23,863 research outputs found

    The Multifractal Nature of Volterra-L\'{e}vy Processes

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    We consider the regularity of sample paths of Volterra-L\'{e}vy processes. These processes are defined as stochastic integrals M(t)=\int_{0}^{t}F(t,r)dX(r), \ \ t \in \mathds{R}_{+}, where XX is a L\'{e}vy process and FF is a deterministic real-valued function. We derive the spectrum of singularities and a result on the 2-microlocal frontier of {M(t)}t[0,1]\{M(t)\}_{t\in [0,1]}, under regularity assumptions on the function FF.Comment: 21 pages, Stochastic Processes and their Applications, 201

    A Migrants\u27 Bill of Rights—Between Restatement and Manifesto

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    These comments first provide a general perspective on the nature of the proposed International Migrants Bill of Rights (IMBR) and then offer some specific observations on the current draft, in particular its provisions on the subject of equality or nondiscrimination, including but not limited to Article 2

    Some Economic Aspects of Nationalization

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    On the Maximal Displacement of Subcritical Branching Random Walks

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    We study the maximal displacement of a one dimensional subcritical branching random walk initiated by a single particle at the origin. For each nN,n\in\mathbb{N}, let MnM_{n} be the rightmost position reached by the branching random walk up to generation nn. Under the assumption that the offspring distribution has a finite third moment and the jump distribution has mean zero and a finite probability generating function, we show that there exists ρ>1\rho>1 such that the function g(c,n):=\rho ^{cn} P(M_{n}\geq cn), \quad \mbox{for each }c>0 \mbox{ and } n\in\mathbb{N}, satisfies the following properties: there exist 0<δδ<0<\underline{\delta}\leq \overline{\delta} < {\infty} such that if c<δc<\underline{\delta}, then 0<lim infng(c,n)lim supng(c,n)1, 0<\liminf_{n\rightarrow\infty} g (c,n)\leq \limsup_{n\rightarrow\infty} g (c,n) {\leq 1}, while if c>δc>\overline{\delta}, then limng(c,n)=0. \lim_{n\rightarrow\infty} g (c,n)=0. Moreover, if the jump distribution has a finite right range RR, then δ<R\overline{\delta} < R. If furthermore the jump distribution is "nearly right-continuous", then there exists κ(0,1]\kappa\in (0,1] such that limng(c,n)=κ\lim_{n\rightarrow \infty}g(c,n)=\kappa for all c<δc<\underline{\delta}. We also show that the tail distribution of M:=supn0MnM:=\sup_{n\geq 0}M_{n}, namely, the rightmost position ever reached by the branching random walk, has a similar exponential decay (without the cutoff at δ\underline{\delta}). Finally, by duality, these results imply that the maximal displacement of supercritical branching random walks conditional on extinction has a similar tail behavior.Comment: 29 page

    Iterative optical vector-matrix processors (survey of selected achievable operations)

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    An iterative optical vector-matrix multiplier with a microprocessor-controlled feedback loop capable of performing a wealth of diverse operations was described. A survey and description of many of its operations demonstrates the versatility and flexibility of this class of optical processor and its use in diverse applications. General operations described include: linear difference and differential equations, linear algebraic equations, matrix equations, matrix inversion, nonlinear matrix equations, deconvolution and eigenvalue and eigenvector computations. Engineering applications being addressed for these different operations and for the IOP are: adaptive phased-array radar, time-dependent system modeling, deconvolution and optimal control

    Analysis of sequencing and scheduling methods for arrival traffic

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    The air traffic control subsystem that performs scheduling is discussed. The function of the scheduling algorithms is to plan automatically the most efficient landing order and to assign optimally spaced landing times to all arrivals. Several important scheduling algorithms are described and the statistical performance of the scheduling algorithms is examined. Scheduling brings order to an arrival sequence for aircraft. First-come-first-served scheduling (FCFS) establishes a fair order, based on estimated times of arrival, and determines proper separations. Because of the randomness of the traffic, gaps will remain in the scheduled sequence of aircraft. These gaps are filled, or partially filled, by time-advancing the leading aircraft after a gap while still preserving the FCFS order. Tightly scheduled groups of aircraft remain with a mix of heavy and large aircraft. Separation requirements differ for different types of aircraft trailing each other. Advantage is taken of this fact through mild reordering of the traffic, thus shortening the groups and reducing average delays. Actual delays for different samples with the same statistical parameters vary widely, especially for heavy traffic

    Minimum-fuel turning climbout and descent guidance of transport jets

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    The complete flightpath optimization problem for minimum fuel consumption from takeoff to landing including the initial and final turns from and to the runway heading is solved. However, only the initial and final segments which contain the turns are treated, since the straight-line climbout, cruise, and descent problems have already been solved. The paths are derived by generating fields of extremals, using the necessary conditions of optimal control together with singular arcs and state constraints. Results show that the speed profiles for straight flight and turning flight are essentially identical except for the final horizontal accelerating or decelerating turns. The optimal turns require no abrupt maneuvers, and an approximation of the optimal turns could be easily integrated with present straight-line climb-cruise-descent fuel-optimization algorithms. Climbout at the optimal IAS rather than the 250-knot terminal-area speed limit would save 36 lb of fuel for the 727-100 aircraft
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