Página 23 dos resultados de 15310 itens digitais encontrados em 0.007 segundos

Forced Burgers Turbulence in 3-Dimensions

Davoudi, J.; Rastegar, A. R.; Tabar, M. R. Rahimi
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
16.51736%
We investigate non-perturbative results of inviscid forced Burgers equation supplemented to continuity equation in three-dimensions. The exact two-point correlation function of density is calculated in three-dimensions. The two-point correlator $<\rho(\bf x_1) \rho(\bf x_2)>$ behaves as $ |{\bf {x_1 - x_2}}|^{-\alpha_3}$ and in the universal region $\alpha_3 = 7/2$ while in the non-universal region $\alpha_3 = 3$. In the non-universal region we drive a Kramers-Moyal equation governing the evolution of the probability density function (PDF) of longitudinal velocity increments for three dimensional Burgers turbulence. In this region we prove Yakhot's conjecture {[Phys. Rev. E {\bf 57}, 1737 (1998)]} for the equation of PDF for three dimensional Burgers turbulence. We also derive the intermittency exponents for the longitudinal structure functions and show that in the inertial regime one point $U_{rms}$ enters in the PDF of velocity difference.; Comment: revtex file, 8 pages,Some discussions are added for clarifying the arguments related to the universal part of the PDF, two references added

Tomography and Weak lensing Statistics

Munshi, Dipak; Coles, Peter; Kilbinger, Martin
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 02/12/2011 Português
Relevância na Pesquisa
16.51736%
Extending previous studies, we derive generic predictions for lower order cumulants and their correlators for individual tomographic bins as well as between two different bins. We derive the corresponding one- and two-point joint probability distribution function for the tomographic convergence maps from different bins as a function of angular smoothing scale. The modelling of weak lensing statistics is obtained by adopting a detailed prescription for the underlying density contrast. In this paper we concentrate on the convergence field $\kappa$ and use top-hat filter; though the techniques presented can readily be extended to model the PDF of shear components or to include other windows such as the compensated filter. The functional form for the underlying PDF and bias is modelled in terms of the non-linear or the quasilinear form depending on the smoothing angular scale. Results from other semi-analytical models e.g. the lognormal distribution are also presented. Introducing a reduced convergence for individual bins, we are able to show that the tomographic PDFs and bias for each bin sample the same functional form of the underlying PDF of density contrast but with varying variance. The joint probability distribution of the convergence maps that correspond to two different tomographic bins can be constructed from individual tomographic PDF and bias. We study their dependence on cosmological parameters for source distributions corresponding to the realistic surveys such as LSST and DES. We briefly outline how photometric redshift information can be incorporated in our computation of cumulants...

SZ effects in the Magneticum Pathfinder Simulation: Comparison with the Planck, SPT, and ACT results

Dolag, Klaus; Komatsu, Eiichiro; Sunyaev, Rashid
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 17/09/2015 Português
Relevância na Pesquisa
16.51736%
We calculate the one-point probability density distribution functions (PDF) and the power spectra of the thermal and kinetic Sunyaev-Zeldovich (tSZ and kSZ) effects and the mean Compton Y parameter using the Magneticum Pathfinder simulations, state-of-the-art cosmological hydrodynamical simulations of a large cosmological volume of (896 Mpc/h)^3. These simulations follow in detail the thermal and chemical evolution of the intracluster medium as well as the evolution of super-massive black holes and their associated feedback processes. We construct full-sky maps of tSZ and kSZ from the light-cones out to z=0.17, and one realization of 8.8x8.8 degree wide, deep light-cone out to z=5.2. The local universe at z<0.027 is simulated by a constrained realisation. The tail of the one-point PDF of tSZ from the deep light-cone follows a power-law shape with an index of -3.2. Once convolved with the effective beam of Planck, it agrees with the PDF measured by Planck. The predicted tSZ power spectrum agrees with that of the Planck data at all multipoles up to l~1000, once the calculations are scaled to the Planck 2015 cosmological parameters with \Omega_m=0.308 and \sigma_8=0.8149. Consistent with the results in the literature, however, we continue to find the tSZ power spectrum at l=3000 that is significantly larger than that estimated from the high-resolution ground-based data. The simulation predicts the mean fluctuating Compton Y value of =1.18x10^{-6} for \Omega_m=0.272 and \sigma_8=0.809. Nearly half (~ 5x10^{-7}) of the signal comes from halos below a virial mass of 10^{13}M_\odot/h. Scaling this to the Planck 2015 parameters...

