745 research outputs found

    On the use of a bridge process in a conditional monte carlo simulation of Gaussian queues

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    In spite of their low frequency, rare events often play a major role in determining systems performance. In most cases they can be analysed only through simulation with ad-hoc techniques since traditional Monte Carlo approaches are quite inefficient in terms of simulation length and/or estimation accuracy. Among rare event simulation techniques, conditional Monte Carlo is an interesting approach as it always leads to variance reduction. Unfortunately, it is often impossible, or at least very difficult, to find a suitable conditioning strategy. To tackle this issue, the applicability of a bridge process is proposed in the case of queueing systems with Gaussian inputs. In more detail, overflow probability and busy-period length are investigated and the analytical expressions of the corresponding estimators are derived. Finally, the effectiveness of the proposed approach is investigated through simulations

    Reply to “Comment on ‘Attenuation, source parameters and site effects in the Irpinia–Basilicata region (southern Apennines, Italy)’ by I.B. Morozov”

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    We thank Igor B. Morozov for his interest in our article and for his comment (Morozov 2011) regarding the non-parametric attenuation curves for the Irpinia–Basilicata region obtained by generalized spectral inversion (Cantore et al. 2011). Morozov's comment has its root in a new model proposed by Morozov (2008, 2010) for the interpretation of seismic attenuation data, where the author comes to the conclusion that the typically used geometrical spreading terms are oversimplified and argues in favor of a new geometrical spreading ...Published91-934T. Fisica dei terremoti e scenari cosismiciJCR Journalrestricte

    Архитектурное наследие Прибужского региона. Сохранение и культурно-туристское использование

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    Vlasyuk, Nikolay Nikolaevich; Morozov, Valery Frantsevich; Sergachev, Sergey Alekseevich; Kudinenko, Anatoly Dmitrievich; Ustinovich, Jerzy Romanovich. Architectural heritage of the Pribuzhsky region. Preservation and cultural and tourist useТезисы международной конференции, посвящённой историческим особенностям архитектуры приграничных регионов, современные тенденции ее развития, проблемы сохранения, охраны и культурно-туристского использования историко-культурного наследия

    Anatoly Nikolayevich Morozov (on the occasion of his 60th birthday)

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    О вычислительных конструкциях в функциональных пространствах

