Nonlinear adaptive control system design with asymptotically stable parameter estimation error

Science.gov (United States)

Mishkov, Rumen; Darmonski, Stanislav

2018-01-01

The paper presents a new general method for nonlinear adaptive system design with asymptotic stability of the parameter estimation error. The advantages of the approach include asymptotic unknown parameter estimation without persistent excitation and capability to directly control the estimates transient response time. The method proposed modifies the basic parameter estimation dynamics designed via a known nonlinear adaptive control approach. The modification is based on the generalised prediction error, a priori constraints with a hierarchical parameter projection algorithm, and the stable data accumulation concepts. The data accumulation principle is the main tool for achieving asymptotic unknown parameter estimation. It relies on the parametric identifiability system property introduced. Necessary and sufficient conditions for exponential stability of the data accumulation dynamics are derived. The approach is applied in a nonlinear adaptive speed tracking vector control of a three-phase induction motor.

Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models

DEFF Research Database (Denmark)

Ørregård Nielsen, Morten

This paper proves consistency and asymptotic normality for the conditional-sum-of-squares estimator, which is equivalent to the conditional maximum likelihood estimator, in multivariate fractional time series models. The model is parametric and quite general, and, in particular, encompasses...... the multivariate non-cointegrated fractional ARIMA model. The novelty of the consistency result, in particular, is that it applies to a multivariate model and to an arbitrarily large set of admissible parameter values, for which the objective function does not converge uniformly in probablity, thus making...

Error estimates in horocycle averages asymptotics: challenges from string theory

NARCIS (Netherlands)

Cardella, M.A.

2010-01-01

For modular functions of rapid decay, a classical result connects the error estimate in their long horocycle average asymptotic to the Riemann hypothesis. We study similar asymptotics, for modular functions with not that mild growing conditions, such as of polynomial growth and of exponential growth

Quantum local asymptotic normality and other questions of quantum statistics

NARCIS (Netherlands)

Kahn, Jonas

2008-01-01

This thesis is entitled Quantum Local Asymptotic Normality and other questions of Quantum Statistics ,. Quantum statistics are statistics on quantum objects. In classical statistics, we usually start from the data. Indeed, if we want to predict the weather, and can measure the wind or the

Sharp asymptotic estimates for vorticity solutions of the 2D Navier-Stokes equation

Directory of Open Access Journals (Sweden)

Yuncheng You

2008-12-01

Full Text Available The asymptotic dynamics of high-order temporal-spatial derivatives of the two-dimensional vorticity and velocity of an incompressible, viscous fluid flow in $mathbb{R}^2$ are studied, which is equivalent to the 2D Navier-Stokes equation. It is known that for any integrable initial vorticity, the 2D vorticity solution converges to the Oseen vortex. In this paper, sharp exterior decay estimates of the temporal-spatial derivatives of the vorticity solution are established. These estimates are then used and combined with similarity and $L^p$ compactness to show the asymptotical attraction rates of temporal-spatial derivatives of generic 2D vorticity and velocity solutions by the Oseen vortices and velocity solutions respectively. The asymptotic estimates and the asymptotic attraction rates of all the derivatives obtained in this paper are independent of low or high Reynolds numbers.

Optimal Design of the Adaptive Normalized Matched Filter Detector using Regularized Tyler Estimators

KAUST Repository

Kammoun, Abla; Couillet, Romain; Pascal, Frederic; Alouini, Mohamed-Slim

2017-01-01

This article addresses improvements on the design of the adaptive normalized matched filter (ANMF) for radar detection. It is well-acknowledged that the estimation of the noise-clutter covariance matrix is a fundamental step in adaptive radar detection. In this paper, we consider regularized estimation methods which force by construction the eigenvalues of the covariance estimates to be greater than a positive regularization parameter ρ. This makes them more suitable for high dimensional problems with a limited number of secondary data samples than traditional sample covariance estimates. The motivation behind this work is to understand the effect and properly set the value of ρthat improves estimate conditioning while maintaining a low estimation bias. More specifically, we consider the design of the ANMF detector for two kinds of regularized estimators, namely the regularized sample covariance matrix (RSCM), the regularized Tyler estimator (RTE). The rationale behind this choice is that the RTE is efficient in mitigating the degradation caused by the presence of impulsive noises while inducing little loss when the noise is Gaussian. Based on asymptotic results brought by recent tools from random matrix theory, we propose a design for the regularization parameter that maximizes the asymptotic detection probability under constant asymptotic false alarm rates. Provided Simulations support the efficiency of the proposed method, illustrating its gain over conventional settings of the regularization parameter.

Optimal Design of the Adaptive Normalized Matched Filter Detector using Regularized Tyler Estimators

KAUST Repository

Kammoun, Abla

2017-10-25

This article addresses improvements on the design of the adaptive normalized matched filter (ANMF) for radar detection. It is well-acknowledged that the estimation of the noise-clutter covariance matrix is a fundamental step in adaptive radar detection. In this paper, we consider regularized estimation methods which force by construction the eigenvalues of the covariance estimates to be greater than a positive regularization parameter ρ. This makes them more suitable for high dimensional problems with a limited number of secondary data samples than traditional sample covariance estimates. The motivation behind this work is to understand the effect and properly set the value of ρthat improves estimate conditioning while maintaining a low estimation bias. More specifically, we consider the design of the ANMF detector for two kinds of regularized estimators, namely the regularized sample covariance matrix (RSCM), the regularized Tyler estimator (RTE). The rationale behind this choice is that the RTE is efficient in mitigating the degradation caused by the presence of impulsive noises while inducing little loss when the noise is Gaussian. Based on asymptotic results brought by recent tools from random matrix theory, we propose a design for the regularization parameter that maximizes the asymptotic detection probability under constant asymptotic false alarm rates. Provided Simulations support the efficiency of the proposed method, illustrating its gain over conventional settings of the regularization parameter.

A note on asymptotic normality in the thermodynamic limit at low densities

DEFF Research Database (Denmark)

Jensen, J.L.

1991-01-01

We consider a continuous statistical mechanical system with a pair interaction in a region λ tending to infinity. For low densities asymptotic normality of the canonical statistic is proved, both in the grand canonical ensemble and in the canonical ensemble. The results are illustrated through...

The least weighted squares I. The asymptotic linearity of normal equations

Czech Academy of Sciences Publication Activity Database

Víšek, Jan Ámos

2002-01-01

Roč. 9, č. 15 (2002), s. 31-58 ISSN 1212-074X R&D Projects: GA AV ČR KSK1019101 Grant - others:GA UK(CZ) 255/2002/A EK /FSV Institutional research plan: CEZ:AV0Z1075907 Keywords : the least weighted squares * robust regression * asymptotic normality and representation Subject RIV: BA - General Mathematics

State Estimation for a Biological Phosphorus Removal Process using an Asymptotic Observer

DEFF Research Database (Denmark)

Larose, Claude Alain; Jørgensen, Sten Bay

2001-01-01

This study investigated the use of an asymptotic observer for state estimation in a continuous biological phosphorus removal process. The estimated states are the concentration of heterotrophic, autotrophic, and phosphorus accumulating organisms, polyphosphate, glycogen and PHA. The reaction scheme...... if the convergence, driven by the dilution rate, was slow (from 15 to 60 days). The propagation of the measurement noise and a bias in the estimation of glycogen and PHA could be the result of the high condition number of one of the matrices used in the algorithm of the asymptotic observer for the aerated tanks....

Asymptotic theory of generalized estimating equations based on jack-knife pseudo-observations

DEFF Research Database (Denmark)

Overgaard, Morten; Parner, Erik Thorlund; Pedersen, Jan

2017-01-01

A general asymptotic theory of estimates from estimating functions based on jack-knife pseudo-observations is established by requiring that the underlying estimator can be expressed as a smooth functional of the empirical distribution. Using results in p-variation norms, the theory is applied...

Asymptotic Normality of the Optimal Solution in Multiresponse Surface Mathematical Programming

OpenAIRE

Díaz-García, José A.; Caro-Lopera, Francisco J.

2015-01-01

An explicit form for the perturbation effect on the matrix of regression coeffi- cients on the optimal solution in multiresponse surface methodology is obtained in this paper. Then, the sensitivity analysis of the optimal solution is studied and the critical point characterisation of the convex program, associated with the optimum of a multiresponse surface, is also analysed. Finally, the asymptotic normality of the optimal solution is derived by the standard methods.

Deep learning ensemble with asymptotic techniques for oscillometric blood pressure estimation.

Science.gov (United States)

Lee, Soojeong; Chang, Joon-Hyuk

2017-11-01

This paper proposes a deep learning based ensemble regression estimator with asymptotic techniques, and offers a method that can decrease uncertainty for oscillometric blood pressure (BP) measurements using the bootstrap and Monte-Carlo approach. While the former is used to estimate SBP and DBP, the latter attempts to determine confidence intervals (CIs) for SBP and DBP based on oscillometric BP measurements. This work originally employs deep belief networks (DBN)-deep neural networks (DNN) to effectively estimate BPs based on oscillometric measurements. However, there are some inherent problems with these methods. First, it is not easy to determine the best DBN-DNN estimator, and worthy information might be omitted when selecting one DBN-DNN estimator and discarding the others. Additionally, our input feature vectors, obtained from only five measurements per subject, represent a very small sample size; this is a critical weakness when using the DBN-DNN technique and can cause overfitting or underfitting, depending on the structure of the algorithm. To address these problems, an ensemble with an asymptotic approach (based on combining the bootstrap with the DBN-DNN technique) is utilized to generate the pseudo features needed to estimate the SBP and DBP. In the first stage, the bootstrap-aggregation technique is used to create ensemble parameters. Afterward, the AdaBoost approach is employed for the second-stage SBP and DBP estimation. We then use the bootstrap and Monte-Carlo techniques in order to determine the CIs based on the target BP estimated using the DBN-DNN ensemble regression estimator with the asymptotic technique in the third stage. The proposed method can mitigate the estimation uncertainty such as large the standard deviation of error (SDE) on comparing the proposed DBN-DNN ensemble regression estimator with the DBN-DNN single regression estimator, we identify that the SDEs of the SBP and DBP are reduced by 0.58 and 0.57  mmHg, respectively. These

Asymptotic behavior of Bayes estimators for hidden Markov models with application to ion channels

NARCIS (Netherlands)

de Gunst, M.C.M.; Shcherbakova, O.V.

2008-01-01

In this paper we study the asymptotic behavior of Bayes estimators for hidden Markov models as the number of observations goes to infinity. The theorem that we prove is similar to the Bernstein-von Mises theorem on the asymptotic behavior of the posterior distribution for the case of independent

Asymptotic optimality of RESTART estimators in highly dependable systems

International Nuclear Information System (INIS)

Villén-Altamirano, J.

2014-01-01

We consider a wide class of models that includes the highly reliable Markovian systems (HRMS) often used to represent the evolution of multi-component systems in reliability settings. Repair times and component lifetimes are random variables that follow a general distribution, and the repair service adopts a priority repair rule based on system failure risk. Since crude simulation has proved to be inefficient for highly-dependable systems, the RESTART method is used for the estimation of steady-state unavailability and other reliability measures. In this method, a number of simulation retrials are performed when the process enters regions of the state space where the chance of occurrence of a rare event (e.g., a system failure) is higher. The main difficulty involved in applying this method is finding a suitable function, called the importance function, to define the regions. In this paper we introduce an importance function which, for unbalanced systems, represents a great improvement over the importance function used in previous papers. We also demonstrate the asymptotic optimality of RESTART estimators in these models. Several examples are presented to show the effectiveness of the new approach, and probabilities up to the order of 10 −42 are accurately estimated with little computational effort. - Highlights: • Rare event probabilities of highly reliable systems are estimated by simulation. • The asymptotic optimality of the application is proved. • A better importance function for highly reliable systems is provided in the paper

Asymptotic normalization coefficients for 10B→9Be+p

International Nuclear Information System (INIS)

Mukhamedzhanov, A.M.; Clark, H.L.; Gagliardi, C.A.; Lui, Y.; Trache, L.; Tribble, R.E.; Xu, H.M.; Zhou, X.G.; Burjan, V.; Cejpek, J.; Kroha, V.; Carstoiu, F.

1997-01-01

The differential cross sections for the reactions 9 Be( 10 B, 10 B) 9 Be and 9 Be( 10 B, 9 Be) 10 B have been measured at an incident energy of 100 MeV. The elastic scattering data have been used to determine the optical model parameters for the 9 Be+ 10 B system at this energy. These parameters are then used in distorted-wave Born approximation (DWBA) calculations to predict the cross sections of the 9 Be( 10 B, 9 Be) 10 B proton exchange reaction, populating the ground and low-lying states in 10 B. By normalizing the theoretical DWBA proton exchange cross sections to the experimental ones, the asymptotic normalization coefficients (ANC's), defining the normalization of the tail of the 10 B bound state wave functions in the two-particle channel 9 Be+p, have been found. The ANC for the virtual decay 10 B(g.s.)→ 9 Be+p will be used in an analysis of the 10 B( 7 Be, 8 B) 9 Be reaction to extract the ANC's for 8 B→ 7 Be +p. These ANC's determine the normalization of the 7 Be(p,γ) 8 B radiative capture cross section at very low energies, which is crucially important for nuclear astrophysics. copyright 1997 The American Physical Society

An asymptotic expression for the eigenvalues of the normalization kernel of the resonating group method

International Nuclear Information System (INIS)

Lomnitz-Adler, J.; Brink, D.M.

1976-01-01

A generating function for the eigenvalues of the RGM Normalization Kernel is expressed in terms of the diagonal matrix elements of thw GCM Overlap Kernel. An asymptotic expression for the eigenvalues is obtained by using the Method of Steepest Descent. (Auth.)

Normal versus anomalous self-diffusion in two-dimensional fluids: Memory function approach and generalized asymptotic Einstein relation

Science.gov (United States)

Shin, Hyun Kyung; Choi, Bongsik; Talkner, Peter; Lee, Eok Kyun

2014-12-01

Based on the generalized Langevin equation for the momentum of a Brownian particle a generalized asymptotic Einstein relation is derived. It agrees with the well-known Einstein relation in the case of normal diffusion but continues to hold for sub- and super-diffusive spreading of the Brownian particle's mean square displacement. The generalized asymptotic Einstein relation is used to analyze data obtained from molecular dynamics simulations of a two-dimensional soft disk fluid. We mainly concentrated on medium densities for which we found super-diffusive behavior of a tagged fluid particle. At higher densities a range of normal diffusion can be identified. The motion presumably changes to sub-diffusion for even higher densities.

An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index

DEFF Research Database (Denmark)

Dierckx, Goedele; Goegebeur, Yuri; Guillou, Armelle

2013-01-01

We introduce a robust and asymptotically unbiased estimator for the tail index of Pareto-type distributions. The estimator is obtained by fitting the extended Pareto distribution to the relative excesses over a high threshold with the minimum density power divergence criterion. Consistency...

Asymptotics of the QMLE for General ARCH(q) Models

DEFF Research Database (Denmark)

Kristensen, Dennis; Rahbek, Anders Christian

2009-01-01

-ARCH -- are derived. Strong consistency is established under the assumptions that the ARCH process is geometrically ergodic, the conditional variance function has a finite log-moment, and finite second moment of the rescaled error. Asymptotic normality of the estimator is established under the additional assumption...

Asymptotic estimates and exponential stability for higher-order monotone difference equations

Directory of Open Access Journals (Sweden)

Pituk Mihály

2005-01-01

Full Text Available Asymptotic estimates are established for higher-order scalar difference equations and inequalities the right-hand sides of which generate a monotone system with respect to the discrete exponential ordering. It is shown that in some cases the exponential estimates can be replaced with a more precise limit relation. As corollaries, a generalization of discrete Halanay-type inequalities and explicit sufficient conditions for the global exponential stability of the zero solution are given.

Asymptotic estimates and exponential stability for higher-order monotone difference equations

Directory of Open Access Journals (Sweden)

Mihály Pituk

2005-03-01

Full Text Available Asymptotic estimates are established for higher-order scalar difference equations and inequalities the right-hand sides of which generate a monotone system with respect to the discrete exponential ordering. It is shown that in some cases the exponential estimates can be replaced with a more precise limit relation. As corollaries, a generalization of discrete Halanay-type inequalities and explicit sufficient conditions for the global exponential stability of the zero solution are given.

Asymptotic distribution of ∆AUC, NRIs, and IDI based on theory of U-statistics.

Science.gov (United States)

Demler, Olga V; Pencina, Michael J; Cook, Nancy R; D'Agostino, Ralph B

2017-09-20

The change in area under the curve (∆AUC), the integrated discrimination improvement (IDI), and net reclassification index (NRI) are commonly used measures of risk prediction model performance. Some authors have reported good validity of associated methods of estimating their standard errors (SE) and construction of confidence intervals, whereas others have questioned their performance. To address these issues, we unite the ∆AUC, IDI, and three versions of the NRI under the umbrella of the U-statistics family. We rigorously show that the asymptotic behavior of ∆AUC, NRIs, and IDI fits the asymptotic distribution theory developed for U-statistics. We prove that the ∆AUC, NRIs, and IDI are asymptotically normal, unless they compare nested models under the null hypothesis. In the latter case, asymptotic normality and existing SE estimates cannot be applied to ∆AUC, NRIs, or IDI. In the former case, SE formulas proposed in the literature are equivalent to SE formulas obtained from U-statistics theory if we ignore adjustment for estimated parameters. We use Sukhatme-Randles-deWet condition to determine when adjustment for estimated parameters is necessary. We show that adjustment is not necessary for SEs of the ∆AUC and two versions of the NRI when added predictor variables are significant and normally distributed. The SEs of the IDI and three-category NRI should always be adjusted for estimated parameters. These results allow us to define when existing formulas for SE estimates can be used and when resampling methods such as the bootstrap should be used instead when comparing nested models. We also use the U-statistic theory to develop a new SE estimate of ∆AUC. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

Indirect Techniques in Nuclear Astrophysics. Asymptotic Normalization Coefficient and Trojan Horse

International Nuclear Information System (INIS)

Mukhamedzhanov, A.M.; Blokhintsev, L.D.; Brown, S.

2007-01-01

We address two important indirect techniques, the asymptotic normalization coefficient (ANC) and the Trojan Horse (TH) methods. We discuss the application of the ANC technique to determine the astrophysical factor for the 13 C(α, n) 16 O reaction which is one of the neutron generators for the s processes in AGB stars. The TH method is a unique indirect technique allowing one to measure astrophysical S factors for rearrangement reactions down to astrophysically relevant energies. We derive equations connecting the cross sections for the binary direct and resonant reactions determined from the indirect TH reactions to direct cross sections measurements

On Kolmogorov asymptotics of estimators of the misclassification error rate in linear discriminant analysis

KAUST Repository

Zollanvari, Amin

2013-05-24

We provide a fundamental theorem that can be used in conjunction with Kolmogorov asymptotic conditions to derive the first moments of well-known estimators of the actual error rate in linear discriminant analysis of a multivariate Gaussian model under the assumption of a common known covariance matrix. The estimators studied in this paper are plug-in and smoothed resubstitution error estimators, both of which have not been studied before under Kolmogorov asymptotic conditions. As a result of this work, we present an optimal smoothing parameter that makes the smoothed resubstitution an unbiased estimator of the true error. For the sake of completeness, we further show how to utilize the presented fundamental theorem to achieve several previously reported results, namely the first moment of the resubstitution estimator and the actual error rate. We provide numerical examples to show the accuracy of the succeeding finite sample approximations in situations where the number of dimensions is comparable or even larger than the sample size.

On Kolmogorov asymptotics of estimators of the misclassification error rate in linear discriminant analysis

KAUST Repository

Zollanvari, Amin; Genton, Marc G.

2013-01-01

We provide a fundamental theorem that can be used in conjunction with Kolmogorov asymptotic conditions to derive the first moments of well-known estimators of the actual error rate in linear discriminant analysis of a multivariate Gaussian model under the assumption of a common known covariance matrix. The estimators studied in this paper are plug-in and smoothed resubstitution error estimators, both of which have not been studied before under Kolmogorov asymptotic conditions. As a result of this work, we present an optimal smoothing parameter that makes the smoothed resubstitution an unbiased estimator of the true error. For the sake of completeness, we further show how to utilize the presented fundamental theorem to achieve several previously reported results, namely the first moment of the resubstitution estimator and the actual error rate. We provide numerical examples to show the accuracy of the succeeding finite sample approximations in situations where the number of dimensions is comparable or even larger than the sample size.

ASYMPTOTIC COMPARISONS OF U-STATISTICS, V-STATISTICS AND LIMITS OF BAYES ESTIMATES BY DEFICIENCIES

OpenAIRE

Toshifumi, Nomachi; Hajime, Yamato; Graduate School of Science and Engineering, Kagoshima University:Miyakonojo College of Technology; Faculty of Science, Kagoshima University

2001-01-01

As estimators of estimable parameters, we consider three statistics which are U-statistic, V-statistic and limit of Bayes estimate. This limit of Bayes estimate, called LB-statistic in this paper, is obtained from Bayes estimate of estimable parameter based on Dirichlet process, by letting its parameter tend to zero. For the estimable parameter with non-degenerate kernel, the asymptotic relative efficiencies of LB-statistic with respect to U-statistic and V-statistic and that of V-statistic w...

Asymptotic inference in system identification for the atom maser.

Science.gov (United States)

Catana, Catalin; van Horssen, Merlijn; Guta, Madalin

2012-11-28

System identification is closely related to control theory and plays an increasing role in quantum engineering. In the quantum set-up, system identification is usually equated to process tomography, i.e. estimating a channel by probing it repeatedly with different input states. However, for quantum dynamical systems such as quantum Markov processes, it is more natural to consider the estimation based on continuous measurements of the output, with a given input that may be stationary. We address this problem using asymptotic statistics tools, for the specific example of estimating the Rabi frequency of an atom maser. We compute the Fisher information of different measurement processes as well as the quantum Fisher information of the atom maser, and establish the local asymptotic normality of these statistical models. The statistical notions can be expressed in terms of spectral properties of certain deformed Markov generators, and the connection to large deviations is briefly discussed.

Journal Afrika Statistika ISSN 0852-0305 Asymptotic representation ...

African Journals Online (AJOL)

Asymptotic representation theorems for poverty indices ... Statistical asymptotic laws for these indices, particularly asymptotic normality, on which statistical inference on the ... population of individuals, each of which having a random income or ...

Phase-shift parametrization and extraction of asymptotic normalization constants from elastic-scattering data

Science.gov (United States)

Ramírez Suárez, O. L.; Sparenberg, J.-M.

2017-09-01

We introduce a simplified effective-range function for charged nuclei, related to the modified K matrix but differing from it in several respects. Negative-energy zeros of this function correspond to bound states. Positive-energy zeros correspond to resonances and "echo poles" appearing in elastic-scattering phase-shifts, while its poles correspond to multiple-of-π phase shifts. Padé expansions of this function allow one to parametrize phase shifts on large energy ranges and to calculate resonance and bound-state properties in a very simple way, independently of any potential model. The method is first tested on a d -wave 12C+α potential model. It is shown to lead to a correct estimate of the subthreshold-bound-state asymptotic normalization constant (ANC) starting from the elastic-scattering phase shifts only. Next, the 12C+α experimental p -wave and d -wave phase shifts are analyzed. For the d wave, the relatively large error bars on the phase shifts do not allow one to improve the ANC estimate with respect to existing methods. For the p wave, a value agreeing with the 12C(6Li,d )16O transfer-reaction measurement and with the recent remeasurement of the 16Nβ -delayed α decay is obtained, with improved accuracy. However, the method displays two difficulties: the results are sensitive to the Padé-expansion order and the simplest fits correspond to an imaginary ANC, i.e., to a negative-energy "echo pole," the physical meaning of which is still debatable.

The Semiparametric Normal Variance-Mean Mixture Model

DEFF Research Database (Denmark)

Korsholm, Lars

1997-01-01

We discuss the normal vairance-mean mixture model from a semi-parametric point of view, i.e. we let the mixing distribution belong to a non parametric family. The main results are consistency of the non parametric maximum likelihood estimat or in this case, and construction of an asymptotically...... normal and efficient estimator....

Extreme quantile estimation for dependent data with applications to finance

OpenAIRE

Drees, Holger

2002-01-01

The asymptotic normality of a class of estimators for extreme quantiles is established under mild structural conditions on the observed stationary \\beta-mixing time series. Consistent estimators of the asymptotic variance are introduced, which render possible the construction of asymptotic confidence intervals for the extreme quantiles. Moreover, it is shown that many well-known time series models satisfy our conditions. Then the theory is applied to a time series of returns of a stock in...

Astrophysical S factor for 13C(p,γ)14N and asymptotic normalization coefficients

International Nuclear Information System (INIS)

Mukhamedzhanov, A.M.; Azhari, A.; Gagliardi, C.A.; Sattarov, A.; Tang, X.; Trache, L.; Tribble, R.E.; Burjan, V.; Kroha, V.

2002-01-01

We reanalyze the 13 C(p,γ) 14 N radiative capture reaction within the R-matrix approach. The low-energy astrophysical S factor has important contributions from both resonant and onresonant captures. The normalization of the nonresonant component of the transition to a particular 14 N bound state is expressed in terms of the asymptotic normalization coefficient (ANC). In the analysis we use the experimental ANC's inferred from the 13 C( 14 N, 13 C) 14 N and 13 C( 3 He,d) 14 N reactions. The fits of the calculated S factors to the experimental data are sensitive to the ANC values and are used to test the extracted ANC's. We find that for transitions to all the states in 14 N, except the third excited state, the ANC's determined from the transfer reactions provide the best fit. The astrophysical factor we obtain, S(0)=7.7±1.1 keV b, is in excellent agreement with previous results

Existence and asymptotic estimates of periodic solutions of El Niño mechanism of atmospheric physics

International Nuclear Information System (INIS)

Xiao-Jing, Li

2010-01-01

This paper is devoted to studying the El Niño mechanism of atmospheric physics. The existence and asymptotic estimates of periodic solutions for its model are obtained by employing the technique of upper and lower solution, and using the continuation theorem of coincidence degree theory. (general)

Asymptotic analysis for a simple explicit estimator in Barndorff-Nielsen and Shephard stochastic volatility models

DEFF Research Database (Denmark)

Hubalek, Friedrich; Posedel, Petra

expressions for the asymptotic covariance matrix. We develop in detail the martingale estimating function approach for a bivariate model, that is not a diffusion, but admits jumps. We do not use ergodicity arguments. We assume that both, logarithmic returns and instantaneous variance are observed...... on a discrete grid of fixed width, and the observation horizon tends to infinity. This anaysis is a starting point and benchmark for further developments concerning optimal martingale estimating functions, and for theoretical and empirical investigations, that replace the (actually unobserved) variance process...

Probabilistic finite element stiffness of a laterally loaded monopile based on an improved asymptotic sampling method

DEFF Research Database (Denmark)

Vahdatirad, Mohammadjavad; Bayat, Mehdi; Andersen, Lars Vabbersgaard

2015-01-01

shear strength of clay. Normal and Sobol sampling are employed to provide the asymptotic sampling method to generate the probability distribution of the foundation stiffnesses. Monte Carlo simulation is used as a benchmark. Asymptotic sampling accompanied with Sobol quasi random sampling demonstrates......The mechanical responses of an offshore monopile foundation mounted in over-consolidated clay are calculated by employing a stochastic approach where a nonlinear p–y curve is incorporated with a finite element scheme. The random field theory is applied to represent a spatial variation for undrained...... an efficient method for estimating the probability distribution of stiffnesses for the offshore monopile foundation....

Estimation and model selection of semiparametric multivariate survival functions under general censorship.

Science.gov (United States)

Chen, Xiaohong; Fan, Yanqin; Pouzo, Demian; Ying, Zhiliang

2010-07-01

We study estimation and model selection of semiparametric models of multivariate survival functions for censored data, which are characterized by possibly misspecified parametric copulas and nonparametric marginal survivals. We obtain the consistency and root- n asymptotic normality of a two-step copula estimator to the pseudo-true copula parameter value according to KLIC, and provide a simple consistent estimator of its asymptotic variance, allowing for a first-step nonparametric estimation of the marginal survivals. We establish the asymptotic distribution of the penalized pseudo-likelihood ratio statistic for comparing multiple semiparametric multivariate survival functions subject to copula misspecification and general censorship. An empirical application is provided.

Properties of estimated characteristic roots

OpenAIRE

Bent Nielsen; Heino Bohn Nielsen

2008-01-01

Estimated characteristic roots in stationary autoregressions are shown to give rather noisy information about their population equivalents. This is remarkable given the central role of the characteristic roots in the theory of autoregressive processes. In the asymptotic analysis the problems appear when multiple roots are present as this implies a non-differentiablity so the δ-method does not apply, convergence rates are slow, and the asymptotic distribution is non-normal. In finite samples ...

Bias-reduced estimation of long memory stochastic volatility

DEFF Research Database (Denmark)

Frederiksen, Per; Nielsen, Morten Ørregaard

We propose to use a variant of the local polynomial Whittle estimator to estimate the memory parameter in volatility for long memory stochastic volatility models with potential nonstation- arity in the volatility process. We show that the estimator is asymptotically normal and capable of obtaining...

Indirect techniques in nuclear astrophysics. Asymptotic normalization coefficient and trojan horse

International Nuclear Information System (INIS)

Mukhamedzhanov, A.M.; Gagliardi, C.A.; Pirlepesov, F.; Trache, L.; Tribble, R.E.; Blokhintsev, L.D.; Brown, B.A.; Nunes, F.M.; Burjan, V.; Kroha, V.; Cherubini, S.; Pizzone, R.G.; Romano, S.; Spitaleri, C.; Tumino, A.; Irgaziev, B.F.; Tang, X.D.

2006-01-01

Owing to the presence of the Coulomb barrier at astrophysically relevant kinetic energies it is very difficult, or sometimes impossible, to measure astrophysical reaction rates in the laboratory. That is why different indirect techniques are being used along with direct measurements. Here we address two important indirect techniques, the asymptotic normalization coefficient (ANC) and the Trojan Horse (TH) methods. We discuss the application of the ANC technique for calculation of the astrophysical processes in the presence of subthreshold bound states, in particular, two different mechanisms are discussed: direct capture to the subthreshold state and capture to the low-lying bound states through the subthreshold state, which plays the role of the subthreshold resonance. The ANC technique can also be used to determine the interference sign of the resonant and nonresonant (direct) terms of the reaction amplitude. The TH method is unique indirect technique allowing one to measure astrophysical rearrangement reactions down to astrophysically relevant energies. We explain why there is no Coulomb barrier in the sub-process amplitudes extracted from the TH reaction. The expressions for the TH amplitude for direct and resonant cases are presented. (orig.)

Asymptotics of bivariate generating functions with algebraic singularities

Science.gov (United States)

Greenwood, Torin

Flajolet and Odlyzko (1990) derived asymptotic formulae the coefficients of a class of uni- variate generating functions with algebraic singularities. Gao and Richmond (1992) and Hwang (1996, 1998) extended these results to classes of multivariate generating functions, in both cases by reducing to the univariate case. Pemantle and Wilson (2013) outlined new multivariate ana- lytic techniques and used them to analyze the coefficients of rational generating functions. After overviewing these methods, we use them to find asymptotic formulae for the coefficients of a broad class of bivariate generating functions with algebraic singularities. Beginning with the Cauchy integral formula, we explicity deform the contour of integration so that it hugs a set of critical points. The asymptotic contribution to the integral comes from analyzing the integrand near these points, leading to explicit asymptotic formulae. Next, we use this formula to analyze an example from current research. In the following chapter, we apply multivariate analytic techniques to quan- tum walks. Bressler and Pemantle (2007) found a (d + 1)-dimensional rational generating function whose coefficients described the amplitude of a particle at a position in the integer lattice after n steps. Here, the minimal critical points form a curve on the (d + 1)-dimensional unit torus. We find asymptotic formulae for the amplitude of a particle in a given position, normalized by the number of steps n, as n approaches infinity. Each critical point contributes to the asymptotics for a specific normalized position. Using Groebner bases in Maple again, we compute the explicit locations of peak amplitudes. In a scaling window of size the square root of n near the peaks, each amplitude is asymptotic to an Airy function.

A Review on asymptotic normality of sums of associated random ...

African Journals Online (AJOL)

Association between random variables is a generalization of independence of these random variables. This concept is more and more commonly used in current trends in any research elds in Statistics. In this paper, we proceed to a simple, clear and rigorous introduction to it. We will present the fundamental asymptotic ...

Asymptotic normalization coefficients, nuclear vertex constants and nuclear astrophysics problems

International Nuclear Information System (INIS)

Yarmukhamedov, R.; Artemov, S.V.; Igamov, S.B.; Burtebaev, N.; Peterson, R.J.

2007-01-01

Full text: We will review the results of a comprehensive analysis of the experimental astrophysical S- factors S(E) for the t(α, γ ) 7 Li, 3 He(α, γ) 7 Be, 7 Be(p, γ) 8 B, 12 C(p , γ) 13 N and 13 C(p,γ) 14 N reactions at extremely low energies, performed within a three-sided collaboration (Uzbekistan-Kazakhstan-USA). In the analysis, the new experimental data for the 12 C(p, γ) 13 N reaction are also included, as measured with the accelerator UKP-2-1 at the Institute of Nuclear Physics in Kazakhstan. The analysis is carried out within the framework of a new two-body potential approach and the R-matrix method, taking into account information about the asymptotic normalization coefficient (ANC) (or the respective nuclear vertex constant for virtual decay of the residual nuclei into two fragments of the initial states of the aforesaid reactions, which belong to the fundamental nuclear constants). Nowadays ANC's are obtained from analysis of peripheral one nucleon transfer reactions by method combining dispersion theory and DWBA (CM). It is shown that ANC can be also reliably obtained from analysis of proton capture reactions at astrophysical energies by new modified two-body potential method where the CM is used. A comparative analysis of the results obtained by different authors in the framework of different methods is also done

Asymptotic numbers, asymptotic functions and distributions

International Nuclear Information System (INIS)

Todorov, T.D.