Dynamics of confined Levy flights in terms of (Levy) semigroups

Garbaczewski, Piotr; Stephanovich, Vladimir
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
16.51736%
The master equation for a probability density function (pdf) driven by L\'{e}vy noise, if conditioned to conform with the principle of detailed balance, admits a transformation to a contractive strongly continuous semigroup dynamics. Given a priori a functional form of the semigroup potential, we address the ground-state reconstruction problem for generic L\'{e}vy-stable semigroups, for {\em all} values of the stability index $\mu \in (0,2)$. That is known to resolve an invariant pdf for confined L\'{e}vy flights (e.g. the former jump-type process). Jeopardies of the procedure are discussed, with a focus on: (i) when an invariant pdf actually is an asymptotic one, (ii) subtleties of the pdf $\mu $-dependence in the vicinity and sharply {\em at} the boundaries 0 and 2 of the stability interval, where jump-type scenarios cease to be valid.; Comment: New title, abstract, figures, a number of text amendments

Polarons and Bipolarons in Holstein and Holstein $t-J$ models by Dynamical Mean Field Theory

Ciuchi, S.; Capone, M.; Cappelluti, E.; Sangiovanni, G.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 24/10/2005 Português
Relevância na Pesquisa
16.51736%
The results of a comparative study of electronic spectral properties as well as phonon Probability Distribution Function (PDF) are reported. The study is done using Dynamical Mean Field Theory for the half-filled spinless and spinful Holstein model and for a single hole in Holstein t-J model. Qualitative changes in phonon PDF signals a polaronic crossover while an electronic Metal Insulator Transition (MIT) due to pairing into a bipolaronic state can be seen from a gap in the electronic DOS or by the vanishing of the quasi particle spectral weight. MIT can be observed only at sufficiently high density provided the Coulomb repulsion is neglected. In the limit of low density the carrier show a polaronic behavior trough the development of a definite polarization shifting the average value of the phonon PDF. At large densities occupied and empty sites result an a bimodal the phonon PDF. At the polaron crossover fluctuation of phonon coordinates tends to be larger than those at any other coupling. In this regime Born-Oppenheimer approximation is shown to fail also when phonon frequency is much less then electron bandwidth. For a single hole in the t-J model a further source of localization is due to magnetic superexchange energy which tends to localize the spin-defect spreading due to the presence of the hole.; Comment: Proceedings "Polarons in Bulk Materials and Systems with Reduced Dimensionality" International School of Physics "Enrico Fermi"...

Cosmological Distribution Functions

Kofman, Lev
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 11/11/1993 Português
Relevância na Pesquisa
16.51736%
The evolution of probability distribution functions (PDFs) of continuous density, velocity and velocity derivatives ( deformation tensor) fields in the theory of cosmological gravitational instability are considered. We show that in the Newtonian theory the dynamical equations cannot be reduced to the closed set of Lagrangian equations. Since continuous fields from galaxy surveys need sufficiently large smoothing which exceeds the scale of nonlinearity, one can use the Zel'dovich approximation to describe the mildly non-linear matter evolution, which allows the closed set of Lagrangian equations. The closed kinetic equation for the joint PDF of cosmological continuous fields is derived in this approximation. The analytical theory of the cosmological PDFs with arbitrary (including Gaussian) initial statistics is developed, based on the solution on the kinetic equaiton. For Gaussian initial fluctuations, the PDFs are parametrized by only linear {\it rms} fluctuations $\sigma$ on given filtering scale. Density PDF $P(\rho, t)$ and PDF $M(\lambda_1, \lambda_2, \lambda_3; t)$ of eigenvalues of the deformation tensor field in the Eulerian space evolve very rapidly in non-linear regime. On the contrary, velocity PDF $Q(\vec v, t)$ remains invariant under non-linear evolution. For small $\sigma$ the Edgworth series is suggested to reconstruct; Comment: 14 pages...