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    Numerical study of various processes leads to the need for clarification (extensions) of the limits of applicability of computational constructs and modeling tools. In this article, we study the differentiability in the space of Lebesgue integrable functions and the consistency of this concept with fundamental computational constructions such as Taylor expansion and finite differences is considered. The function ff from L1[a;b]L_1 [a; b] is called (k,L)(k,L)-differentiable at the point x0 x_0 from (a;b),(a; b), if there exists an algebraic polynomial P,P, of degree no higher than k,k, such that the integral over the segment from x0{x_0} then x0+h{x_0+h} for fPf-P there is o(hk+1).o(h^{k+1}). Formulas are found for calculating coefficients of such P,P, representing the limit of the ratio of integral modifications of finite differences Δhm(f,x) {\bf\Delta}_h^m(f,x) to hm ⁣,  m=1,,k. h^m\!, \; m=1, \cdots, k. It turns out that if f ⁣ ⁣W1l[a;b],f\!\in\!W_1^{l}[a; b], and f(l)f^{(l)} is (k,L)(k,L)-differentiable at the point x0,x_0, then ff is approximated by a Taylor polynomial up to o((xx0)l+k), o\big((x{-}x_0)^{l+k}\big), and the expansion coefficients can be found in the above way. To study functions from L1L_1 on a set, a discrete "global" construction of a difference expression is used: based on the quotient Δhm(f,){\bf\Delta}_h^m(f, \cdot) and hmh^m the sequence is built \big{{\bf\Lambda}_n^m[f]\big} of piecewise constant functions subordinate to partitions half-interval [a;b)[a; b) into nn equal parts. It is shown that for a (k,L)(k,L)-differentiable at the point x0x_0 function ff the sequence \big{{\bf\Lambda}_n^m[f]\big},\; m=1,\cdots, k, converge as nn\to \infty at this point to the coefficients of the polynomial approximating the function at it. Using \big{{\bf\Lambda}_n^k[f]\big} the following theorem is established: {\it "ff from L1[a;b]L_1[a;b] belongs to Ck[a;b]C^k[a;b] \Longleftrightarrow ff is uniformly (k,L)(k,L)-differentiable on [a;b][a;b]".} A special place is occupied by the study of constructions corresponding to the case m ⁣= ⁣0.m\!=\!0. We consider them in L1[Q0],L_1[Q_0], where Q0Q_0 is a cube in the space Rd.\mathbb R^d. Given a function f ⁣ ⁣L1 f\!\in\!L_1 and a partition τn\tau_{n} of a semi-closed cube Q0Q_0 on   nd\;n^d equal semi-closed cubes we construct a piecewise constant function Θn[f]\Theta_n[f], defined as the integral average ff on each cube Q ⁣ ⁣τn.Q\!\in\!\tau_{n}. This computational construction leads to the following theoretical facts: {\it 1)ff from L1L_1 belongs to L_p, 1 \le p < \infty, \Longleftrightarrow \big{\Theta_n[f] \big} converges in Lp;L_p; the boundedness of \big{\Theta_n[f]\big} \; \Longleftrightarrow f\!\in\!L_\infty; 2) sequences \big{\Theta_n[\cdot]\big} define on the equivalence classes the operator-projector Θ\Theta in the space L1;L_1; 3) for the function f ⁣ ⁣Lf\!\in\!L_{\infty} we get Θ[f] ⁣ ⁣B, \overline{\Theta [f]}\!\in\!B, where BB is the space of bounded functions, and Θ[f] \overline{\Theta [f]} is the function Θ[f](x), \Theta [f](x), extended on a set of measure zero and the equality   Θ[f]B=f.\;\big\Vert \overline{\Theta [f]}\big\Vert_{B} = \Vert f\Vert_{\infty}.} Thus, in the family of spaces LpL_p one can replace L[Q0]L_{\infty}[Q_0] with B[Q0].B[Q_0].Численное исследование различных процессов приводит к необходимости уточнения (расширения) границ применимости вычислительных конструкций и инструментов моделирования. В настоящей статье изучается дифференцируемость в пространстве интегрируемых по Лебегу функций и рассматривается согласованность этого понятия с основополагающими вычислительными построениями такими, как разложение Тейлора и конечные разности. Функцию ff из L1[a;b]L_1[a;b] назовём (k,L)(k,L)-дифференцируемой в точке x0x_0 из (a;b),(a;b), если существует алгебраический многочлен P,P, степени не выше k,k, такой, что интеграл по отрезку от x0{x_0} до x0+h{x_0+h} для fPf-P есть o(hk+1).o(h^{k+1}). Найдены формулы для вычисления коэффициентов такого P,P, представляющие собой предел отношения интегральных модификаций конечных разностей Δhm(f,x) {\bf\Delta}_h^m(f,x) к hm ⁣,  m=1,,k. h^m\!, \; m=1, \cdots, k. Получается, что если f ⁣ ⁣W1l[a;b],f\!\in\!W_1^{l}[a; b], и f(l)f^{(l)} является (k,L)(k,L)-диффе\-ренци\-руемой в точке x0,x_0, то ff приближается тейлоровским многочленом с точностью o((xx0)l+k), o\big((x{-}x_0)^{l+k}\big), а коэффициенты разложения могут быть найдены указанным выше способом. Для исследования функций из L1L_1 на множестве применяется дискретная «глобальная» конструкция разностного выражения: на основе частного Δhm(f,){\bf\Delta}_h^m(f, \cdot) и hmh^m строится последовательность \big{{\bf\Lambda}_n^m[f]\big} кусочно-постоянных функций, подчинённых разбиениям полуинтервала [a;b)[a; b) на nn равных частей. Показано, что для (k,L)(k,L)-диффе\-ренци\-руемой в точке x0x_0 функции ff последовательности \big{{\bf\Lambda}_n^m[f]\big},\; m=1,\cdots, k, сходятся при nn\to \infty в этой точке к коэффициентам приближающего в ней функцию многочлена. С помощью \big{{\bf\Lambda}_n^k[f]\big} устанавливается теорема: {\it «ff из L1[a;b]L_1[a;b] принадлежит Ck[a;b]C^k[a;b] \Longleftrightarrow ff равномерно (k,L)(k,L)-диффе\-рен\-цируе\-ма на [a;b][a;b]».} Отдельное место занимает изучение построений, соответствующих случаю m ⁣= ⁣0.m\!=\!0. Их рассматриваем в L1[Q0],L_1[Q_0], где Q0Q_0 -- куб в пространстве Rd.\mathbb R^d. По заданной функции f ⁣ ⁣L1 f\!\in\!L_1 и разбиению τn\tau_{n} полузамкнутого куба Q0Q_0 на   nd\;n^d равных полузамкнутых кубов построим кусочно-постоянную функцию Θn[f]\Theta_n[f], определяемую как интегральное среднее ff на каждом кубе Q ⁣ ⁣τn.Q\!\in\!\tau_{n}. Данная вычислительная конструкция приводит к следующим теоретическим фактам: {\it 1) ff из L1L_1 принадлежит L_p, 1 \le p < \infty, \Longleftrightarrow \big{\Theta_n[f]\big} сходится в Lp;L_p; ограниченность \big{\Theta_n[f]\big} \; \Longleftrightarrow f\!\in\!L_\infty; 2) последовательности \big{\Theta_n[\cdot]\big} определяют на классах эквивалентности оператор-проектор Θ\Theta в пространстве L1;L_1; 3) для функции f ⁣ ⁣Lf\!\in\!L_{\infty} получаем Θ[f] ⁣ ⁣B, \overline{\Theta [f]}\!\in\!B, где BB -- это пространство ограниченных функций, а Θ[f] \overline{\Theta [f]} -- доопределённая на множестве меры ноль функция Θ[f](x), \Theta [f](x), и выполняется равенство   Θ[f]B=f.\;\big\Vert \overline{\Theta [f]}\big\Vert_{B} = \Vert f\Vert_{\infty}. } Таким образом, в семействе пространств LpL_p можно заменить L[Q0]L_{\infty}[Q_0] на $B[Q_0].

