نتایج جستجو برای: linearly increasing variance
تعداد نتایج: 620283 فیلتر نتایج به سال:
We compute the limit distribution for the (centered and scaled) length of the longest increasing subsequence of random colored permutations. The limit distribution function is a power of that for usual random permutations computed recently by Baik, Deift, and Johansson (math.CO/9810105). In the two–colored case our method provides a different proof of a similar result by Tracy and Widom about t...
Connections between longest increasing subsequences in random permutations and eigenvalues of random matrices with complex entries have been intensely studied. This note applies properties of random elements of the finite general linear group to obtain results about the longest increasing subsequence in non-uniform random permutations.
This work investigates the improvement in Bit Error Rate (BER) with different antenna configuration using beamforming technique. In this paper Linearly Constrained Minimum Variance (LCMV) beamforming is used and based on this BER graph is plotted. The idea is to show improvement in BER performance with increasing number of antenna and also to show that the data rate can be increased if BER is b...
A Measurement error is a usually met distortion factor in real-world applications that influences the outcome of a process. In this paper, we examine the effect of measurement error on the ability of the EWMA control chart to detect out-of-control situations. The model used is the one involving linear covariates. We investigate the ability of the EWMA chart in the case of a shift in mean...
This study addresses the strength of the statistical relationship between paleoclimate data and the Earth orbital forcing. A methodology called the nonparametric additive model (NPAM) was used to relate δ18O data of the North Greenland Ice Core Project (NGRIP) ice core and reconstructed temperatures of the Vostok ice core to eccentricity, obliquity, and precession. Both data sets depended linea...
In an economy of interacting agents with both idiosyncratic and aggregate shocks, we examine how the information structure determines aggregate volatility. We show that the maximal aggregate volatility is attained in a noise free information structure in which the agents confound idiosyncratic and common components of the payoff state, and display excess response to the common component, as in ...
In an economy of interacting agents with both idiosyncratic and aggregate shocks, we examine how the information structure determines aggregate volatility. We show that the maximal aggregate volatility is attained in a noise free information structure in which the agents confound idiosyncratic and common components of the payoff state, and display excess response to the common component, as in ...
The sinusoidal frequency estimation from short data records based on Toeplitz autocorrelation (AC) matrix estimates suffer from the dependence on the initial phases of the sinusoid(s). This effect becomes prominent when the impact of additive noise vanishes, that is at high signal-to-noise ratios (SNR). Based on both analytic derivation of the AC lag terms and simulation experiments we show tha...
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