust estimation of time-series regression models

Pavel Čížek (2008)

Applications of Mathematics

The paper studies a new class of robust regression estimators based on the two-step least weighted squares (2S-LWS) estimator which employs data-adaptive weights determined from the empirical distribution or quantile functions of regression residuals obtained from an initial robust fit. Just like many existing two-step robust methods, the proposed 2S-LWS estimator preserves robust properties of the initial robust estimate. However, contrary to the existing methods, the first-order asymptotic behavior...

El problema de Beherens-Fisher en la investigación biomédica. Análisis crítico de un estudio clínico mediante simulación.

Esteban Vegas Lozano (1997)

Qüestiió

En el artículo se hace una revisión del problema de Behrens-Fisher, discutiendo los fundamentos inferenciales asociados a la dificultad de su resolución y exponiendo las soluciones prácticas más comunes, juntamente con una nueva solución basada en conceptos de geometría diferencial. A continuación, se realiza un estudio crítico de una investigación biomédica en donde las verdaderas probabilidades de error son distintas de las supuestas debido a que se ignoran probables diferencias entre las varianzas....

Elements of uncertainty modeling

Chleboun, Jan (2010)

Programs and Algorithms of Numerical Mathematics

The goal of this contribution is to introduce some approaches to uncertainty modeling in a way accessible to non-specialists. Elements of the Monte Carlo method, polynomial chaos method, Dempster-Shafer approach, fuzzy set theory, and the worst (case) scenario method are presented.

Elliptic equations of higher stochastic order

Sergey V. Lototsky, Boris L. Rozovskii, Xiaoliang Wan (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

This paper discusses analytical and numerical issues related to elliptic equations with random coefficients which are generally nonlinear functions of white noise. Singularity issues are avoided by using the Itô-Skorohod calculus to interpret the interactions between the coefficients and the solution. The solution is constructed by means of the Wiener Chaos (Cameron-Martin) expansions. The existence and uniqueness of the solutions are established under rather weak assumptions, the main of which...

Empirical comparison between the Nelson-Aalen Estimator and the Naive Local Constant Estimator.

Ana María Pérez-Marín (2008)

SORT

The Nelson-Aalen estimator is widely used in biostatistics as a non-parametric estimator of the cumulative hazard function based on a right censored sample. A number of alternative estimators can be mentioned, namely, the naive local constant estimator (Guillén, Nielsen and Pérez-Marín, 2007) which provides improved bias versus variance properties compared to the traditional Nelson-Aalen estimator. Nevertheless, an empirical comparison of these two estimators has never been carried out. In this...

Equivalence of compositional expressions and independence relations in compositional models

Francesco M. Malvestuto (2014)

Kybernetika

We generalize Jiroušek’s (right) composition operator in such a way that it can be applied to distribution functions with values in a “semifield“, and introduce (parenthesized) compositional expressions, which in some sense generalize Jiroušek’s “generating sequences” of compositional models. We say that two compositional expressions are equivalent if their evaluations always produce the same results whenever they are defined. Our first result is that a set system ℋ is star-like with centre X if...

Ergodicity for a stochastic geodesic equation in the tangent bundle of the 2D sphere

Ľubomír Baňas, Zdzisław Brzeźniak, Mikhail Neklyudov, Martin Ondreját, Andreas Prohl (2015)

Czechoslovak Mathematical Journal

We study ergodic properties of stochastic geometric wave equations on a particular model with the target being the 2D sphere while considering only solutions which are independent of the space variable. This simplification leads to a degenerate stochastic equation in the tangent bundle of the 2D sphere. Studying this equation, we prove existence and non-uniqueness of invariant probability measures for the original problem and obtain also results on attractivity towards an invariant measure. We also...

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