continuous time and discrete time

... using continuous time and grouped data models in Large White and Landrace sows were examined Risk of culling associated with length of productive life was influenced by all fixed and random effects ... 0.08 and 0.14 (s.e 0.012 - 0.026) for the continuous time and between 0.08 and 0.13 (s.e 0.012 0.025) for the grouped data models Whatever the breed, heritabilities are highest for the sire and ... model for the Landrace breed For the Landrace breed, heritabilities range between 0.05 and 0.08 (s.e 0.014 - 0.020) for the continuous time and between 0.07 and 0.11 (s.e 0.016 - 0.023) for the...

Ngày tải lên: 14/08/2014, 13:21

... rate, and α > r and σ > stand for the constant expected rate of return and the volatility, respectively, of the risky asset These constitute the simplest standard setting of an asset market, and ... multi-period discrete -time settings, while Li and Ng (2000) has provided an analytical result for multi-period mean-variance portfolio selection problem In more delicate continuous- time models, ... at any time during the whole investment period Often using Bownian Motion to sketch the continuous- time stochastic processes, these models are much more complicated than the discrete -time ones,...

Ngày tải lên: 14/09/2015, 08:46

... Brockwell, P J (2000) Heavy-tailed and non-linear continuous- time ARMA models for financial time series In W S Chan, W K Li and 13 H Tong (eds), Statistics and Finance: An Interface, 3-22 London: ... terms of the current and past values of the observed process, i.e to lift the discrete -time Generalized Auto-Regressive Conditional Heteroscedastic (GARCH) model to the continuous- time setting This ... (2005) and Brockwell et al (2006) There are, at least, two approaches to modeling a continuoustime volatility process In the first approach, the volatility process is modeled as some continuous- time...

Ngày tải lên: 14/11/2015, 08:03

... interest rate is far from being constant in time and also nondeterministic Now consider the price St1 of a stock at time t > and let S denote the price at time t = If we look at equation (1.19) the ... courses like Probability Theory and Prama Stochastik Chapter Stochastic Processes in Continuous Time Given the present, the price St of a certain stock at some future time t is not known We cannot ... future Hence we consider this price as a random variable In fact we have a whole family of random variables St , for every future time t Let’s assume, that the random variables St are defined on a complete...

Ngày tải lên: 30/03/2014, 14:20

... observations In addition, the continuous- time solution becomes an excellent alternative to the discrete one when the number of available data is large Discrete -time solutions involve the explicit ... (·)*, the conjugate transpose by (·)H and the orthogonality of two complex-valued random variables, say a and b, by a ⊥ b Also, a.s stands for almost surely and a.e for almost everywhere Strictly ... eigenvalues and eigenfunctions of √ √ ˜ ˜ ¯ 2, φk (t) 2] and rx(t, τ) are (1 ± e−2 )λk and [φk (t) √ √ ˜ ˜ ˜ ˜ [jφk (t) 2, −jφk (t) 2] , where λk and φk (t) are the RR eigenvalues and eigenfunctions,...

Ngày tải lên: 20/06/2014, 22:20

... domains 6–9 And by introducing some additional variables, extension to H2 or H∞ performance for discrete -time systems can be found in In the continuous- time system case, Ebihara and Hagiwara ... Theory and Applications, vol 152, no 2, pp 125–128, 2005 M C de Oliveira, J C Geromel, and J Bernussou, “Extended H2 and H∞ norm characterizations and controller parametrizations for discrete -time ... linear continuoustime systems with polytopic-type uncertainty Consider the following time- invariant system: x ˙ Aax B1 a w B2 a u, z C ax D1 a w D2 a u, 4.1 where x, z and w are as in 2.1 , and...