1979-07-01

The asymptotic functions are a new type of generalized functions. But they are not functionals on some space of test-functions as the distributions of Schwartz. They are mappings of the set denoted by A into A, where A is the set of the asymptotic numbers introduced by Christov. On its part A is a totally-ordered set of generalized numbers including the system of real numbers R as well as infinitesimals and infinitely large numbers. Every two asymptotic functions can be multiplied. On the other hand, the distributions have realizations as asymptotic functions in a certain sense. (author)

Connection between effective-range expansion and nuclear vertex constant or asymptotic normalization coefficient

International Nuclear Information System (INIS)

Yarmukhamedov, R.; Baye, D.

2011-01-01

Explicit relations between the effective-range expansion and the nuclear vertex constant or asymptotic normalization coefficient (ANC) for the virtual decay B→A+a are derived for an arbitrary orbital momentum together with the corresponding location condition for the (A+a) bound-state energy. They are valid both for the charged case and for the neutral case. Combining these relations with the standard effective-range function up to order six makes it possible to reduce to two the number of free effective-range parameters if an ANC value is known from experiment. Values for the scattering length, effective range, and form parameter are determined in this way for the 16 O+p, α+t, and α+ 3 He collisions in partial waves where a bound state exists by using available ANCs deduced from experiments. The resulting effective-range expansions for these collisions are valid up to energies larger than 5 MeV.

Estimation and testing in large binary contingency tables

NARCIS (Netherlands)

Kallenberg, W.C.M.

1989-01-01

Very sparse contingency tables with a multiplicative structure are studied. The number of unspecified parameters and the number of cells are growing with the number of observations. Consistency and asymptotic normality of natural estimators are established. Also uniform convergence of the estimators

Failure Probability Estimation Using Asymptotic Sampling and Its Dependence upon the Selected Sampling Scheme

Directory of Open Access Journals (Sweden)

Martinásková Magdalena

2017-12-01

Full Text Available The article examines the use of Asymptotic Sampling (AS for the estimation of failure probability. The AS algorithm requires samples of multidimensional Gaussian random vectors, which may be obtained by many alternative means that influence the performance of the AS method. Several reliability problems (test functions have been selected in order to test AS with various sampling schemes: (i Monte Carlo designs; (ii LHS designs optimized using the Periodic Audze-Eglājs (PAE criterion; (iii designs prepared using Sobol’ sequences. All results are compared with the exact failure probability value.

Mixed normal inference on multicointegration

NARCIS (Netherlands)

Boswijk, H.P.

2009-01-01

Asymptotic likelihood analysis of cointegration in I(2) models, see Johansen (1997, 2006), Boswijk (2000) and Paruolo (2000), has shown that inference on most parameters is mixed normal, implying hypothesis test statistics with an asymptotic 2 null distribution. The asymptotic distribution of the

Optimal adaptive normalized matched filter for large antenna arrays

KAUST Repository

Kammoun, Abla

2016-09-13

This paper focuses on the problem of detecting a target in the presence of a compound Gaussian clutter with unknown statistics. To this end, we focus on the design of the adaptive normalized matched filter (ANMF) detector which uses the regularized Tyler estimator (RTE) built from N-dimensional observations x, · · ·, x in order to estimate the clutter covariance matrix. The choice for the RTE is motivated by its possessing two major attributes: first its resilience to the presence of outliers, and second its regularization parameter that makes it more suitable to handle the scarcity in observations. In order to facilitate the design of the ANMF detector, we consider the regime in which n and N are both large. This allows us to derive closed-form expressions for the asymptotic false alarm and detection probabilities. Based on these expressions, we propose an asymptotically optimal setting for the regularization parameter of the RTE that maximizes the asymptotic detection probability while keeping the asymptotic false alarm probability below a certain threshold. Numerical results are provided in order to illustrate the gain of the proposed detector over a recently proposed setting of the regularization parameter.

Optimal adaptive normalized matched filter for large antenna arrays

KAUST Repository

Kammoun, Abla; Couillet, Romain; Pascal, Fré dé ric; Alouini, Mohamed-Slim

2016-01-01

This paper focuses on the problem of detecting a target in the presence of a compound Gaussian clutter with unknown statistics. To this end, we focus on the design of the adaptive normalized matched filter (ANMF) detector which uses the regularized Tyler estimator (RTE) built from N-dimensional observations x, · · ·, x in order to estimate the clutter covariance matrix. The choice for the RTE is motivated by its possessing two major attributes: first its resilience to the presence of outliers, and second its regularization parameter that makes it more suitable to handle the scarcity in observations. In order to facilitate the design of the ANMF detector, we consider the regime in which n and N are both large. This allows us to derive closed-form expressions for the asymptotic false alarm and detection probabilities. Based on these expressions, we propose an asymptotically optimal setting for the regularization parameter of the RTE that maximizes the asymptotic detection probability while keeping the asymptotic false alarm probability below a certain threshold. Numerical results are provided in order to illustrate the gain of the proposed detector over a recently proposed setting of the regularization parameter.

Asymptotic normalization coefficients from proton transfer reactions and astrophysical S factors for the CNO 13C(p,gamma)14N radiative capture prosess

Czech Academy of Sciences Publication Activity Database

Mukhamedzhanov, A. M.; Azhari, A.; Burjan, Václav; Gagliardi, C. A.; Kroha, Václav; Sattarov, A.; Tang, X.; Trache, L.; Tribble, R. E.

2003-01-01

Roč. 725, č. 725 (2003), s. 279-294 ISSN 0375-9474 R&D Projects: GA ČR GA202/01/0709; GA MŠk ME 385 Institutional research plan: CEZ:AV0Z1048901 Keywords : radiative capture reaction * asymptotic normalization coefficient Subject RIV: BG - Nuclear, Atomic and Molecular Physics, Colliders Impact factor: 1.761, year: 2003

Asymptotic normalization coefficients from proton transfer reactions and astrophysical S factors for the (CNOC)-C-13(p, gamma)N-14 radiative capture process

Czech Academy of Sciences Publication Activity Database

Mukhamedzhanov, A. M.; Azhari, A.; Burjan, Václav; Gagliardi, C. A.; Kroha, Václav; Sattarov, A.; Tang, X.; Trache, L.; Tribble, R. E.

2003-01-01

Roč. 725, č. 22 (2003), s. 279-294 ISSN 0375-9474 R&D Projects: GA ČR GA202/01/0709; GA MŠk ME 385 Institutional research plan: CEZ:AV0Z1048901 Keywords : radiative capture reaction * asymptotic normalization coefficient Subject RIV: BG - Nuclear, Atomic and Molecular Physics, Colliders Impact factor: 1.761, year: 2003

M-Estimation for Discrete Data. Asymptotic Distribution Theory and Implications.

Science.gov (United States)

1985-10-01

outlying data points, can be specified in a direct way since the influence function of an IM-estimator is proportional to its score function; see HamDel...consistently estimates - when the model is correct. Suppose now that ac RI. The influence function at F of an M-estimator for 3 has the form 2(x,S) = d/ P ("e... influence function at F . This is assuming, of course, that the estimator is asymototically normal at Fe. The truncation point c(f) determines the bounds

Asymptotic strength of thermal pulses in the helium shell burning

Energy Technology Data Exchange (ETDEWEB)

Fujimoto, M Y [Niigata Univ. (Japan); Sugimoto, D

1979-03-01

Secular growth in the strength of the recurrent thermal pulses of helium shell burning is discussed for the purpose of determining its asymptotic strength. It is shown that the pulse grows stronger if the helium zone has been cooled more before the initiation of the pulse. The secular growth of the pulse is related with the increasing degree of cooling. Thermal pulses are computed for an initial model corresponding to the maximum possible cooling, i.e., for a model in which the steady-state entropy distribution was realized in the helium zone. Such thermal pulses are shown to give an upper bound to the asymptotic strength, which is close enough to the asymptotic strength itself for relatively large core masses. Numerical results are given for the core mass of 1.07 M sub(sun), for which the asymptotic strength is found to be 9 x 10/sup 6/ L sub(sun). Thermal pulses are also computed for an initial model which has been cooled artificially more than the steady-state model. The first pulse results in a much greater strength than in the normal model, but a later pulse approaches the normal asymptotic value. Such models are also discussed in relation to the shell flashes on accreting white dwarfs.

Sub-Coulomb 3He transfer and its use to extract three-particle asymptotic normalization coefficients

Science.gov (United States)

Avila, M. L.; Baby, L. T.; Belarge, J.; Keeley, N.; Kemper, K. W.; Koshchiy, E.; Kuchera, A. N.; Rogachev, G. V.; Rusek, K.; Santiago-Gonzalez, D.

2018-01-01

Data for the 13C(6Li,t )16O reaction, obtained in inverse kinematics at a 13C incident energy of 7.72 MeV, are presented. A distorted wave Born approximation (DWBA) analysis was used to extract spectroscopic factors and asymptotic normalization coefficients (ANCs) for the 〈" close="〉6Li∣3He +3H 〉">16O∣13C +3He overlaps, subject to the assumption of a fixed ANCs as a function of various inputs to the DWBA calculations was explored. The extracted ANCs were found to vary as a cubic function of the radius of the potential well binding the transferred 3He to the 13C core while the spectroscopic factors varied as a quartic function of the radius. The ANC values could be determined to within a factor of two for this system.

Determination of the astrophysical S factor for 11C(p,gamma)12N from the 12N->11C+p asymptotic normalization coefficient

Czech Academy of Sciences Publication Activity Database

Tang, X.; Azhari, A.; Gagliardi, C. A.; Mukhamedzhanov, A. M.; Pirlepesov, F.; Trache, L.; Tribble, R. E.; Burjan, Václav; Kroha, Václav; Carstoiu, F.

č. 67 (2003), s. 015804-1 - 015804-9 ISSN 0556-2813 R&D Projects: GA ČR GA202/01/0709; GA MŠk ME 385; GA AV ČR KSK1048102 Institutional research plan: CEZ:AV0Z1048901 Keywords : S factor * asymptotic normalization coefficient Subject RIV: BG - Nuclear, Atomic and Molecular Physics, Colliders Impact factor: 2.708, year: 2003

Large Deviations and Asymptotic Methods in Finance

CERN Document Server

Gatheral, Jim; Gulisashvili, Archil; Jacquier, Antoine; Teichmann, Josef

2015-01-01

Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic risk and volatility estimation. This volume gathers together ground-breaking results in this field by some of its leading experts. Over the past decade, asymptotic methods have played an increasingly important role in the study of the behaviour of (financial) models. These methods provide a useful alternative to numerical methods in settings where the latter may lose accuracy (in extremes such as small and large strikes, and small maturities), and lead to a clearer understanding of the behaviour of models, and of the influence of parameters on this behaviour. Graduate students, researchers and practitioners will find th...

An estimating function approach to inference for inhomogeneous Neyman-Scott processes

DEFF Research Database (Denmark)

Waagepetersen, Rasmus

2007-01-01

This article is concerned with inference for a certain class of inhomogeneous Neyman-Scott point processes depending on spatial covariates. Regression parameter estimates obtained from a simple estimating function are shown to be asymptotically normal when the "mother" intensity for the Neyman-Sc...

Estimation and variable selection for generalized additive partial linear models

KAUST Repository

Wang, Li

2011-08-01

We study generalized additive partial linear models, proposing the use of polynomial spline smoothing for estimation of nonparametric functions, and deriving quasi-likelihood based estimators for the linear parameters. We establish asymptotic normality for the estimators of the parametric components. The procedure avoids solving large systems of equations as in kernel-based procedures and thus results in gains in computational simplicity. We further develop a class of variable selection procedures for the linear parameters by employing a nonconcave penalized quasi-likelihood, which is shown to have an asymptotic oracle property. Monte Carlo simulations and an empirical example are presented for illustration. © Institute of Mathematical Statistics, 2011.

Numerical relativity and asymptotic flatness

International Nuclear Information System (INIS)

Deadman, E; Stewart, J M

2009-01-01

It is highly plausible that the region of spacetime far from an isolated gravitating body is, in some sense, asymptotically Minkowskian. However theoretical studies of the full nonlinear theory, initiated by Bondi et al (1962 Proc. R. Soc. A 269 21-51), Sachs (1962 Proc. R. Soc. A 270 103-26) and Newman and Unti (1962 J. Math. Phys. 3 891-901), rely on careful, clever, a priori choices of a chart (and tetrad) and so are not readily accessible to the numerical relativist, who chooses her/his chart on the basis of quite different grounds. This paper seeks to close this gap. Starting from data available in a typical numerical evolution, we construct a chart and tetrad which are, asymptotically, sufficiently close to the theoretical ones, so that the key concepts of the Bondi news function, Bondi mass and its rate of decrease can be estimated. In particular, these estimates can be expressed in the numerical relativist's chart as numerical relativity recipes.

An estimating function approach to inference for inhomogeneous Neyman-Scott processes

DEFF Research Database (Denmark)

Waagepetersen, Rasmus Plenge

“This paper is concerned with inference for a certain class of inhomogeneous Neyman-Scott point processes depending on spatial covariates. Regression parameter estimates obtained from a simple estimating function are shown to be asymptotically normal when the “mother” intensity for the Neyman-Scott...

An Estimator of Heavy Tail Index through the Generalized Jackknife Methodology

Directory of Open Access Journals (Sweden)

Weiqi Liu

2014-01-01

Full Text Available In practice, sometimes the data can be divided into several blocks but only a few of the largest observations within each block are available to estimate the heavy tail index. To address this problem, we propose a new class of estimators through the Generalized Jackknife methodology based on Qi’s estimator (2010. These estimators are proved to be asymptotically normal under suitable conditions. Compared to Hill’s estimator and Qi’s estimator, our new estimator has better asymptotic efficiency in terms of the minimum mean squared error, for a wide range of the second order shape parameters. For the finite samples, our new estimator still compares favorably to Hill’s estimator and Qi’s estimator, providing stable sample paths as a function of the number of dividing the sample into blocks, smaller estimation bias, and MSE.

Two-step estimation for inhomogeneous spatial point processes

DEFF Research Database (Denmark)

Waagepetersen, Rasmus; Guan, Yongtao

This paper is concerned with parameter estimation for inhomogeneous spatial point processes with a regression model for the intensity function and tractable second order properties (K-function). Regression parameters are estimated using a Poisson likelihood score estimating function and in a second...... step minimum contrast estimation is applied for the residual clustering parameters. Asymptotic normality of parameter estimates is established under certain mixing conditions and we exemplify how the results may be applied in ecological studies of rain forests....

Asymptotic Estimates of Gerber-Shiu Functions in the Renewal Risk Model with Exponential Claims

Institute of Scientific and Technical Information of China (English)

Li WEI

2012-01-01

This paper continues to study the asymptotic behavior of Gerber-Shiu expected discounted penalty functions in the renewal risk model as the initial capital becomes large.Under the assumption that the claim-size distribution is exponential,we establish an explicit asymptotic formula.Some straightforward consequences of this formula match existing results in the field.

Local polynomial Whittle estimation of perturbed fractional processes

DEFF Research Database (Denmark)

Frederiksen, Per; Nielsen, Frank; Nielsen, Morten Ørregaard

We propose a semiparametric local polynomial Whittle with noise (LPWN) estimator of the memory parameter in long memory time series perturbed by a noise term which may be serially correlated. The estimator approximates the spectrum of the perturbation as well as that of the short-memory component...... of the signal by two separate polynomials. Including these polynomials we obtain a reduction in the order of magnitude of the bias, but also in‡ate the asymptotic variance of the long memory estimate by a multiplicative constant. We show that the estimator is consistent for d 2 (0; 1), asymptotically normal...... for d ε (0, 3/4), and if the spectral density is infinitely smooth near frequency zero, the rate of convergence can become arbitrarily close to the parametric rate, pn. A Monte Carlo study reveals that the LPWN estimator performs well in the presence of a serially correlated perturbation term...

Two-step estimation for inhomogeneous spatial point processes

DEFF Research Database (Denmark)

Waagepetersen, Rasmus; Guan, Yongtao

2009-01-01

The paper is concerned with parameter estimation for inhomogeneous spatial point processes with a regression model for the intensity function and tractable second-order properties (K-function). Regression parameters are estimated by using a Poisson likelihood score estimating function and in the ...... and in the second step minimum contrast estimation is applied for the residual clustering parameters. Asymptotic normality of parameter estimates is established under certain mixing conditions and we exemplify how the results may be applied in ecological studies of rainforests....

A Lynden-Bell integral estimator for the tail index of right-truncated ...

African Journals Online (AJOL)

By means of a Lynden-Bell integral with deterministic threshold, Worms and Worms [A Lynden-Bell integral estimator for extremes of randomly truncated data. Statist. Probab. Lett. 2016; 109: 106-117] recently introduced an asymptotically normal estimator of the tail index for randomly right-truncated Pareto-type data.

Quasi-extended asymptotic functions

International Nuclear Information System (INIS)

Todorov, T.D.

1979-01-01

The class F of ''quasi-extended asymptotic functions'' is introduced. It contains all extended asymptotic functions as well as some new asymptotic functions very similar to the Schwartz distributions. On the other hand, every two quasiextended asymptotic functions can be multiplied as opposed to the Schwartz distributions; in particular, the square delta 2 of an asymptotic function delta similar to Dirac's delta-function, is constructed as an example

Asymptotic distribution of products of sums of independent random ...

Indian Academy of Sciences (India)

integrable random variables (r.v.) are asymptotically log-normal. This fact ... the product of the partial sums of i.i.d. positive random variables as follows. .... Now define ..... by Henan Province Foundation and Frontier Technology Research Plan.

Medium Band Least Squares Estimation of Fractional Cointegration in the Presence of Low-Frequency Contamination

DEFF Research Database (Denmark)

Christensen, Bent Jesper; Varneskov, Rasmus T.

band least squares (MBLS) estimator uses sample dependent trimming of frequencies in the vicinity of the origin to account for such contamination. Consistency and asymptotic normality of the MBLS estimator are established, a feasible inference procedure is proposed, and rigorous tools for assessing...

Asymptotic expansions for the Gaussian unitary ensemble

DEFF Research Database (Denmark)

Haagerup, Uffe; Thorbjørnsen, Steen

2012-01-01

Let g : R ¿ C be a C8-function with all derivatives bounded and let trn denote the normalized trace on the n × n matrices. In Ref. 3 Ercolani and McLaughlin established asymptotic expansions of the mean value ¿{trn(g(Xn))} for a rather general class of random matrices Xn, including the Gaussian U...

Robust-BD Estimation and Inference for General Partially Linear Models

Directory of Open Access Journals (Sweden)

Chunming Zhang

2017-11-01

Full Text Available The classical quadratic loss for the partially linear model (PLM and the likelihood function for the generalized PLM are not resistant to outliers. This inspires us to propose a class of “robust-Bregman divergence (BD” estimators of both the parametric and nonparametric components in the general partially linear model (GPLM, which allows the distribution of the response variable to be partially specified, without being fully known. Using the local-polynomial function estimation method, we propose a computationally-efficient procedure for obtaining “robust-BD” estimators and establish the consistency and asymptotic normality of the “robust-BD” estimator of the parametric component β o . For inference procedures of β o in the GPLM, we show that the Wald-type test statistic W n constructed from the “robust-BD” estimators is asymptotically distribution free under the null, whereas the likelihood ratio-type test statistic Λ n is not. This provides an insight into the distinction from the asymptotic equivalence (Fan and Huang 2005 between W n and Λ n in the PLM constructed from profile least-squares estimators using the non-robust quadratic loss. Numerical examples illustrate the computational effectiveness of the proposed “robust-BD” estimators and robust Wald-type test in the appearance of outlying observations.

Asymptotic eigenvalue estimates for a Robin problem with a large parameter

Czech Academy of Sciences Publication Activity Database

Exner, Pavel; Minakov, A.; Parnovski, L.

2014-01-01

Roč. 71, č. 2 (2014), s. 141-156 ISSN 0032-5155 R&D Projects: GA ČR(CZ) GA14-06818S Institutional support: RVO:61389005 Keywords : Laplacian * Robin problem * eigenvalue asymptotics Subject RIV: BE - Theoretical Physics Impact factor: 0.250, year: 2014

Perturbed asymptotically linear problems

OpenAIRE

Bartolo, R.; Candela, A. M.; Salvatore, A.

2012-01-01

The aim of this paper is investigating the existence of solutions of some semilinear elliptic problems on open bounded domains when the nonlinearity is subcritical and asymptotically linear at infinity and there is a perturbation term which is just continuous. Also in the case when the problem has not a variational structure, suitable procedures and estimates allow us to prove that the number of distinct crtitical levels of the functional associated to the unperturbed problem is "stable" unde...

Asymptotic inference for jump diffusions with state-dependent intensity

NARCIS (Netherlands)

Becheri, Gaia; Drost, Feico; Werker, Bas

2016-01-01

We establish the local asymptotic normality property for a class of ergodic parametric jump-diffusion processes with state-dependent intensity and known volatility function sampled at high frequency. We prove that the inference problem about the drift and jump parameters is adaptive with respect to

A Viscous Fluid Flow through a Thin Channel with Mixed Rigid-Elastic Boundary: Variational and Asymptotic Analysis

Directory of Open Access Journals (Sweden)

R. Fares

2012-01-01

Full Text Available We study the nonsteady Stokes flow in a thin tube structure composed by two thin rectangles with lateral elastic boundaries which are connected by a domain with rigid boundaries. After a variational approach of the problem which gives us existence, uniqueness, regularity results, and some a priori estimates, we construct an asymptotic solution. The existence of a junction region between the two rectangles imposes to consider, as part of the asymptotic solution, some boundary layer correctors that correspond to this region. We present and solve the problems for all the terms of the asymptotic expansion. For two different cases, we describe the order of steps of the algorithm of solving the problem and we construct the main term of the asymptotic expansion. By means of the a priori estimates, we justify our asymptotic construction, by obtaining a small error between the exact and the asymptotic solutions.

Efficient semiparametric estimation in generalized partially linear additive models for longitudinal/clustered data

KAUST Repository

Cheng, Guang

2014-02-01

We consider efficient estimation of the Euclidean parameters in a generalized partially linear additive models for longitudinal/clustered data when multiple covariates need to be modeled nonparametrically, and propose an estimation procedure based on a spline approximation of the nonparametric part of the model and the generalized estimating equations (GEE). Although the model in consideration is natural and useful in many practical applications, the literature on this model is very limited because of challenges in dealing with dependent data for nonparametric additive models. We show that the proposed estimators are consistent and asymptotically normal even if the covariance structure is misspecified. An explicit consistent estimate of the asymptotic variance is also provided. Moreover, we derive the semiparametric efficiency score and information bound under general moment conditions. By showing that our estimators achieve the semiparametric information bound, we effectively establish their efficiency in a stronger sense than what is typically considered for GEE. The derivation of our asymptotic results relies heavily on the empirical processes tools that we develop for the longitudinal/clustered data. Numerical results are used to illustrate the finite sample performance of the proposed estimators. © 2014 ISI/BS.

Standard Error Computations for Uncertainty Quantification in Inverse Problems: Asymptotic Theory vs. Bootstrapping.

Science.gov (United States)

Banks, H T; Holm, Kathleen; Robbins, Danielle

2010-11-01

We computationally investigate two approaches for uncertainty quantification in inverse problems for nonlinear parameter dependent dynamical systems. We compare the bootstrapping and asymptotic theory approaches for problems involving data with several noise forms and levels. We consider both constant variance absolute error data and relative error which produces non-constant variance data in our parameter estimation formulations. We compare and contrast parameter estimates, standard errors, confidence intervals, and computational times for both bootstrapping and asymptotic theory methods.

Entropic Representation and Estimation of Diversity Indices

OpenAIRE

Zhang, Zhiyi; Grabchak, Michael

2014-01-01

This paper serves a twofold purpose. First, a unified perspective on diversity indices is introduced based on an entropic basis. It is shown that the class of all linear combinations of the entropic basis, referred to as the class of linear diversity indices, covers a wide range of diversity indices used in the literature. Second, a class of estimators for linear diversity indices is proposed and it is shown that these estimators have rapidly decaying biases and asymptotic normality.

Variational approach for spatial point process intensity estimation

DEFF Research Database (Denmark)

Coeurjolly, Jean-Francois; Møller, Jesper

is assumed to be of log-linear form β+θ⊤z(u) where z is a spatial covariate function and the focus is on estimating θ. The variational estimator is very simple to implement and quicker than alternative estimation procedures. We establish its strong consistency and asymptotic normality. We also discuss its...... finite-sample properties in comparison with the maximum first order composite likelihood estimator when considering various inhomogeneous spatial point process models and dimensions as well as settings were z is completely or only partially known....

Asymptotic properties of a simple random motion

International Nuclear Information System (INIS)

Ravishankar, K.

1988-01-01

A random walker in R/sup N/ is considered. At each step the walker picks a point in R/sup N/ from a fixed finite set of destination points. Having chosen the point, the walker moves a fraction r (r < 1) of the distance toward the point along a straight line. Assuming that the successive destination points are chosen independently, it is shown that the asymptotic distribution of the walker's position has the same mean as the destination point distribution. An estimate is obtained for the fraction of time the walker stays within a ball centered at the mean value for almost every destination sequence. Examples show that the asymptotic distribution could have intricate structure

Determination of the asymptotic normalization coefficients for C-14 + n - C-15,the C-14(n,gamma)C-15 reaction rate, and evaluation of a new method to determine spectroscopic factors

Czech Academy of Sciences Publication Activity Database

McCleskey, M.; Mukhamedzhanov, A. M.; Trache, L.; Tribble, R. E.; Banu, A.; Eremenko, V.; Goldberg, V. Z.; Lui, Y. W.; McCleskey, E.; Roeder, B. T.; Spiridon, A.; Carstoiu, F.; Burjan, Václav; Hons, Zdeněk; Thompson, I. J.

2014-01-01

Roč. 89, č. 4 (2014), 044605 ISSN 0556-2813 R&D Projects: GA MŠk(CZ) LH11001 Institutional support: RVO:61389005 Keywords : capture reactions * cross-section * asymptotic normalization coefficient Subject RIV: BG - Nuclear, Atomic and Molecular Physics, Colliders Impact factor: 3.733, year: 2014

Asymptotics and Borel summability

CERN Document Server

Costin, Ovidiu

2008-01-01

Incorporating substantial developments from the last thirty years into one resource, Asymptotics and Borel Summability provides a self-contained introduction to asymptotic analysis with special emphasis on topics not covered in traditional asymptotics books. The author explains basic ideas, concepts, and methods of generalized Borel summability, transseries, and exponential asymptotics. He provides complete mathematical rigor while supplementing it with heuristic material and examples, so that some proofs may be omitted by applications-oriented readers.To give a sense of how new methods are us

Asymptotics of empirical eigenstructure for high dimensional spiked covariance.

Science.gov (United States)

Wang, Weichen; Fan, Jianqing

2017-06-01

We derive the asymptotic distributions of the spiked eigenvalues and eigenvectors under a generalized and unified asymptotic regime, which takes into account the magnitude of spiked eigenvalues, sample size, and dimensionality. This regime allows high dimensionality and diverging eigenvalues and provides new insights into the roles that the leading eigenvalues, sample size, and dimensionality play in principal component analysis. Our results are a natural extension of those in Paul (2007) to a more general setting and solve the rates of convergence problems in Shen et al. (2013). They also reveal the biases of estimating leading eigenvalues and eigenvectors by using principal component analysis, and lead to a new covariance estimator for the approximate factor model, called shrinkage principal orthogonal complement thresholding (S-POET), that corrects the biases. Our results are successfully applied to outstanding problems in estimation of risks of large portfolios and false discovery proportions for dependent test statistics and are illustrated by simulation studies.

Small Bandwidth Asymptotics for Density-Weighted Average Derivatives

DEFF Research Database (Denmark)

Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael

This paper proposes (apparently) novel standard error formulas for the density-weighted average derivative estimator of Powell, Stock, and Stoker (1989). Asymptotic validity of the standard errors developed in this paper does not require the use of higher-order kernels and the standard errors...

Asymptotically Safe Dark Matter

DEFF Research Database (Denmark)

Sannino, Francesco; Shoemaker, Ian M.

2015-01-01

We introduce a new paradigm for dark matter (DM) interactions in which the interaction strength is asymptotically safe. In models of this type, the coupling strength is small at low energies but increases at higher energies, and asymptotically approaches a finite constant value. The resulting...... searches are the primary ways to constrain or discover asymptotically safe dark matter....

Normal estimation for pointcloud using GPU based sparse tensor voting

OpenAIRE

Liu , Ming; Pomerleau , François; Colas , Francis; Siegwart , Roland

2012-01-01

International audience; Normal estimation is the basis for most applications using pointcloud, such as segmentation. However, it is still a challenging problem regarding computational complexity and observation noise. In this paper, we propose a normal estimation method for pointcloud using results from tensor voting. Comparing with other approaches, we show it has smaller estimation error. Moreover, by varying the voting kernel size, we find it is a flexible approach for structure extraction...

Determination of astrophysical 13N(p, γ)14O S-factors from the asymptotic normalization coefficient of 14C→13C + n

International Nuclear Information System (INIS)

Guo Bing; Li Zhihong

2007-01-01

The angular distribution of the 13 C(d,p) 14 C reaction is reanalysed using the Johnson-Soper approach. The squared asymptotic normalization coefficient (ANC) of virtual decay 14 C→ 13 C + n is then derived to be 21.4 ± 5.0 fm -1 . The squared ANC and spectroscopic factor (SF) of 14 O→ 13 N + p are extracted to be 30.4 ± 7.1 fm -1 and 1.94 ± 0.45, respectively. The astrophysical S-factors and reaction rates of 13 N(p, γ) 14 O are determined from the ANC of 14 O→ 13 N + p using the R-matrix approach. (authors)

Asymptotic Eigenstructures

Science.gov (United States)

Thompson, P. M.; Stein, G.

1980-01-01

The behavior of the closed loop eigenstructure of a linear system with output feedback is analyzed as a single parameter multiplying the feedback gain is varied. An algorithm is presented that computes the asymptotically infinite eigenstructure, and it is shown how a system with high gain, feedback decouples into single input, single output systems. Then a synthesis algorithm is presented which uses full state feedback to achieve a desired asymptotic eigenstructure.

Extended asymptotic functions - some examples

International Nuclear Information System (INIS)

Todorov, T.D.

1981-01-01

Several examples of extended asymptotic functions of two variables are given. This type of asymptotic functions has been introduced as an extension of continuous ordinary functions. The presented examples are realizations of some Schwartz distributions delta(x), THETA(x), P(1/xsup(n)) and can be multiplied in the class of the asymptotic functions as opposed to the theory of Schwartz distributions. The examples illustrate the method of construction of extended asymptotic functions similar to the distributions. The set formed by the extended asymptotic functions is also considered. It is shown, that this set is not closed with respect to addition and multiplication

Asymptotics of relativistic spin networks

International Nuclear Information System (INIS)

Barrett, John W; Steele, Christopher M

2003-01-01

The stationary phase technique is used to calculate asymptotic formulae for SO(4) relativistic spin networks. For the tetrahedral spin network this gives the square of the Ponzano-Regge asymptotic formula for the SU(2) 6j-symbol. For the 4-simplex (10j-symbol) the asymptotic formula is compared with numerical calculations of the spin network evaluation. Finally, we discuss the asymptotics of the SO(3, 1) 10j-symbol

Extreme-Strike and Small-time Asymptotics for Gaussian Stochastic Volatility Models

OpenAIRE

Zhang, Xin

2016-01-01

Asymptotic behavior of implied volatility is of our interest in this dissertation. For extreme strike, we consider a stochastic volatility asset price model in which the volatility is the absolute value of a continuous Gaussian process with arbitrary prescribed mean and covariance. By exhibiting a Karhunen-Loève expansion for the integrated variance, and using sharp estimates of the density of a general second-chaos variable, we derive asymptotics for the asset price density for large or smal...

Asymptotic and geometrical quantization

International Nuclear Information System (INIS)

Karasev, M.V.; Maslov, V.P.

1984-01-01

The main ideas of geometric-, deformation- and asymptotic quantizations are compared. It is shown that, on the one hand, the asymptotic approach is a direct generalization of exact geometric quantization, on the other hand, it generates deformation in multiplication of symbols and Poisson brackets. Besides investigating the general quantization diagram, its applications to the calculation of asymptotics of a series of eigenvalues of operators possessing symmetry groups are considered

Asymptotically Optimal Agents

OpenAIRE

Lattimore, Tor; Hutter, Marcus

2011-01-01

Artificial general intelligence aims to create agents capable of learning to solve arbitrary interesting problems. We define two versions of asymptotic optimality and prove that no agent can satisfy the strong version while in some cases, depending on discounting, there does exist a non-computable weak asymptotically optimal agent.

Asymptotic boundary conditions for dissipative waves: General theory

Science.gov (United States)

Hagstrom, Thomas

1990-01-01

An outstanding issue in the computational analysis of time dependent problems is the imposition of appropriate radiation boundary conditions at artificial boundaries. Accurate conditions are developed which are based on the asymptotic analysis of wave propagation over long ranges. Employing the method of steepest descents, dominant wave groups are identified and simple approximations to the dispersion relation are considered in order to derive local boundary operators. The existence of a small number of dominant wave groups may be expected for systems with dissipation. Estimates of the error as a function of domain size are derived under general hypotheses, leading to convergence results. Some practical aspects of the numerical construction of the asymptotic boundary operators are also discussed.