Properties of the Cosmological Density Distribution Function

Bernardeau, F.; Kofman, L.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 11/03/1994 Português
Relevância na Pesquisa
16.51736%
The properties of the probability distribution function of the cosmological continuous density field are studied. We present further developments and compare dynamically motivated methods to derive the PDF. One of them is based on the Zel'dovich approximation (ZA). We extend this method for arbitrary initial conditions, regardless of whether they are Gaussian or not. The other approach is based on perturbation theory with Gaussian initial fluctuations. We include the smoothing effects in the PDFs. We examine the relationships between the shapes of the PDFs and the moments. It is found that formally there are no moments in the ZA, but a way to resolve this issue is proposed, based on the regularization of integrals. A closed form for the generating function of the moments in the ZA is also presented, including the smoothing effects. We suggest the methods to build PDFs out of the whole series of the moments, or out of a limited number of moments -- the Edgeworth expansion. The last approach gives us an alternative method to evaluate the skewness and kurtosis by measuring the PDF around its peak. We note a general connection between the generating function of moments for small r.m.s $\sigma$ and the non-linear evolution of the overdense spherical fluctuation in the dynamical models. All these approaches have been applied in 1D case where the ZA is exact...

Analytical theory of the probability distribution function of structure formation

Anderson, Johan; Kim, Eun-jin
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 15/01/2009 Português
Relevância na Pesquisa
16.51736%
The probability distribution function (PDF) tails of the zonal flow structure formation and the PDF tails of momentum flux by incorporating effect of a shear flow in ion-temperature-gradient (ITG) turbulence are computed in the present paper. The bipolar vortex soliton (modon) is assumed to be the coherent structure responsible for bursty and intermittent events driving the PDF tails. It is found that stronger zonal flows are generated in ITG turbulence than Hasegawa-Mima (HM) turbulence as well as further from marginal stability. This suggests that although ITG turbulence has a higher level of heat flux, it also more likely generates stronger zonal flows, leading to a self-regulating system. It is also shown that shear flows can significantly reduce the PDF tails of Reynolds stress and structure formation.; Comment: 27 pages, 4 figures

Non-perturbative models of intermittency in edge turbulence

Anderson, Johan; Kim, Eun-jin
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 15/01/2009 Português
Relevância na Pesquisa
16.51736%
A theory of the probability distribution function (PDF) tails of the blob density in plasma edge turbulence is provided. A simplified model of the fast convective radial transport is used. The theoretically predicted PDF tails corroborate earlier measurements of edge transport, further confirming the strongly non-Gaussian feature of edge transport. It is found that increasing the cross sectional spatial scale length ($L_x$ and $L_y$) of the blob results in larger transport whereas increasing the toroidal scale length ($L_z$) decreases the PDF. The results imply that the PDF decreases for larger blob speed $v_b$.; Comment: 19 pages, 2 figures

The Probability Distribution of the Lya transmitted flux from a sample of SDSS quasars

Desjacques, Vincent; Nusser, Adi; Sheth, Ravi K.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 08/08/2006 Português
Relevância na Pesquisa
16.51736%
We present a measurement of the probability distribution function (PDF) of the transmitted flux in the Lya forest from a sample of 3492 quasars included in the SDSS DR3 data release. Our intention is to investigate the sensitivity of the Lya flux PDF as measured from low resolution and low signal-to-noise data to a number of systematic errors such as uncertainties in the mean flux, continuum and noise estimate. The quasar continuum is described by the superposition of a power law and emission lines. We perform a power law continuum fitting on a spectrum-by-spectrum basis, and obtain an average continuum slope of 0.59 +/- 0.36 in the redshift range 2.5