Ngày tải lên: 21/06/2014, 22:20

... 0, ∞ , g : 0, ∞ → 0, ∞ is continuous and nondecreasing; h : 0, ∞ → 0, ∞ is continuous and nonincreasing, and h may be singular at y Next, we consider the existence and uniqueness of solutions ... 0, ∞ is continuous where n ≥ 2, N and nondecreasing; h : 0, ∞ → 0, ∞ is continuous and nonincreasing, and h may be singular at y Throughout this paper, the topology on N will be the discrete ... x ≥ tα h x , 3.7 for any t ∈ 0, and x > 0, and q ∈ C 0, , 0, ∞ sn−1 n − 2s satisfies −α q s ds < ∞ 3.8 ∗ ∗ ∗ ∗ ∗ Then 1.1 has a unique positive solution yλ t And moreover, < λ1 < λ2 implies yλ1...

Ngày tải lên: 22/06/2014, 00:20

... 0, ∞ , g : 0, ∞ → 0, ∞ is continuous and nondecreasing; h : 0, ∞ → 0, ∞ is continuous and nonincreasing, and h may be singular at y Next, we consider the existence and uniqueness of solutions ... 0, ∞ is continuous where n ≥ 2, N and nondecreasing; h : 0, ∞ → 0, ∞ is continuous and nonincreasing, and h may be singular at y Throughout this paper, the topology on N will be the discrete ... x ≥ tα h x , 3.7 for any t ∈ 0, and x > 0, and q ∈ C 0, , 0, ∞ sn−1 n − 2s satisfies −α q s ds < ∞ 3.8 ∗ ∗ ∗ ∗ ∗ Then 1.1 has a unique positive solution yλ t And moreover, < λ1 < λ2 implies yλ1...

Ngày tải lên: 22/06/2014, 06:20

... – T ) 1.2.3 (1.5) Continuous- Time and Discrete -Time In a continuous- time filter, both the excitation e and the response r are continuous functions of the continuous time t, i.e., e = e(t) r = r(t) ... – Z 21 Z 12 1.6 Continuous- Time Filter Functions As was mentioned in Section 1.2, the response of a continuous- time filter to the continuoustime excitation e(t) is a continuous- time function r(t) ... Filter Characterization 1.2.1 Lumped 1.2.2 Linear 1.2.3 Continuous- Time and Discrete -Time 1.2.4 Time- Invariant 1.2.5 Finite 1.2.6 Passive and Active 1.3 Types of Filters 1.4 Steps in Filter Design...

Ngày tải lên: 30/06/2014, 07:40

... simple idea allows us to transfer many of the discrete -time results to the continuous- time setting 2.3.1 Upcrossings in continuous time For a continuous- time process X we define the number of upcrossings ... approximated ‘accurately’ by a discrete -time martingale Simply choose a countable, dense subset {tn } of the index set T and compare the continuous- time martingale M with the discrete -time martingale (Mtn ... the former case we say that time is discrete, in the latter we say time is continuous Note that a discrete -time process can always be viewed as a continuous- time process which is constant on the...

Ngày tải lên: 23/10/2014, 14:00

... Modulators 2.3.1 Discrete -Time and Continuous- Time Delta-Sigma Modulators In the previous sections, input signals are sampled before the modulator, and hence, modulators work in Discrete -Time (DT), ... Delta-Sigma modulator and the continuous- time DeltaSigma modulator…………………………………………………………………… 3.3 Open-loops of the discrete -time Delta-Sigma modulator and the continuous- time Delta-Sigma modulator……………………………………………………………… ... Types of Delta-Sigma Modulators…………………… ……………… 19 2.3.1 Discrete -Time and Continuous- Time Delta-Sigma Modulators…………… 19 iii 2.3.2 Feedback and Input-Feedforward Delta-Sigma Modulators………………… 21...

Ngày tải lên: 11/09/2015, 10:07

... supporting me with their encouragement and understanding in all my years To He Huiming, my husband, thank you for always standing by me when the nights were very late and the stress level was high I ... in engineering, medicine, biology and other disciplines In these fields, they have been well applied to model phenomena evolving randomly and continuously in time under certain conditions, for ... ”A continuous time parameter stochastic process which possesses the Markov property and for which the sample paths Xt are continuous functions of t is called a diffusion process.” Generally continuous- time...