Asymptotic boundary conditions for dissipative waves - General theory

Science.gov (United States)

Hagstrom, Thomas

1991-01-01

An outstanding issue in computational analysis of time dependent problems is the imposition of appropriate radiation boundary conditions at artificial boundaries. Accurate conditions are developed which are based on the asymptotic analysis of wave propagation over long ranges. Employing the method of steepest descents, dominant wave groups are identified and simple approximations to the dispersion relation are considered in order to derive local boundary operators. The existence of a small number of dominant wave groups may be expected for systems with dissipation. Estimates of the error as a function of domain size are derived under general hypotheses, leading to convergence results. Some practical aspects of the numerical construction of the asymptotic boundary operators are also discussed.

Asymptotic normalization coefficients for 14N+p→15O and the astrophysical S factor for 14N(p,γ)15O

International Nuclear Information System (INIS)

Mukhamedzhanov, A.M.; Gagliardi, C.A.; Pirlepesov, F.; Tribble, R.E.; Bem, P.; Burjan, V.; Kroha, V.; Novak, J.; Piskor, S.; Simeckova, E.; Vincour, J.; Brown, B.A.; Nunes, F.M.

2003-01-01

The 14 N(p,γ) 15 O reaction, which controls energy production in the CNO cycle, has contributions from both resonance and direct captures to the ground and excited states. The overall normalization of the direct captures is defined by the corresponding asymptotic normalization coefficients (ANCs). Especially important is the ANC for the subthreshold state in 15 O at -0.504 keV since direct capture through this state dominates the reaction rate at stellar energies. In order to determine the ANCs for 14 N+p→ 15 O, the 14 N( 3 He,d) 15 O proton transfer reaction has been measured at an incident energy of 26.3 MeV. Angular distributions for proton transfer to the ground and five excited states were obtained. ANCs were then extracted from comparison to both distorted-wave Born approximation and coupled-channels Born approximation calculations. Using these ANCs, we calculated the astrophysical factor and reaction rates for 14 N(p,γ) 15 O. Our analysis favors a low value for the astrophysical factor

Asymptotic estimation of reactor fueling optimal strategy

International Nuclear Information System (INIS)

Simonov, V.D.

1985-01-01

The problem of improving the technical-economic factors of operating. and designed nuclear power plant blocks by developino. internal fuel cycle strategy (reactor fueling regime optimization), taking into account energy system structural peculiarities altogether, is considered. It is shown, that in search of asymptotic solutions of reactor fueling planning tasks the model of fuel energy potential (FEP) is the most ssuitable and effective. FEP represents energy which may be produced from the fuel in a reactor with real dimensions and power, but with hypothetical fresh fuel supply, regime, providing smilar burnup of all the fuel, passing through the reactor, and continuous overloading of infinitely small fuel portion under fule power, and infinitely rapid mixing of fuel in the reactor core volume. Reactor fuel run with such a standard fuel cycle may serve as FEP quantitative measure. Assessment results of optimal WWER-440 reactor fresh fuel supply periodicity are given as an example. The conclusion is drawn that with fuel enrichment x=3.3% the run which is 300 days, is economically justified, taking into account that the cost of one energy unit production is > 3 cop/KW/h

Estimation of CN Parameter for Small Agricultural Watersheds Using Asymptotic Functions

OpenAIRE

Tomasz Kowalik; Andrzej Walega

2015-01-01

This paper investigates a possibility of using asymptotic functions to determine the value of curve number (CN) parameter as a function of rainfall in small agricultural watersheds. It also compares the actually calculated CN with its values provided in the Soil Conservation Service (SCS) National Engineering Handbook Section 4: Hydrology (NEH-4) and Technical Release 20 (TR-20). The analysis showed that empirical CN values presented in the National Engineering Handbook tables differed from t...

Semiparametric estimation of covariance matrices for longitudinal data.

Science.gov (United States)

Fan, Jianqing; Wu, Yichao

2008-12-01

Estimation of longitudinal data covariance structure poses significant challenges because the data are usually collected at irregular time points. A viable semiparametric model for covariance matrices was proposed in Fan, Huang and Li (2007) that allows one to estimate the variance function nonparametrically and to estimate the correlation function parametrically via aggregating information from irregular and sparse data points within each subject. However, the asymptotic properties of their quasi-maximum likelihood estimator (QMLE) of parameters in the covariance model are largely unknown. In the current work, we address this problem in the context of more general models for the conditional mean function including parametric, nonparametric, or semi-parametric. We also consider the possibility of rough mean regression function and introduce the difference-based method to reduce biases in the context of varying-coefficient partially linear mean regression models. This provides a more robust estimator of the covariance function under a wider range of situations. Under some technical conditions, consistency and asymptotic normality are obtained for the QMLE of the parameters in the correlation function. Simulation studies and a real data example are used to illustrate the proposed approach.

Variationally Asymptotically Stable Difference Systems

Directory of Open Access Journals (Sweden)

Goo YoonHoe

2007-01-01

Full Text Available We characterize the h-stability in variation and asymptotic equilibrium in variation for nonlinear difference systems via n∞-summable similarity and comparison principle. Furthermore we study the asymptotic equivalence between nonlinear difference systems and their variational difference systems by means of asymptotic equilibria of two systems.

Weighted conditional least-squares estimation

International Nuclear Information System (INIS)

Booth, J.G.

1987-01-01

A two-stage estimation procedure is proposed that generalizes the concept of conditional least squares. The method is instead based upon the minimization of a weighted sum of squares, where the weights are inverses of estimated conditional variance terms. Some general conditions are given under which the estimators are consistent and jointly asymptotically normal. More specific details are given for ergodic Markov processes with stationary transition probabilities. A comparison is made with the ordinary conditional least-squares estimators for two simple branching processes with immigration. The relationship between weighted conditional least squares and other, more well-known, estimators is also investigated. In particular, it is shown that in many cases estimated generalized least-squares estimators can be obtained using the weighted conditional least-squares approach. Applications to stochastic compartmental models, and linear models with nested error structures are considered

On the efficient simulation of the left-tail of the sum of correlated log-normal variates

KAUST Repository

Alouini, Mohamed-Slim

2018-04-04

The sum of log-normal variates is encountered in many challenging applications such as performance analysis of wireless communication systems and financial engineering. Several approximation methods have been reported in the literature. However, these methods are not accurate in the tail regions. These regions are of primordial interest as small probability values have to be evaluated with high precision. Variance reduction techniques are known to yield accurate, yet efficient, estimates of small probability values. Most of the existing approaches have focused on estimating the right-tail of the sum of log-normal random variables (RVs). Here, we instead consider the left-tail of the sum of correlated log-normal variates with Gaussian copula, under a mild assumption on the covariance matrix. We propose an estimator combining an existing mean-shifting importance sampling approach with a control variate technique. This estimator has an asymptotically vanishing relative error, which represents a major finding in the context of the left-tail simulation of the sum of log-normal RVs. Finally, we perform simulations to evaluate the performances of the proposed estimator in comparison with existing ones.

Polynomial Asymptotes of the Second Kind

Science.gov (United States)

Dobbs, David E.

2011-01-01

This note uses the analytic notion of asymptotic functions to study when a function is asymptotic to a polynomial function. Along with associated existence and uniqueness results, this kind of asymptotic behaviour is related to the type of asymptote that was recently defined in a more geometric way. Applications are given to rational functions and…

Nonparametric Estimation of Cumulative Incidence Functions for Competing Risks Data with Missing Cause of Failure

DEFF Research Database (Denmark)

Effraimidis, Georgios; Dahl, Christian Møller

In this paper, we develop a fully nonparametric approach for the estimation of the cumulative incidence function with Missing At Random right-censored competing risks data. We obtain results on the pointwise asymptotic normality as well as the uniform convergence rate of the proposed nonparametric...

Asymptotic Completeness for a Renormalized Nonrelativistic Hamiltonian in Quantum Field Theory: The Nelson Model

International Nuclear Information System (INIS)

Ammari, Zied

2000-01-01

Scattering theory for the Nelson model is studied. We show Rosen estimates and we prove the existence of a ground state for the Nelson Hamiltonian. Also we prove that it has a locally finite pure point spectrum outside its thresholds. We study the asymptotic fields and the existence of the wave operators. Finally we show asymptotic completeness for the Nelson Hamiltonian

Asymptotics for the greatest zeros of solutions of a particular O.D.E.

Directory of Open Access Journals (Sweden)

Silvia Noschese

1994-05-01

Full Text Available This paper deals with the Liouville-Stekeloff method for approximating solutions of homogeneous linear ODE and a general result due to Tricomi which provides estimates for the zeros of functions by means of the knowledge of an asymptotic representation. From the classical tools we deduce information about the asymptotics of the greatest zeros of a class of solutions of a particular ODE, including the classical Hermite polynomials.

Asymptotic scaling properties and estimation of the generalized Hurst exponents in financial data

Science.gov (United States)

Buonocore, R. J.; Aste, T.; Di Matteo, T.

2017-04-01

We propose a method to measure the Hurst exponents of financial time series. The scaling of the absolute moments against the aggregation horizon of real financial processes and of both uniscaling and multiscaling synthetic processes converges asymptotically towards linearity in log-log scale. In light of this we found appropriate a modification of the usual scaling equation via the introduction of a filter function. We devised a measurement procedure which takes into account the presence of the filter function without the need of directly estimating it. We verified that the method is unbiased within the errors by applying it to synthetic time series with known scaling properties. Finally we show an application to empirical financial time series where we fit the measured scaling exponents via a second or a fourth degree polynomial, which, because of theoretical constraints, have respectively only one and two degrees of freedom. We found that on our data set there is not clear preference between the second or fourth degree polynomial. Moreover the study of the filter functions of each time series shows common patterns of convergence depending on the momentum degree.

Size Matters: Individual Variation in Ectotherm Growth and Asymptotic Size

Science.gov (United States)

King, Richard B.

2016-01-01

Body size, and, by extension, growth has impacts on physiology, survival, attainment of sexual maturity, fecundity, generation time, and population dynamics, especially in ectotherm animals that often exhibit extensive growth following attainment of sexual maturity. Frequently, growth is analyzed at the population level, providing useful population mean growth parameters but ignoring individual variation that is also of ecological and evolutionary significance. Our long-term study of Lake Erie Watersnakes, Nerodia sipedon insularum, provides data sufficient for a detailed analysis of population and individual growth. We describe population mean growth separately for males and females based on size of known age individuals (847 captures of 769 males, 748 captures of 684 females) and annual growth increments of individuals of unknown age (1,152 males, 730 females). We characterize individual variation in asymptotic size based on repeated measurements of 69 males and 71 females that were each captured in five to nine different years. The most striking result of our analyses is that asymptotic size varies dramatically among individuals, ranging from 631–820 mm snout-vent length in males and from 835–1125 mm in females. Because female fecundity increases with increasing body size, we explore the impact of individual variation in asymptotic size on lifetime reproductive success using a range of realistic estimates of annual survival. When all females commence reproduction at the same age, lifetime reproductive success is greatest for females with greater asymptotic size regardless of annual survival. But when reproduction is delayed in females with greater asymptotic size, lifetime reproductive success is greatest for females with lower asymptotic size when annual survival is low. Possible causes of individual variation in asymptotic size, including individual- and cohort-specific variation in size at birth and early growth, warrant further investigation. PMID

Size Matters: Individual Variation in Ectotherm Growth and Asymptotic Size.

Directory of Open Access Journals (Sweden)

Richard B King

Full Text Available Body size, and, by extension, growth has impacts on physiology, survival, attainment of sexual maturity, fecundity, generation time, and population dynamics, especially in ectotherm animals that often exhibit extensive growth following attainment of sexual maturity. Frequently, growth is analyzed at the population level, providing useful population mean growth parameters but ignoring individual variation that is also of ecological and evolutionary significance. Our long-term study of Lake Erie Watersnakes, Nerodia sipedon insularum, provides data sufficient for a detailed analysis of population and individual growth. We describe population mean growth separately for males and females based on size of known age individuals (847 captures of 769 males, 748 captures of 684 females and annual growth increments of individuals of unknown age (1,152 males, 730 females. We characterize individual variation in asymptotic size based on repeated measurements of 69 males and 71 females that were each captured in five to nine different years. The most striking result of our analyses is that asymptotic size varies dramatically among individuals, ranging from 631-820 mm snout-vent length in males and from 835-1125 mm in females. Because female fecundity increases with increasing body size, we explore the impact of individual variation in asymptotic size on lifetime reproductive success using a range of realistic estimates of annual survival. When all females commence reproduction at the same age, lifetime reproductive success is greatest for females with greater asymptotic size regardless of annual survival. But when reproduction is delayed in females with greater asymptotic size, lifetime reproductive success is greatest for females with lower asymptotic size when annual survival is low. Possible causes of individual variation in asymptotic size, including individual- and cohort-specific variation in size at birth and early growth, warrant further

Asymptotic numbers: Pt.1

International Nuclear Information System (INIS)

Todorov, T.D.

1980-01-01

The set of asymptotic numbers A as a system of generalized numbers including the system of real numbers R, as well as infinitely small (infinitesimals) and infinitely large numbers, is introduced. The detailed algebraic properties of A, which are unusual as compared with the known algebraic structures, are studied. It is proved that the set of asymptotic numbers A cannot be isomorphically embedded as a subspace in any group, ring or field, but some particular subsets of asymptotic numbers are shown to be groups, rings, and fields. The algebraic operation, additive and multiplicative forms, and the algebraic properties are constructed in an appropriate way. It is shown that the asymptotic numbers give rise to a new type of generalized functions quite analogous to the distributions of Schwartz allowing, however, the operation multiplication. A possible application of these functions to quantum theory is discussed

SECOND ORDER LEAST SQUARE ESTIMATION ON ARCH(1 MODEL WITH BOX-COX TRANSFORMED DEPENDENT VARIABLE

Directory of Open Access Journals (Sweden)

Herni Utami

2014-03-01

Full Text Available Box-Cox transformation is often used to reduce heterogeneity and to achieve a symmetric distribution of response variable. In this paper, we estimate the parameters of Box-Cox transformed ARCH(1 model using second-order leastsquare method and then we study the consistency and asymptotic normality for second-order least square (SLS estimators. The SLS estimation was introduced byWang (2003, 2004 to estimate the parameters of nonlinear regression models with independent and identically distributed errors

Asymptotic Safety Guaranteed in Supersymmetry

Science.gov (United States)

Bond, Andrew D.; Litim, Daniel F.

2017-11-01

We explain how asymptotic safety arises in four-dimensional supersymmetric gauge theories. We provide asymptotically safe supersymmetric gauge theories together with their superconformal fixed points, R charges, phase diagrams, and UV-IR connecting trajectories. Strict perturbative control is achieved in a Veneziano limit. Consistency with unitarity and the a theorem is established. We find that supersymmetry enhances the predictivity of asymptotically safe theories.

Relation between proton and neutron asymptotic normalization coefficients for light mirror nuclei and its relevance for nuclear astrophysics)

International Nuclear Information System (INIS)

Timofeyuk, N.K.; Johnson, R.C.; Descouvemont, P.

2005-01-01

In this talk, relation between proton and neutron Asymptotic Normalization Coefficients (ANCs) for light mirror nuclei will be discussed. This relation follows from charge symmetry of nucleon-nucleon interactions and is given by a simple approximate analytical formula which involves proton and neutron separation energies, charges of residual nuclei and the range of their strong interaction with the last nucleon. This relation is valid both for particle-bound mirror nuclear levels and for mirror pairs in which one of the levels is a narrow resonance. In the latter case, the width of this resonance is related to the ANC of its mirror particle-stable analog. Our theoretical study of mirror ANCs for several light nuclei within a framework of microscopic two-, three- and four-cluster models, have shown that the ratio of mirror ANCs changes as predicted by the simple approximate analytical formula. We will also compare the results from our microscopic calculations to the predictions of the single-particle model and discuss mirror symmetry of spectroscopic factors and single-particle ANCs. (author)

Is the assumption of normality or log-normality for continuous response data critical for benchmark dose estimation?

International Nuclear Information System (INIS)

Shao, Kan; Gift, Jeffrey S.; Setzer, R. Woodrow

2013-01-01

Continuous responses (e.g. body weight) are widely used in risk assessment for determining the benchmark dose (BMD) which is used to derive a U.S. EPA reference dose. One critical question that is not often addressed in dose–response assessments is whether to model the continuous data as normally or log-normally distributed. Additionally, if lognormality is assumed, and only summarized response data (i.e., mean ± standard deviation) are available as is usual in the peer-reviewed literature, the BMD can only be approximated. In this study, using the “hybrid” method and relative deviation approach, we first evaluate six representative continuous dose–response datasets reporting individual animal responses to investigate the impact on BMD/BMDL estimates of (1) the distribution assumption and (2) the use of summarized versus individual animal data when a log-normal distribution is assumed. We also conduct simulation studies evaluating model fits to various known distributions to investigate whether the distribution assumption has influence on BMD/BMDL estimates. Our results indicate that BMDs estimated using the hybrid method are more sensitive to the distribution assumption than counterpart BMDs estimated using the relative deviation approach. The choice of distribution assumption has limited impact on the BMD/BMDL estimates when the within dose-group variance is small, while the lognormality assumption is a better choice for relative deviation method when data are more skewed because of its appropriateness in describing the relationship between mean and standard deviation. Additionally, the results suggest that the use of summarized data versus individual response data to characterize log-normal distributions has minimal impact on BMD estimates. - Highlights: • We investigate to what extent the distribution assumption can affect BMD estimates. • Both real data analysis and simulation study are conducted. • BMDs estimated using hybrid method are more

Is the assumption of normality or log-normality for continuous response data critical for benchmark dose estimation?

Energy Technology Data Exchange (ETDEWEB)

Shao, Kan, E-mail: Shao.Kan@epa.gov [ORISE Postdoctoral Fellow, National Center for Environmental Assessment, U.S. Environmental Protection Agency, Research Triangle Park, NC (United States); Gift, Jeffrey S. [National Center for Environmental Assessment, U.S. Environmental Protection Agency, Research Triangle Park, NC (United States); Setzer, R. Woodrow [National Center for Computational Toxicology, U.S. Environmental Protection Agency, Research Triangle Park, NC (United States)

2013-11-01

Continuous responses (e.g. body weight) are widely used in risk assessment for determining the benchmark dose (BMD) which is used to derive a U.S. EPA reference dose. One critical question that is not often addressed in dose–response assessments is whether to model the continuous data as normally or log-normally distributed. Additionally, if lognormality is assumed, and only summarized response data (i.e., mean ± standard deviation) are available as is usual in the peer-reviewed literature, the BMD can only be approximated. In this study, using the “hybrid” method and relative deviation approach, we first evaluate six representative continuous dose–response datasets reporting individual animal responses to investigate the impact on BMD/BMDL estimates of (1) the distribution assumption and (2) the use of summarized versus individual animal data when a log-normal distribution is assumed. We also conduct simulation studies evaluating model fits to various known distributions to investigate whether the distribution assumption has influence on BMD/BMDL estimates. Our results indicate that BMDs estimated using the hybrid method are more sensitive to the distribution assumption than counterpart BMDs estimated using the relative deviation approach. The choice of distribution assumption has limited impact on the BMD/BMDL estimates when the within dose-group variance is small, while the lognormality assumption is a better choice for relative deviation method when data are more skewed because of its appropriateness in describing the relationship between mean and standard deviation. Additionally, the results suggest that the use of summarized data versus individual response data to characterize log-normal distributions has minimal impact on BMD estimates. - Highlights: • We investigate to what extent the distribution assumption can affect BMD estimates. • Both real data analysis and simulation study are conducted. • BMDs estimated using hybrid method are more

Asymptotic Behavior of the Stock Price Distribution Density and Implied Volatility in Stochastic Volatility Models

International Nuclear Information System (INIS)

Gulisashvili, Archil; Stein, Elias M.

2010-01-01

We study the asymptotic behavior of distribution densities arising in stock price models with stochastic volatility. The main objects of our interest in the present paper are the density of time averages of the squared volatility process and the density of the stock price process in the Stein-Stein and the Heston model. We find explicit formulas for leading terms in asymptotic expansions of these densities and give error estimates. As an application of our results, sharp asymptotic formulas for the implied volatility in the Stein-Stein and the Heston model are obtained.

Asymptotic form of three-body (dtμ)+ and (ddμ)+ wave functions

International Nuclear Information System (INIS)

Kino, Y.; Shimamura, I.; Armour, E.A.G.; Kamimura, M.

1996-01-01

In order to investigate a discrepancy between existing literature values for the normalization constant in the asymptotic form of three-body wave functions for (DTμ) + , we report the results of a new calculation of the normalization constants for this system as well as the related system (DDμ) + . These were obtained by fitting to accurate variational wave functions with special care being taken to describe the long-range behavior. (orig.)

Asymptotic behaviour of a rescattering series for nonlinear reggeons

International Nuclear Information System (INIS)

Akkelin, S.V.; Martynov, E.S.

1990-01-01

A series of elastic re-scattering (both quasi-eikonal and U-matrix ones) for reggeons with nonlinear trajectories are estimated asymptotically. The calculations are performed for models of supercritical and dipole pomerons. A weak dependence of the series of re-scattering on reggeon trajectory nonlinearity is revealed. 13 refs.; 3 figs

Estimating Non-Normal Latent Trait Distributions within Item Response Theory Using True and Estimated Item Parameters

Science.gov (United States)

Sass, D. A.; Schmitt, T. A.; Walker, C. M.

2008-01-01

Item response theory (IRT) procedures have been used extensively to study normal latent trait distributions and have been shown to perform well; however, less is known concerning the performance of IRT with non-normal latent trait distributions. This study investigated the degree of latent trait estimation error under normal and non-normal…

Non-asymptotic fractional order differentiators via an algebraic parametric method

KAUST Repository

Liu, Dayan; Gibaru, O.; Perruquetti, Wilfrid

2012-01-01

Recently, Mboup, Join and Fliess [27], [28] introduced non-asymptotic integer order differentiators by using an algebraic parametric estimation method [7], [8]. In this paper, in order to obtain non-asymptotic fractional order differentiators we apply this algebraic parametric method to truncated expansions of fractional Taylor series based on the Jumarie's modified Riemann-Liouville derivative [14]. Exact and simple formulae for these differentiators are given where a sliding integration window of a noisy signal involving Jacobi polynomials is used without complex mathematical deduction. The efficiency and the stability with respect to corrupting noises of the proposed fractional order differentiators are shown in numerical simulations. © 2012 IEEE.

Non-asymptotic fractional order differentiators via an algebraic parametric method

KAUST Repository

Liu, Dayan

2012-08-01

Recently, Mboup, Join and Fliess [27], [28] introduced non-asymptotic integer order differentiators by using an algebraic parametric estimation method [7], [8]. In this paper, in order to obtain non-asymptotic fractional order differentiators we apply this algebraic parametric method to truncated expansions of fractional Taylor series based on the Jumarie\\'s modified Riemann-Liouville derivative [14]. Exact and simple formulae for these differentiators are given where a sliding integration window of a noisy signal involving Jacobi polynomials is used without complex mathematical deduction. The efficiency and the stability with respect to corrupting noises of the proposed fractional order differentiators are shown in numerical simulations. © 2012 IEEE.

An asymptotic solution of large-N QCD

Directory of Open Access Journals (Sweden)

Bochicchio Marco

2014-01-01

Full Text Available We find an asymptotic solution for two-, three- and multi-point correlators of local gauge-invariant operators, in a lower-spin sector of massless large-N QCD, in terms of glueball and meson propagators, in such a way that the solution is asymptotic in the ultraviolet to renormalization-group improved perturbation theory, by means of a new purely field-theoretical technique that we call the asymptotically-free bootstrap, based on a recently-proved asymptotic structure theorem for two-point correlators. The asymptotically-free bootstrap provides as well asymptotic S-matrix amplitudes in terms of glueball and meson propagators. Remarkably, the asymptotic S-matrix depends only on the unknown particle spectrum, but not on the anomalous dimensions, as a consequence of the LS Z reduction formulae. Very many physics consequences follow, both practically and theoretically. In fact, the asymptotic solution sets the strongest constraints on any actual solution of large-N QCD, and in particular on any string solution.

Asymptotic structure of isolated systems

International Nuclear Information System (INIS)

Schmidt, B.G.

1979-01-01

The main methods to formulate asymptotic flatness conditions are introduced and motivation and basic ideas are emphasized. Any asymptotic flatness condition proposed up to now describes space-times which behave somehow like Minkowski space, and a very explicit exposition of the structure at infinity of Minkowski space is given. This structure is used to describe the asymptotic behaviour of fields on Minkowski space in a frame-dependent way. The definition of null infinity for curved space-time according to Penrose is given and attempts to define spacelike infinity are outlined. The conformal bundle approach to the formulation of asymptotic behaviour is described and its relation to null and spacelike infinity is given, as far as known. (Auth.)

Estimating varying coefficients for partial differential equation models.

Science.gov (United States)

Zhang, Xinyu; Cao, Jiguo; Carroll, Raymond J

2017-09-01

Partial differential equations (PDEs) are used to model complex dynamical systems in multiple dimensions, and their parameters often have important scientific interpretations. In some applications, PDE parameters are not constant but can change depending on the values of covariates, a feature that we call varying coefficients. We propose a parameter cascading method to estimate varying coefficients in PDE models from noisy data. Our estimates of the varying coefficients are shown to be consistent and asymptotically normally distributed. The performance of our method is evaluated by a simulation study and by an empirical study estimating three varying coefficients in a PDE model arising from LIDAR data. © 2017, The International Biometric Society.

Percentile estimation using the normal and lognormal probability distribution

International Nuclear Information System (INIS)

Bement, T.R.

1980-01-01

Implicitly or explicitly percentile estimation is an important aspect of the analysis of aerial radiometric survey data. Standard deviation maps are produced for quadrangles which are surveyed as part of the National Uranium Resource Evaluation. These maps show where variables differ from their mean values by more than one, two or three standard deviations. Data may or may not be log-transformed prior to analysis. These maps have specific percentile interpretations only when proper distributional assumptions are met. Monte Carlo results are presented in this paper which show the consequences of estimating percentiles by: (1) assuming normality when the data are really from a lognormal distribution; and (2) assuming lognormality when the data are really from a normal distribution

Generating asymptotically plane wave spacetimes

International Nuclear Information System (INIS)

Hubeny, Veronika E.; Rangamani, Mukund

2003-01-01

In an attempt to study asymptotically plane wave spacetimes which admit an event horizon, we find solutions to vacuum Einstein's equations in arbitrary dimension which have a globally null Killing field and rotational symmetry. We show that while such solutions can be deformed to include ones which are asymptotically plane wave, they do not posses a regular event horizon. If we allow for additional matter, such as in supergravity theories, we show that it is possible to have extremal solutions with globally null Killing field, a regular horizon, and which, in addition, are asymptotically plane wave. In particular, we deform the extremal M2-brane solution in 11-dimensional supergravity so that it behaves asymptotically as a 10-dimensional vacuum plane wave times a real line. (author)

Asymptotic twistor theory and the Kerr theorem

International Nuclear Information System (INIS)

Newman, Ezra T

2006-01-01

We first review asymptotic twistor theory with its real subspace of null asymptotic twistors: a five-dimensional CR manifold. This is followed by a description of the Kerr theorem (the identification of shear-free null congruences, in Minkowski space, with the zeros of holomorphic functions of three variables) and an asymptotic version of the Kerr theorem that produces regular asymptotically shear-free null geodesic congruences in arbitrary asymptotically flat Einstein or Einstein-Maxwell spacetimes. A surprising aspect of this work is the role played by analytic curves in H-space, each curve generating an asymptotically flat null geodesic congruence. Also there is a discussion of the physical space realizations of the two associated five- and three-dimensional CR manifolds

Bridging asymptotic independence and dependence in spatial exbtremes using Gaussian scale mixtures

KAUST Repository

Huser, Raphaël

2017-06-23

Gaussian scale mixtures are constructed as Gaussian processes with a random variance. They have non-Gaussian marginals and can exhibit asymptotic dependence unlike Gaussian processes, which are asymptotically independent except in the case of perfect dependence. In this paper, we study the extremal dependence properties of Gaussian scale mixtures and we unify and extend general results on their joint tail decay rates in both asymptotic dependence and independence cases. Motivated by the analysis of spatial extremes, we propose flexible yet parsimonious parametric copula models that smoothly interpolate from asymptotic dependence to independence and include the Gaussian dependence as a special case. We show how these new models can be fitted to high threshold exceedances using a censored likelihood approach, and we demonstrate that they provide valuable information about tail characteristics. In particular, by borrowing strength across locations, our parametric model-based approach can also be used to provide evidence for or against either asymptotic dependence class, hence complementing information given at an exploratory stage by the widely used nonparametric or parametric estimates of the χ and χ̄ coefficients. We demonstrate the capacity of our methodology by adequately capturing the extremal properties of wind speed data collected in the Pacific Northwest, US.

Bridging asymptotic independence and dependence in spatial exbtremes using Gaussian scale mixtures

KAUST Repository

Huser, Raphaë l; Opitz, Thomas; Thibaud, Emeric

2017-01-01

Gaussian scale mixtures are constructed as Gaussian processes with a random variance. They have non-Gaussian marginals and can exhibit asymptotic dependence unlike Gaussian processes, which are asymptotically independent except in the case of perfect dependence. In this paper, we study the extremal dependence properties of Gaussian scale mixtures and we unify and extend general results on their joint tail decay rates in both asymptotic dependence and independence cases. Motivated by the analysis of spatial extremes, we propose flexible yet parsimonious parametric copula models that smoothly interpolate from asymptotic dependence to independence and include the Gaussian dependence as a special case. We show how these new models can be fitted to high threshold exceedances using a censored likelihood approach, and we demonstrate that they provide valuable information about tail characteristics. In particular, by borrowing strength across locations, our parametric model-based approach can also be used to provide evidence for or against either asymptotic dependence class, hence complementing information given at an exploratory stage by the widely used nonparametric or parametric estimates of the χ and χ̄ coefficients. We demonstrate the capacity of our methodology by adequately capturing the extremal properties of wind speed data collected in the Pacific Northwest, US.

Object Detection and Tracking-Based Camera Calibration for Normalized Human Height Estimation

Directory of Open Access Journals (Sweden)

Jaehoon Jung

2016-01-01

Full Text Available This paper presents a normalized human height estimation algorithm using an uncalibrated camera. To estimate the normalized human height, the proposed algorithm detects a moving object and performs tracking-based automatic camera calibration. The proposed method consists of three steps: (i moving human detection and tracking, (ii automatic camera calibration, and (iii human height estimation and error correction. The proposed method automatically calibrates camera by detecting moving humans and estimates the human height using error correction. The proposed method can be applied to object-based video surveillance systems and digital forensic.

Asymptotic Co- and Post-seismic displacements in a homogeneous Maxwell sphere

Science.gov (United States)

Tang, He; Sun, Wenke

2018-05-01

The deformations of the Earth caused by internal and external forces are usually expressed through Green's functions or the superposition of normal modes, i.e. via numerical methods, which are applicable for computing both co- and post-seismic deformations. It is difficult to express these deformations in an analytical form, even for a uniform viscoelastic sphere. In this study, we present a set of asymptotic solutions for computing co- and post-seismic displacements; these solutions can be further applied to solving co- and post-seismic geoid, gravity, and strain changes. Expressions are derived for a uniform Maxwell Earth by combining the reciprocity theorem, which links earthquake, tidal, shear and loading deformations, with the asymptotic solutions of these three external forces (tidal, shear and loading) and analytical inverse Laplace transformation formulae. Since the asymptotic solutions are given in a purely analytical form without series summations or extra convergence skills, they can be practically applied in an efficient way, especially when computing post-seismic deformations and glacial isotactic adjustments of the Earth over long timescales.

Asymptotic integration of differential and difference equations

CERN Document Server

Bodine, Sigrun

2015-01-01

This book presents the theory of asymptotic integration for both linear differential and difference equations. This type of asymptotic analysis is based on some fundamental principles by Norman Levinson. While he applied them to a special class of differential equations, subsequent work has shown that the same principles lead to asymptotic results for much wider classes of differential and also difference equations. After discussing asymptotic integration in a unified approach, this book studies how the application of these methods provides several new insights and frequent improvements to results found in earlier literature. It then continues with a brief introduction to the relatively new field of asymptotic integration for dynamic equations on time scales. Asymptotic Integration of Differential and Difference Equations is a self-contained and clearly structured presentation of some of the most important results in asymptotic integration and the techniques used in this field. It will appeal to researchers i...

AdS-like spectrum of the asymptotically Goedel space-times

International Nuclear Information System (INIS)

Konoplya, R. A.; Zhidenko, A.

2011-01-01

A black hole immersed in a rotating universe, described by the Gimon-Hashimoto solution, is tested on stability against scalar field perturbations. Unlike the previous studies on perturbations of this solution, which dealt only with the limit of slow universe rotation j, we managed to separate variables in the perturbation equation for the general case of arbitrary rotation. This leads to qualitatively different dynamics of perturbations, because the exact effective potential does not allow for Schwarzschild-like asymptotic of the wave function in the form of purely outgoing waves. The Dirichlet boundary conditions are allowed instead, which result in a totally different spectrum of asymptotically Goedel black holes: the spectrum of quasinormal frequencies is similar to the one of asymptotically anti-de Sitter black holes. At large and intermediate overtones N, the spectrum is equidistant in N. In the limit of small black holes, quasinormal modes (QNMs) approach the normal modes of the empty Goedel space-time. There is no evidence of instability in the found frequencies, which supports the idea that the existence of closed timelike curves (CTCs) and the onset of instability correlate (if at all) not in a straightforward way.