Information Entropy Dynamics and Maximum Entropy Production Principle

Fradkov, Alexander L.; Shalymov, Dmitry S.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 13/01/2014 Português
Relevância na Pesquisa
16.51736%
The asymptotic convergence of probability density function (pdf) and convergence of differential entropy are examined for the non-stationary processes that follow the maximum entropy principle (MaxEnt) and maximum entropy production principle (MEPP). Asymptotic convergence of pdf provides new justification of MEPP while convergence of differential entropy is important in asymptotic analysis of communication systems. A set of equations describing the dynamics of pdf under mass conservation and energy conservation constraints is derived. It is shown that for pdfs with compact carrier the limit pdf is unique and can be obtained from Jaynes's MaxEnt principle.

Scalar dissipation rate based flamelet modelling of turbulent premixed flames

Kolla, Hemanth
Fonte: University of Cambridge; Department of Engineering; Trinity Hall Publicador: University of Cambridge; Department of Engineering; Trinity Hall
Tipo: Thesis; doctoral; PhD
Português
Relevância na Pesquisa
16.51736%
Lean premixed combustion has potential for reducing emissions from combustion devices without compromising fuel efficiency, but it is prone to instabilities which presents design difficulties. From emissions point of view reliable predictions of species formation rates in the flame zone are required while from the point of view of thermo--acoustics the prediction of spatial variation of heat release rate is crucial; both tasks are challenging but imperative in CFD based design of combustion systems. In this thesis a computational model for turbulent premixed combustion is proposed in the RANS framework and its predictive ability is studied. The model is based on the flamelet concept and employs strained laminar flamelets in reactant--to--product opposed flow configuration. The flamelets are parametrised by scalar dissipation rate of progress variable which is a suitable quantity to describe the flamelet structure since it is governed by convection--diffusion--reaction balance and represents the flame front dynamics. This paramaterisation is new. The mean reaction rate and mean species concentrations are obtained by integrating the corresponding flamelets quantity weighted by the joint pdf of the progress variable and its dissipation rate. The marginal pdf of the progress variable is obtained using $\beta$--pdf and the pdf of the conditional dissipation rate is presumed to be log--normal. The conditional mean dissipation rate is obtained from unconditional mean dissipation rate which is a modelling parameter. An algebraic model for the unconditional mean scalar dissipation rate is proposed based on the relevant physics of reactive scalar mixing in turbulent premixed flames. This algebraic model is validated directly using DNS data. An indirect validation is performed by deriving a turbulent flame speed expression using the Kolmogorov--Petrovskii--Piskunov analysis and comparing its predictions with experimental data from a wide range of flame and flow conditions. The mean reaction rate closure of the strained flamelets model is assessed using RANS calculations of statistically planar one--dimensional flames in corrugated flamelets and thin reaction zones regimes. The flame speeds predicted by this closure were close to experimental data in both the regimes. On the other hand...

Physical aspects and modelling of turbulent MILD combustion

Minamoto, Yuki
Fonte: University of Cambridge; Department of Engineering Publicador: University of Cambridge; Department of Engineering
Tipo: Thesis; doctoral; PhD
Português
Relevância na Pesquisa
16.51736%
Moderate or Intense Low-oxygen Dilution (MILD) combustion is one of combustion technologies which can improve efficiency and reduce emissions simultaneously. This combustion type is characterised by the highly preheated reactant temperature and the relatively small temperature rise during combustion due to the intense dilution of the reactant mixture. These unique combustion conditions give MILD combustion very attractive features such as high combustion efficiency, reduction of pollutant emissions, attenuation of combustion instabilities and flexibility of the flow field. However, our understanding of MILD combustion is not enough to employ the MILD combustion technology further for modern combustion devices. In this thesis, Direct Numerical Simulation (DNS) has been carried out for turbulent MILD combustion under four MILD and classical premixed conditions. A two-phase strategy is employed in the DNS to include the effect of imperfect mixing between fresh and exhaust gases before intense chemical reactions start. In the simulated instantaneous MILD reaction rate fields, both thin and distributed reaction zones are observed. Thin reaction zones having flamelet like characteristics propagate until colliding with other thin reaction zones to produce distributed reaction zones. Also...