Ngày tải lên: 07/10/2015, 10:10

Ngày tải lên: 02/01/2014, 09:07

Ngày tải lên: 02/01/2014, 09:07

... Joppa and to Antipatris and Cổsarea of Palestine, and over the whole mountain of Ephraim down to Ramathaym and Sophim and to Carmel near Accon by the sea And it is rich in fountains and gardens and ... both unusual at the time: Erewhile the world shone red and blue And green in wood and upland too, And birdlets sang on the bough But now it's grown grey and lost its glow, And there's only the ... appreciated landscape as a whole, and distance, light and shade in wood and water, reflections, the charms of hunting and rowing, day-dreams on a mountain side, and so forth That antiquity and the...

Ngày tải lên: 21/02/2014, 20:20

... commerce of England At that time Spain and Holland were great maritime countries The ships of Spain were bringing gold from Cuba, Mexico, and South America to that country The ships of Holland were ... Parliament demanding something to be done We must arouse public sentiment on this question, and you, daughter, are just the girl to begin it." Mr Brandon reached out his hand and took Berinthia's and gave ... kept horses and hounds, and had good wines After a while he took Agnes to England with him, and from thence to Portugal He was in Lisbon in 1755, at the time of the great earthquake, and was riding...

Ngày tải lên: 08/03/2014, 18:20

... 0, τ(t) ≥ and s(t) ≥ denote the leakage delay, the discrete time- varying delay and the distributed time- varying delay, respectively, and satisfy ≤ τ(t) ≤ τ, ≤ s(t) ≤ s, where δ, τ and s are constants ... neural networks with discrete and distributed time- varying delays as well as leakage delay and to propose an integral sliding mode control approach to solving it Problem formulation and preliminaries ... chaotic neural networks with discrete and distributed time- varying delays as well as leakage delay By constructing a proper sliding surface and Lyapunov-Krasovskii functional, and employing a combination...

Ngày tải lên: 21/06/2014, 02:20

... exist fk ∈ C n (I) and gk ∈ C n (J), k = 1, ,n, such that (3.3) and (3.5) hold and all decompositions of h of the form n h(x, y) = k=1 ¯ f¯k (x)gk (y) (3.7) 118 Smooth and discrete systems are ... [9] also the sufficient and necessary condition for the case when h is not sufficiently smooth and even discontinuous Proposition 3.3 For arbitrary sets X and Y (intervals, discrete ones, etc.), ... definition set of the solution space is discrete? Are there other ways of elimination of constants? 114 Smooth and discrete systems 2.2 Algebraic approach discrete representations The linear independence...

Ngày tải lên: 23/06/2014, 00:20

... exponential time 3.6 Local times 3.7 Jointly continuous local times 3.8 Calculating uT0 and uτ (λ) 3.9 The h-transform 3.10 Moment generating functions of local times 3.11 Notes and references ... 4.10 4.11 Diffusions Left limits and quasi left continuity Killing at a terminal time Continuous local times and potential densities Constructing Ray semigroups and Ray processes Local Borel right ... is also continuous [2n T ] + Let Tn = , that is, Tn = j/2n if and only if (j −1)/2n ≤ T < 2n n j/2 and check that, for each n, Tn is a Gt stopping time and Tn ↓ T Furthermore, Tn < ∞ if and only...

Ngày tải lên: 27/06/2014, 17:20

... only continuous memory-less distribution: time until the 1st event in a memoryless continuous time stochastic process Similarly, geometric is the only discrete memoryless distribution: time until ... of time a component has been in service has no effect on the amount of time until it fails Inter-event times: Amount of time since the last event contains no information about the amount of time ... distribution with parameter θ You stand at the head of the line at time To, and all of the n agents are busy What is the average time you wait for an agent?    Because service time is exponentially distributed...

Ngày tải lên: 12/07/2014, 18:20