On estimation of time-dependent attributable fraction from population-based case-control studies.

Science.gov (United States)

Zhao, Wei; Chen, Ying Qing; Hsu, Li

2017-09-01

Population attributable fraction (PAF) is widely used to quantify the disease burden associated with a modifiable exposure in a population. It has been extended to a time-varying measure that provides additional information on when and how the exposure's impact varies over time for cohort studies. However, there is no estimation procedure for PAF using data that are collected from population-based case-control studies, which, because of time and cost efficiency, are commonly used for studying genetic and environmental risk factors of disease incidences. In this article, we show that time-varying PAF is identifiable from a case-control study and develop a novel estimator of PAF. Our estimator combines odds ratio estimates from logistic regression models and density estimates of the risk factor distribution conditional on failure times in cases from a kernel smoother. The proposed estimator is shown to be consistent and asymptotically normal with asymptotic variance that can be estimated empirically from the data. Simulation studies demonstrate that the proposed estimator performs well in finite sample sizes. Finally, the method is illustrated by a population-based case-control study of colorectal cancer. © 2017, The International Biometric Society.

Asymptotic behaviour of Feynman integrals

International Nuclear Information System (INIS)

Bergere, M.C.

1980-01-01

In these lecture notes, we describe how to obtain the asymptotic behaviour of Feynman amplitudes; this technique has been already applied in several cases, but the general solution for any kind of asymptotic behaviour has not yet been found. From the mathematical point of view, the problem to solve is close to the following problem: find the asymptotic expansion at large lambda of the integral ∫...∫ [dx] esup(-LambdaP[x]) where P[x] is a polynomial of several variables. (orig.)

Nonminimal hints for asymptotic safety

Science.gov (United States)

Eichhorn, Astrid; Lippoldt, Stefan; Skrinjar, Vedran

2018-01-01

In the asymptotic-safety scenario for gravity, nonzero interactions are present in the ultraviolet. This property should also percolate into the matter sector. Symmetry-based arguments suggest that nonminimal derivative interactions of scalars with curvature tensors should therefore be present in the ultraviolet regime. We perform a nonminimal test of the viability of the asymptotic-safety scenario by working in a truncation of the renormalization group flow, where we discover the existence of an interacting fixed point for a corresponding nonminimal coupling. The back-coupling of such nonminimal interactions could in turn destroy the asymptotically safe fixed point in the gravity sector. As a key finding, we observe nontrivial indications of stability of the fixed-point properties under the impact of nonminimal derivative interactions, further strengthening the case for asymptotic safety in gravity-matter systems.

Asymptotic functions and multiplication of distributions

International Nuclear Information System (INIS)

Todorov, T.D.

1979-01-01

Considered is a new type of generalized asymptotic functions, which are not functionals on some space of test functions as the Schwartz distributions. The definition of the generalized asymptotic functions is given. It is pointed out that in future the particular asymptotic functions will be used for solving some topics of quantum mechanics and quantum theory

Statistical theory a concise introduction

CERN Document Server

Abramovich, Felix

2013-01-01

Introduction Preamble Likelihood Sufficiency Minimal sufficiency Completeness Exponential family of distributionsPoint Estimation Introduction Maximum likelihood estimation Method of moments Method of least squares Goodness-of-estimation. Mean squared error. Unbiased estimationConfidence Intervals, Bounds, and Regions Introduction Quoting the estimation error Confidence intervalsConfidence bounds Confidence regionsHypothesis Testing Introduction Simple hypothesesComposite hypothesesHypothesis testing and confidence intervals Sequential testingAsymptotic Analysis Introduction Convergence and consistency in MSE Convergence and consistency in probability Convergence in distribution The central limit theorem Asymptotically normal consistency Asymptotic confidence intervals Asymptotic normality of the MLE Multiparameter case Asymptotic distribution of the GLRT. Wilks' theorem.Bayesian Inference Introduction Choice of priors Point estimation Interval estimation. Credible sets. Hypothesis testingElements of Statisti...

Generalized Jackknife Estimators of Weighted Average Derivatives

DEFF Research Database (Denmark)

Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael

With the aim of improving the quality of asymptotic distributional approximations for nonlinear functionals of nonparametric estimators, this paper revisits the large-sample properties of an important member of that class, namely a kernel-based weighted average derivative estimator. Asymptotic...

Adaptive Nonparametric Variance Estimation for a Ratio Estimator ...

African Journals Online (AJOL)

Kernel estimators for smooth curves require modifications when estimating near end points of the support, both for practical and asymptotic reasons. The construction of such boundary kernels as solutions of variational problem is a difficult exercise. For estimating the error variance of a ratio estimator, we suggest an ...

Asymptotic profile of global solutions to the generalized double dispersion equation via the nonlinear term

Science.gov (United States)

Wang, Yu-Zhu; Wei, Changhua

2018-04-01

In this paper, we investigate the initial value problem for the generalized double dispersion equation in R^n. Weighted decay estimate and asymptotic profile of global solutions are established for n≥3 . The global existence result was already proved by Kawashima and the first author in Kawashima and Wang (Anal Appl 13:233-254, 2015). Here, we show that the nonlinear term plays an important role in this asymptotic profile.

Non-linear and signal energy optimal asymptotic filter design

Directory of Open Access Journals (Sweden)

Josef Hrusak

2003-10-01

Full Text Available The paper studies some connections between the main results of the well known Wiener-Kalman-Bucy stochastic approach to filtering problems based mainly on the linear stochastic estimation theory and emphasizing the optimality aspects of the achieved results and the classical deterministic frequency domain linear filters such as Chebyshev, Butterworth, Bessel, etc. A new non-stochastic but not necessarily deterministic (possibly non-linear alternative approach called asymptotic filtering based mainly on the concepts of signal power, signal energy and a system equivalence relation plays an important role in the presentation. Filtering error invariance and convergence aspects are emphasized in the approach. It is shown that introducing the signal power as the quantitative measure of energy dissipation makes it possible to achieve reasonable results from the optimality point of view as well. The property of structural energy dissipativeness is one of the most important and fundamental features of resulting filters. Therefore, it is natural to call them asymptotic filters. The notion of the asymptotic filter is carried in the paper as a proper tool in order to unify stochastic and non-stochastic, linear and nonlinear approaches to signal filtering.

Asymptotically optimal production policies in dynamic stochastic jobshops with limited buffers

Science.gov (United States)

Hou, Yumei; Sethi, Suresh P.; Zhang, Hanqin; Zhang, Qing

2006-05-01

We consider a production planning problem for a jobshop with unreliable machines producing a number of products. There are upper and lower bounds on intermediate parts and an upper bound on finished parts. The machine capacities are modelled as finite state Markov chains. The objective is to choose the rate of production so as to minimize the total discounted cost of inventory and production. Finding an optimal control policy for this problem is difficult. Instead, we derive an asymptotic approximation by letting the rates of change of the machine states approach infinity. The asymptotic analysis leads to a limiting problem in which the stochastic machine capacities are replaced by their equilibrium mean capacities. The value function for the original problem is shown to converge to the value function of the limiting problem. The convergence rate of the value function together with the error estimate for the constructed asymptotic optimal production policies are established.

Bootstrap consistency for general semiparametric M-estimation

KAUST Repository

Cheng, Guang

2010-10-01

Consider M-estimation in a semiparametric model that is characterized by a Euclidean parameter of interest and an infinite-dimensional nuisance parameter. As a general purpose approach to statistical inferences, the bootstrap has found wide applications in semiparametric M-estimation and, because of its simplicity, provides an attractive alternative to the inference approach based on the asymptotic distribution theory. The purpose of this paper is to provide theoretical justifications for the use of bootstrap as a semiparametric inferential tool. We show that, under general conditions, the bootstrap is asymptotically consistent in estimating the distribution of the M-estimate of Euclidean parameter; that is, the bootstrap distribution asymptotically imitates the distribution of the M-estimate. We also show that the bootstrap confidence set has the asymptotically correct coverage probability. These general onclusions hold, in particular, when the nuisance parameter is not estimable at root-n rate, and apply to a broad class of bootstrap methods with exchangeable ootstrap weights. This paper provides a first general theoretical study of the bootstrap in semiparametric models. © Institute of Mathematical Statistics, 2010.

Assessment of texture stationarity using the asymptotic behavior of the empirical mean and variance.

Science.gov (United States)

Blanc, Rémy; Da Costa, Jean-Pierre; Stitou, Youssef; Baylou, Pierre; Germain, Christian

2008-09-01

Given textured images considered as realizations of 2-D stochastic processes, a framework is proposed to evaluate the stationarity of their mean and variance. Existing strategies focus on the asymptotic behavior of the empirical mean and variance (respectively EM and EV), known for some types of nondeterministic processes. In this paper, the theoretical asymptotic behaviors of the EM and EV are studied for large classes of second-order stationary ergodic processes, in the sense of the Wold decomposition scheme, including harmonic and evanescent processes. Minimal rates of convergence for the EM and the EV are derived for these processes; they are used as criteria for assessing the stationarity of textures. The experimental estimation of the rate of convergence is achieved using a nonparametric block sub-sampling method. Our framework is evaluated on synthetic processes with stationary or nonstationary mean and variance and on real textures. It is shown that anomalies in the asymptotic behavior of the empirical estimators allow detecting nonstationarities of the mean and variance of the processes in an objective way.

Asymptotic expansion in the local limit theorem for the particle number in the grand canonical ensemble

International Nuclear Information System (INIS)

Pogosian, S.

1981-01-01

It is known that in the grand canonical ensemble (for the case of small density of particles) the fluctuations (approximately mod(Λ)sup(1/2)) in the particle number have an asymptotic normal distribution as Λ→infinity. A similar statement holds for the distribution of the particle number in a bounded domain evaluated with respect to the limiting Gibbs distribution. The author obtains an asymptotic expansion in the local limit theorem for the particle number in the grand canonical ensemble, by using the asymptotic expansion of the grand canonical partition function. The coefficients of this expansion are not constants but depend on the form of the domain Λ. More precisely, they are constant up to a correction which is small (for large Λ). The author obtains an explicit form for the second term of the asymptotic expansion in the local limit theorem for the particle number, and also gets the first correction terms for the coefficients of this expansion. (Auth.)

Heuristic Relative Entropy Principles with Complex Measures: Large-Degree Asymptotics of a Family of Multi-variate Normal Random Polynomials

Science.gov (United States)

Kiessling, Michael Karl-Heinz

2017-10-01

Let z\\in C, let σ ^2>0 be a variance, and for N\\in N define the integrals E_N^{}(z;σ ) := {1/σ } \\int _R\\ (x^2+z^2) e^{-{1/2σ^2 x^2}}{√{2π }}/dx \\quad if N=1, {1/σ } \\int _{R^N} \\prod \\prod \\limits _{1≤ k1. These are expected values of the polynomials P_N^{}(z)=\\prod _{1≤ n≤ N}(X_n^2+z^2) whose 2 N zeros ± i X_k^{}_{k=1,\\ldots ,N} are generated by N identically distributed multi-variate mean-zero normal random variables {X_k}N_{k=1} with co-variance {Cov}_N^{}(X_k,X_l)=(1+σ ^2-1/N)δ _{k,l}+σ ^2-1/N(1-δ _{k,l}). The E_N^{}(z;σ ) are polynomials in z^2, explicitly computable for arbitrary N, yet a list of the first three E_N^{}(z;σ ) shows that the expressions become unwieldy already for moderate N—unless σ = 1, in which case E_N^{}(z;1) = (1+z^2)^N for all z\\in C and N\\in N. (Incidentally, commonly available computer algebra evaluates the integrals E_N^{}(z;σ ) only for N up to a dozen, due to memory constraints). Asymptotic evaluations are needed for the large- N regime. For general complex z these have traditionally been limited to analytic expansion techniques; several rigorous results are proved for complex z near 0. Yet if z\\in R one can also compute this "infinite-degree" limit with the help of the familiar relative entropy principle for probability measures; a rigorous proof of this fact is supplied. Computer algebra-generated evidence is presented in support of a conjecture that a generalization of the relative entropy principle to signed or complex measures governs the N→ ∞ asymptotics of the regime iz\\in R. Potential generalizations, in particular to point vortex ensembles and the prescribed Gauss curvature problem, and to random matrix ensembles, are emphasized.

Parameter Estimations and Optimal Design of Simple Step-Stress Model for Gamma Dual Weibull Distribution

Directory of Open Access Journals (Sweden)

Hamdy Mohamed Salem

2018-03-01

Full Text Available This paper considers life-testing experiments and how it is effected by stress factors: namely temperature, electricity loads, cycling rate and pressure. A major type of accelerated life tests is a step-stress model that allows the experimenter to increase stress levels more than normal use during the experiment to see the failure items. The test items are assumed to follow Gamma Dual Weibull distribution. Different methods for estimating the parameters are discussed. These include Maximum Likelihood Estimations and Confidence Interval Estimations which is based on asymptotic normality generate narrow intervals to the unknown distribution parameters with high probability. MathCAD (2001 program is used to illustrate the optimal time procedure through numerical examples.

Sojourn time asymptotics in Processor Sharing queues with varying service rate

NARCIS (Netherlands)

Egorova, R.; Mandjes, M.R.H.; Zwart, B.

2007-01-01

Abstract This paper addresses the sojourn time asymptotics for a GI/GI/⋅ queue operating under the Processor Sharing (PS) discipline with stochastically varying service rate. Our focus is on the logarithmic estimates of the tail of sojourn-time distribution, under the assumption that the job-size

Identification and estimation of non-Gaussian structural vector autoregressions

DEFF Research Database (Denmark)

Lanne, Markku; Meitz, Mika; Saikkonen, Pentti

-Gaussian components is, without any additional restrictions, identified and leads to (essentially) unique impulse responses. We also introduce an identification scheme under which the maximum likelihood estimator of the non-Gaussian SVAR model is consistent and asymptotically normally distributed. As a consequence......, additional economic identifying restrictions can be tested. In an empirical application, we find a negative impact of a contractionary monetary policy shock on financial markets, and clearly reject the commonly employed recursive identifying restrictions....

Chiral symmetry breaking in asymptotically free and non-asymptotically free gauge theories

International Nuclear Information System (INIS)

Gusynin, V.P.; Miranskij, V.A.

1986-01-01

An essential distinction in the realization of the PCAC-dynamics in vector-like asymptotically free and non-asymptotically free (with a non-trival ultraviolet stable fixed point) gauge theories is revealed. For the latter theories an analytical expression for the condensate is obtained in the two-loop approximation and the arguments in support of a soft behaviour at small distances of composite operators are given. The problem of factorizing the low-energy region for the Wess-Zumino-Witten action is discussed

Composite Estimation for Single-Index Models with Responses Subject to Detection Limits

KAUST Repository

Tang, Yanlin; Wang, Huixia Judy; Liang, Hua

2017-01-01

We propose a semiparametric estimator for single-index models with censored responses due to detection limits. In the presence of left censoring, the mean function cannot be identified without any parametric distributional assumptions, but the quantile function is still identifiable at upper quantile levels. To avoid parametric distributional assumption, we propose to fit censored quantile regression and combine information across quantile levels to estimate the unknown smooth link function and the index parameter. Under some regularity conditions, we show that the estimated link function achieves the non-parametric optimal convergence rate, and the estimated index parameter is asymptotically normal. The simulation study shows that the proposed estimator is competitive with the omniscient least squares estimator based on the latent uncensored responses for data with normal errors but much more efficient for heavy-tailed data under light and moderate censoring. The practical value of the proposed method is demonstrated through the analysis of a human immunodeficiency virus antibody data set.

Composite Estimation for Single-Index Models with Responses Subject to Detection Limits

KAUST Repository

Tang, Yanlin

2017-11-03

We propose a semiparametric estimator for single-index models with censored responses due to detection limits. In the presence of left censoring, the mean function cannot be identified without any parametric distributional assumptions, but the quantile function is still identifiable at upper quantile levels. To avoid parametric distributional assumption, we propose to fit censored quantile regression and combine information across quantile levels to estimate the unknown smooth link function and the index parameter. Under some regularity conditions, we show that the estimated link function achieves the non-parametric optimal convergence rate, and the estimated index parameter is asymptotically normal. The simulation study shows that the proposed estimator is competitive with the omniscient least squares estimator based on the latent uncensored responses for data with normal errors but much more efficient for heavy-tailed data under light and moderate censoring. The practical value of the proposed method is demonstrated through the analysis of a human immunodeficiency virus antibody data set.

The intermediates take it all: asymptotics of higher criticism statistics and a powerful alternative based on equal local levels.

Science.gov (United States)

Gontscharuk, Veronika; Landwehr, Sandra; Finner, Helmut

2015-01-01

The higher criticism (HC) statistic, which can be seen as a normalized version of the famous Kolmogorov-Smirnov statistic, has a long history, dating back to the mid seventies. Originally, HC statistics were used in connection with goodness of fit (GOF) tests but they recently gained some attention in the context of testing the global null hypothesis in high dimensional data. The continuing interest for HC seems to be inspired by a series of nice asymptotic properties related to this statistic. For example, unlike Kolmogorov-Smirnov tests, GOF tests based on the HC statistic are known to be asymptotically sensitive in the moderate tails, hence it is favorably applied for detecting the presence of signals in sparse mixture models. However, some questions around the asymptotic behavior of the HC statistic are still open. We focus on two of them, namely, why a specific intermediate range is crucial for GOF tests based on the HC statistic and why the convergence of the HC distribution to the limiting one is extremely slow. Moreover, the inconsistency in the asymptotic and finite behavior of the HC statistic prompts us to provide a new HC test that has better finite properties than the original HC test while showing the same asymptotics. This test is motivated by the asymptotic behavior of the so-called local levels related to the original HC test. By means of numerical calculations and simulations we show that the new HC test is typically more powerful than the original HC test in normal mixture models. © 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Exponential asymptotics of homoclinic snaking

International Nuclear Information System (INIS)

Dean, A D; Matthews, P C; Cox, S M; King, J R

2011-01-01

We study homoclinic snaking in the cubic-quintic Swift–Hohenberg equation (SHE) close to the onset of a subcritical pattern-forming instability. Application of the usual multiple-scales method produces a leading-order stationary front solution, connecting the trivial solution to the patterned state. A localized pattern may therefore be constructed by matching between two distant fronts placed back-to-back. However, the asymptotic expansion of the front is divergent, and hence should be truncated. By truncating optimally, such that the resultant remainder is exponentially small, an exponentially small parameter range is derived within which stationary fronts exist. This is shown to be a direct result of the 'locking' between the phase of the underlying pattern and its slowly varying envelope. The locking mechanism remains unobservable at any algebraic order, and can only be derived by explicitly considering beyond-all-orders effects in the tail of the asymptotic expansion, following the method of Kozyreff and Chapman as applied to the quadratic-cubic SHE (Chapman and Kozyreff 2009 Physica D 238 319–54, Kozyreff and Chapman 2006 Phys. Rev. Lett. 97 44502). Exponentially small, but exponentially growing, contributions appear in the tail of the expansion, which must be included when constructing localized patterns in order to reproduce the full snaking diagram. Implicit within the bifurcation equations is an analytical formula for the width of the snaking region. Due to the linear nature of the beyond-all-orders calculation, the bifurcation equations contain an analytically indeterminable constant, estimated in the previous work by Chapman and Kozyreff using a best fit approximation. A more accurate estimate of the equivalent constant in the cubic-quintic case is calculated from the iteration of a recurrence relation, and the subsequent analytical bifurcation diagram compared with numerical simulations, with good agreement

Relation between proton and neutron asymptotic normalization coefficients for light mirror nuclei and its relevance for nuclear astrophysics

International Nuclear Information System (INIS)

Timofeyuk, N.K.; Johnson, R.C.; Descouvemont, P.

2006-01-01

It has been realised recently that charge symmetry of the nucleon-nucleon interaction leads to a certain relation between Asymptotic Normalization Coefficients (ANCs) in mirror-conjugated one-nucleon overlap integrals. This relation can be approximated by a simple analytical formula that involves mirror neutron and proton separation energies, the core charge and the range of the strong nucleon-core interaction. We perform detailed microscopic multi-channel cluster model calculations and compare their predictions to the simple analytical formula as well as to calculations within a single-particle model in which mirror symmetry in potential wells and spectroscopic factors are assumed. The validity of the latter assumptions is verified on the basis of microscopic cluster model calculations. For mirror pairs in which one of the states is above the proton decay threshold, a link exists between the proton partial width and the ANC of the mirror neutron. This link is given by an approximate analytical formula similar to that for a bound-bound mirror pair. We compare predictions of this formula to the results of microscopic cluster model calculations. Mirror symmetry in ANCs can be used to predict cross sections for proton capture at stellar energies using neutron ANCs measured with stable or ''less radioactive'' beams. (orig.)

Asymptotic behavior of solutions of the damped Boussinesq equation in two space dimensions

Directory of Open Access Journals (Sweden)

Vladimir V. Varlamov

1999-01-01

classical solution is proved and the solution is constructed in the form of a series. The major term of its long-time asymptotics is calculated explicitly and a uniform in space estimate of the residual term is given.

Estimating structural equation models with non-normal variables by using transformations

NARCIS (Netherlands)

Montfort, van K.; Mooijaart, A.; Meijerink, F.

2009-01-01

We discuss structural equation models for non-normal variables. In this situation the maximum likelihood and the generalized least-squares estimates of the model parameters can give incorrect estimates of the standard errors and the associated goodness-of-fit chi-squared statistics. If the sample

Asymptotic safety, emergence and minimal length

International Nuclear Information System (INIS)

Percacci, Roberto; Vacca, Gian Paolo

2010-01-01

There seems to be a common prejudice that asymptotic safety is either incompatible with, or at best unrelated to, the other topics in the title. This is not the case. In fact, we show that (1) the existence of a fixed point with suitable properties is a promising way of deriving emergent properties of gravity, and (2) there is a sense in which asymptotic safety implies a minimal length. In doing so we also discuss possible signatures of asymptotic safety in scattering experiments.

Application of Normal Family to the Spread Inequality and the Paley ...

African Journals Online (AJOL)

In this paper we derive a Paley type inequality for subharmonic functions of order λ,0 < λ≤½ and describe the asymptotic behaviour of the extremal functions near Pòlya peaks. We also give an alternative proof for the spread inequality using a non-asymptotic method via - a normal family of δ -subharmonic functions.

Perils of Asymptotics

International Nuclear Information System (INIS)

Dewar, R. L.

1995-01-01

A large part of physics consists of learning which asymptotic methods to apply where, yet physicists are not always taught asymptotics in a systematic way. Asymptotology is given using an example from aerodynamics, and a rent Phys. Rev. Letter Comment is used as a case study of one subtle way things can go wrong. It is shown that the application of local analysis leads to erroneous conclusions regarding the existence of a continuous spectrum in a simple test problem, showing that a global analysis must be used. The final section presents results on a more sophisticated example, namely the WKBJ solution of Mathieu equation. 13 refs., 2 figs

Asymptotic Poincare lemma and its applications

International Nuclear Information System (INIS)

Ziolkowski, R.W.; Deschamps, G.A.

1984-01-01

An asymptotic version of Poincare's lemma is defined and solutions are obtained with the calculus of exterior differential forms. They are used to construct the asymptotic approximations of multidimensional oscillatory integrals whose forms are commonly encountered, for example, in electromagnetic problems. In particular, the boundary and stationary point evaluations of these integrals are considered. The former is applied to the Kirchhoff representation of a scalar field diffracted through an aperture and simply recovers the Maggi-Rubinowicz-Miyamoto-Wolf results. Asymptotic approximations in the presence of other (standard) critical points are also discussed. Techniques developed for the asymptotic Poincare lemma are used to generate a general representation of the Leray form. All of the (differential form) expressions presented are generalizations of known (vector calculus) results. 14 references, 4 figures

Renormalization group and asymptotic freedom

International Nuclear Information System (INIS)

Morris, J.R.

1978-01-01

Several field theoretic models are presented which allow exact expressions of the renormalization constants and renormalized coupling constants. These models are analyzed as to their content of asymptotic free field behavior through the use of the Callan-Symanzik renormalization group equation. It is found that none of these models possesses asymptotic freedom in four dimensions

Asymptotically Constant-Risk Predictive Densities When the Distributions of Data and Target Variables Are Different

Directory of Open Access Journals (Sweden)

Keisuke Yano

2014-05-01

Full Text Available We investigate the asymptotic construction of constant-risk Bayesian predictive densities under the Kullback–Leibler risk when the distributions of data and target variables are different and have a common unknown parameter. It is known that the Kullback–Leibler risk is asymptotically equal to a trace of the product of two matrices: the inverse of the Fisher information matrix for the data and the Fisher information matrix for the target variables. We assume that the trace has a unique maximum point with respect to the parameter. We construct asymptotically constant-risk Bayesian predictive densities using a prior depending on the sample size. Further, we apply the theory to the subminimax estimator problem and the prediction based on the binary regression model.

Explicit estimating equations for semiparametric generalized linear latent variable models

KAUST Repository

Ma, Yanyuan

2010-07-05

We study generalized linear latent variable models without requiring a distributional assumption of the latent variables. Using a geometric approach, we derive consistent semiparametric estimators. We demonstrate that these models have a property which is similar to that of a sufficient complete statistic, which enables us to simplify the estimating procedure and explicitly to formulate the semiparametric estimating equations. We further show that the explicit estimators have the usual root n consistency and asymptotic normality. We explain the computational implementation of our method and illustrate the numerical performance of the estimators in finite sample situations via extensive simulation studies. The advantage of our estimators over the existing likelihood approach is also shown via numerical comparison. We employ the method to analyse a real data example from economics. © 2010 Royal Statistical Society.

Asymptotics of Laplace-Dirichlet integrals

International Nuclear Information System (INIS)

Kozlov, S.M.

1990-01-01

Here we consider the problem of the asymptotic expansion of the Laplace-Dirichlet integral. In homogenization theory such an integral represents the energy, and in general depends on the cohomology class. Here the asymptotic behaviour of this integral is found. The full text will appear in Functional Analysis and Applications, 1990, No.2. (author). 3 refs

Asymptotic Delay Analysis for Cross-Layer Delay-Based Routing in Ad Hoc Networks

Directory of Open Access Journals (Sweden)

Philippe Jacquet

2007-01-01

Full Text Available This paper addresses the problem of the evaluation of the delay distribution via analytical means in IEEE 802.11 wireless ad hoc networks. We show that the asymptotic delay distribution can be expressed as a power law. Based on the latter result, we present a cross-layer delay estimation protocol and we derive new delay-distribution-based routing algorithms, which are well adapted to the QoS requirements of real-time multimedia applications. In fact, multimedia services are not sensitive to average delays, but rather to the asymptotic delay distributions. Indeed, video streaming applications drop frames when they are received beyond a delay threshold, determined by the buffer size. Although delay-distribution-based routing is an NP-hard problem, we show that it can be solved in polynomial time when the delay threshold is large, because of the asymptotic power law distribution of the link delays.

Asymptotic conditions and conserved quantities

International Nuclear Information System (INIS)

Koul, R.K.

1990-01-01

Two problems have been investigated in this dissertation. The first one deals with the relationship between stationary space-times which are flat at null infinity and stationary space-times which are asymptotic flat at space-like infinity. It is shown that the stationary space-times which are asymptotically flat, in the Penrose sense, at null infinity, are asymptotically flat at space-like infinity in the Geroch sense and metric at space like infinity is at least C 1 . In the converse it is shown that the stationary space-times which are asymptotically flat at space like infinity, in the Beig sense, are asymptotically flat at null infinity in the Penrose sense. The second problem addressed deals with the theories of arbitrary dimensions. The theories treated are the ones which have fiber bundle structure, outside some compact region. For these theories the criterion for the choice of the background metric is specified, and the boundary condition for the initial data set (q ab , P ab ) is given in terms of the background metric. Having these boundary conditions it is shown that the symplectic structure and the constraint functionals are well defined. The conserved quantities associated with internal Killing vector fields are specified. Lastly the energy relative to a fixed background and the total energy of the theory have been given. It is also shown that the total energy of the theory is independent of the choice of the background

Local digital algorithms for estimating the mean integrated curvature of r-regular sets

DEFF Research Database (Denmark)

Svane, Anne Marie

, no asymptotically unbiased estimator of this type exists in dimension greater than or equal to three, while for stationary isotropic lattices, asymptotically unbiased estimators are plenty. Both results follow from a general formula that we state and prove, describing the asymptotic behavior of hit...

Robust median estimator in logisitc regression

Czech Academy of Sciences Publication Activity Database

Hobza, T.; Pardo, L.; Vajda, Igor

2008-01-01

Roč. 138, č. 12 (2008), s. 3822-3840 ISSN 0378-3758 R&D Projects: GA MŠk 1M0572 Grant - others:Instituto Nacional de Estadistica (ES) MPO FI - IM3/136; GA MŠk(CZ) MTM 2006-06872 Institutional research plan: CEZ:AV0Z10750506 Keywords : Logistic regression * Median * Robustness * Consistency and asymptotic normality * Morgenthaler * Bianco and Yohai * Croux and Hasellbroeck Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.679, year: 2008 http://library.utia.cas.cz/separaty/2008/SI/vajda-robust%20median%20estimator%20in%20logistic%20regression.pdf

Generalized Asymptotically Almost Periodic and Generalized Asymptotically Almost Automorphic Solutions of Abstract Multiterm Fractional Differential Inclusions

Directory of Open Access Journals (Sweden)

G. M. N’Guérékata

2018-01-01

Full Text Available The main aim of this paper is to investigate generalized asymptotical almost periodicity and generalized asymptotical almost automorphy of solutions to a class of abstract (semilinear multiterm fractional differential inclusions with Caputo derivatives. We illustrate our abstract results with several examples and possible applications.

Semi-parametric estimation for ARCH models

Directory of Open Access Journals (Sweden)

Raed Alzghool

2018-03-01

Full Text Available In this paper, we conduct semi-parametric estimation for autoregressive conditional heteroscedasticity (ARCH model with Quasi likelihood (QL and Asymptotic Quasi-likelihood (AQL estimation methods. The QL approach relaxes the distributional assumptions of ARCH processes. The AQL technique is obtained from the QL method when the process conditional variance is unknown. We present an application of the methods to a daily exchange rate series. Keywords: ARCH model, Quasi likelihood (QL, Asymptotic Quasi-likelihood (AQL, Martingale difference, Kernel estimator

Finite element analysis of the biaxial cyclic tensile loading of the elastoplastic plate with the central hole: asymptotic regimes

Science.gov (United States)

Turkova, Vera; Stepanova, Larisa

2018-03-01

For elastistoplastic structure elements under cyclic loading three types of asymptotic behavior are well known: shakedown, cyclic plasticity or ratcheting. In structure elements operating in real conditions ratcheting must always be excluded since it caused the incremental fracture of structure by means of the accumulation of plastic strains. In the present study results of finite-element (FEM) calculations of the asymptotical behavior of an elastoplastic plate with the central circular and elliptic holes under the biaxial cyclic loading for three different materials are presented. Incremental cyclic loading of the sample with stress concentrator (the central hole) is performed in the multifunctional finite-element package SIMULIA Abaqus. The ranges of loads found for shakedown, cyclic plasticity and ratcheting are presented. The results obtained are generalized and analyzed. Convenient normalization is suggested. The chosen normalization allows us to present all computed results, corresponding to separate materials, within one common curve with minimum scattering of the points. Convenience of the generalized diagram consists in a possibility to find an asymptotical behavior of an inelastic structure for materials for which computer calculations were not made.

Estimation of Stochastic Volatility Models by Nonparametric Filtering

DEFF Research Database (Denmark)

Kanaya, Shin; Kristensen, Dennis

2016-01-01

/estimated volatility process replacing the latent process. Our estimation strategy is applicable to both parametric and nonparametric stochastic volatility models, and can handle both jumps and market microstructure noise. The resulting estimators of the stochastic volatility model will carry additional biases...... and variances due to the first-step estimation, but under regularity conditions we show that these vanish asymptotically and our estimators inherit the asymptotic properties of the infeasible estimators based on observations of the volatility process. A simulation study examines the finite-sample properties...

Penalized Maximum Likelihood Estimation for univariate normal mixture distributions

International Nuclear Information System (INIS)

Ridolfi, A.; Idier, J.

2001-01-01

Due to singularities of the likelihood function, the maximum likelihood approach for the estimation of the parameters of normal mixture models is an acknowledged ill posed optimization problem. Ill posedness is solved by penalizing the likelihood function. In the Bayesian framework, it amounts to incorporating an inverted gamma prior in the likelihood function. A penalized version of the EM algorithm is derived, which is still explicit and which intrinsically assures that the estimates are not singular. Numerical evidence of the latter property is put forward with a test

Effects of Different LiDAR Intensity Normalization Methods on Scotch Pine Forest Leaf Area Index Estimation

Directory of Open Access Journals (Sweden)

YOU Haotian

2018-02-01

Full Text Available The intensity data of airborne light detection and ranging (LiDAR are affected by many factors during the acquisition process. It is of great significance for the normalization and application of LiDAR intensity data to study the effective quantification and normalization of the effect from each factor. In this paper, the LiDAR data were normalized with range, angel of incidence, range and angle of incidence based on radar equation, respectively. Then two metrics, including canopy intensity sum and ratio of intensity, were extracted and used to estimate forest LAI, which was aimed at quantifying the effects of intensity normalization on forest LAI estimation. It was found that the range intensity normalization could improve the accuracy of forest LAI estimation. While the angle of incidence intensity normalization did not improve the accuracy and made the results worse. Although the range and incidence angle normalized intensity data could improve the accuracy, the improvement was less than the result of range intensity normalization. Meanwhile, the differences between the results of forest LAI estimation from raw intensity data and normalized intensity data were relatively big for canopy intensity sum metrics. However, the differences were relatively small for the ratio of intensity metrics. The results demonstrated that the effects of intensity normalization on forest LAI estimation were depended on the choice of affecting factor, and the influential level is closely related to the characteristics of metrics used. Therefore, the appropriate method of intensity normalization should be chosen according to the characteristics of metrics used in the future research, which could avoid the waste of cost and the reduction of estimation accuracy caused by the introduction of inappropriate affecting factors into intensity normalization.