    Completion of the Kernel of the Differentiation Operator

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    When investigating piecewise polynomial approximations in spaces L_p, \; 0~<~p~<~1, the author considered the spreading of k-th derivative (of the operator) from Sobolev spaces W1kW_1 ^ k on spaces that are, in a sense, their successors with a low index less than one. In this article, we continue the study of the properties acquired by the differentiation operator Λ\Lambda with spreading beyond the space W11W_1^1 Λ : W11  L1,  Λf=f  \Lambda~:~W_1^1~\mapsto~L_1,\; \Lambda f = f^{\;'} .The study is conducted by introducing the family of spaces Y_p^1, \; 0 <p < 1, which have analogy with the family W_p^1, \; 1 \le p <\infty. This approach gives a new perspective for the properties of the derivative. It has been shown, for example, the additivity property relative to the interval of the spreading differentiation operator: n=1mΛ(fn)=Λ(n=1mfn). \bigcup_{n=1}^{m} \Lambda (f_n) = \Lambda (\bigcup_{n=1}^{m} f_n).Here, for a function fnf_n defined on [x_{n-1}; x_n], \; a~=~x_0 < x_1 < \cdots <x_m~=~b, Λ(fn)\Lambda (f_n) was defined. One of the most important characteristics of a linear operator is the composition of the kernel.During the spreading of the differentiation operator from the space C1 C ^ 1 on the space Wp1 W_p ^ 1 the kernel does not change. In the article, it is constructively shown that jump functions and singular functions ff belong to all spaces Yp1 Y_p ^ 1 and Λf=0.\Lambda f = 0. Consequently, the space of the functions of the bounded variation H11H_1 ^ 1 is contained in each Yp1, Y_p ^ 1 , and the differentiation operator on H11H_1^1 satisfies the relation Λf=f  .\Lambda f = f^{\; '}.Also, we come to the conclusion that every function from the added part of the kernel can be logically named singular

