نتایج جستجو برای: m estimate

تعداد نتایج: 749279  

2013
Jinrui Wang

For any positive integer n, the famous F.Smarandache function S(n) is defined as the smallest positive integer m such that n | m!. That is, S(n) = min{m : n | m!, n ∈ N}. The main purpose of this paper is using the elementary method to study the estimate problem of S (Fn), and give a sharper lower bound estimate for it, where Fn = 2 2 + 1 is called the Fermat number.

Journal: :Geometriae Dedicata 2023

Abstract Here we provide refinements of the stability results Simons and Xin, concerning Yang–Mills fields harmonic maps respectively. The result also implies earlier Morse index estimates for both cases.

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه فردوسی مشهد - دانشکده علوم ریاضی 1390

مساله مکان?یابی ماکزیمم پوشش از جمله پرکاربردترین مسائل مکان?یابی محسوب می شود. در این مساله هدف تعیین مکان p مرکز سرویس و تخصیص نقاط تقاضا به آنها به گونه ای است که جمعیت سرویس داده شده ماکزیمم شود. یک از معیارهایی که موجب افزایش کیفیت خدمات رسانی توسط مراکز سرویس می شود، توجه به میانگین زمان انتظار در مراکز سرویس می باشد. در این رساله سه مساله مکان یابی ماکزیمم پوشش مورد بررسی قرار می گیرد....

2016
Aarti Singh

1. Integral Estimate: Ĥ(x) = − ∫ p̂(x) log p̂(x)dx 2. Re-substitution Estimate: Ĥ(x) = − 1 n ∑n i=1 log p̂(Xi) where p̂ is obtained using the samples {X1, ..., Xn}. 3. Splitting Data Estimate: Ĥ(x) = − 1 m ∑m i=1 log p̂(Xi) where p̂ is obtained using the samples {Xm+1, ..., Xn}. A cross-validation estimate can be defined similarly, e.g. the leave-one-out estimate is given as Ĥ(x) = − 1 n ∑n i=1 log p̂...

This paper investigates the relationship between inflation and growth uncertainty in Iran for the period of 1988-2008 by using quarterly data. We employ Generalized Autoregressive Conditional Heteroscedasticity in Mean (GARCH-M) model to estimate time-varying conditional residual variance of growth, as a standard measures of growth uncertainty. The empirical evidence shows that growth uncertain...

2009
TERENCE TAO VAN VU

Let x be a complex random variable with mean zero and bounded variance. Let Nn be the random matrix of size n whose entries are iid copies of x and M be a fixed matrix of the same size. The goal of this paper is to give a general estimate for the condition number and least singular value of the matrix M + Nn, generalizing an earlier result of Spielman and Teng for the case when x is gaussian. O...

Journal: :Math. Comput. 2009
Terence Tao Van H. Vu

Let x be a complex random variable with mean zero and bounded variance. Let Nn be the random matrix of size n whose entries are iid copies of x and let M be a fixed matrix of the same size. The goal of this paper is to give a general estimate for the condition number and least singular value of the matrix M +Nn, generalizing an earlier result of Spielman and Teng for the case when x is gaussian...

2003
BERND AMMANN

We show a conformal spectral estimate for the Dirac operator on a non-conformally-flat Riemannian spin manifolds of dimension n ≥ 7. The estimate is a spinorial analogue to an estimate by Aubin which solved the Yamabe problem for the above manifolds. Using Hijazi’s inequality our estimate implies Aubin’s estimate. More exactly, let M be a compact manifold of dimension n ≥ 7 equipped with a Riem...

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