On maximal surfaces in asymptotically flat space-times

International Nuclear Information System (INIS)

Bartnik, R.; Chrusciel, P.T.; O Murchadha, N.

1990-01-01

Existence of maximal and 'almost maximal' hypersurfaces in asymptotically flat space-times is established under boundary conditions weaker than those considered previously. We show in particular that every vacuum evolution of asymptotically flat data for Einstein equations can be foliated by slices maximal outside a spatially compact set and that every (strictly) stationary asymptotically flat space-time can be foliated by maximal hypersurfaces. Amongst other uniqueness results, we show that maximal hypersurface can be used to 'partially fix' an asymptotic Poincare group. (orig.)

On asymptotic continuity of functions of quantum states

International Nuclear Information System (INIS)

Synak-Radtke, Barbara; Horodecki, Michal

2006-01-01

A useful kind of continuity of quantum states functions in asymptotic regime is so-called asymptotic continuity. In this letter, we provide general tools for checking if a function possesses this property. First we prove equivalence of asymptotic continuity with so-called robustness under admixture. This allows us to show that relative entropy distance from a convex set including a maximally mixed state is asymptotically continuous. Subsequently, we consider arrowing-a way of building a new function out of a given one. The procedure originates from constructions of intrinsic information and entanglement of formation. We show that arrowing preserves asymptotic continuity for a class of functions (so-called subextensive ones). The result is illustrated by means of several examples. (letter to the editor)

Asymptotics of eigenvalues and eigenvectors of Toeplitz matrices

Science.gov (United States)

Böttcher, A.; Bogoya, J. M.; Grudsky, S. M.; Maximenko, E. A.

2017-11-01

Analysis of the asymptotic behaviour of the spectral characteristics of Toeplitz matrices as the dimension of the matrix tends to infinity has a history of over 100 years. For instance, quite a number of versions of Szegő's theorem on the asymptotic behaviour of eigenvalues and of the so-called strong Szegő theorem on the asymptotic behaviour of the determinants of Toeplitz matrices are known. Starting in the 1950s, the asymptotics of the maximum and minimum eigenvalues were actively investigated. However, investigation of the individual asymptotics of all the eigenvalues and eigenvectors of Toeplitz matrices started only quite recently: the first papers on this subject were published in 2009-2010. A survey of this new field is presented here. Bibliography: 55 titles.

Modified two-body potential approach to the peripheral direct capture astrophysical a+A->B+γ reaction and asymptotic normalization coefficients

International Nuclear Information System (INIS)

Igamov, S.B.; Yarmukhamedov, R.

2007-01-01

A modified two-body potential approach is proposed for determination of both the asymptotic normalization coefficient (ANC) (or the respective nuclear vertex constant (NVC)) for the A+a->B (for the virtual decay B->A+a) from an analysis of the experimental S-factor for the peripheral direct capture a+A->B+γ reaction and the astrophysical S-factor, S(E), at low experimentally inaccessible energy regions. The approach proposed involves two additional conditions which verify the peripheral character of the considered reaction and expresses S(E) in terms of the ANC. The connection between NVC (ANC) and the effective range parameters for Aa-scattering is derived. To test this approach we reanalyse the precise experimental astrophysical S-factors for t+α->Li7+γ reaction at energies E= Li7(g.s.), α+t->Li7(0.478 MeV) and of S(E) at E=<50 keV. These ANC values have been used for getting information about the ''indirect'' measured values of the effective range parameters and the p-wave phase shift for αt-scattering in the energy range of 100-bar E-bar 180 keV

Stationary solutions and asymptotic flatness I

International Nuclear Information System (INIS)

Reiris, Martin

2014-01-01

In general relativity, a stationary isolated system is defined as an asymptotically flat (AF) stationary spacetime with compact material sources. Other definitions that are less restrictive on the type of asymptotic could in principle be possible. Between this article and its sequel, we show that under basic assumptions, asymptotic flatness indeed follows as a consequence of Einstein's theory. In particular, it is proved that any vacuum stationary spacetime-end whose (quotient) manifold is diffeomorphic to R 3 minus a ball and whose Killing field has its norm bounded away from zero, is necessarily AF with Schwarzschildian fall off. The ‘excised’ ball would contain (if any) the actual material body, but this information is unnecessary to reach the conclusion. In this first article, we work with weakly asymptotically flat (WAF) stationary ends, a notion that generalizes as much as possible that of the AF end, and prove that WAF ends are AF with Schwarzschildian fall off. Physical and mathematical implications are also discussed. (paper)

Asymptotic analysis of multicell massive MIMO over Rician fading channels

KAUST Repository

Sanguinetti, Luca; Kammoun, Abla; Debbah, Merouane

2017-01-01

This work considers the downlink of a multicell massive MIMO system in which L base stations (BSs) of N antennas each communicate with K single-antenna user equipments randomly positioned in the coverage area. Within this setting, we are interested in evaluating the sum rate of the system when MRT and RZF are employed under the assumption that each intracell link forms a MIMO Rician uncorrelated fading channel. The analysis is conducted assuming that N and K grow large with a non-trivial ratio N/K under the assumption that the data transmission in each cell is affected by channel estimation errors, pilot contamination, and an arbitrary large scale attenuation. Numerical results are used to validate the asymptotic analysis in the finite system regime and to evaluate the network performance under different settings. The asymptotic results are also instrumental to get insights into the interplay among system parameters.

Asymptotic analysis of multicell massive MIMO over Rician fading channels

KAUST Repository

Sanguinetti, Luca

2017-06-20

This work considers the downlink of a multicell massive MIMO system in which L base stations (BSs) of N antennas each communicate with K single-antenna user equipments randomly positioned in the coverage area. Within this setting, we are interested in evaluating the sum rate of the system when MRT and RZF are employed under the assumption that each intracell link forms a MIMO Rician uncorrelated fading channel. The analysis is conducted assuming that N and K grow large with a non-trivial ratio N/K under the assumption that the data transmission in each cell is affected by channel estimation errors, pilot contamination, and an arbitrary large scale attenuation. Numerical results are used to validate the asymptotic analysis in the finite system regime and to evaluate the network performance under different settings. The asymptotic results are also instrumental to get insights into the interplay among system parameters.

Efficient estimation of semiparametric copula models for bivariate survival data

KAUST Repository

Cheng, Guang

2014-01-01

A semiparametric copula model for bivariate survival data is characterized by a parametric copula model of dependence and nonparametric models of two marginal survival functions. Efficient estimation for the semiparametric copula model has been recently studied for the complete data case. When the survival data are censored, semiparametric efficient estimation has only been considered for some specific copula models such as the Gaussian copulas. In this paper, we obtain the semiparametric efficiency bound and efficient estimation for general semiparametric copula models for possibly censored data. We construct an approximate maximum likelihood estimator by approximating the log baseline hazard functions with spline functions. We show that our estimates of the copula dependence parameter and the survival functions are asymptotically normal and efficient. Simple consistent covariance estimators are also provided. Numerical results are used to illustrate the finite sample performance of the proposed estimators. © 2013 Elsevier Inc.

Process convergence of self-normalized sums of i.i.d. random ...

Indian Academy of Sciences (India)

The study of the asymptotics of the self-normalized sums are also interesting. Logan ... if the constituent random variables are from the domain of attraction of a normal dis- tribution ... index of stability α which equals 2 (for definition, see §2).

Convergence Rate Analysis of Distributed Gossip (Linear Parameter) Estimation: Fundamental Limits and Tradeoffs

Science.gov (United States)

Kar, Soummya; Moura, José M. F.

2011-08-01

The paper considers gossip distributed estimation of a (static) distributed random field (a.k.a., large scale unknown parameter vector) observed by sparsely interconnected sensors, each of which only observes a small fraction of the field. We consider linear distributed estimators whose structure combines the information \\emph{flow} among sensors (the \\emph{consensus} term resulting from the local gossiping exchange among sensors when they are able to communicate) and the information \\emph{gathering} measured by the sensors (the \\emph{sensing} or \\emph{innovations} term.) This leads to mixed time scale algorithms--one time scale associated with the consensus and the other with the innovations. The paper establishes a distributed observability condition (global observability plus mean connectedness) under which the distributed estimates are consistent and asymptotically normal. We introduce the distributed notion equivalent to the (centralized) Fisher information rate, which is a bound on the mean square error reduction rate of any distributed estimator; we show that under the appropriate modeling and structural network communication conditions (gossip protocol) the distributed gossip estimator attains this distributed Fisher information rate, asymptotically achieving the performance of the optimal centralized estimator. Finally, we study the behavior of the distributed gossip estimator when the measurements fade (noise variance grows) with time; in particular, we consider the maximum rate at which the noise variance can grow and still the distributed estimator being consistent, by showing that, as long as the centralized estimator is consistent, the distributed estimator remains consistent.

Asymptotic Conservation Laws in Classical Field Theory

International Nuclear Information System (INIS)

Anderson, I.M.; Torre, C.G.

1996-01-01

A new, general, field theoretic approach to the derivation of asymptotic conservation laws is presented. In this approach asymptotic conservation laws are constructed directly from the field equations according to a universal prescription which does not rely upon the existence of Noether identities or any Lagrangian or Hamiltonian formalisms. The resulting general expressions of the conservation laws enjoy important invariance properties and synthesize all known asymptotic conservation laws, such as the Arnowitt-Deser-Misner energy in general relativity. copyright 1996 The American Physical Society

Semiclassical asymptotics for the scattering amplitude in the presence of focal points at infinity

Energy Technology Data Exchange (ETDEWEB)

Hohberger, H.

2006-10-16

We consider scattering in R{sup n}, n{>=}2, described by the Schroedinger operator P(h)=-h{sup 2}{delta}+V, where V is a short-range potential. With the aid of Maslov theory, we give a geometrical formula for the semiclassical asymptotics as h{yields}0 of the scattering amplitude f({omega}{sub -},{omega}{sub +};{lambda},h) ({omega}{sub +}{ne}{omega}{sub -}) which remains valid in the presence of focal points at infinity (caustics). Crucial for this analysis are precise estimates on the asymptotics of the classical phase trajectories and the relationship between caustics in euclidean phase space and caustics at infinity. (orig.)

Asymptotic symmetries, holography and topological hair

Science.gov (United States)

Mishra, Rashmish K.; Sundrum, Raman

2018-01-01

Asymptotic symmetries of AdS4 quantum gravity and gauge theory are derived by coupling the holographically dual CFT3 to Chern-Simons gauge theory and 3D gravity in a "probe" (large-level) limit. Despite the fact that the three-dimensional AdS4 boundary as a whole is consistent with only finite-dimensional asymptotic symmetries, given by AdS isometries, infinite-dimensional symmetries are shown to arise in circumstances where one is restricted to boundary subspaces with effectively two-dimensional geometry. A canonical example of such a restriction occurs within the 4D subregion described by a Wheeler-DeWitt wavefunctional of AdS4 quantum gravity. An AdS4 analog of Minkowski "super-rotation" asymptotic symmetry is probed by 3D Einstein gravity, yielding CFT2 structure (in a large central charge limit), via AdS3 foliation of AdS4 and the AdS3/CFT2 correspondence. The maximal asymptotic symmetry is however probed by 3D conformal gravity. Both 3D gravities have Chern-Simons formulation, manifesting their topological character. Chern-Simons structure is also shown to be emergent in the Poincare patch of AdS4, as soft/boundary limits of 4D gauge theory, rather than "put in by hand" as an external probe. This results in a finite effective Chern-Simons level. Several of the considerations of asymptotic symmetry structure are found to be simpler for AdS4 than for Mink4, such as non-zero 4D particle masses, 4D non-perturbative "hard" effects, and consistency with unitarity. The last of these in particular is greatly simplified because in some set-ups the time dimension is explicitly shared by each level of description: Lorentzian AdS4, CFT3 and CFT2. Relatedly, the CFT2 structure clarifies the sense in which the infinite asymptotic charges constitute a useful form of "hair" for black holes and other complex 4D states. An AdS4 analog of Minkowski "memory" effects is derived, but with late-time memory of earlier events being replaced by (holographic) "shadow" effects. Lessons

ASYMPTOTICS OF a PARTICLES TRANSPORT PROBLEM

Directory of Open Access Journals (Sweden)

Kuzmina Ludmila Ivanovna

2017-11-01

Full Text Available Subject: a groundwater filtration affects the strength and stability of underground and hydro-technical constructions. Research objectives: the study of one-dimensional problem of displacement of suspension by the flow of pure water in a porous medium. Materials and methods: when filtering a suspension some particles pass through the porous medium, and some of them are stuck in the pores. It is assumed that size distributions of the solid particles and the pores overlap. In this case, the main mechanism of particle retention is a size-exclusion: the particles pass freely through the large pores and get stuck at the inlet of the tiny pores that are smaller than the particle diameter. The concentrations of suspended and retained particles satisfy two quasi-linear differential equations of the first order. To solve the filtration problem, methods of nonlinear asymptotic analysis are used. Results: in a mathematical model of filtration of suspensions, which takes into account the dependence of the porosity and permeability of the porous medium on concentration of retained particles, the boundary between two phases is moving with variable velocity. The asymptotic solution to the problem is constructed for a small filtration coefficient. The theorem of existence of the asymptotics is proved. Analytical expressions for the principal asymptotic terms are presented for the case of linear coefficients and initial conditions. The asymptotics of the boundary of two phases is given in explicit form. Conclusions: the filtration problem under study can be solved analytically.

Asymptotic work distributions in driven bistable systems

International Nuclear Information System (INIS)

Nickelsen, D; Engel, A

2012-01-01

The asymptotic tails of the probability distributions of thermodynamic quantities convey important information about the physics of nanoscopic systems driven out of equilibrium. We apply a recently proposed method to analytically determine the asymptotics of work distributions in Langevin systems to an one-dimensional model of single-molecule force spectroscopy. The results are in excellent agreement with numerical simulations, even in the centre of the distributions. We compare our findings with a recent proposal for an universal form of the asymptotics of work distributions in single-molecule experiments.

Periodic Solutions and S-Asymptotically Periodic Solutions to Fractional Evolution Equations

Directory of Open Access Journals (Sweden)

Jia Mu

2017-01-01

Full Text Available This paper deals with the existence and uniqueness of periodic solutions, S-asymptotically periodic solutions, and other types of bounded solutions for some fractional evolution equations with the Weyl-Liouville fractional derivative defined for periodic functions. Applying Fourier transform we give reasonable definitions of mild solutions. Then we accurately estimate the spectral radius of resolvent operator and obtain some existence and uniqueness results.

Application of asymptotic expansions for maximum likelihood estimators' errors to gravitational waves from inspiraling binary systems: The network case

International Nuclear Information System (INIS)

Vitale, Salvatore; Zanolin, Michele

2011-01-01

This paper describes the most accurate analytical frequentist assessment to date of the uncertainties in the estimation of physical parameters from gravitational waves generated by nonspinning binary systems and Earth-based networks of laser interferometers. The paper quantifies how the accuracy in estimating the intrinsic parameters mostly depends on the network signal to noise ratio (SNR), but the resolution in the direction of arrival also strongly depends on the network geometry. We compare results for six different existing and possible global networks and two different choices of the parameter space. We show how the fraction of the sky where the one sigma angular resolution is below 2 square degrees increases about 3 times when transitioning from the Hanford (USA), Livingston (USA) and Cascina (Italy) network to a network made of five interferometers (while keeping the network SNR fixed). The technique adopted here is an asymptotic expansion of the uncertainties in inverse powers of the SNR where the first order is the inverse Fisher information matrix. We show that the commonly employed approach of using a simplified parameter spaces and only the Fisher information matrix can largely underestimate the uncertainties (the combined effect would lead to a factor 7 for the one sigma sky uncertainty in square degrees at a network SNR of 15).

Asymptotic stability estimates near an equilibrium point

Science.gov (United States)

Dumas, H. Scott; Meyer, Kenneth R.; Palacián, Jesús F.; Yanguas, Patricia

2017-07-01

We use the error bounds for adiabatic invariants found in the work of Chartier, Murua and Sanz-Serna [3] to bound the solutions of a Hamiltonian system near an equilibrium over exponentially long times. Our estimates depend only on the linearized system and not on the higher order terms as in KAM theory, nor do we require any steepness or convexity conditions as in Nekhoroshev theory. We require that the equilibrium point where our estimate applies satisfy a type of formal stability called Lie stability.

Large gauge symmetries and asymptotic states in QED

Energy Technology Data Exchange (ETDEWEB)

Gabai, Barak; Sever, Amit [School of Physics and Astronomy, Tel Aviv University,Ramat Aviv 69978 (Israel)

2016-12-19

Large Gauge Transformations (LGT) are gauge transformations that do not vanish at infinity. Instead, they asymptotically approach arbitrary functions on the conformal sphere at infinity. Recently, it was argued that the LGT should be treated as an infinite set of global symmetries which are spontaneously broken by the vacuum. It was established that in QED, the Ward identities of their induced symmetries are equivalent to the Soft Photon Theorem. In this paper we study the implications of LGT on the S-matrix between physical asymptotic states in massive QED. In appose to the naively free scattering states, physical asymptotic states incorporate the long range electric field between asymptotic charged particles and were already constructed in 1970 by Kulish and Faddeev. We find that the LGT charge is independent of the particles’ momenta and may be associated to the vacuum. The soft theorem’s manifestation as a Ward identity turns out to be an outcome of not working with the physical asymptotic states.

Asymptotic analysis and boundary layers

CERN Document Server

Cousteix, Jean

2007-01-01

This book presents a new method of asymptotic analysis of boundary-layer problems, the Successive Complementary Expansion Method (SCEM). The first part is devoted to a general comprehensive presentation of the tools of asymptotic analysis. It gives the keys to understand a boundary-layer problem and explains the methods to construct an approximation. The second part is devoted to SCEM and its applications in fluid mechanics, including external and internal flows. The advantages of SCEM are discussed in comparison with the standard Method of Matched Asymptotic Expansions. In particular, for the first time, the theory of Interactive Boundary Layer is fully justified. With its chapter summaries, detailed derivations of results, discussed examples and fully worked out problems and solutions, the book is self-contained. It is written on a mathematical level accessible to graduate and post-graduate students of engineering and physics with a good knowledge in fluid mechanics. Researchers and practitioners will estee...

Robust and bias-corrected estimation of the coefficient of tail dependence

DEFF Research Database (Denmark)

Dutang, C.; Goegebeur, Y.; Guillou, A.

2014-01-01

We introduce a robust and asymptotically unbiased estimator for the coefficient of tail dependence in multivariate extreme value statistics. The estimator is obtained by fitting a second order model to the data by means of the minimum density power divergence criterion. The asymptotic properties ...

Asymptotic behavior of monodromy singularly perturbed differential equations on a Riemann surface

CERN Document Server

Simpson, Carlos

1991-01-01

This book concerns the question of how the solution of a system of ODE's varies when the differential equation varies. The goal is to give nonzero asymptotic expansions for the solution in terms of a parameter expressing how some coefficients go to infinity. A particular classof families of equations is considered, where the answer exhibits a new kind of behavior not seen in most work known until now. The techniques include Laplace transform and the method of stationary phase, and a combinatorial technique for estimating the contributions of terms in an infinite series expansion for the solution. Addressed primarily to researchers inalgebraic geometry, ordinary differential equations and complex analysis, the book will also be of interest to applied mathematicians working on asymptotics of singular perturbations and numerical solution of ODE's.

New astrophysical S factor for the 15N(p,γ)16O reaction via the asymptotic normalization coefficient (ANC) method

International Nuclear Information System (INIS)

Mukhamedzhanov, A. M.; Gagliardi, C. A.; Goldberg, V. Z.; Plunkett, A.; Trache, L.; Tribble, R. E.; Bem, P.; Burjan, V.; Hons, Z.; Kroha, V.; Mrazek, J.; Novak, J.; Piskor, S.; Simeckova, E.; Vesely, F.; Vincour, J.; La Cognata, M.; Pizzone, R. G.; Romano, S.; Spitaleri, C.

2008-01-01

The 15 N(p,γ) 16 O reaction provides a path from the CN cycle to the CNO bi-cycle and CNO tri-cycle. The measured astrophysical factor for this reaction is dominated by resonant capture through two strong J π =1 - resonances at E R =312 and 962 keV and direct capture to the ground state. Asymptotic normalization coefficients (ANCs) for the ground and seven excited states in 16 O were extracted from the comparison of experimental differential cross sections for the 15 N( 3 He,d) 16 O reaction with distorted-wave Born approximation calculations. Using these ANCs and proton and α resonance widths determined from an R-matrix fit to the data from the 15 N(p,α) 12 C reaction, we carried out an R-matrix calculation to obtain the astrophysical factor for the 15 N(p,γ) 16 O reaction. The results indicate that the direct capture contribution was previously overestimated. We find the astrophysical factor to be S(0)=36.0±6.0 keV b, which is about a factor of 2 lower than the presently accepted value. We conclude that for every 2200±300 cycles of the main CN cycle one CN catalyst is lost due to this reaction

A fast simulation method for the Log-normal sum distribution using a hazard rate twisting technique

KAUST Repository

Rached, Nadhir B.

2015-06-08

The probability density function of the sum of Log-normally distributed random variables (RVs) is a well-known challenging problem. For instance, an analytical closed-form expression of the Log-normal sum distribution does not exist and is still an open problem. A crude Monte Carlo (MC) simulation is of course an alternative approach. However, this technique is computationally expensive especially when dealing with rare events (i.e. events with very small probabilities). Importance Sampling (IS) is a method that improves the computational efficiency of MC simulations. In this paper, we develop an efficient IS method for the estimation of the Complementary Cumulative Distribution Function (CCDF) of the sum of independent and not identically distributed Log-normal RVs. This technique is based on constructing a sampling distribution via twisting the hazard rate of the original probability measure. Our main result is that the estimation of the CCDF is asymptotically optimal using the proposed IS hazard rate twisting technique. We also offer some selected simulation results illustrating the considerable computational gain of the IS method compared to the naive MC simulation approach.

A fast simulation method for the Log-normal sum distribution using a hazard rate twisting technique

KAUST Repository

Rached, Nadhir B.; Benkhelifa, Fatma; Alouini, Mohamed-Slim; Tempone, Raul

2015-01-01

The probability density function of the sum of Log-normally distributed random variables (RVs) is a well-known challenging problem. For instance, an analytical closed-form expression of the Log-normal sum distribution does not exist and is still an open problem. A crude Monte Carlo (MC) simulation is of course an alternative approach. However, this technique is computationally expensive especially when dealing with rare events (i.e. events with very small probabilities). Importance Sampling (IS) is a method that improves the computational efficiency of MC simulations. In this paper, we develop an efficient IS method for the estimation of the Complementary Cumulative Distribution Function (CCDF) of the sum of independent and not identically distributed Log-normal RVs. This technique is based on constructing a sampling distribution via twisting the hazard rate of the original probability measure. Our main result is that the estimation of the CCDF is asymptotically optimal using the proposed IS hazard rate twisting technique. We also offer some selected simulation results illustrating the considerable computational gain of the IS method compared to the naive MC simulation approach.

A quantum kinematics for asymptotically flat gravity

Science.gov (United States)

Campiglia, Miguel; Varadarajan, Madhavan

2015-07-01

We construct a quantum kinematics for asymptotically flat gravity based on the Koslowski-Sahlmann (KS) representation. The KS representation is a generalization of the representation underlying loop quantum gravity (LQG) which supports, in addition to the usual LQG operators, the action of ‘background exponential operators’, which are connection dependent operators labelled by ‘background’ su(2) electric fields. KS states have, in addition to the LQG state label corresponding to one dimensional excitations of the triad, a label corresponding to a ‘background’ electric field that describes three dimensional excitations of the triad. Asymptotic behaviour in quantum theory is controlled through asymptotic conditions on the background electric fields that label the states and the background electric fields that label the operators. Asymptotic conditions on the triad are imposed as conditions on the background electric field state label while confining the LQG spin net graph labels to compact sets. We show that KS states can be realised as wave functions on a quantum configuration space of generalized connections and that the asymptotic behaviour of each such generalized connection is determined by that of the background electric fields which label the background exponential operators. Similar to the spatially compact case, the Gauss law and diffeomorphism constraints are then imposed through group averaging techniques to obtain a large sector of gauge invariant states. It is shown that this sector supports a unitary action of the group of asymptotic rotations and translations and that, as anticipated by Friedman and Sorkin, for appropriate spatial topology, this sector contains states that display fermionic behaviour under 2π rotations.

Asymptotic evolution of quantum Markov chains

Energy Technology Data Exchange (ETDEWEB)

Novotny, Jaroslav [FNSPE, CTU in Prague, 115 19 Praha 1 - Stare Mesto (Czech Republic); Alber, Gernot [Institut fuer Angewandte Physik, Technische Universitaet Darmstadt, D-64289 Darmstadt (Germany)

2012-07-01

The iterated quantum operations, so called quantum Markov chains, play an important role in various branches of physics. They constitute basis for many discrete models capable to explore fundamental physical problems, such as the approach to thermal equilibrium, or the asymptotic dynamics of macroscopic physical systems far from thermal equilibrium. On the other hand, in the more applied area of quantum technology they also describe general characteristic properties of quantum networks or they can describe different quantum protocols in the presence of decoherence. A particularly, an interesting aspect of these quantum Markov chains is their asymptotic dynamics and its characteristic features. We demonstrate there is always a vector subspace (typically low-dimensional) of so-called attractors on which the resulting superoperator governing the iterative time evolution of quantum states can be diagonalized and in which the asymptotic quantum dynamics takes place. As the main result interesting algebraic relations are presented for this set of attractors which allow to specify their dual basis and to determine them in a convenient way. Based on this general theory we show some generalizations concerning the theory of fixed points or asymptotic evolution of random quantum operations.

Normalized Minimum Error Entropy Algorithm with Recursive Power Estimation

Directory of Open Access Journals (Sweden)

Namyong Kim

2016-06-01

Full Text Available The minimum error entropy (MEE algorithm is known to be superior in signal processing applications under impulsive noise. In this paper, based on the analysis of behavior of the optimum weight and the properties of robustness against impulsive noise, a normalized version of the MEE algorithm is proposed. The step size of the MEE algorithm is normalized with the power of input entropy that is estimated recursively for reducing its computational complexity. The proposed algorithm yields lower minimum MSE (mean squared error and faster convergence speed simultaneously than the original MEE algorithm does in the equalization simulation. On the condition of the same convergence speed, its performance enhancement in steady state MSE is above 3 dB.

Criteria for exponential asymptotic stability in the large of ...

African Journals Online (AJOL)

The purpose of this study is to provide necessary and sufficient conditions for exponential asymptotic stability in the large and uniform asymptotic stability of perturbations of linear systems with unbounded delays. A strong relationship is established between the two types of asymptotic stability. It is found that if the ...

How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?

DEFF Research Database (Denmark)

Veraart, Almut

and present a new estimator for the asymptotic ‘variance’ of the centered realised variance in the presence of jumps. Next, we compare the finite sample performance of the various estimators by means of detailed Monte Carlo studies where we study the impact of the jump activity, the jump size of the jumps......This paper studies the impact of jumps on volatility estimation and inference based on various realised variation measures such as realised variance, realised multipower variation and truncated realised multipower variation. We review the asymptotic theory of those realised variation measures...... in the price and the presence of additional independent or dependent jumps in the volatility on the finite sample performance of the various estimators. We find that the finite sample performance of realised variance, and in particular of the log–transformed realised variance, is generally good, whereas...

Asymptotic expansion of the Keesom integral

International Nuclear Information System (INIS)

Abbott, Paul C

2007-01-01

The asymptotic evaluation and expansion of the Keesom integral, K(a), is discussed at some length in Battezzati and Magnasco (2004 J. Phys. A: Math. Gen. 37 9677; 2005 J. Phys. A: Math. Gen. 38 6715). Here, using standard identities, it is shown that this triple integral can be reduced to a single integral from which the asymptotic behaviour is readily obtained using Laplace's method. (comment)

AGB [asymptotic giant branch]: Star evolution

International Nuclear Information System (INIS)

Becker, S.A.

1987-01-01

Asymptotic giant branch stars are red supergiant stars of low-to-intermediate mass. This class of stars is of particular interest because many of these stars can have nuclear processed material brought up repeatedly from the deep interior to the surface where it can be observed. A review of recent theoretical and observational work on stars undergoing the asymptotic giant branch phase is presented. 41 refs

Wijsman Orlicz Asymptotically Ideal -Statistical Equivalent Sequences

Directory of Open Access Journals (Sweden)

Bipan Hazarika

2013-01-01

in Wijsman sense and present some definitions which are the natural combination of the definition of asymptotic equivalence, statistical equivalent, -statistical equivalent sequences in Wijsman sense. Finally, we introduce the notion of Cesaro Orlicz asymptotically -equivalent sequences in Wijsman sense and establish their relationship with other classes.

Asymptotic geometric analysis, part I

CERN Document Server

Artstein-Avidan, Shiri

2015-01-01

The authors present the theory of asymptotic geometric analysis, a field which lies on the border between geometry and functional analysis. In this field, isometric problems that are typical for geometry in low dimensions are substituted by an "isomorphic" point of view, and an asymptotic approach (as dimension tends to infinity) is introduced. Geometry and analysis meet here in a non-trivial way. Basic examples of geometric inequalities in isomorphic form which are encountered in the book are the "isomorphic isoperimetric inequalities" which led to the discovery of the "concentration phenomen

Integral relations for the asymptotic normalization of the triton

International Nuclear Information System (INIS)

Kim, Y.E.; Sander, C.; Tubis, A.

1976-01-01

Lehman and Gibson have recently derived an integral relation for C/sub t/, the normalization of the n-d tail of the triton wave function. We give (1) a concise alternative derivation of the Lehman-Gibson result, and (2) an explicit evaluation of C/sub t/ in momentum space for the case in which the two-body interaction is not purely local or purely separable. This evaluation in general involves a five dimensional integration

Asymptotic safety guaranteed

DEFF Research Database (Denmark)

Litim, Daniel F.; Sannino, Francesco

2014-01-01

We study the ultraviolet behaviour of four-dimensional quantum field theories involving non-abelian gauge fields, fermions and scalars in the Veneziano limit. In a regime where asymptotic freedom is lost, we explain how the three types of fields cooperate to develop fully interacting ultraviolet ...

Cosmic censorship, persistent curvature and asymptotic causal pathology

International Nuclear Information System (INIS)

Newman, R.P.A.C.

1984-01-01

The paper examines cosmic censorship in general relativity theory. Conformally flat space-times; persistent curvature; weakly asymptotically simple and empty asymptotes; censorship conditions; and the censorship theorem; are all discussed. (U.K.)

The asymptotic behaviour of the maximum likelihood function of Kriging approximations using the Gaussian correlation function

CSIR Research Space (South Africa)

Kok, S

2012-07-01

Full Text Available continuously as the correlation function hyper-parameters approach zero. Since the global minimizer of the maximum likelihood function is an asymptote in this case, it is unclear if maximum likelihood estimation (MLE) remains valid. Numerical ill...

Stable Parameter Estimation for Autoregressive Equations with Random Coefficients

Directory of Open Access Journals (Sweden)

V. B. Goryainov

2014-01-01

Full Text Available In recent yearsthere has been a growing interest in non-linear time series models. They are more flexible than traditional linear models and allow more adequate description of real data. Among these models a autoregressive model with random coefficients plays an important role. It is widely used in various fields of science and technology, for example, in physics, biology, economics and finance. The model parameters are the mean values of autoregressive coefficients. Their evaluation is the main task of model identification. The basic method of estimation is still the least squares method, which gives good results for Gaussian time series, but it is quite sensitive to even small disturbancesin the assumption of Gaussian observations. In this paper we propose estimates, which generalize the least squares estimate in the sense that the quadratic objective function is replaced by an arbitrary convex and even function. Reasonable choice of objective function allows you to keep the benefits of the least squares estimate and eliminate its shortcomings. In particular, you can make it so that they will be almost as effective as the least squares estimate in the Gaussian case, but almost never loose in accuracy with small deviations of the probability distribution of the observations from the Gaussian distribution.The main result is the proof of consistency and asymptotic normality of the proposed estimates in the particular case of the one-parameter model describing the stationary process with finite variance. Another important result is the finding of the asymptotic relative efficiency of the proposed estimates in relation to the least squares estimate. This allows you to compare the two estimates, depending on the probability distribution of innovation process and of autoregressive coefficients. The results can be used to identify an autoregressive process, especially with nonGaussian nature, and/or of autoregressive processes observed with gross

Asymptotic expansions for high-contrast linear elasticity

KAUST Repository

Poveda, Leonardo A.; Huepo, Sebastian; Calo, Victor M.; Galvis, Juan

2015-01-01

We study linear elasticity problems with high contrast in the coefficients using asymptotic limits recently introduced. We derive an asymptotic expansion to solve heterogeneous elasticity problems in terms of the contrast in the coefficients. We study the convergence of the expansion in the H1 norm. © 2015 Elsevier B.V.

Asymptotic expansions for high-contrast linear elasticity

KAUST Repository

Poveda, Leonardo A.