A Bayesian probabilistic approach to structural health monitoring

Vanik, Michael W.
Fonte: California Institute of Technology Publicador: California Institute of Technology
Tipo: Report or Paper; PeerReviewed Formato: application/pdf
Publicado em 01/01/1997 Português
Relevância na Pesquisa
16.51736%
A Bayesian probabilistic methodology for on-line structural health monitoring which addresses the issue of parameter uncertainty inherent in problem is presented. The method uses modal parameters for a limited number of modes identified from measurements taken at a restricted number of degrees of freedom of a structure as the measured structural data. The application presented uses a linear structural model whose stiffness matrix is parameterized to develop a class of possible models. Within the Bayesian framework, a joint probability density function (PDF) for the model stiffness parameters given the measured modal data is determined. Using this PDF, the marginal PDF of the stiffness parameter for each substructure given the data can be calculated. Monitoring the health of a structure using these marginal PDFs involves two steps. First, the marginal PDF for each model parameter given modal data from the undamaged structure is found. The structure is then periodically monitored and updated marginal PDFs are determined. A measure of the difference between the calibrated and current marginal PDFs is used as a means to characterize the health of the structure. A procedure for interpreting the measure for use by an expert system in on-line monitoring is also introduced. The probabilistic framework is developed in order to address the model parameter uncertainty issue inherent in the health monitoring problem. To illustrate this issue...

Measuring the history of cosmic reionization using the 21-cm probability distribution function from simulations

Ichikawa, Kazuhide; Barkana, Rennan; Iliev, Ilian T.; Mellema, Garrelt; Shapiro, Paul R.
Fonte: Royal Astronomical Society Publicador: Royal Astronomical Society
Tipo: Article; PeerReviewed Formato: application/pdf
Publicado em 21/08/2010 Português
Relevância na Pesquisa
16.51736%
The 21-cm probability distribution function (PDF; i.e. distribution of pixel brightness temperatures) is expected to be highly non-Gaussian during reionization and to provide important information on the distribution of density and ionization. We measure the 21-cm PDF as a function of redshift in a large simulation of cosmic reionization and propose a simple empirical fit. Guided by the simulated PDF, we then carry out a maximum likelihood analysis of the ability of upcoming experiments to measure the shape of the 21-cm PDF and derive from it the cosmic reionization history. Under the strongest assumptions, we find that upcoming experiments can measure the reionization history in the mid to late stages of reionization to 1–10 per cent accuracy. Under a more flexible approach that allows for four free parameters at each redshift, a similar accuracy requires the lower noise levels of second-generation 21-cm experiments.

Test Targets 4.0: A Collaborative effort exploring the use of scientific methods for color imaging and process control

