42 research outputs found

    Limit theorems for the spacings of weak records

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    Let W(1), W(2), . . . be weak record values obtained from a sample of independent variables with common discrete distribution. In the present paper, we derive weak and strong limit theorems for the spacings W(n + m) - W(n), m a parts per thousand yen 1, n -> a

    Imaging of Lamb Waves in Plates for Quantitative Determination of Anisotropy Using Photorefractive Dynamic Holography

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    Anisotropic properties of sheet materials can be determined by measuring the propagation of Lamb waves in different directions. Electromagnetic acoustic transduction and laser ultrasonic methods provide noncontacting approaches that are often desired for application to industrial and processing environments. This paper describes a laser imaging approach utilizing the adaptive property of photorefractive materials to produce a real-time measurement of the antisymmetric Lamb wave mode in all directions simultaneously. Continuous excitation is employed enabling the data to be recorded and displayed by a CCD camera. Analysis of the image produces a direct quantitative determination of the phase velocity in all directions showing plate anisotropy in the plane

    Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models

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    The structure of various Gerber-Shiu functions in Sparre Andersen models allowing for possible dependence between claim sizes and interclaim times is examined. The penalty function is assumed to depend on some or all of the surplus immediately prior to ruin, the deficit at ruin, the minimum surplus before ruin, and the surplus immediately after the second last claim before ruin. Defective joint and marginal distributions involving these quantities are derived. Many of the properties in the Sparre Andersen model without dependence are seen to hold in the present model as well. A discussion of Lundberg's fundamental equation and the generalized adjustment coefficient is given, and the connection to a defective renewal equation is considered. The usual Sparre Andersen model without dependence is also discussed, and in particular the case with exponential claim sizes is considered. © 2009 Elsevier B.V. All rights reserved.link_to_subscribed_fulltex

    Enhancing the sensitivity of zero-dispersion wavelength mapping by optical parametric amplifier

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    Light pulse propagates along the fiber at zero-dispersion wavelength (ZDW) can eliminate chromatic dispersion. However ZDW exhibits fluctuation along the light propagating direction in the fiber that significantly affects the fiber nonlinear phenomena and its application. Therefore, accurate ZDW mapping is necessary for tailor-made design of such application. A non-destructive retrieving method was developed by using optical parametric amplifier (OPA) and Gaussian-Newton algorithm. The ZDW fluctuation sensitivity of the OPA gain spectrum plays an important role on the accuracy and resolution of the retrieved ZDW mapping. In this paper, we have investigated and concluded that two-pump OPA shows a significant improvement of the sensitivity to ZDW fluctuation of OPA gain over its one-pump counterpart. It also provides a guideline to configure the separation between the two pumps. © 2006 IEEE.link_to_subscribed_fulltex
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