2015-03-01

We study linear elasticity problems with high contrast in the coefficients using asymptotic limits recently introduced. We derive an asymptotic expansion to solve heterogeneous elasticity problems in terms of the contrast in the coefficients. We study the convergence of the expansion in the H1 norm. © 2015 Elsevier B.V.

On asymptotic analysis of spectral problems in elasticity

Directory of Open Access Journals (Sweden)

S.A. Nazarov

Full Text Available The three-dimensional spectral elasticity problem is studied in an anisotropic and inhomogeneous solid with small defects, i.e., inclusions, voids, and microcracks. Asymptotics of eigenfrequencies and the corresponding elastic eigenmodes are constructed and justified. New technicalities of the asymptotic analysis are related to variable coefficients of differential operators, vectorial setting of the problem, and usage of intrinsic integral characteristics of defects. The asymptotic formulae are developed in a form convenient for application in shape optimization and inverse problems.

Correlation- and covariance-supported normalization method for estimating orthodontic trainer treatment for clenching activity.

Science.gov (United States)

Akdenur, B; Okkesum, S; Kara, S; Günes, S

2009-11-01

In this study, electromyography signals sampled from children undergoing orthodontic treatment were used to estimate the effect of an orthodontic trainer on the anterior temporal muscle. A novel data normalization method, called the correlation- and covariance-supported normalization method (CCSNM), based on correlation and covariance between features in a data set, is proposed to provide predictive guidance to the orthodontic technique. The method was tested in two stages: first, data normalization using the CCSNM; second, prediction of normalized values of anterior temporal muscles using an artificial neural network (ANN) with a Levenberg-Marquardt learning algorithm. The data set consists of electromyography signals from right anterior temporal muscles, recorded from 20 children aged 8-13 years with class II malocclusion. The signals were recorded at the start and end of a 6-month treatment. In order to train and test the ANN, two-fold cross-validation was used. The CCSNM was compared with four normalization methods: minimum-maximum normalization, z score, decimal scaling, and line base normalization. In order to demonstrate the performance of the proposed method, prevalent performance-measuring methods, and the mean square error and mean absolute error as mathematical methods, the statistical relation factor R2 and the average deviation have been examined. The results show that the CCSNM was the best normalization method among other normalization methods for estimating the effect of the trainer.

Asymptotic behavior of the nonlinear diffusion equation n/sub t/ = (n-1n/sub x/)/sub x/

International Nuclear Information System (INIS)

Berryman, J.G.; Holland, C.J.

1982-01-01

The asymptotic behavior of the equation n/sub t/ = (ln n)/sub x/x is studied on the finite interval 0 0 and initial data n(x,0)> or =n 0 . We prove that asymptotically ln[n(x,t)/n 0 ]→A exp(-π 2 t/n 0 )2/sup 1/2/ sin πx and also provide rigorous upper and lower bounds on the asymptotic amplitude A in terms of integrals of nonlinear functions of the initial data. The rigorous bounds are compared to values of A obtained from computer experiments. The lower bound L = (2/sup 3/2//π)exp[li(1+Q)-γ], where li is the logarithmic integral, γ is Euler's constant, and Q = (π/2)∫[n(x,0)/n 0 -1]sin πx dx, is found to be the best known estimate of A

Asymptotically free SU(5) models

International Nuclear Information System (INIS)

Kogan, Ya.I.; Ter-Martirosyan, K.A.; Zhelonkin, A.V.

1981-01-01

The behaviour of Yukawa and Higgs effective charges of the minimal SU(5) unification model is investigated. The model includes ν=3 (or more, up to ν=7) generations of quarks and leptons and, in addition, the 24-plet of heavy fermions. A number of solutions of the renorm-group equations are found, which reproduce the known data about quarks and leptons and, due to a special choice of the coupling constants at the unification point are asymptotically free in all charges. The requirement of the asymptotical freedom leads to some restrictions on the masses of particles and on their mixing angles [ru

Global Polynomial Kernel Hazard Estimation

DEFF Research Database (Denmark)

Hiabu, Munir; Miranda, Maria Dolores Martínez; Nielsen, Jens Perch

2015-01-01

This paper introduces a new bias reducing method for kernel hazard estimation. The method is called global polynomial adjustment (GPA). It is a global correction which is applicable to any kernel hazard estimator. The estimator works well from a theoretical point of view as it asymptotically redu...

8. Asymptotically Flat and Regular Cauchy Data

Science.gov (United States)

Dain, Sergio

I describe the construction of a large class of asymptotically flat initial data with non-vanishing mass and angular momentum for which the metric and the extrinsic curvature have asymptotic expansions at space-like infinity in terms of powers of a radial coordinate. I emphasize the motivations and the main ideas behind the proofs.

Estimation of a monotone percentile residual life function under random censorship.

Science.gov (United States)

Franco-Pereira, Alba M; de Uña-Álvarez, Jacobo

2013-01-01

In this paper, we introduce a new estimator of a percentile residual life function with censored data under a monotonicity constraint. Specifically, it is assumed that the percentile residual life is a decreasing function. This assumption is useful when estimating the percentile residual life of units, which degenerate with age. We establish a law of the iterated logarithm for the proposed estimator, and its n-equivalence to the unrestricted estimator. The asymptotic normal distribution of the estimator and its strong approximation to a Gaussian process are also established. We investigate the finite sample performance of the monotone estimator in an extensive simulation study. Finally, data from a clinical trial in primary biliary cirrhosis of the liver are analyzed with the proposed methods. One of the conclusions of our work is that the restricted estimator may be much more efficient than the unrestricted one. © 2012 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Growth Estimators and Confidence Intervals for the Mean of Negative Binomial Random Variables with Unknown Dispersion

Directory of Open Access Journals (Sweden)

David Shilane

2013-01-01

Full Text Available The negative binomial distribution becomes highly skewed under extreme dispersion. Even at moderately large sample sizes, the sample mean exhibits a heavy right tail. The standard normal approximation often does not provide adequate inferences about the data's expected value in this setting. In previous work, we have examined alternative methods of generating confidence intervals for the expected value. These methods were based upon Gamma and Chi Square approximations or tail probability bounds such as Bernstein's inequality. We now propose growth estimators of the negative binomial mean. Under high dispersion, zero values are likely to be overrepresented in the data. A growth estimator constructs a normal-style confidence interval by effectively removing a small, predetermined number of zeros from the data. We propose growth estimators based upon multiplicative adjustments of the sample mean and direct removal of zeros from the sample. These methods do not require estimating the nuisance dispersion parameter. We will demonstrate that the growth estimators' confidence intervals provide improved coverage over a wide range of parameter values and asymptotically converge to the sample mean. Interestingly, the proposed methods succeed despite adding both bias and variance to the normal approximation.

Asymptotic Theory of the Least Squares Estimators of Sinusoidal Signal

National Research Council Canada - National Science Library

Kundu, Debasis

1997-01-01

... normality are derived for the sinusoidal signal under the assumption of normal error (Kundu; 1993) and under the assumptions of independent and identically distributed random variables in Kundu and Mitra...

Asymptotics for the Kummer function of Bose plasmas

International Nuclear Information System (INIS)

Kowalenko, V.; Frankel, N.E.

1993-01-01

The asymptotic expansions for the Kummer function obtained in the study of the linear response of magnetised Bose plasmas at T = 0 K are presented for large and small values of its parameter, thereby displaying the function's asymptotic non-uniformity. The large parameter expansion plays a determining role in the behaviour of these Bose systems in the limit that the external magnetic field B →0. This particular expansion is generalised herein and its validity tested by determining the asymptotic expansion for the Hurwitz zeta function. 18 refs., 1 tab., 2 figs

Estimation of value at risk and conditional value at risk using normal mixture distributions model

Science.gov (United States)

Kamaruzzaman, Zetty Ain; Isa, Zaidi

2013-04-01

Normal mixture distributions model has been successfully applied in financial time series analysis. In this paper, we estimate the return distribution, value at risk (VaR) and conditional value at risk (CVaR) for monthly and weekly rates of returns for FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBMKLCI) from July 1990 until July 2010 using the two component univariate normal mixture distributions model. First, we present the application of normal mixture distributions model in empirical finance where we fit our real data. Second, we present the application of normal mixture distributions model in risk analysis where we apply the normal mixture distributions model to evaluate the value at risk (VaR) and conditional value at risk (CVaR) with model validation for both risk measures. The empirical results provide evidence that using the two components normal mixture distributions model can fit the data well and can perform better in estimating value at risk (VaR) and conditional value at risk (CVaR) where it can capture the stylized facts of non-normality and leptokurtosis in returns distribution.

Estimation of CN Parameter for Small Agricultural Watersheds Using Asymptotic Functions

Directory of Open Access Journals (Sweden)

Tomasz Kowalik

2015-03-01

Full Text Available This paper investigates a possibility of using asymptotic functions to determine the value of curve number (CN parameter as a function of rainfall in small agricultural watersheds. It also compares the actually calculated CN with its values provided in the Soil Conservation Service (SCS National Engineering Handbook Section 4: Hydrology (NEH-4 and Technical Release 20 (TR-20. The analysis showed that empirical CN values presented in the National Engineering Handbook tables differed from the actually observed values. Calculations revealed a strong correlation between the observed CN and precipitation (P. In three of the analyzed watersheds, a typical pattern of the observed CN stabilization during abundant precipitation was perceived. It was found that Model 2, based on a kinetics equation, most effectively described the P-CN relationship. In most cases, the observed CN in the investigated watersheds was similar to the empirical CN, corresponding to average moisture conditions set out by NEH-4. Model 2 also provided the greatest stability of CN at 90% sampled event rainfall.

Estimates and Standard Errors for Ratios of Normalizing Constants from Multiple Markov Chains via Regeneration.

Science.gov (United States)

Doss, Hani; Tan, Aixin

2014-09-01

In the classical biased sampling problem, we have k densities π 1 (·), …, π k (·), each known up to a normalizing constant, i.e. for l = 1, …, k , π l (·) = ν l (·)/ m l , where ν l (·) is a known function and m l is an unknown constant. For each l , we have an iid sample from π l , · and the problem is to estimate the ratios m l /m s for all l and all s . This problem arises frequently in several situations in both frequentist and Bayesian inference. An estimate of the ratios was developed and studied by Vardi and his co-workers over two decades ago, and there has been much subsequent work on this problem from many different perspectives. In spite of this, there are no rigorous results in the literature on how to estimate the standard error of the estimate. We present a class of estimates of the ratios of normalizing constants that are appropriate for the case where the samples from the π l 's are not necessarily iid sequences, but are Markov chains. We also develop an approach based on regenerative simulation for obtaining standard errors for the estimates of ratios of normalizing constants. These standard error estimates are valid for both the iid case and the Markov chain case.

An Asymptotic Approach for the Elastodynamic Problem of a Plate under Impact Loading

Directory of Open Access Journals (Sweden)

Penelope Michalopoulou

2010-01-01

Full Text Available An approach is presented for analyzing the transient elastodynamic problem of a plate under an impact loading. The plate is considered to be in the form of a long strip under plane strain conditions. The loading is taken as a concentrated line force applied normal to the plate surface. It is assumed that this line force is suddenly applied and maintained thereafter (i.e., it is a Heaviside step function of time. Inertia effects are taken into consideration and the problem is treated exactly within the framework of elastodynamic theory. The approach is based on multiple Laplace transforms and on certain asymptotic arguments. In particular, the one-sided Laplace transform is applied to suppress time dependence and the two-sided Laplace transform to suppress the dependence upon a spatial variable (along the extent of the infinite strip. Exact inversions are then followed by invoking the asymptotic Tauber theorem and the Cagniard-deHoop technique. Various extensions of this basic analysis are also discussed.

Komar integrals in asymptotically anti-de Sitter space-times

International Nuclear Information System (INIS)

Magnon, A.

1985-01-01

Recently, boundary conditions governing the asymptotic behavior of the gravitational field in the presence of a negative cosmological constant have been introduced using Penrose's conformal techniques. The subsequent analysis has led to expressions of conserved quantities (associated with asymptotic symmetries) involving asymptotic Weyl curvature. On the other hand, if the underlying space-time is equipped with isometries, a generalization of the Komar integral which incorporates the cosmological constant is also available. Thus, in the presence of an isometry, one is faced with two apparently unrelated definitions. It is shown that these definitions agree. This coherence supports the choice of boundary conditions for asymptotically anti-de Sitter space-times and reinforces the definitions of conserved quantities

Edgeworth expansion for the pre-averaging estimator

DEFF Research Database (Denmark)

Podolskij, Mark; Veliyev, Bezirgen; Yoshida, Nakahiro

In this paper, we study the Edgeworth expansion for a pre-averaging estimator of quadratic variation in the framework of continuous diffusion models observed with noise. More specifically, we obtain a second order expansion for the joint density of the estimators of quadratic variation and its...... asymptotic variance. Our approach is based on martingale embedding, Malliavin calculus and stable central limit theorems for continuous diffusions. Moreover, we derive the density expansion for the studentized statistic, which might be applied to construct asymptotic confidence regions....

Preheating in an asymptotically safe quantum field theory

DEFF Research Database (Denmark)

Svendsen, Ole; Moghaddam, Hossein Bazrafshan; Brandenberger, Robert

2016-01-01

. High Energy Phys. 01 (2016) 081]. These theories allow for an inflationary phase in the very early universe. Inflation ends with a period of reheating. Since the models contain many scalar fields which are intrinsically coupled to the inflaton there is the possibility of parametric resonance...... fluctuations induced by the parametrically amplified entropy modes do not exceed the upper observational bounds puts a lower bound on the number of fields which the model followed in [D. F. Litim and F. Sannino, Asymptotic safety guaranteed, J. High Energy Phys. 12 (2014) 178; D. F. Litim, M. Mojaza, and F......We consider reheating in a class of asymptotically safe quantum field theories recently studied in [D. F. Litim and F. Sannino, Asymptotic safety guaranteed, J. High Energy Phys. 12 (2014) 178; D. F. Litim, M. Mojaza, and F. Sannino, Vacuum stability of asymptotically safe gauge-Yukawa theories, J...

Cucker-Smale model with normalized communication weights and time delay

KAUST Repository

Choi, Young-Pil; Haskovec, Jan

2017-01-01

We study a Cucker-Smale-type system with time delay in which agents interact with each other through normalized communication weights. We construct a Lyapunov functional for the system and provide sufficient conditions for asymptotic flocking, i

A method for summing nonalternating asymptotic series

International Nuclear Information System (INIS)

Kazakov, D.I.

1980-01-01

A method for reconstructing a function from its nonalternating asymptotic series is proposed. It can also be applied when only a limited number of coefficients and their high order asymptotic behaviour are known. The method is illustrated by examples of the ordinary simple integral simulating a functional integral in a theory with degenerate minimum and of the double-well unharmonic oscillator

Asymptotic Analysis in MIMO MRT/MRC Systems

Directory of Open Access Journals (Sweden)

Zhou Quan

2006-01-01

Full Text Available Through the analysis of the probability density function of the squared largest singular value of a complex Gaussian matrix at the origin and tail, we obtain two asymptotic results related to the multi-input multi-output (MIMO maximum-ratio-transmission/maximum-ratio-combining (MRT/MRC systems. One is the asymptotic error performance (in terms of SNR in a single-user system, and the other is the asymptotic system capacity (in terms of the number of users in the multiuser scenario when multiuser diversity is exploited. Similar results are also obtained for two other MIMO diversity schemes, space-time block coding and selection combining. Our results reveal a simple connection with system parameters, providing good insights for the design of MIMO diversity systems.

Asymptotic distributions of coalescence times and ancestral lineage numbers for populations with temporally varying size.

Science.gov (United States)

Chen, Hua; Chen, Kun

2013-07-01

The distributions of coalescence times and ancestral lineage numbers play an essential role in coalescent modeling and ancestral inference. Both exact distributions of coalescence times and ancestral lineage numbers are expressed as the sum of alternating series, and the terms in the series become numerically intractable for large samples. More computationally attractive are their asymptotic distributions, which were derived in Griffiths (1984) for populations with constant size. In this article, we derive the asymptotic distributions of coalescence times and ancestral lineage numbers for populations with temporally varying size. For a sample of size n, denote by Tm the mth coalescent time, when m + 1 lineages coalesce into m lineages, and An(t) the number of ancestral lineages at time t back from the current generation. Similar to the results in Griffiths (1984), the number of ancestral lineages, An(t), and the coalescence times, Tm, are asymptotically normal, with the mean and variance of these distributions depending on the population size function, N(t). At the very early stage of the coalescent, when t → 0, the number of coalesced lineages n - An(t) follows a Poisson distribution, and as m → n, $$n\\left(n-1\\right){T}_{m}/2N\\left(0\\right)$$ follows a gamma distribution. We demonstrate the accuracy of the asymptotic approximations by comparing to both exact distributions and coalescent simulations. Several applications of the theoretical results are also shown: deriving statistics related to the properties of gene genealogies, such as the time to the most recent common ancestor (TMRCA) and the total branch length (TBL) of the genealogy, and deriving the allele frequency spectrum for large genealogies. With the advent of genomic-level sequencing data for large samples, the asymptotic distributions are expected to have wide applications in theoretical and methodological development for population genetic inference.

Asymptotic failure rate of a continuously monitored system

International Nuclear Information System (INIS)

Grall, A.; Dieulle, L.; Berenguer, C.; Roussignol, M.

2006-01-01

This paper deals with a perfectly continuously monitored system which gradually and stochastically deteriorates. The system is renewed by a delayed maintenance operation, which is triggered when the measured deterioration level exceeds an alarm threshold. A mathematical model is developed to study the asymptotic behavior of the reliability function. A procedure is proposed which allows us to identify the asymptotic failure rate of the maintained system. Numerical experiments illustrate the efficiency of the proposed procedure and emphasize the relevance of the asymptotic failure rate as an interesting indicator for the evaluation of the control-limit preventive replacement policy

Asymptotic failure rate of a continuously monitored system

Energy Technology Data Exchange (ETDEWEB)

Grall, A. [Institut des Sciences et Technologies de l' Information de Troyes (CNRS-FRE 2732), Equipe de Modelisation et de Surete des Systemes, Universite de Technologie de Troyes, 12 rue Marie Curie, BP 2060, 10010 Troyes Cedex (France)]. E-mail: antoine.grall@utt.fr; Dieulle, L. [Institut des Sciences et Technologies de l' Information de Troyes (CNRS-FRE 2732), Equipe de Modelisation et de Surete des Systemes, Universite de Technologie de Troyes, 12 rue Marie Curie, BP 2060, 10010 Troyes Cedex (France)]. E-mail: laurence.dieulle@utt.fr; Berenguer, C. [Institut des Sciences et Technologies de l' Information de Troyes (CNRS-FRE 2732), Equipe de Modelisation et de Surete des Systemes, Universite de Technologie de Troyes, 12 rue Marie Curie, BP 2060, 10010 Troyes Cedex (France)]. E-mail: christophe.berenguer@utt.fr; Roussignol, M. [Laboratoire d' Analyse et de Mathematiques Appliquees, Universite de Marne la Vallee, 5 bd Descartes, Champs sur Marne, 77454 Marne la Vallee, Cedex 2 (France)]. E-mail: michel.roussignol@univ-mlv.fr

2006-02-01

This paper deals with a perfectly continuously monitored system which gradually and stochastically deteriorates. The system is renewed by a delayed maintenance operation, which is triggered when the measured deterioration level exceeds an alarm threshold. A mathematical model is developed to study the asymptotic behavior of the reliability function. A procedure is proposed which allows us to identify the asymptotic failure rate of the maintained system. Numerical experiments illustrate the efficiency of the proposed procedure and emphasize the relevance of the asymptotic failure rate as an interesting indicator for the evaluation of the control-limit preventive replacement policy.

Comment on 'Asymptotic form of the Kohn-Sham correlation potential'

International Nuclear Information System (INIS)

Holas, A.

2008-01-01

For finite systems that have the energetically highest-occupied molecular orbital (HOMO) with an asymptotic nodal surface, Joubert demonstrated recently [Phys. Rev. A 76, 012501 (2007)] strongly anisotropic behavior (in the asymptotic large-r region) of the exact correlation potential of density-functional theory. As is shown by us, this result is a direct and simple consequence of the strong anisotropy of the exact exchange potential obtained by Della Sala and Goerling [Phys. Rev. Lett. 89, 033003 (2002); Della Sala and GoerlingJ. Chem. Phys. 116, 5374 (2002)] and the assumption about the asymptotic isotropy of the Kohn-Sham (KS) potential (based on the investigation of Almbladh and von Barth [Phys. Rev. B 31, 3231 (1985)] for atoms). Joubert's result remains a hypothesis only, because the last assumption is in contradiction with the asymptotic strong anisotropy of the KS potential for systems with asymptotic nodal surface of the HOMO, demonstrated by Wu, Ayers, and Yang [J. Chem. Phys. 119, 2978 (2003)]. The correlation potential in the asymptotic region, stemming from their results, is given

Pseudo-random number generator based on asymptotic deterministic randomness

Science.gov (United States)

Wang, Kai; Pei, Wenjiang; Xia, Haishan; Cheung, Yiu-ming

2008-06-01

A novel approach to generate the pseudorandom-bit sequence from the asymptotic deterministic randomness system is proposed in this Letter. We study the characteristic of multi-value correspondence of the asymptotic deterministic randomness constructed by the piecewise linear map and the noninvertible nonlinearity transform, and then give the discretized systems in the finite digitized state space. The statistic characteristics of the asymptotic deterministic randomness are investigated numerically, such as stationary probability density function and random-like behavior. Furthermore, we analyze the dynamics of the symbolic sequence. Both theoretical and experimental results show that the symbolic sequence of the asymptotic deterministic randomness possesses very good cryptographic properties, which improve the security of chaos based PRBGs and increase the resistance against entropy attacks and symbolic dynamics attacks.

Pseudo-random number generator based on asymptotic deterministic randomness

International Nuclear Information System (INIS)

Wang Kai; Pei Wenjiang; Xia Haishan; Cheung Yiuming

2008-01-01

A novel approach to generate the pseudorandom-bit sequence from the asymptotic deterministic randomness system is proposed in this Letter. We study the characteristic of multi-value correspondence of the asymptotic deterministic randomness constructed by the piecewise linear map and the noninvertible nonlinearity transform, and then give the discretized systems in the finite digitized state space. The statistic characteristics of the asymptotic deterministic randomness are investigated numerically, such as stationary probability density function and random-like behavior. Furthermore, we analyze the dynamics of the symbolic sequence. Both theoretical and experimental results show that the symbolic sequence of the asymptotic deterministic randomness possesses very good cryptographic properties, which improve the security of chaos based PRBGs and increase the resistance against entropy attacks and symbolic dynamics attacks

Numerical algorithms for uniform Airy-type asymptotic expansions

NARCIS (Netherlands)

N.M. Temme (Nico)

1997-01-01

textabstractAiry-type asymptotic representations of a class of special functions are considered from a numerical point of view. It is well known that the evaluation of the coefficients of the asymptotic series near the transition point is a difficult problem. We discuss two methods for computing

H. David Politzer, Asymptotic Freedom, and Strong Interaction

Science.gov (United States)

dropdown arrow Site Map A-Z Index Menu Synopsis H. David Politzer, Asymptotic Freedom, and Strong Interaction Resources with Additional Information H. David Politzer Photo Credit: California Institute of Technology H. David Politzer has won the 2004 Nobel Prize in Physics 'for the discovery of asymptotic freedom

AVACOM-ETAP, Availability and Element Transient and Asymptotic Repair Process

International Nuclear Information System (INIS)

Reina, G.

1987-01-01

1 - Description of program or function: In reliability theory, the term 'availability' generally indicates the probability of the proper functioning of a system or of a component at a general time t when various possible replacement or repair policies are considered. AVACOM-ETARP calculates the transient and asymptotic availability of a component subject to a repair process with generic failure and repair laws. Five of the most commonly used distributions have been included as options: exponential, normal; lognormal; gamma; Weibull. 2 - Method of solution: The used mathematical model considers the failure-restoration process as a 2-state non-homogeneous Markov process containing the homogeneous Markov one as a particular case

Stark resonances: asymptotics and distributional Borel sum

International Nuclear Information System (INIS)

Caliceti, E.; Grecchi, V.; Maioli, M.

1993-01-01

We prove that the Stark effect perturbation theory of a class of bound states uniquely determines the position and the width of the resonances by Distributional Borel Sum. In particular the small field asymptotics of the width is uniquely related to the large order asymptotics of the perturbation coefficients. Similar results apply to all the ''resonances'' of the anharmonic and double well oscillators. (orig.)

Asymptotic freedom without guilt

International Nuclear Information System (INIS)

Ma, E.

1979-01-01

The notion of asymptotic freedom in quantum chromodynamics is explained on general physical grounds, without invoking the formal arguments of renormalizable quantum field theory. The related concept of quark confinement is also discussed along the same line. 5 references

Multiple normalized solutions for a planar gauged nonlinear Schrödinger equation

Science.gov (United States)

Luo, Xiao

2018-06-01

We study the existence, multiplicity, quantitative property and asymptotic behavior of normalized solutions for a gauged nonlinear Schrödinger equation arising from the Chern-Simons theory Δ u + ω u +|x|^2u+ λ ( {{h^2}(| x | )}/{{{| x | ^2}}} + \\int \\limits _{| x | }^{ + ∞} {{h(s)}/s} {u^2}(s)ds) u = {| u | ^{p - 2}}u,\\quad x\\in R^2, where ω \\in R, λ >0, p>4 and h(s) = 1/2\\int \\limits _0^s {r{u^2}(r)dr} . Combining constraint minimization method and minimax principle, we prove that the problem possesses at least two normalized solutions: One is a ground state and the other is an excited state. Furthermore, the asymptotic behavior and quantitative property of the ground state are analyzed.

Asymptotic shape of solutions to the perturbed simple pendulum problems

Directory of Open Access Journals (Sweden)

Tetsutaro Shibata

2007-05-01

Full Text Available We consider the positive solution of the perturbed simple pendulum problem $$ u''(r + frac{N-1}{r}u'(r - g(u(t + lambda sin u(r = 0, $$ with $0 < r < R$, $ u'(0 = u(R = 0$. To understand well the shape of the solution $u_lambda$ when $lambda gg 1$, we establish the leading and second terms of $Vert u_lambdaVert_q$ ($1 le q < infty$ with the estimate of third term as $lambda o infty$. We also obtain the asymptotic formula for $u_lambda'(R$ as $lambda o infty$.

Conformal Phase Diagram of Complete Asymptotically Free Theories

DEFF Research Database (Denmark)

Pica, Claudio; Ryttov, Thomas A.; Sannino, Francesco

2017-01-01

function. We provide the general conditions that the beta function coefficients must abide for the theory to be completely asymptotically free while simultaneously possessing an infrared stable fixed point. We also uncover special trajectories in coupling space along which some couplings are both...... asymptotically safe and infrared conformal....

Asymptotic representation theorems for poverty indices | Lo | Afrika ...

African Journals Online (AJOL)

Abstract. We set general conditions under which the general poverty index, which summarizes all the available indices, is asymptotically represented with some empirical processes. This representation theorem offers a general key, in most directions, for the asymptotic of the bulk of poverty indices and issues in poverty ...

Behavior of asymptotically electro-Λ spacetimes

Science.gov (United States)

Saw, Vee-Liem

2017-04-01

We present the asymptotic solutions for spacetimes with nonzero cosmological constant Λ coupled to Maxwell fields, using the Newman-Penrose formalism. This extends a recent work that dealt with the vacuum Einstein (Newman-Penrose) equations with Λ ≠0 . The results are given in two different null tetrads: the Newman-Unti and Szabados-Tod null tetrads, where the peeling property is exhibited in the former but not the latter. Using these asymptotic solutions, we discuss the mass loss of an isolated electrogravitating system with cosmological constant. In a universe with Λ >0 , the physics of electromagnetic (EM) radiation is relatively straightforward compared to those of gravitational radiation: (1) It is clear that outgoing EM radiation results in a decrease to the Bondi mass of the isolated system. (2) It is also perspicuous that if any incoming EM radiation from elsewhere is present, those beyond the isolated system's cosmological horizon would eventually arrive at the spacelike I and increase the Bondi mass of the isolated system. Hence, the (outgoing and incoming) EM radiation fields do not couple with Λ in the Bondi mass-loss formula in an unusual manner, unlike the gravitational counterpart where outgoing gravitational radiation induces nonconformal flatness of I . These asymptotic solutions to the Einstein-Maxwell-de Sitter equations presented here may be used to extend a raft of existing results based on Newman-Unti's asymptotic solutions to the Einstein-Maxwell equations where Λ =0 , to now incorporate the cosmological constant Λ .

Numerical integration of asymptotic solutions of ordinary differential equations

Science.gov (United States)

Thurston, Gaylen A.

1989-01-01

Classical asymptotic analysis of ordinary differential equations derives approximate solutions that are numerically stable. However, the analysis also leads to tedious expansions in powers of the relevant parameter for a particular problem. The expansions are replaced with integrals that can be evaluated by numerical integration. The resulting numerical solutions retain the linear independence that is the main advantage of asymptotic solutions. Examples, including the Falkner-Skan equation from laminar boundary layer theory, illustrate the method of asymptotic analysis with numerical integration.

Statistical methods for estimating normal blood chemistry ranges and variance in rainbow trout (Salmo gairdneri), Shasta Strain

Science.gov (United States)

Wedemeyer, Gary A.; Nelson, Nancy C.

1975-01-01

Gaussian and nonparametric (percentile estimate and tolerance interval) statistical methods were used to estimate normal ranges for blood chemistry (bicarbonate, bilirubin, calcium, hematocrit, hemoglobin, magnesium, mean cell hemoglobin concentration, osmolality, inorganic phosphorus, and pH for juvenile rainbow (Salmo gairdneri, Shasta strain) trout held under defined environmental conditions. The percentile estimate and Gaussian methods gave similar normal ranges, whereas the tolerance interval method gave consistently wider ranges for all blood variables except hemoglobin. If the underlying frequency distribution is unknown, the percentile estimate procedure would be the method of choice.

Exact asymptotic expansions for solutions of multi-dimensional renewal equations

International Nuclear Information System (INIS)

Sgibnev, M S

2006-01-01

We derive expansions with exact asymptotic expressions for the remainders for solutions of multi-dimensional renewal equations. The effect of the roots of the characteristic equation on the asymptotic representation of solutions is taken into account. The resulting formulae are used to investigate the asymptotic behaviour of the average number of particles in age-dependent branching processes having several types of particles

Asymptotic stability of a catalyst particle

DEFF Research Database (Denmark)

Wedel, Stig; Michelsen, Michael L.; Villadsen, John

1977-01-01

The catalyst asymptotic stability problem is studied by means of several new methods that allow accurate solutions to be calculated where other methods have given qualitatively erroneous results. The underlying eigenvalue problem is considered in three limiting situations Le = ∞, 1 and 0. These a......The catalyst asymptotic stability problem is studied by means of several new methods that allow accurate solutions to be calculated where other methods have given qualitatively erroneous results. The underlying eigenvalue problem is considered in three limiting situations Le = ∞, 1 and 0...

Non-Asymptotic Confidence Sets for Circular Means

Directory of Open Access Journals (Sweden)

Thomas Hotz

2016-10-01

Full Text Available The mean of data on the unit circle is defined as the minimizer of the average squared Euclidean distance to the data. Based on Hoeffding’s mass concentration inequalities, non-asymptotic confidence sets for circular means are constructed which are universal in the sense that they require no distributional assumptions. These are then compared with asymptotic confidence sets in simulations and for a real data set.

How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?

DEFF Research Database (Denmark)

Veraart, Almut

2011-01-01

and present a new estimator for the asymptotic "variance" of the centered realised variance in the presence of jumps. Next, we compare the finite sample performance of the various estimators by means of detailed Monte Carlo studies. Here we study the impact of the jump activity, of the jump size of the jumps......This paper studies the impact of jumps on volatility estimation and inference based on various realised variation measures such as realised variance, realised multipower variation and truncated realised multipower variation. We review the asymptotic theory of those realised variation measures...... in the price and of the presence of additional independent or dependent jumps in the volatility. We find that the finite sample performance of realised variance and, in particular, of log--transformed realised variance is generally good, whereas the jump--robust statistics tend to struggle in the presence...

Monte Carlo comparison of four normality tests using different entropy estimates

Czech Academy of Sciences Publication Activity Database

Esteban, M. D.; Castellanos, M. E.; Morales, D.; Vajda, Igor

2001-01-01

Roč. 30, č. 4 (2001), s. 761-785 ISSN 0361-0918 R&D Projects: GA ČR GA102/99/1137 Institutional research plan: CEZ:AV0Z1075907 Keywords : test of normality * entropy test and entropy estimator * table of critical values Subject RIV: BD - Theory of Information Impact factor: 0.153, year: 2001

Asymptotic freedom

International Nuclear Information System (INIS)

Meyer, P.

1978-01-01

After having established the renormalization group equations and the possibilities of fixed points for the effective coupling constants the non abelian gauge theories are shown to have the property of asymptotic freedom. These results are applied to the colour gauge group of the strong interactions of quarks and gluons. The behavior of the moments of the structure functions of the deep inelastic scattering of leptons on nucleons (scaling and its logarithmic violations) is then deduced with using the Wilson's operator product expansion [fr

Cookbook asymptotics for spiral and scroll waves in excitable media.