Chung, Robert; Chun, Edline; Sigg, Franz; Costa, Tiago; Janjomsuke, Wiphut; Techavichien, Nattawan; Vogl, Howard; Berkow, Eric; Caruso, Doug; Kim, Rochelle; Zolan, Gregory
Fonte: RIT School of Print Media Publicador: RIT School of Print Media
Tipo: Periódico Formato: 9312590 bytes; 78 p. : col. ill. ; 27 cm. Cover printed at RIT's Printing Applications Laboratory on the Heidelberg Speedmaster 74 Sheetfed Press. Insert printed at RIT's Printing Application Laboratory on the Heidelberg Speedmaster 74 Sheetfed Press. Te
Português
Relevância na Pesquisa
16.51736%
Test Target 4.0 (TT4.0) is the result of student teamwork to publish a technical journal for a graduate-level course titled: Advance Color Management (Course no. 2081-735-03). Offered by the School of Print Media (SPM) at Rochester Institute of Technology (RIT), the course is "a platform to experiment and to realize a new digital imaging paradigm and the dynamics of teamwork...." Team members learn scientific methodology in process control for repeatable color as well as apply ICC-based color management practices in digital workflows. They plan and conduct press run analyses reported in TT4.0, which is printed using facilities available at RIT. In producing this publication, the team learns to integrate design, content creation, digital media, and print production in a seamless workflow.... -p. 4.; Introduction and acknowledgements / by Robert Chung - Guiding and producing a technical publication / by Edline M. Chun - A New tool for quantitative comparison of color differences / by Franz Sigg - Effect of GCR and TAC in color gamut volume / by Tiago Costa - Comparison of color gamut and amplitude responses between AM and FM screening / by Wiphut Janjomsuke - Analysis of ink dry down for hexachrome inks for sheetfed offset printing / by Nattawan Techavichien - Measuring the variation of a digital printer / by Howard Vogl - Comparing Color image capture using film transparencies and digital cameras / by Eric Berkow - A Real-world color management journey in commercial printing / by Doug Caruso - Reproducing a process color...

Deconvolution of impulse response from time-limited input and output: theory and experiment

Sarkar, Tapan; Tseng, Fung; Rao, Sadasiva; Dianat, Sohail; Hollmann, Bruce
Fonte: Institute of Electrical and Electronics Engineers (IEEE) Publicador: Institute of Electrical and Electronics Engineers (IEEE)
Tipo: Artigo de Revista Científica Formato: 1256274 bytes; application/pdf
Português
Relevância na Pesquisa
16.51736%
Since it is impossible to generate and propagate an impulse, often a system is excited by a narrow time-domain pulse. The output is recorded and then a numerical deconvolution is often done to extract the impulse response of the object. Classically, the fast Fourier transform (FFT) technique has been applied with much success to the above deconvolution problem. However, when the signal-to-noise ratio becomes small, sometimes one encounters instability with the FFT approach. In this paper, the method of conjugate gradient is applied to the deconvolution problem. The problem is solved entirely in the time domain. The method converges for any initial guess in a finite number of steps. Also, for the application of the conjugate gradient method, the time samples need not be uniform, like FFT. Since, in this case, one is solving the operator equation directly, by passing the autocorrelation matrix computation, storage required is 5N as opposed to N^2. Computed impulse response utilizing this technique has been presented for measured incident and scattered fields (Refer to PDF file for exact formulas).; Original source of PDF file: http://www.cis.syr.edu/~tksarkar/pdf/1985_Dec_2.pdf

Southern Ocean jets and how to find them: Improving and comparing common jet detection methods

Chapman, Christopher
Fonte: Wiley Online Library Publicador: Wiley Online Library
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
16.51736%
This study undertakes a detailed comparison of different methods used for detecting and tracking oceanic jets in the Southern Ocean. The methods under consideration are the gradient thresholding method, the probability density function (PDF) method, and the contour method. Some weaknesses of the gradient thresholding method are discussed and an enhancement (the WHOSE method), based on techniques from signal processing, is proposed. The WHOSE method is then compared to the other three methods. Quantitative comparison is undertaken using synthetic sea-surface height fields. The WHOSE method and the contour method are found to perform well even in the presence of a strong eddy field. In contrast, the standard gradient thresholding and PDF methods only perform well in high signal-to-noise ratio situations. The WHOSE, PDF, and the contour methods are then applied to data from the eddy-resolving Ocean General Circulation Model for the Earth Simulator. While the three methods are in broad agreement on the location of the main ACC jets, the nature of the jet fields they produce differ. In particular, the WHOSE method reveals a fine-scale jet field with complex braiding behavior. It is argued that this fine-scale jet field may affect the calculation of eddy diffusivities. Finally...