    On Computational Constructions in Function Spaces

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    Numerical study of various processes leads to the need for clarification (extensions) of the limits of applicability of computational constructs and modeling tools. In this article, we study the differentiability in the space of Lebesgue integrable functions and the consistency of this concept with fundamental computational constructions such as Taylor expansion and finite differences is considered. The function ff from L1[a;b]L_1 [a; b] is called (k,L)(k,L)-differentiable at the point x0 x_0 from (a;b),(a; b), if there exists an algebraic polynomial P,P, of degree no higher than k,k, such that the integral over the segment from x0{x_0} then x0+h{x_0+h} for fPf-P there is o(hk+1).o(h^{k+1}). Formulas are found for calculating coefficients of such P,P, representing the limit of the ratio of integral modifications of finite differences Δhm(f,x) {\bf\Delta}_h^m(f,x) to hm ⁣,  m=1,,k. h^m\!, \; m=1, \cdots, k. It turns out that if f ⁣ ⁣W1l[a;b],f\!\in\!W_1^{l}[a; b], and f(l)f^{(l)} is (k,L)(k,L)-differentiable at the point x0,x_0, then ff is approximated by a Taylor polynomial up to o((xx0)l+k), o\big((x{-}x_0)^{l+k}\big), and the expansion coefficients can be found in the above way. To study functions from L1L_1 on a set, a discrete "global" construction of a difference expression is used: based on the quotient Δhm(f,){\bf\Delta}_h^m(f, \cdot) and hmh^m the sequence is built \big{{\bf\Lambda}_n^m[f]\big} of piecewise constant functions subordinate to partitions half-interval [a;b)[a; b) into nn equal parts. It is shown that for a (k,L)(k,L)-differentiable at the point x0x_0 function ff the sequence \big{{\bf\Lambda}_n^m[f]\big},\; m=1,\cdots, k, converge as nn\to \infty at this point to the coefficients of the polynomial approximating the function at it. Using \big{{\bf\Lambda}_n^k[f]\big} the following theorem is established: {\it "ff from L1[a;b]L_1[a;b] belongs to Ck[a;b]C^k[a;b] \Longleftrightarrow ff is uniformly (k,L)(k,L)-differentiable on [a;b][a;b]".} A special place is occupied by the study of constructions corresponding to the case m ⁣= ⁣0.m\!=\!0. We consider them in L1[Q0],L_1[Q_0], where Q0Q_0 is a cube in the space Rd.\mathbb R^d. Given a function f ⁣ ⁣L1 f\!\in\!L_1 and a partition τn\tau_{n} of a semi-closed cube Q0Q_0 on   nd\;n^d equal semi-closed cubes we construct a piecewise constant function Θn[f]\Theta_n[f], defined as the integral average ff on each cube Q ⁣ ⁣τn.Q\!\in\!\tau_{n}. This computational construction leads to the following theoretical facts: {\it 1)ff from L1L_1 belongs to L_p, 1 \le p < \infty, \Longleftrightarrow \big{\Theta_n[f] \big} converges in Lp;L_p; the boundedness of \big{\Theta_n[f]\big} \; \Longleftrightarrow f\!\in\!L_\infty; 2) sequences \big{\Theta_n[\cdot]\big} define on the equivalence classes the operator-projector Θ\Theta in the space L1;L_1; 3) for the function f ⁣ ⁣Lf\!\in\!L_{\infty} we get Θ[f] ⁣ ⁣B, \overline{\Theta [f]}\!\in\!B, where BB is the space of bounded functions, and Θ[f] \overline{\Theta [f]} is the function Θ[f](x), \Theta [f](x), extended on a set of measure zero and the equality   Θ[f]B=f.\;\big\Vert \overline{\Theta [f]}\big\Vert_{B} = \Vert f\Vert_{\infty}.} Thus, in the family of spaces LpL_p one can replace L[Q0]L_{\infty}[Q_0] with $B[Q_0].

    An old quarrel, revisited (Review of "You are Not a Gadget" by Jaron Lanier, "Digital Barbarism" by Mark Helprin, and "The Net Delusion" by Evgeny Morozov)

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    This comparative book review of You are Not a Gadget (Knopf, 2010, 224 pages) by Jaron Lanier, Digital Barbarism (Harper, 2010, 232 pages) by Mark Helprin, and The Net Delusion (PublicAffairs, 2011, 432 pages) by Evgeny Morozov, examines the anxiety about loss of personhood and the external threats to the individual present in society, from very different points of view. The author states that it is neither internet-boosterism, nor the information-freedom or copyleft movements that threaten the individual’s social position and freedom of expression. The real threats to the individual are those who would try to control free expression, whether such people or organizations are represented by the state, corporate interests, or perhaps even a small group of well-motivated activists. @Journal of Professional Communication, all rights reserved