Science.gov (United States)

Margerit, Daniel; Barkley, Dwight

2002-09-01

Algebraic formulas predicting the frequencies and shapes of waves in a reaction-diffusion model of excitable media are presented in the form of four recipes. The formulas themselves are based on a detailed asymptotic analysis (published elsewhere) of the model equations at leading order and first order in the asymptotic parameter. The importance of the first order contribution is stressed throughout, beginning with a discussion of the Fife limit, Fife scaling, and Fife regime. Recipes are given for spiral waves and detailed comparisons are presented between the asymptotic predictions and the solutions of the full reaction-diffusion equations. Recipes for twisted scroll waves with straight filaments are given and again comparisons are shown. The connection between the asymptotic results and filament dynamics is discussed, and one of the previously unknown coefficients in the theory of filament dynamics is evaluated in terms of its asymptotic expansion. (c) 2002 American Institute of Physics.

Asymptotic propagators and trajectories in plasma turbulence theory. The importance of irreversibility, asymptoticity and non-Markovian terms

International Nuclear Information System (INIS)

Misguich, J.H.

1978-09-01

The physical meaning of perturbed trajectories in turbulent fields is analysed. Special care is devoted to the asymptotic description of average trajectories for long time intervals, as occuring in many recent plasma turbulence theories. Equivalence is proved between asymptotic average trajectories described as well (i) by the propagators V(t,t-tau) for retrodiction and Wsub(J)(t,t+tau) for prediction, and (ii) by the long time secular behavior of the solution of the equations of motion. This confirms the equivalence between perturbed orbit theories and renormalized theories, including non-Markovian contributions

An asymptotical machine

Science.gov (United States)

Cristallini, Achille

2016-07-01

A new and intriguing machine may be obtained replacing the moving pulley of a gun tackle with a fixed point in the rope. Its most important feature is the asymptotic efficiency. Here we obtain a satisfactory description of this machine by means of vector calculus and elementary trigonometry. The mathematical model has been compared with experimental data and briefly discussed.

Asymptotic safety of gravity with matter

Science.gov (United States)

Christiansen, Nicolai; Litim, Daniel F.; Pawlowski, Jan M.; Reichert, Manuel

2018-05-01

We study the asymptotic safety conjecture for quantum gravity in the presence of matter fields. A general line of reasoning is put forward explaining why gravitons dominate the high-energy behavior, largely independently of the matter fields as long as these remain sufficiently weakly coupled. Our considerations are put to work for gravity coupled to Yang-Mills theories with the help of the functional renormalization group. In an expansion about flat backgrounds, explicit results for beta functions, fixed points, universal exponents, and scaling solutions are given in systematic approximations exploiting running propagators, vertices, and background couplings. Invariably, we find that the gauge coupling becomes asymptotically free while the gravitational sector becomes asymptotically safe. The dependence on matter field multiplicities is weak. We also explain how the scheme dependence, which is more pronounced, can be handled without changing the physics. Our findings offer a new interpretation of many earlier results, which is explained in detail. The results generalize to theories with minimally coupled scalar and fermionic matter. Some implications for the ultraviolet closure of the Standard Model or its extensions are given.

Adjusting estimative prediction limits

OpenAIRE

Masao Ueki; Kaoru Fueda

2007-01-01

This note presents a direct adjustment of the estimative prediction limit to reduce the coverage error from a target value to third-order accuracy. The adjustment is asymptotically equivalent to those of Barndorff-Nielsen & Cox (1994, 1996) and Vidoni (1998). It has a simpler form with a plug-in estimator of the coverage probability of the estimative limit at the target value. Copyright 2007, Oxford University Press.

Weak Properties and Robustness of t-Hill Estimators

Czech Academy of Sciences Publication Activity Database

Jordanova, P.; Fabián, Zdeněk; Hermann, P.; Střelec, L.; Rivera, A.; Girard, S.; Torres, S.; Stehlík, M.

2016-01-01

Roč. 19, č. 4 (2016), s. 591-626 ISSN 1386-1999 Institutional support: RVO:67985807 Keywords : asymptotic properties of estimators * point estimation * t-Hill estimator * t-lgHill estimator Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 1.679, year: 2016

Asymptotically anti-de Sitter spacetimes in topologically massive gravity

International Nuclear Information System (INIS)

Henneaux, Marc; Martinez, Cristian; Troncoso, Ricardo

2009-01-01

We consider asymptotically anti-de Sitter spacetimes in three-dimensional topologically massive gravity with a negative cosmological constant, for all values of the mass parameter μ (μ≠0). We provide consistent boundary conditions that accommodate the recent solutions considered in the literature, which may have a slower falloff than the one relevant for general relativity. These conditions are such that the asymptotic symmetry is in all cases the conformal group, in the sense that they are invariant under asymptotic conformal transformations and that the corresponding Virasoro generators are finite. It is found that, at the chiral point |μl|=1 (where l is the anti-de Sitter radius), allowing for logarithmic terms (absent for general relativity) in the asymptotic behavior of the metric makes both sets of Virasoro generators nonzero even though one of the central charges vanishes.

Asymptotic series and functional integrals in quantum field theory

International Nuclear Information System (INIS)

Shirkov, D.V.

1979-01-01

Investigations of the methods for analyzing ultra-violet and infrared asymptotics in the quantum field theory (QFT) have been reviewed. A powerful method of the QFT analysis connected with the group property of renormalized transformations has been created at the first stage. The result of the studies of the second period is the constructive solution of the problem of outgoing the framework of weak coupling. At the third stage of studies essential are the asymptotic series and functional integrals in the QFT, which are used for obtaining the asymptotic type of the power expansion coefficients in the coupling constant at high values of the exponents for a number of simple models. Further advance to higher values of the coupling constant requires surmounting the difficulties resulting from the asymptotic character of expansions and a constructive application in the region of strong coupling (g >> 1)

On Estimation and Testing for Pareto Tails

Czech Academy of Sciences Publication Activity Database

Jordanova, P.; Stehlík, M.; Fabián, Zdeněk; Střelec, L.

2013-01-01

Roč. 22, č. 1 (2013), s. 89-108 ISSN 0204-9805 Institutional support: RVO:67985807 Keywords : testing against heavy tails * asymptotic properties of estimators * point estimation Subject RIV: BB - Applied Statistics, Operational Research

Parametric estimation of covariance function in Gaussian-process based Kriging models. Application to uncertainty quantification for computer experiments

International Nuclear Information System (INIS)

Bachoc, F.

2013-01-01

The parametric estimation of the covariance function of a Gaussian process is studied, in the framework of the Kriging model. Maximum Likelihood and Cross Validation estimators are considered. The correctly specified case, in which the covariance function of the Gaussian process does belong to the parametric set used for estimation, is first studied in an increasing-domain asymptotic framework. The sampling considered is a randomly perturbed multidimensional regular grid. Consistency and asymptotic normality are proved for the two estimators. It is then put into evidence that strong perturbations of the regular grid are always beneficial to Maximum Likelihood estimation. The incorrectly specified case, in which the covariance function of the Gaussian process does not belong to the parametric set used for estimation, is then studied. It is shown that Cross Validation is more robust than Maximum Likelihood in this case. Finally, two applications of the Kriging model with Gaussian processes are carried out on industrial data. For a validation problem of the friction model of the thermal-hydraulic code FLICA 4, where experimental results are available, it is shown that Gaussian process modeling of the FLICA 4 code model error enables to considerably improve its predictions. Finally, for a meta modeling problem of the GERMINAL thermal-mechanical code, the interest of the Kriging model with Gaussian processes, compared to neural network methods, is shown. (author) [fr

Asymptotically shear-free and twist-free null geodesic congruences

International Nuclear Information System (INIS)

Kozameh, Carlos; Newman, Ezra T

2007-01-01

The Robinson-Trautman spacetime is a special case of asymptotically flat spacetimes that possess asymptotically shear-free and twist-free (surface forming) null geodesic congruences. In this paper we show that, although they are rare, a larger class of asymptotically flat spacetimes with this property does exist. In particular, we display the class of spacetimes that possess this dual property and demonstrate how these congruences can be found. In addition, we show that in each case the congruence is isolated in the sense that there are no other neighbouring congruences with this dual property

Asymptotics for Large Time of Global Solutions to the Generalized Kadomtsev-Petviashvili Equation

Science.gov (United States)

Hayashi, Nakao; Naumkin, Pavel I.; Saut, Jean-Claude

We study the large time asymptotic behavior of solutions to the generalized Kadomtsev-Petviashvili (KP) equations where σ= 1 or σ=- 1. When ρ= 2 and σ=- 1, (KP) is known as the KPI equation, while ρ= 2, σ=+ 1 corresponds to the KPII equation. The KP equation models the propagation along the x-axis of nonlinear dispersive long waves on the surface of a fluid, when the variation along the y-axis proceeds slowly [10]. The case ρ= 3, σ=- 1 has been found in the modeling of sound waves in antiferromagnetics [15]. We prove that if ρ>= 3 is an integer and the initial data are sufficiently small, then the solution u of (KP) satisfies the following estimates: for all t∈R, where κ= 1 if ρ= 3 and κ= 0 if ρ>= 4. We also find the large time asymptotics for the solution.

Heat Kernel Asymptotics of Zaremba Boundary Value Problem

Energy Technology Data Exchange (ETDEWEB)

Avramidi, Ivan G. [Department of Mathematics, New Mexico Institute of Mining and Technology (United States)], E-mail: iavramid@nmt.edu

2004-03-15

The Zaremba boundary-value problem is a boundary value problem for Laplace-type second-order partial differential operators acting on smooth sections of a vector bundle over a smooth compact Riemannian manifold with smooth boundary but with discontinuous boundary conditions, which include Dirichlet boundary conditions on one part of the boundary and Neumann boundary conditions on another part of the boundary. We study the heat kernel asymptotics of Zaremba boundary value problem. The construction of the asymptotic solution of the heat equation is described in detail and the heat kernel is computed explicitly in the leading approximation. Some of the first nontrivial coefficients of the heat kernel asymptotic expansion are computed explicitly.

On the Ergodic Capacity of Dual-Branch Correlated Log-Normal Fading Channels with Applications

KAUST Repository

Al-Quwaiee, Hessa

2015-05-01

Closed-form expressions of the ergodic capacity of independent or correlated diversity branches over Log-Normal fading channels are not available in the literature. Thus, it is become of an interest to investigate the behavior of such metric at high signal-to-noise (SNR). In this work, we propose simple closed-form asymptotic expressions of the ergodic capacity of dual-branch correlated Log- Normal corresponding to selection combining, and switch-and-stay combining. Furthermore, we capitalize on these new results to find new asymptotic ergodic capacity of correlated dual- branch free-space optical communication system under the impact of pointing error with both heterodyne and intensity modulation/direct detection. © 2015 IEEE.

Null Geodesic Congruences, Asymptotically-Flat Spacetimes and Their Physical Interpretation

Directory of Open Access Journals (Sweden)

Timothy M. Adamo

2009-09-01

Full Text Available A priori, there is nothing very special about shear-free or asymptotically shear-free null geodesic congruences. Surprisingly, however, they turn out to possess a large number of fascinating geometric properties and to be closely related, in the context of general relativity, to a variety of physically significant effects. It is the purpose of this paper to try to fully develop these issues. This work starts with a detailed exposition of the theory of shear-free and asymptotically shear-free null geodesic congruences, i.e., congruences with shear that vanishes at future conformal null infinity. A major portion of the exposition lies in the analysis of the space of regular shear-free and asymptotically shear-free null geodesic congruences. This analysis leads to the space of complex analytic curves in complex Minkowski space. They in turn play a dominant role in the applications. The applications center around the problem of extracting interior physical properties of an asymptotically-flat spacetime directly from the asymptotic gravitational (and Maxwell field itself, in analogy with the determination of total charge by an integral over the Maxwell field at infinity or the identification of the interior mass (and its loss by (Bondi’s integrals of the Weyl tensor, also at infinity. More specifically, we will see that the asymptotically shear-free congruences lead us to an asymptotic definition of the center-of-mass and its equations of motion. This includes a kinematic meaning, in terms of the center-of-mass motion, for the Bondi three-momentum. In addition, we obtain insights into intrinsic spin and, in general, angular momentum, including an angular-momentum–conservation law with well-defined flux terms. When a Maxwell field is present, the asymptotically shear-free congruences allow us to determine/define at infinity a center-of-charge world line and intrinsic magnetic dipole moment.

Null Geodesic Congruences, Asymptotically-Flat Spacetimes and Their Physical Interpretation

Directory of Open Access Journals (Sweden)

Timothy M. Adamo

2012-01-01

Full Text Available A priori, there is nothing very special about shear-free or asymptotically shear-free null geodesic congruences. Surprisingly, however, they turn out to possess a large number of fascinating geometric properties and to be closely related, in the context of general relativity, to a variety of physically significant effects. It is the purpose of this paper to try to fully develop these issues. This work starts with a detailed exposition of the theory of shear-free and asymptotically shear-free null geodesic congruences, i.e., congruences with shear that vanishes at future conformal null infinity. A major portion of the exposition lies in the analysis of the space of regular shear-free and asymptotically shear-free null geodesic congruences. This analysis leads to the space of complex analytic curves in an auxiliary four-complex dimensional space, H-space. They in turn play a dominant role in the applications. The applications center around the problem of extracting interior physical properties of an asymptotically-flat spacetime directly from the asymptotic gravitational (and Maxwell field itself, in analogy with the determination of total charge by an integral over the Maxwell field at infinity or the identification of the interior mass (and its loss by (Bondi's integrals of the Weyl tensor, also at infinity. More specifically, we will see that the asymptotically shear-free congruences lead us to an asymptotic definition of the center-of-mass and its equations of motion. This includes a kinematic meaning, in terms of the center-of-mass motion, for the Bondi three-momentum. In addition, we obtain insights into intrinsic spin and, in general, angular momentum, including an angular-momentum--conservation law with well-defined flux terms. When a Maxwell field is present, the asymptotically shear-free congruences allow us to determine/define at infinity a center-of-charge world line and intrinsic magnetic dipole moment.

Null Geodesic Congruences, Asymptotically-Flat Spacetimes and Their Physical Interpretation.

Science.gov (United States)

Adamo, Timothy M; Newman, Ezra T; Kozameh, Carlos

2012-01-01

A priori, there is nothing very special about shear-free or asymptotically shear-free null geodesic congruences. Surprisingly, however, they turn out to possess a large number of fascinating geometric properties and to be closely related, in the context of general relativity, to a variety of physically significant effects. It is the purpose of this paper to try to fully develop these issues. This work starts with a detailed exposition of the theory of shear-free and asymptotically shear-free null geodesic congruences, i.e., congruences with shear that vanishes at future conformal null infinity. A major portion of the exposition lies in the analysis of the space of regular shear-free and asymptotically shear-free null geodesic congruences. This analysis leads to the space of complex analytic curves in an auxiliary four-complex dimensional space, [Formula: see text]-space. They in turn play a dominant role in the applications. The applications center around the problem of extracting interior physical properties of an asymptotically-flat spacetime directly from the asymptotic gravitational (and Maxwell) field itself, in analogy with the determination of total charge by an integral over the Maxwell field at infinity or the identification of the interior mass (and its loss) by (Bondi's) integrals of the Weyl tensor, also at infinity. More specifically, we will see that the asymptotically shear-free congruences lead us to an asymptotic definition of the center-of-mass and its equations of motion. This includes a kinematic meaning, in terms of the center-of-mass motion, for the Bondi three-momentum. In addition, we obtain insights into intrinsic spin and, in general, angular momentum, including an angular-momentum-conservation law with well-defined flux terms. When a Maxwell field is present, the asymptotically shear-free congruences allow us to determine/define at infinity a center-of-charge world line and intrinsic magnetic dipole moment.

Szegö Kernels and Asymptotic Expansions for Legendre Polynomials

Directory of Open Access Journals (Sweden)

Roberto Paoletti

2017-01-01

Full Text Available We present a geometric approach to the asymptotics of the Legendre polynomials Pk,n+1, based on the Szegö kernel of the Fermat quadric hypersurface, leading to complete asymptotic expansions holding on expanding subintervals of [-1,1].

UV conformal window for asymptotic safety

Science.gov (United States)

Bond, Andrew D.; Litim, Daniel F.; Vazquez, Gustavo Medina; Steudtner, Tom

2018-02-01

Interacting fixed points in four-dimensional gauge theories coupled to matter are investigated using perturbation theory up to three loop order. It is shown how fixed points, scaling exponents, and anomalous dimensions are obtained as a systematic power series in a small parameter. The underlying ordering principle is explained and contrasted with conventional perturbation theory and Weyl consistency conditions. We then determine the conformal window with asymptotic safety from the complete next-to-next-to-leading order in perturbation theory. Limits for the conformal window arise due to fixed point mergers, the onset of strong coupling, or vacuum instability. A consistent picture is uncovered by comparing various levels of approximation. The theory remains perturbative in the entire conformal window, with vacuum stability dictating the tightest constraints. We also speculate about a secondary conformal window at strong coupling and estimate its lower limit. Implications for model building and cosmology are indicated.

Time-asymptotic interactions of two ensembles of Cucker-Smale flocking particles

Science.gov (United States)

Ha, Seung-Yeal; Ko, Dongnam; Zhang, Xiongtao; Zhang, Yinglong

2017-07-01

We study the time-asymptotic interactions of two ensembles of Cucker-Smale flocking particles. For this, we use a coupled hydrodynamic Cucker-Smale system and discuss two frameworks, leading to mono-cluster and bi-cluster flockings asymptotically depending on initial configurations, coupling strengths, and the far-field decay property of communication weights. Under the proposed two frameworks, we show that mono-cluster and bi-cluster flockings emerge asymptotically exponentially fast and algebraically slow, respectively. Our asymptotic analysis uses the Lyapunov functional approach and a Lagrangian formulation of the coupled system.

Asymptotically Safe Standard Model Extensions arXiv

CERN Document Server

Pelaggi, Giulio Maria; Salvio, Alberto; Sannino, Francesco; Smirnov, Juri; Strumia, Alessandro

We consider theories with a large number NF of charged fermions and compute the renormalisation group equations for the gauge, Yukawa and quartic couplings resummed at leading order in NF. We construct extensions of the Standard Model where SU(2) and/or SU(3) are asymptotically safe. When the same procedure is applied to the Abelian U(1) factor, we find that the Higgs quartic can not be made asymptotically safe and stay perturbative at the same time.

Composite asymptotic expansions and scaling wall turbulence.

Science.gov (United States)

Panton, Ronald L

2007-03-15

In this article, the assumptions and reasoning that yield composite asymptotic expansions for wall turbulence are discussed. Particular attention is paid to the scaling quantities that are used to render the variables non-dimensional and of order one. An asymptotic expansion is proposed for the streamwise Reynolds stress that accounts for the active and inactive turbulence by using different scalings. The idea is tested with the data from the channel flows and appears to have merit.

arXiv Asymptotically Safe Standard Model Extensions?

CERN Document Server

Pelaggi, Giulio Maria; Salvio, Alberto; Sannino, Francesco; Smirnov, Juri; Strumia, Alessandro

2018-05-15

We consider theories with a large number NF of charged fermions and compute the renormalization group equations for the gauge, Yukawa and quartic couplings resummed at leading order in 1/NF. We construct extensions of the standard model where SU(2) and/or SU(3) are asymptotically safe. When the same procedure is applied to the Abelian U(1) factor, we find that the Higgs quartic can not be made asymptotically safe and stay perturbative at the same time.

Radiographic heart-volume estimation in normal cats

International Nuclear Information System (INIS)

Ahlberg, N.E.; Hansson, K.; Svensson, L.; Iwarsson, K.

1989-01-01

Heart volume mensuration was evaluated on conventional radiographs from eight normal cats in different body positions using computed tomography (CT). Heart volumes were calculated from orthogonal thoracic radiographs in ventral and dorsal recumbency and from radiographs exposed with a vertical X-ray beam in dorsal and lateral recumbency using the formula for an ellipsoid body. Heart volumes were also estimated with CT in ventral, dorsal, right lateral and left lateral recumbency. No differences between heart volumes from CT in ventral recumbency and those from CT in right and left lateral recumbency were seen. In dorsal recumbency, however, significantly lower heart volumes were obtained. Heart volumes from CT in ventral recumbency were similar to those from radiographs in ventral and dorsal recumbency and dorsal/left lateral recumbency. Close correlation was also demonstrated between heart volumes from radiographs in dorsal/ left lateral recumbency and body weights of the eight cats

On the determination of the vertex constants and asymptotic normalization coefficients

International Nuclear Information System (INIS)

Blokhintsev, L.D.; Yeremenko, V.O.

2006-01-01

Full text: The nuclear vertex constant (VC) G abc is the on-shell matrix element of the virtual decay (or synthesis) of a composite system into fragments b and c: a↔ b+c. It is proportional to the asymptotic normalization coefficient (ANC) of the wave function of the system a in the b+c channel. VC's and ANC's are important nuclear characteristics. They determine the cross sections of low-energy nuclear reactions with charged particles, in particular, of the peripheral astrophysical nuclear reactions [1]. There are different methods to obtain information on the values of VC's and ANC's, either from the analysis of experimental data or by calculating them using approaches of nuclear structure theory. Some of these methods are described in the review article [2]. In the given work, the new method of determining VC's is suggested, which makes use both of the experimental information and of the analytical properties of the scattering amplitudes. We consider two integrals over k of the partial wave amplitude f l (k) of the elastic b+c scattering in the complex k plane, k being the relative momentum of b and c. In the first integral (I 1 ) f l (k) is integrated along the real k axis where its values could be in principle taken from the phase-shift analysis of the corresponding data. The integration path of the second integral (I 2 ) is chosen along the dynamical cut of f l (k), which is situated on the positive imaginary k semi-axis. The integrand of I 2 is the discontinuity of f l (k)on this cut. Its explicit form follows from the analytical properties of f l (k). If there exists the bound state a with the angular momentum l in the b+c system, then, according to the Cauchy theorem, the sum I 1 +I 2 is equal to 2πi res f 1 (k), where res f 1 (k) is the residue of f l (k) at the pole corresponding to the binding energy of a in the b+c channel. This residue is expressed directly in terms of the sought-for VC G abc [2]. The integration limits of I 1 and I 2 are infinite

Asymptotic solution of the coupled equations for electron collisions with atoms or positive ions using Dirac hamiltonians

International Nuclear Information System (INIS)

Grant, I.P.

1982-01-01

Possible relativistic effects in low energy electron scattering from atoms or positive ions has been investigated using the Dirac hamiltonian. Single channel formula and many channel expressions indicate that asymptotic estimation of radial wavefunctions can be carried out satisfactorily for most purposes using non-relativistic methods. (U.K.)

Asymptotic time dependent neutron transport in multidimensional systems

International Nuclear Information System (INIS)

Nagy, M.E.; Sawan, M.E.; Wassef, W.A.; El-Gueraly, L.A.

1983-01-01

A model which predicts the asymptotic time behavior of the neutron distribution in multi-dimensional systems is presented. The model is based on the kernel factorization method used for stationary neutron transport in a rectangular parallelepiped. The accuracy of diffusion theory in predicting the asymptotic time dependence is assessed. The use of neutron pulse experiments for predicting the diffusion parameters is also investigated

Some asymptotic properties of functions holomorphic in tubular domains

International Nuclear Information System (INIS)

Zavialov, B.I.

1988-10-01

For the function holomorphic in curved tubular domain the connection between asymptotic behaviour of real part of its boundary value at a given point of base manifold and asymptotic behaviour of the whole function from the inside of this domain is studied. (author). 3 refs

Asymptotically double lacunry equivalent sequences defined by Orlicz functions

Directory of Open Access Journals (Sweden)

Ayhan Esi

2014-04-01

Full Text Available This paper presents the following definition which is natural combition of the definition for asymptotically equivalent and Orlicz function. The two nonnegative double sequences x=(x_{k,l} and y=(y_{k,l} are said to be M-asymptotically double equivalent to multiple L provided that for every ε>0, P-lim_{k,l}M(((|((x_{k,l}/(y_{k,l}-L|/ρ=0, for some ρ>0, (denoted by x∽y and simply M-asymptotically double equivalent if L=1. Also we give some new concepts related to this definition and some inclusion theorems.

An Investigation of the High Efficiency Estimation Approach of the Large-Scale Scattered Point Cloud Normal Vector

Directory of Open Access Journals (Sweden)

Xianglin Meng

2018-03-01

Full Text Available The normal vector estimation of the large-scale scattered point cloud (LSSPC plays an important role in point-based shape editing. However, the normal vector estimation for LSSPC cannot meet the great challenge of the sharp increase of the point cloud that is mainly attributed to its low computational efficiency. In this paper, a novel, fast method-based on bi-linear interpolation is reported on the normal vector estimation for LSSPC. We divide the point sets into many small cubes to speed up the local point search and construct interpolation nodes on the isosurface expressed by the point cloud. On the premise of calculating the normal vectors of these interpolated nodes, a normal vector bi-linear interpolation of the points in the cube is realized. The proposed approach has the merits of accurate, simple, and high efficiency, because the algorithm only needs to search neighbor and calculates normal vectors for interpolation nodes that are usually far less than the point cloud. The experimental results of several real and simulated point sets show that our method is over three times faster than the Elliptic Gabriel Graph-based method, and the average deviation is less than 0.01 mm.

Bayesian estimation in homodyne interferometry

International Nuclear Information System (INIS)

Olivares, Stefano; Paris, Matteo G A

2009-01-01

We address phase-shift estimation by means of squeezed vacuum probe and homodyne detection. We analyse Bayesian estimator, which is known to asymptotically saturate the classical Cramer-Rao bound to the variance, and discuss convergence looking at the a posteriori distribution as the number of measurements increases. We also suggest two feasible adaptive methods, acting on the squeezing parameter and/or the homodyne local oscillator phase, which allow us to optimize homodyne detection and approach the ultimate bound to precision imposed by the quantum Cramer-Rao theorem. The performances of our two-step methods are investigated by means of Monte Carlo simulated experiments with a small number of homodyne data, thus giving a quantitative meaning to the notion of asymptotic optimality.

Bias-corrected estimation of stable tail dependence function

DEFF Research Database (Denmark)

Beirlant, Jan; Escobar-Bach, Mikael; Goegebeur, Yuri

2016-01-01

We consider the estimation of the stable tail dependence function. We propose a bias-corrected estimator and we establish its asymptotic behaviour under suitable assumptions. The finite sample performance of the proposed estimator is evaluated by means of an extensive simulation study where...

Coulomb string tension, asymptotic string tension, and the gluon chain

OpenAIRE

Greensite, Jeff; Szczepaniak, Adam P.

2014-01-01

We compute, via numerical simulations, the non-perturbative Coulomb potential of pure SU(3) gauge theory in Coulomb gauge. We find that that the Coulomb potential scales nicely in accordance with asymptotic freedom, that the Coulomb potential is linear in the infrared, and that the Coulomb string tension is about four times larger than the asymptotic string tension. We explain how it is possible that the asymptotic string tension can be lower than the Coulomb string tension by a factor of four.

Directions for model building from asymptotic safety

Science.gov (United States)

Bond, Andrew D.; Hiller, Gudrun; Kowalska, Kamila; Litim, Daniel F.

2017-08-01

Building on recent advances in the understanding of gauge-Yukawa theories we explore possibilities to UV-complete the Standard Model in an asymptotically safe manner. Minimal extensions are based on a large flavor sector of additional fermions coupled to a scalar singlet matrix field. We find that asymptotic safety requires fermions in higher representations of SU(3) C × SU(2) L . Possible signatures at colliders are worked out and include R-hadron searches, diboson signatures and the evolution of the strong and weak coupling constants.

Fields Institute International Symposium on Asymptotic Methods in Stochastics

CERN Document Server

Kulik, Rafal; Haye, Mohamedou; Szyszkowicz, Barbara; Zhao, Yiqiang

2015-01-01

This book contains articles arising from a conference in honour of mathematician-statistician Miklόs Csörgő on the occasion of his 80th birthday, held in Ottawa in July 2012. It comprises research papers and overview articles, which provide a substantial glimpse of the history and state-of-the-art of the field of asymptotic methods in probability and statistics, written by leading experts. The volume consists of twenty articles on topics on limit theorems for self-normalized processes, planar processes, the central limit theorem and laws of large numbers, change-point problems, short and long range dependent time series, applied probability and stochastic processes, and the theory and methods of statistics. It also includes Csörgő’s list of publications during more than 50 years, since 1962.

Nonparametric Estimation of Regression Parameters in Measurement Error Models

Czech Academy of Sciences Publication Activity Database

Ehsanes Saleh, A.K.M.D.; Picek, J.; Kalina, Jan

2009-01-01

Roč. 67, č. 2 (2009), s. 177-200 ISSN 0026-1424 Grant - others:GA AV ČR(CZ) IAA101120801; GA MŠk(CZ) LC06024 Institutional research plan: CEZ:AV0Z10300504 Keywords : asymptotic relative efficiency(ARE) * asymptotic theory * emaculate mode * Me model * R-estimation * Reliabilty ratio(RR) Subject RIV: BB - Applied Statistics, Operational Research

Efficient Estimating Functions for Stochastic Differential Equations

DEFF Research Database (Denmark)

Jakobsen, Nina Munkholt

The overall topic of this thesis is approximate martingale estimating function-based estimationfor solutions of stochastic differential equations, sampled at high frequency. Focuslies on the asymptotic properties of the estimators. The first part of the thesis deals with diffusions observed over...

Global asymptotic stability of density dependent integral population projection models.

Science.gov (United States)

Rebarber, Richard; Tenhumberg, Brigitte; Townley, Stuart

2012-02-01

Many stage-structured density dependent populations with a continuum of stages can be naturally modeled using nonlinear integral projection models. In this paper, we study a trichotomy of global stability result for a class of density dependent systems which include a Platte thistle model. Specifically, we identify those systems parameters for which zero is globally asymptotically stable, parameters for which there is a positive asymptotically stable equilibrium, and parameters for which there is no asymptotically stable equilibrium. Copyright © 2011 Elsevier Inc. All rights reserved.

Asymptotic Expansions for Higher-Order Scalar Difference Equations

Directory of Open Access Journals (Sweden)

Pituk Mihály

2007-01-01

Full Text Available We give an asymptotic expansion of the solutions of higher-order Poincaré difference equation in terms of the characteristic solutions of the limiting equation. As a consequence, we obtain an asymptotic description of the solutions approaching a hyperbolic equilibrium of a higher-order nonlinear difference equation with sufficiently smooth nonlinearity. The proof is based on the inversion formula for the z -transform and the residue theorem.

Asymptotically stable phase synchronization revealed by autoregressive circle maps

Science.gov (United States)

Drepper, F. R.

2000-11-01

A specially designed of nonlinear time series analysis is introduced based on phases, which are defined as polar angles in spaces spanned by a finite number of delayed coordinates. A canonical choice of the polar axis and a related implicit estimation scheme for the potentially underlying autoregressive circle map (next phase map) guarantee the invertibility of reconstructed phase space trajectories to the original coordinates. The resulting Fourier approximated, invertibility enforcing phase space map allows us to detect conditional asymptotic stability of coupled phases. This comparatively general synchronization criterion unites two existing generalizations of the old concept and can successfully be applied, e.g., to phases obtained from electrocardiogram and airflow recordings characterizing cardiorespiratory interaction.

Asymptotic structure of isolated systems

International Nuclear Information System (INIS)

Beig, R.

1988-01-01

I discuss the general ideas underlying the subject of ''asymptotics'' in general relativity and describe the current status of the concepts resulting from these ideas. My main concern will be the problem of consistency. By this I mean the question as to whether the geometric assumptions inherent in these concepts are compatible with the dynamics of the theory, as determined by Einstein's equations. This rather strong bias forces me to leave untouched several issues related to asymptotics, discussed in the recent literature, some of which are perhaps thought equally, or more important, by other workers in the field. In addition I shall, for coherence of presentation, mainly consider Einstein's equations in vacuo. When attention is confined to small neighbourhoods of null and spacelike infinity, this restriction is not important, but is surely relevant for more global issues. (author)

Regge asymptotics of scattering with flavour exchange in QCD

International Nuclear Information System (INIS)

Kirschner, R.

1994-06-01

The contribution to the perturbative Regge asymptotics of the exchange of two reggeized fermions with opposite helicity is investigated. The methods of conformal symmetry known for the case of gluon exchange are extended to this case where double-logarithmic contributions dominate the asymptotics. The Regge trajectories at large momentum transfer are calculated. (orig.)

On the asymptotics of dimers on tori

OpenAIRE

Kenyon, Richard W.; Sun, Nike; Wilson, David B.

2013-01-01

We study asymptotics of the dimer model on large toric graphs. Let $\\mathbb L$ be a weighted $\\mathbb{Z}^2$-periodic planar graph, and let $\\mathbb{Z}^2 E$ be a large-index sublattice of $\\mathbb{Z}^2$. For $\\mathbb L$ bipartite we show that the dimer partition function on the quotient $\\mathbb{L}/(\\mathbb{Z}^2 E)$ has the asymptotic expansion $\\exp[A f_0 + \\text{fsc} + o(1)]$, where $A$ is the area of $\\mathbb{L}/(\\mathbb{Z}^2 E)$, $f_0$ is the free energy density in the bulk, and $\\text{fsc...

An asymptotic formula of the divergent bilateral basic hypergeometric series

OpenAIRE

Morita, Takeshi

2012-01-01

We show an asymptotic formula of the divergent bilateral basic hypergeometric series ${}_1\\psi_0 (a;-;q,\\cdot)$ with using the $q$-Borel-Laplace method. We also give the limit $q\\to 1-0$ of our asymptotic formula.

Asymptotically Almost Periodic Solutions of Evolution Equations in Banach Spaces

Science.gov (United States)

Ruess, W. M.; Phong, V. Q.