Perdas extremas em mercados de risco; Extreme losses in risk markets

Arraes, Ronaldo A; Rocha, Alane S
Fonte: Universidade de São Paulo. Escola de Economia, Administração e Contabilidade Publicador: Universidade de São Paulo. Escola de Economia, Administração e Contabilidade
Tipo: info:eu-repo/semantics/article; info:eu-repo/semantics/publishedVersion; Formato: application/pdf
Publicado em 01/12/2006 Português
Relevância na Pesquisa
16.51736%
Neste artigo, infere-se sobre a distribuição de valores extremos de uma variável aleatória representada pelas severas perdas diárias em investimentos financeiros. A Teoria dos Valores Extremos (TVE) fundamenta a modelagem de eventos gravosos raros, com expressivas conseqüências econômicas associadas a probabilidades muito pequenas de ocorrerem. Uma das grandes preocupações, na análise de riscos, é desenvolver técnicas para prever essas ocorrências excepcionais. Assim, as caudas das distribuições desses eventos raros são importantes para o estudo do risco, tornando a TVE uma ferramenta de grande valia para a estimação mais acurada do risco dessas perdas elevadas. Investigou-se, neste trabalho, a estimação de perdas máximas esperadas para séries financeiras, empregando-se: i) métodos tradicionais, que utilizaram todos os dados amostrais para analisar a variável aleatória em questão e ii) a metodologia dos Valores Extremos, particularmente a da Distribuição Generalizada dos Valores Extremos (DGVE), que utilizou apenas um conjunto de máximos amostrais para a estimação das perdas máximas esperadas. Concluiu-se que os métodos tradicionais subestimaram as perdas esperadas, sobretudo nas proximidades dos limites das caudas das distribuições...

Performance of probability density functions in order to describe diameter distribution of Pinus taeda, in the region of Caçador, SC; DESEMPENHO DE FUNÇÕES DE DENSIDADE PROBABILÍSTICAS PARA DESCREVER A DISTRIBUIÇÃO DIAMÉTRICA DE Pinus taeda, NA REGIÃO DE CAÇADOR, SC

Téo, Saulo Jorge; Universidade do Oeste de Santa Catarina; Bianchi, Júlio César; Peloso, Adriano; Nava, Paulo Roberto; Marcon, Alan; Ehlers, Tiago; Costa, Reinaldo Hoinacki da
Fonte: FUPEF DO PARANÁ Publicador: FUPEF DO PARANÁ
Tipo: info:eu-repo/semantics/article; info:eu-repo/semantics/publishedVersion; Artigo Avaliado pelos Pares Formato: application/pdf
Publicado em 17/01/2013 Português
Relevância na Pesquisa
16.51736%
This research aims to analyze probability of density functions (pdf) Normal, Ln-Normal, Johnson Sb, 3 P Weibull, Gamma, Beta and Weber in order to describe  diameter changes in Pinus taeda L. plantations structure, in the region of Caçador - SC, Brazil, at different age and site classes. The data processing was carried out by Solver tool of the software MSExcel2010, using the linear algorithm of generalized reduced gradient (GRG) for interaction of parameters. As result, Johnson Sb and 3PWeibull presented the best performances. For the pdf adherence evaluation, it was recommended the employment of R2, R2aj, syx e syx% statistics, besides the Kolmogorov-Smirnov test, in any situation, specially, when there is more than 5,000 observations. Generally, there was an increasing in the range of diameter values and a flatness of diameter distribution at advancing age and improvement of the site productivity. At age advancing, there was an increasing of maximum diameter and modal diameter values of distributions, for the higher productivity site classes, on the other hand, the same did not occur for the low productivity site class.; ResumoO objetivo deste trabalho foi analisar as funções de densidade probabilísticas (FDP) Normal...