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The effect of intraday trading halts:the case of Taiwan stock marketTsai, Min-yeh 02 July 2004 (has links)
none
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Upper bound analysis for drag anchors in soft clayKim, Byoung Min 25 April 2007 (has links)
This study presents an upper bound plastic limit analysis for predicting drag
anchor trajectory and load capacity. The shank and fluke of the anchor are idealized as
simple plates. The failure mechanism involves the motion of the anchor about a center
of rotation, the coordinates of which are systematically optimized to determine the
minimum load at the shackle. For a given anchor orientation, the direction of the
shackle force is varied to establish a relationship between the magnitude and direction of
the shackle load. Coupling this relationship to the Neubecker-Randolph anchor line
solution produces a unique solution for the magnitude and orientation of the shackle
force. The anchor is then advanced a small increment about the optimum center of
rotation and the process is repeated. The upper bound method (UBM) provides a
practical means to determine the trajectory of the anchor and the anchor load capacity at
any point in the trajectory. To better understand of the anchor behavior, extensive
parameter studies were carried out varying the properties of the anchor, anchor line, and
soil. The UBM show good agreement with six full-scale tests covering several different
anchor types and centrifuge model tests.
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Impacts of a conspicuity treatment on speed limit complianceGarg, Roma 17 September 2007 (has links)
In reduced speed zones, where no other cues indicate the need to slow down, drivers sometimes fail to notice the standard Speed Limit sign and may be speeding inadvertently. To help reduce inadvertent speeding, a red border was installed around the Speed Limit sign in seven reduced speed areas and the impacts of the increased conspicuity on speed limit compliance were measured. The general study approach was to collect and compare speed data for a standard sign (before condition) and a red border sign (after condition). The short-term effects of a modified red border sign, which was achieved by replacing the thin black border of the standard sign with a four inch wide red border, were evaluated at four sites. Results of this modified border study indicated that there was a statistically significant reduction in the mean speeds as well as in the 85th percentile speeds for the red border sign conditions, however the reductions were not practically significant. This study also evaluated the effect of using a higher conspicuity sheeting material at two sites. The results indicated that use of higher conspicuity sheeting has some benefits for the standard sign but no additional benefits for the red border sign. The added border study evaluated the long-term effects (approximately nine to eleven months after the treatment) of adding a three inch wide red border to the standard Speed Limit sign at three sites. The results of this study indicated that impacts of the red border treatment increase with passage of time. The mean speeds decreased by 8.1 percent and the percent of vehicles exceeding the speed limit (55 mph) decreased by 21.7 percent. The decreases in speeds were both statistically and practically significant. A comparison of the thesis study with other similar studies found in literature shows comparable benefits of the red border sign with other speed management measures. Based on the results for long-term effects, use of the red border Speed Limit sign is recommended in reduced speed zones where inadvertent speeding is common.
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The application of probability limit theorems to problems in DNA sequence analysis田淑敏, Tin, Suk-man. January 1994 (has links)
published_or_final_version / Statistics / Master / Master of Philosophy
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On the construction of Liapunov functions for third order control systems with limit cyclesWozny, M. J. (Michael J.) January 1965 (has links)
No description available.
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Central Limit Theorems for Empirical Processes Based on Stochastic ProcessesYang, Yuping 16 December 2013 (has links)
In this thesis, we study time-dependent empirical processes, which extend the classical empirical processes to have a time parameter; for example the empirical process for a sequence of independent stochastic processes {Yi : i ∈ N}:
(1) ν_n(t, y) = n^(−1/2 )Sigma[1_(Y i(t)¬<=y) – P(Yi(t) <= y)] from i=1 to n, t ∈ E, y ∈ R.
In the case of independent identically distributed samples (that is {Yi(t) : i ∈ N} are iid), Kuelbs et al. (2013) proved a Central Limit Theorem for ν_n(t, y) for a large class of stochastic processes.
In Chapter 3, we give a sufficient condition for the weak convergence of the weighted empirical process for iid samples from a uniform process:
(2) α_n(t, y) := n^(−1/2 )Sigma[w(y)(1_(X (t)<=y) – y)] from i=1 to n, t ∈ E, y ∈ [0, 1]
where {X (t), X1(t), X2(t), • • • } are independent and identically distributed uniform processes (for each t ∈ E, X (t) is uniform on (0, 1)) and w(x) is a “weight” function satisfying some regularity properties. Then we give an example when X (t) := Ft(Bt) : t ∈ E = [1, 2], where Bt is a Brownian motion and Ft is the distribution function of Bt.
In Chapter 4, we investigate the weak convergence of the empirical processes for non-iid samples. We consider the weak convergence of the empirical process:
(3) β_n(t, y) := n^(−1/2 )Sigma[(1_(Y (t)<=y) – Fi(t,y))] from i=1 to n, t ∈ E ⊂ R, y ∈ R
where {Yi(t) : i ∈ N} are independent processes and Fi(t, y) is the distribution function of Yi(t). We also prove that the covariance function of the empirical process for non-iid samples indexed by a uniformly bounded class of functions necessarily uniformly converges to the covariance function of the limiting Gaussian process for a CLT.
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Dependent central limit theorems and invariance principles.McLeish, D. L. January 1972 (has links)
No description available.
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Smale spaces with totally disconnected local stable setsWieler, Susana 25 April 2012 (has links)
A Smale space is a chaotic dynamical system with canonical coordinates of contracting and expanding directions. The basic sets for Smale’s Axiom A systems are a key class of examples. R.F. Williams considered the special case where the basic set had a totally disconnected contracting set and a Euclidean expanding one. He provided a construction using inverse limits of such examples and also proved that (under appropriate hyptotheses) all such basic sets arose from this construction. We will be working in the metric setting of Smale spaces, but the goal is to extend Williams’ results by removing all hypotheses on the unstable sets. We give criteria on a stationary inverse limit which ensures the result is a Smale space. We also prove that any irreducible Smale space with totally disconnected local stable sets is obtained through this construction. / Graduate
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The behaviour of space trusses incorporating novel compression membersParke, Gerard Andrew January 1988 (has links)
No description available.
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Deformation of limit cycle under random perturbations /Chen, Kwan-Lee. January 2004 (has links)
Thesis (M. Phil.)--Hong Kong University of Science and Technology, 2004. / Includes bibliographical references (leaves 48-51). Also available in electronic version. Access restricted to campus users.
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