    Give growth and macroeconomic stability in Russia a chance - harden budgets by eliminating nonpayments

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    The authors analyze the links between Russia's disappointing growth performance in the second half of the 1990s, its costly and unsuccessful stabilization, the macroeconomic meltdown of 1998, and the spectacular rise of non-payments. Non-payments flourished in an environment of fundamental inconsistency between a macroeconomic policy geared at sharp disinflation, and a microeconomic policy of bailing enterprises out through soft budget constraints. Heavy untargeted implicit subsidies flowing through the non-payments system (amounting to 10 percent of GDP annually) have stifled growth, contributed to the August 1998 meltdown, through their impact on public debt, and have made at best a questionable contribution to equity. Dismantling this system must be a top priority, along with promoting enterprise restructuring and growth (by hardening budget constraints) and medium-term macroeconomic stability (by reducing the size of subsidies). Getting the government out of the non-payments system means settling all appropriately controlled budgetary expenditures on time, and in cash, and eschewing spending arrears, thereby setting an example for enterprises, and laying the groundwork for eliminating tax offsets at all levels of government, and insisting on cash tax payments. To stop energy-related subsidies, would require not only that the government pay its own energy bills on time, and in cash, but also that the energy monopolies be empowered to disconnect non-paying clients. This will enable the government to insist that the energy monopolies in turn pay their own taxes in full, and on time.Banks&Banking Reform,Public Sector Economics&Finance,Economic Theory&Research,Payment Systems&Infrastructure,Environmental Economics&Policies,Banks&Banking Reform,Environmental Economics&Policies,Municipal Financial Management,Public Sector Economics&Finance,Economic Theory&Research

    Numerical Modeling Tools and S-derivatives

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    Numerical study of various processes leads to the need of clarification (extensions) of the limits of applicability of computational constructs and modeling tools. For dynamical systems, this question may be related with a generalization of the concept of a derivative, which keeps the used constructions relevant. In this article we introduce the concept of weak local differentiability in a space of Lebesgue integrable functions and consider the consistency of this concept with such fundamental computational constructions as the Taylor expansion and finite differences, as well as properties of functions with a given type of differentiability on a segment. The function f from L₁[a; b] is called S-differentiable at the point x₀ from (a; b), if there are coefficients c and q, for which fx₀x₀+h (f (x) - c - q·(x-x₀)) dx = o(h²). Formulas are found for calculating the coefficients c and q, coefficients c and q, which are conveniently denoted fₛ(x₀) and fₛ ˊ(x₀) respectively. It is shown that if the function f belongs to W₁ⁿ⁻¹[a; b], n is greater than 1, and the function f⁽ⁿ⁻¹⁾ is S-differentiable at the point xₒ from (a; b), then f is approximated by a Taylor polynomial with accuracy o((x-xₒ)ⁿ), and the ratio of Δⁿₕ(f, xₒ) to hⁿ tends to fₛ⁽ⁿ⁾(xₒ) as h tends to 0. Based on the quotient Δⁿₕ (f, ·) and hⁿ, a sequence is built {Ʌₘⁿ [f]} piecewise constant functions subordinate to partitions segment [a; b] into m equal parts. It is shown that for the function f from W₁ⁿ⁻¹[a; b], for which the value is defined f ₛ⁽ⁿ⁾(xₒ), { Ʌₘⁿ [f] (xₒ)} converges to f ⁽ⁿ⁾(xₒ) as m tends to infinity, and for f from Wₚⁿ[a; b] the sequence { Ʌₘⁿ [f] } converges to f⁽ⁿ⁾ in the norm of the space Lₚ [I]. The place of S-differentiability in practical and theoretical terms is determined by its bilateral relations with ordinary differentiability. It is proved that if f belongs to W₁ⁿ⁻¹[I] and the function f⁽ⁿ⁻¹⁾ is uniformly S-differentiable on I, then f belongs to Cⁿ[f]. The constructions are algorithmic in nature and can be applied in numerically computer research of various relevant models
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