Tile linear abstract evolution equation (∗) u'( t) = Au( t) + ƒ( t), t ∈ R, is considered, where A: D( A) ⊂ E → E is the generator of a strongly continuous semigroup of operators in the Banach space E. Starting from analogs of Kadets' and Loomis' Theorems for vector valued almost periodic Functions, we show that if σ( A) ∩ iR is countable and ƒ: R → E is [asymptotically] almost periodic, then every bounded and uniformly continuous solution u to (∗) is [asymptotically] almost periodic, provided e-λ tu( t) has uniformly convergent means for all λ ∈ σ( A) ∩ iR. Related results on Eberlein-weakly asymptotically almost periodic, periodic, asymptotically periodic and C 0-solutions of (∗), as well as on the discrete case of solutions of difference equations are included.

Caustics, counting maps and semi-classical asymptotics

Science.gov (United States)

Ercolani, N. M.

2011-02-01

This paper develops a deeper understanding of the structure and combinatorial significance of the partition function for Hermitian random matrices. The coefficients of the large N expansion of the logarithm of this partition function, also known as the genus expansion (and its derivatives), are generating functions for a variety of graphical enumeration problems. The main results are to prove that these generating functions are, in fact, specific rational functions of a distinguished irrational (algebraic) function, z0(t). This distinguished function is itself the generating function for the Catalan numbers (or generalized Catalan numbers, depending on the choice of weight of the parameter t). It is also a solution of the inviscid Burgers equation for certain initial data. The shock formation, or caustic, of the Burgers characteristic solution is directly related to the poles of the rational forms of the generating functions. As an intriguing application, one gains new insights into the relation between certain derivatives of the genus expansion, in a double-scaling limit, and the asymptotic expansion of the first Painlevé transcendent. This provides a precise expression of the Painlevé asymptotic coefficients directly in terms of the coefficients of the partial fractions expansion of the rational form of the generating functions established in this paper. Moreover, these insights point towards a more general program relating the first Painlevé hierarchy to the higher order structure of the double-scaling limit through the specific rational structure of generating functions in the genus expansion. The paper closes with a discussion of the relation of this work to recent developments in understanding the asymptotics of graphical enumeration. As a by-product, these results also yield new information about the asymptotics of recurrence coefficients for orthogonal polynomials with respect to exponential weights, the calculation of correlation functions for certain

Caustics, counting maps and semi-classical asymptotics

International Nuclear Information System (INIS)

Ercolani, N M

2011-01-01

This paper develops a deeper understanding of the structure and combinatorial significance of the partition function for Hermitian random matrices. The coefficients of the large N expansion of the logarithm of this partition function, also known as the genus expansion (and its derivatives), are generating functions for a variety of graphical enumeration problems. The main results are to prove that these generating functions are, in fact, specific rational functions of a distinguished irrational (algebraic) function, z 0 (t). This distinguished function is itself the generating function for the Catalan numbers (or generalized Catalan numbers, depending on the choice of weight of the parameter t). It is also a solution of the inviscid Burgers equation for certain initial data. The shock formation, or caustic, of the Burgers characteristic solution is directly related to the poles of the rational forms of the generating functions. As an intriguing application, one gains new insights into the relation between certain derivatives of the genus expansion, in a double-scaling limit, and the asymptotic expansion of the first Painlevé transcendent. This provides a precise expression of the Painlevé asymptotic coefficients directly in terms of the coefficients of the partial fractions expansion of the rational form of the generating functions established in this paper. Moreover, these insights point towards a more general program relating the first Painlevé hierarchy to the higher order structure of the double-scaling limit through the specific rational structure of generating functions in the genus expansion. The paper closes with a discussion of the relation of this work to recent developments in understanding the asymptotics of graphical enumeration. As a by-product, these results also yield new information about the asymptotics of recurrence coefficients for orthogonal polynomials with respect to exponential weights, the calculation of correlation functions for certain

Asymptotics for a special solution to the second member of the Painleve I hierarchy

International Nuclear Information System (INIS)

Claeys, T

2010-01-01

We study the asymptotic behavior of a special smooth solution y(x, t) to the second member of the Painleve I hierarchy. This solution arises in random matrix theory and in the study of the Hamiltonian perturbations of hyperbolic equations. The asymptotic behavior of y(x, t) if x → ±∞ (for fixed t) is known and relatively simple, but it turns out to be more subtle when x and t tend to infinity simultaneously. We distinguish a region of algebraic asymptotic behavior and a region of elliptic asymptotic behavior, and we obtain rigorous asymptotics in both regions. We also discuss two critical transitional asymptotic regimes.

Watermelon configurations with wall interaction: exact and asymptotic results

Energy Technology Data Exchange (ETDEWEB)

Krattenthaler, C [Institut Camille Jordan, Universite Claude Bernard Lyon-I, 21, avenue Claude Bernard, F-69622 Villeurbanne Cedex (France)

2006-06-15

We perform an exact and asymptotic analysis of the model of n vicious walkers interacting with a wall via contact potentials, a model introduced by Brak, Essam and Owczarek. More specifically, we study the partition function of watermelon configurations which start on the wall, but may end at arbitrary height, and their mean number of contacts with the wall. We improve and extend the earlier (partially nonrigorous) results by Brak, Essam and Owczarek, providing new exact results, and more precise and more general asymptotic results, in particular full asymptotic expansions for the partition function and the mean number of contacts. Furthermore, we relate this circle of problems to earlier results in the combinatorial and statistical literature.

Watermelon configurations with wall interaction: exact and asymptotic results

International Nuclear Information System (INIS)

Krattenthaler, C

2006-01-01

We perform an exact and asymptotic analysis of the model of n vicious walkers interacting with a wall via contact potentials, a model introduced by Brak, Essam and Owczarek. More specifically, we study the partition function of watermelon configurations which start on the wall, but may end at arbitrary height, and their mean number of contacts with the wall. We improve and extend the earlier (partially nonrigorous) results by Brak, Essam and Owczarek, providing new exact results, and more precise and more general asymptotic results, in particular full asymptotic expansions for the partition function and the mean number of contacts. Furthermore, we relate this circle of problems to earlier results in the combinatorial and statistical literature

Watermelon configurations with wall interaction: exact and asymptotic results

Science.gov (United States)

Krattenthaler, C.

2006-06-01

We perform an exact and asymptotic analysis of the model of n vicious walkers interacting with a wall via contact potentials, a model introduced by Brak, Essam and Owczarek. More specifically, we study the partition function of watermelon configurations which start on the wall, but may end at arbitrary height, and their mean number of contacts with the wall. We improve and extend the earlier (partially nonrigorous) results by Brak, Essam and Owczarek, providing new exact results, and more precise and more general asymptotic results, in particular full asymptotic expansions for the partition function and the mean number of contacts. Furthermore, we relate this circle of problems to earlier results in the combinatorial and statistical literature.

Asymptotic Expansions for Higher-Order Scalar Difference Equations

Directory of Open Access Journals (Sweden)

Ravi P. Agarwal

2007-04-01

Full Text Available We give an asymptotic expansion of the solutions of higher-order Poincaré difference equation in terms of the characteristic solutions of the limiting equation. As a consequence, we obtain an asymptotic description of the solutions approaching a hyperbolic equilibrium of a higher-order nonlinear difference equation with sufficiently smooth nonlinearity. The proof is based on the inversion formula for the z -transform and the residue theorem.

Numerical Asymptotic Solutions Of Differential Equations

Science.gov (United States)

Thurston, Gaylen A.

1992-01-01

Numerical algorithms derived and compared with classical analytical methods. In method, expansions replaced with integrals evaluated numerically. Resulting numerical solutions retain linear independence, main advantage of asymptotic solutions.

Nonlinear Adaptive Descriptor Observer for the Joint States and Parameters Estimation

KAUST Repository

2016-08-29

In this note, the joint state and parameters estimation problem for nonlinear multi-input multi-output descriptor systems is considered. Asymptotic convergence of the adaptive descriptor observer is established by a sufficient set of linear matrix inequalities for the noise-free systems. The noise corrupted systems are also considered and it is shown that the state and parameters estimation errors are bounded for bounded noises. In addition, if the noises are bounded and have zero mean, then the estimation errors asymptotically converge to zero in the mean. The performance of the proposed adaptive observer is illustrated by a numerical example.

Nonlinear Adaptive Descriptor Observer for the Joint States and Parameters Estimation

KAUST Repository

Unknown author

2016-01-01

In this note, the joint state and parameters estimation problem for nonlinear multi-input multi-output descriptor systems is considered. Asymptotic convergence of the adaptive descriptor observer is established by a sufficient set of linear matrix inequalities for the noise-free systems. The noise corrupted systems are also considered and it is shown that the state and parameters estimation errors are bounded for bounded noises. In addition, if the noises are bounded and have zero mean, then the estimation errors asymptotically converge to zero in the mean. The performance of the proposed adaptive observer is illustrated by a numerical example.

Estimation of serum ferritin for normal subject living in Khartoum area

International Nuclear Information System (INIS)

Eltayeb, E.A; Khangi, F.A.; Satti, G.M.; Abu Salab, A.

2003-01-01

This study was conducted with a main objective; the estimation of serum ferritin level in normal subjects in Khartoum area.To fulfil this objective, two hundred and sixty symptoms-free subjects were included in the study, 103 males with 15 to 45 years. serum ferritin was determined by radioimmunoassay (RIA). It was found that the mean concentration of males' serum ferritin was much higher than that of the females' (p<0.001). (Author)

Joint Sparsity and Frequency Estimation for Spectral Compressive Sensing

DEFF Research Database (Denmark)

Nielsen, Jesper Kjær; Christensen, Mads Græsbøll; Jensen, Søren Holdt

2014-01-01

various interpolation techniques to estimate the continuous frequency parameters. In this paper, we show that solving the problem in a probabilistic framework instead produces an asymptotically efficient estimator which outperforms existing methods in terms of estimation accuracy while still having a low...

A simple approximation to the bivariate normal distribution with large correlation coefficient

NARCIS (Netherlands)

Albers, Willem/Wim; Kallenberg, W.C.M.

1994-01-01

The bivariate normal distribution function is approximated with emphasis on situations where the correlation coefficient is large. The high accuracy of the approximation is illustrated by numerical examples. Moreover, exact upper and lower bounds are presented as well as asymptotic results on the

On the asymptotic ergodic capacity of FSO links with generalized pointing error model

KAUST Repository

Al-Quwaiee, Hessa

2015-09-11

Free-space optical (FSO) communication systems are negatively affected by two physical phenomenon, namely, scintillation due to atmospheric turbulence and pointing errors. To quantize the effect of these two factors on FSO system performance, we need an effective mathematical model for them. Scintillations are typically modeled by the log-normal and Gamma-Gamma distributions for weak and strong turbulence conditions, respectively. In this paper, we propose and study a generalized pointing error model based on the Beckmann distribution. We then derive the asymptotic ergodic capacity of FSO systems under the joint impact of turbulence and generalized pointing error impairments. © 2015 IEEE.

Asymptotic analysis of discrete schemes for non-equilibrium radiation diffusion

International Nuclear Information System (INIS)

Cui, Xia; Yuan, Guang-wei; Shen, Zhi-jun

2016-01-01

Motivated by providing well-behaved fully discrete schemes in practice, this paper extends the asymptotic analysis on time integration methods for non-equilibrium radiation diffusion in [2] to space discretizations. Therein studies were carried out on a two-temperature model with Larsen's flux-limited diffusion operator, both the implicitly balanced (IB) and linearly implicit (LI) methods were shown asymptotic-preserving. In this paper, we focus on asymptotic analysis for space discrete schemes in dimensions one and two. First, in construction of the schemes, in contrast to traditional first-order approximations, asymmetric second-order accurate spatial approximations are devised for flux-limiters on boundary, and discrete schemes with second-order accuracy on global spatial domain are acquired consequently. Then by employing formal asymptotic analysis, the first-order asymptotic-preserving property for these schemes and furthermore for the fully discrete schemes is shown. Finally, with the help of manufactured solutions, numerical tests are performed, which demonstrate quantitatively the fully discrete schemes with IB time evolution indeed have the accuracy and asymptotic convergence as theory predicts, hence are well qualified for both non-equilibrium and equilibrium radiation diffusion. - Highlights: • Provide AP fully discrete schemes for non-equilibrium radiation diffusion. • Propose second order accurate schemes by asymmetric approach for boundary flux-limiter. • Show first order AP property of spatially and fully discrete schemes with IB evolution. • Devise subtle artificial solutions; verify accuracy and AP property quantitatively. • Ideas can be generalized to 3-dimensional problems and higher order implicit schemes.

Spectral asymptotics of a strong δ′ interaction supported by a surface

International Nuclear Information System (INIS)

Exner, Pavel; Jex, Michal

2014-01-01

Highlights: • Attractive δ ′ interactions supported by a smooth surface are considered. • Surfaces can be either infinite and asymptotically planar, or compact and closed. • Spectral asymptotics is determined by the geometry of the interaction support. - Abstract: We derive asymptotic expansion for the spectrum of Hamiltonians with a strong attractive δ ′ interaction supported by a smooth surface in R 3 , either infinite and asymptotically planar, or compact and closed. Its second term is found to be determined by a Schrödinger type operator with an effective potential expressed in terms of the interaction support curvatures

Astrophysical reaction rate for the neutron-generator reaction 13C(alpha,n)16O in asymptotic giant branch stars.

Science.gov (United States)

Johnson, E D; Rogachev, G V; Mukhamedzhanov, A M; Baby, L T; Brown, S; Cluff, W T; Crisp, A M; Diffenderfer, E; Goldberg, V Z; Green, B W; Hinners, T; Hoffman, C R; Kemper, K W; Momotyuk, O; Peplowski, P; Pipidis, A; Reynolds, R; Roeder, B T

2006-11-10

The reaction 13C(alpha,n) is considered to be the main source of neutrons for the s process in asymptotic giant branch stars. At low energies, the cross section is dominated by the 1/2+ 6.356 MeV subthreshold resonance in (17)O whose contribution at stellar temperatures is uncertain by a factor of 10. In this work, we performed the most precise determination of the low-energy astrophysical S factor using the indirect asymptotic normalization (ANC) technique. The alpha-particle ANC for the subthreshold state has been measured using the sub-Coulomb alpha-transfer reaction ((6)Li,d). Using the determined ANC, we calculated S(0), which turns out to be an order of magnitude smaller than in the nuclear astrophysics compilation of reaction rates.

The long-term stability of self-esteem: its time-dependent decay and nonzero asymptote.

Science.gov (United States)

Kuster, Farah; Orth, Ulrich

2013-05-01

How stable are individual differences in self-esteem? We examined the time-dependent decay of rank-order stability of self-esteem and tested whether stability asymptotically approaches zero or a nonzero value across long test-retest intervals. Analyses were based on 6 assessments across a 29-year period of a sample of 3,180 individuals aged 14 to 102 years. The results indicated that, as test-retest intervals increased, stability exponentially decayed and asymptotically approached a nonzero value (estimated as .43). The exponential decay function explained a large proportion of variance in observed stability coefficients, provided a better fit than alternative functions, and held across gender and for all age groups from adolescence to old age. Moreover, structural equation modeling of the individual-level data suggested that a perfectly stable trait component underlies stability of self-esteem. The findings suggest that the stability of self-esteem is relatively large, even across very long periods, and that self-esteem is a trait-like characteristic.

Asymptotic equivalence of neutron diffusion and transport in time-independent reactor systems

International Nuclear Information System (INIS)

Borysiewicz, M.; Mika, J.; Spiga, G.

1982-01-01

Presented in this paper is the asymptotic analysis of the time-independent neutron transport equation in the second-order variational formulation. The small parameter introduced into the equation is an estimate of the ratio of absorption and leakage to scattering in the system considered. When the ratio tends to zero, the weak solution to the transport problem tends to the weak solution of the diffusion problem, including properly defined boundary conditions. A formula for the diffusion coefficient different from that based on averaging the transport mean-free-path is derived

Asymptotic chaos expansions in finance theory and practice

CERN Document Server

Nicolay, David

2014-01-01

Stochastic instantaneous volatility models such as Heston, SABR or SV-LMM have mostly been developed to control the shape and joint dynamics of the implied volatility surface. In principle, they are well suited for pricing and hedging vanilla and exotic options, for relative value strategies or for risk management. In practice however, most SV models lack a closed form valuation for European options. This book presents the recently developed Asymptotic Chaos Expansions methodology (ACE) which addresses that issue. Indeed its generic algorithm provides, for any regular SV model, the pure asymptotes at any order for both the static and dynamic maps of the implied volatility surface. Furthermore, ACE is programmable and can complement other approximation methods. Hence it allows a systematic approach to designing, parameterising, calibrating and exploiting SV models, typically for Vega hedging or American Monte-Carlo. Asymptotic Chaos Expansions in Finance illustrates the ACE approach for single underlyings (suc...

Contact mechanics of articular cartilage layers asymptotic models

CERN Document Server

Argatov, Ivan

2015-01-01

This book presents a comprehensive and unifying approach to articular contact mechanics with an emphasis on frictionless contact interaction of thin cartilage layers. The first part of the book (Chapters 1–4) reviews the results of asymptotic analysis of the deformational behavior of thin elastic and viscoelastic layers. A comprehensive review of the literature is combined with the authors’ original contributions. The compressible and incompressible cases are treated separately with a focus on exact solutions for asymptotic models of frictionless contact for thin transversely isotropic layers bonded to rigid substrates shaped like elliptic paraboloids. The second part (Chapters 5, 6, and 7) deals with the non-axisymmetric contact of thin transversely isotropic biphasic layers and presents the asymptotic modelling methodology for tibio-femoral contact. The third part of the book consists of Chapter 8, which covers contact problems for thin bonded inhomogeneous transversely isotropic elastic layers, and Cha...

The unusual asymptotics of three-sided prudent polygons

International Nuclear Information System (INIS)

Beaton, Nicholas R; Guttmann, Anthony J; Flajolet, Philippe

2010-01-01

We have studied the area-generating function of prudent polygons on the square lattice. Exact solutions are obtained for the generating function of two-sided and three-sided prudent polygons, and a functional equation is found for four-sided prudent polygons. This is used to generate series coefficients in polynomial time, and these are analysed to determine the asymptotics numerically. A careful asymptotic analysis of the three-sided polygons produces a most surprising result. A transcendental critical exponent is found, and the leading amplitude is not quite a constant, but is a constant plus a small oscillatory component with an amplitude approximately 10 -8 times that of the leading amplitude. This effect cannot be seen by any standard numerical analysis, but it may be present in other models. If so, it changes our whole view of the asymptotic behaviour of lattice models. (fast track communication)

Bayesian and Classical Estimation of Stress-Strength Reliability for Inverse Weibull Lifetime Models

Directory of Open Access Journals (Sweden)

Qixuan Bi

2017-06-01

Full Text Available In this paper, we consider the problem of estimating stress-strength reliability for inverse Weibull lifetime models having the same shape parameters but different scale parameters. We obtain the maximum likelihood estimator and its asymptotic distribution. Since the classical estimator doesn’t hold explicit forms, we propose an approximate maximum likelihood estimator. The asymptotic confidence interval and two bootstrap intervals are obtained. Using the Gibbs sampling technique, Bayesian estimator and the corresponding credible interval are obtained. The Metropolis-Hastings algorithm is used to generate random variates. Monte Carlo simulations are conducted to compare the proposed methods. Analysis of a real dataset is performed.

Asymptotic Solution of the Theory of Shells Boundary Value Problem

Directory of Open Access Journals (Sweden)

I. V. Andrianov

2007-01-01

Full Text Available This paper provides a state-of-the-art review of asymptotic methods in the theory of plates and shells. Asymptotic methods of solving problems related to theory of plates and shells have been developed by many authors. The main features of our paper are: (i it is devoted to the fundamental principles of asymptotic approaches, and (ii it deals with both traditional approaches, and less widely used, new approaches. The authors have paid special attention to examples and discussion of results rather than to burying the ideas in formalism, notation, and technical details.

Asymptotics for the ratio and the zeros of multiple Charlier polynomials

OpenAIRE

Ndayiragije, François; Van Assche, Walter

2011-01-01

We investigate multiple Charlier polynomials and in particular we will use the (nearest neighbor) recurrence relation to find the asymptotic behavior of the ratio of two multiple Charlier polynomials. This result is then used to obtain the asymptotic distribution of the zeros, which is uniform on an interval. We also deal with the case where one of the parameters of the various Poisson distributions depend on the degree of the polynomial, in which case we obtain another asymptotic distributio...

Comparing interval estimates for small sample ordinal CFA models.

Science.gov (United States)

Natesan, Prathiba

2015-01-01

Robust maximum likelihood (RML) and asymptotically generalized least squares (AGLS) methods have been recommended for fitting ordinal structural equation models. Studies show that some of these methods underestimate standard errors. However, these studies have not investigated the coverage and bias of interval estimates. An estimate with a reasonable standard error could still be severely biased. This can only be known by systematically investigating the interval estimates. The present study compares Bayesian, RML, and AGLS interval estimates of factor correlations in ordinal confirmatory factor analysis models (CFA) for small sample data. Six sample sizes, 3 factor correlations, and 2 factor score distributions (multivariate normal and multivariate mildly skewed) were studied. Two Bayesian prior specifications, informative and relatively less informative were studied. Undercoverage of confidence intervals and underestimation of standard errors was common in non-Bayesian methods. Underestimated standard errors may lead to inflated Type-I error rates. Non-Bayesian intervals were more positive biased than negatively biased, that is, most intervals that did not contain the true value were greater than the true value. Some non-Bayesian methods had non-converging and inadmissible solutions for small samples and non-normal data. Bayesian empirical standard error estimates for informative and relatively less informative priors were closer to the average standard errors of the estimates. The coverage of Bayesian credibility intervals was closer to what was expected with overcoverage in a few cases. Although some Bayesian credibility intervals were wider, they reflected the nature of statistical uncertainty that comes with the data (e.g., small sample). Bayesian point estimates were also more accurate than non-Bayesian estimates. The results illustrate the importance of analyzing coverage and bias of interval estimates, and how ignoring interval estimates can be misleading

Ruin problems and tail asymptotics

DEFF Research Database (Denmark)

Rønn-Nielsen, Anders

The thesis Ruin Problems and Tail Asymptotics provides results on ruin problems for several classes of Markov processes. For a class of diffusion processes with jumps an explicit expression for the joint Laplace transform of the first passage time and the corresponding undershoot is derived...

Global asymptotic stability of delayed Cohen-Grossberg neural networks

International Nuclear Information System (INIS)

Wu Wei; Cui Baotong; Huang Min

2007-01-01

In this letter, the global asymptotic stability of a class of Cohen-Grossberg neural networks with time-varying delays is discussed. A new set of sufficient conditions for the neural networks are proposed to guarantee the global asymptotic convergence. Our criteria represent an extension of the existing results in literatures. An example is also presented to compare our results with the previous results

The asymptotic variance of departures in critically loaded queues

NARCIS (Netherlands)

Al Hanbali, Ahmad; Mandjes, M.R.H.; Nazarathy, Y.; Whitt, W.

2011-01-01

We consider the asymptotic variance of the departure counting process D(t) of the GI/G/1 queue; D(t) denotes the number of departures up to time t. We focus on the case where the system load ϱ equals 1, and prove that the asymptotic variance rate satisfies limt→∞varD(t) / t = λ(1 - 2 / π)(ca2 +

Asymptotic symmetries of Rindler space at the horizon and null infinity

International Nuclear Information System (INIS)

Chung, Hyeyoun

2010-01-01

We investigate the asymptotic symmetries of Rindler space at null infinity and at the event horizon using both systematic and ad hoc methods. We find that the approaches that yield infinite-dimensional asymptotic symmetry algebras in the case of anti-de Sitter and flat spaces only give a finite-dimensional algebra for Rindler space at null infinity. We calculate the charges corresponding to these symmetries and confirm that they are finite, conserved, and integrable, and that the algebra of charges gives a representation of the asymptotic symmetry algebra. We also use relaxed boundary conditions to find infinite-dimensional asymptotic symmetry algebras for Rindler space at null infinity and at the event horizon. We compute the charges corresponding to these symmetries and confirm that they are finite and integrable. We also determine sufficient conditions for the charges to be conserved on-shell, and for the charge algebra to give a representation of the asymptotic symmetry algebra. In all cases, we find that the central extension of the charge algebra is trivial.

Large time asymptotics of solutions of the equations of principal chiral field

International Nuclear Information System (INIS)

Sukhanov, V.V.

1990-01-01

Asymptotic behaviour of solutions of the equations of principal chiral field when one of the arguments tends to infinity is investigated. Asymptotics of solutions of the corresponding spectral problem is investigated as well. explicit formulas are constructed which connect the coefficients of the asymptotic decomposition of the potential with the data of the corresponding inverse problem by means of a birational transformation

Analysis of covariance with pre-treatment measurements in randomized trials under the cases that covariances and post-treatment variances differ between groups.

Science.gov (United States)

Funatogawa, Takashi; Funatogawa, Ikuko; Shyr, Yu

2011-05-01

When primary endpoints of randomized trials are continuous variables, the analysis of covariance (ANCOVA) with pre-treatment measurements as a covariate is often used to compare two treatment groups. In the ANCOVA, equal slopes (coefficients of pre-treatment measurements) and equal residual variances are commonly assumed. However, random allocation guarantees only equal variances of pre-treatment measurements. Unequal covariances and variances of post-treatment measurements indicate unequal slopes and, usually, unequal residual variances. For non-normal data with unequal covariances and variances of post-treatment measurements, it is known that the ANCOVA with equal slopes and equal variances using an ordinary least-squares method provides an asymptotically normal estimator for the treatment effect. However, the asymptotic variance of the estimator differs from the variance estimated from a standard formula, and its property is unclear. Furthermore, the asymptotic properties of the ANCOVA with equal slopes and unequal variances using a generalized least-squares method are unclear. In this paper, we consider non-normal data with unequal covariances and variances of post-treatment measurements, and examine the asymptotic properties of the ANCOVA with equal slopes using the variance estimated from a standard formula. Analytically, we show that the actual type I error rate, thus the coverage, of the ANCOVA with equal variances is asymptotically at a nominal level under equal sample sizes. That of the ANCOVA with unequal variances using a generalized least-squares method is asymptotically at a nominal level, even under unequal sample sizes. In conclusion, the ANCOVA with equal slopes can be asymptotically justified under random allocation. Copyright © 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

On asymptotics and resurgent structures of enumerative Gromov-Witten invariants

International Nuclear Information System (INIS)

Couso-Santamaria, Ricardo; Schiappa, Ricardo; Geneve Univ.; Vaz, Ricardo; DESY Hamburg

2016-05-01

Making use of large-order techniques in asymptotics and resurgent analysis, this work addresses the growth of enumerative Gromov-Witten invariants - in their dependence upon genus and degree of the embedded curve - for several different threefold Calabi-Yau toric-varieties. In particular, while the leading asymptotics of these invariants at large genus or at large degree is exponential, at combined large genus and degree it turns out to be factorial. This factorial growth has a resurgent nature, originating via mirror symmetry from the resurgent-transseries description of the B-model free energy. This implies the existence of nonperturbative sectors controlling the asymptotics of the Gromov-Witten invariants, which could themselves have an enumerative-geometry interpretation. The examples addressed include: the resolved conifold; the local surfaces local P 2 and local P 1 x P 1 ; the local curves and Hurwitz theory; and the compact quintic. All examples suggest very rich interplays between resurgent asymptotics and enumerative problems in algebraic geometry.

On asymptotics and resurgent structures of enumerative Gromov-Witten invariants

Energy Technology Data Exchange (ETDEWEB)

Couso-Santamaria, Ricardo [Lisboa Univ. (Portugal). Inst. Superior Tecnico (IST); Schiappa, Ricardo [Lisboa Univ. (Portugal). Inst. Superior Tecnico (IST); Geneve Univ. (Switzerland). Dept. de Physique Theoretique et Section de Mathematiques; Vaz, Ricardo [Lisboa Univ. (Portugal). Inst. Superior Tecnico (IST); DESY Hamburg (Germany). Theory Group

2016-05-15

Making use of large-order techniques in asymptotics and resurgent analysis, this work addresses the growth of enumerative Gromov-Witten invariants - in their dependence upon genus and degree of the embedded curve - for several different threefold Calabi-Yau toric-varieties. In particular, while the leading asymptotics of these invariants at large genus or at large degree is exponential, at combined large genus and degree it turns out to be factorial. This factorial growth has a resurgent nature, originating via mirror symmetry from the resurgent-transseries description of the B-model free energy. This implies the existence of nonperturbative sectors controlling the asymptotics of the Gromov-Witten invariants, which could themselves have an enumerative-geometry interpretation. The examples addressed include: the resolved conifold; the local surfaces local P{sup 2} and local P{sup 1} x P{sup 1}; the local curves and Hurwitz theory; and the compact quintic. All examples suggest very rich interplays between resurgent asymptotics and enumerative problems in algebraic geometry.

The PN theory as an asymptotic limit of transport theory in planar geometry. 1

International Nuclear Information System (INIS)

Larsen, E.W.; Pomraning, G.C.

1991-01-01

In this paper the P N theory is shown to be an asymptotic limit of transport theory for an optically thick planar-geometry system with small absorption and highly anisotropic scattering. The asymptotic analysis shows that the solution in the interior of the system is described by the standard P N equations for which initial, boundary, and interface conditions are determined by asymptotic initial, boundary layer, and interface layer calculations. The asymptotic initial, (reflecting) boundary, and interface conditions for the P N equations agree with conventional formulations. However, at a boundary having a prescribed incident flux, the asymptotic boundary layer analysis yields P N boundary conditions that differ from previous formulations. Numerical transport and P N results are presented to substantiate this asymptotic theory

Asymptotic preserving error estimates for numerical solutions of compressible Navier-Stokes equations in the low Mach number regime

Czech Academy of Sciences Publication Activity Database

Feireisl, Eduard; Medviďová-Lukáčová, M.; Nečasová, Šárka; Novotný, A.; She, Bangwei

2018-01-01

Roč. 16, č. 1 (2018), s. 150-183 ISSN 1540-3459 R&D Projects: GA ČR GA16-03230S EU Projects: European Commission(XE) 320078 - MATHEF Institutional support: RVO:67985840 Keywords : Navier-Stokes system * finite element numerical method * finite volume numerical method * asymptotic preserving schemes Subject RIV: BA - General Mathematics OBOR OECD: Pure mathematics Impact factor: 1.865, year: 2016 http://epubs.siam.org/doi/10.1137/16M1094233

Nonparametric estimation in models for unobservable heterogeneity

OpenAIRE

Hohmann, Daniel

2014-01-01

Nonparametric models which allow for data with unobservable heterogeneity are studied. The first publication introduces new estimators and their asymptotic properties for conditional mixture models. The second publication considers estimation of a function from noisy observations of its Radon transform in a Gaussian white noise model.

ADM Mass for Asymptotically de Sitter Space-Time

International Nuclear Information System (INIS)

Huang Shiming; Yue Ruihong; Jia Dongyan

2010-01-01

In this paper, an ADM mass formula for asymptotically de Sitter(dS) space-time is derived from the energy-momentum tensor. We take the vacuum dS space as the background and investigate the ADM mass of the (d + 3)-dimensional sphere-symmetric space with a positive cosmological constant, and find that the ADM mass of asymptotically dS space is based on the ADM mass of Schwarzschild field and the cosmological background brings some small mass contribution as well. (general)

Gravitational charges of transverse asymptotically AdS spacetimes

International Nuclear Information System (INIS)

Cebeci, Hakan; Sarioglu, Oezguer; Tekin, Bayram

2006-01-01

Using Killing-Yano symmetries, we construct conserved charges of spacetimes that asymptotically approach to the flat or anti-de Sitter spaces only in certain directions. In D dimensions, this allows one to define gravitational charges (such as mass and angular momenta densities) of p-dimensional branes/solitons or any other extended objects that curve the transverse space into an asymptotically flat or AdS one. Our construction answers the question of what kind of charges the antisymmetric Killing-Yano tensors lead to

Self-similar cosmological solutions with dark energy. I. Formulation and asymptotic analysis

International Nuclear Information System (INIS)

Harada, Tomohiro; Maeda, Hideki; Carr, B. J.

2008-01-01

Based on the asymptotic analysis of ordinary differential equations, we classify all spherically symmetric self-similar solutions to the Einstein equations which are asymptotically Friedmann at large distances and contain a perfect fluid with equation of state p=(γ-1)μ with 0 1). However, in the latter case there is an additional parameter associated with the weak discontinuity at the sonic point and the solutions are only asymptotically 'quasi-Friedmann', in the sense that they exhibit an angle deficit at large distances. In the 0<γ<2/3 case, there is no sonic point and there exists a one-parameter family of solutions which are genuinely asymptotically Friedmann at large distances. We find eight classes of asymptotic behavior: Friedmann or quasi-Friedmann or quasistatic or constant-velocity at large distances, quasi-Friedmann or positive-mass singular or negative-mass singular at small distances, and quasi-Kantowski-Sachs at intermediate distances. The self-similar asymptotically quasistatic and quasi-Kantowski-Sachs solutions are analytically extendible and of great cosmological interest. We also investigate their conformal diagrams. The results of the present analysis are utilized in an accompanying paper to obtain and physically interpret numerical solutions

Thermodynamics of asymptotically safe theories

DEFF Research Database (Denmark)

Rischke, Dirk H.; Sannino, Francesco

2015-01-01

We investigate the thermodynamic properties of a novel class of gauge-Yukawa theories that have recently been shown to be completely asymptotically safe, because their short-distance behaviour is determined by the presence of an interacting fixed point. Not only do all the coupling constants freeze...

Theory of emission spectra from metal films irradiated by low energy electrons near normal incidence

International Nuclear Information System (INIS)

Kretschmann, E.; Callcott, T.A.; Arakawa, E.T.

1980-01-01

The emission spectrum produced by low energy electrons incident on a rough metal surface has been calculated for a roughness auto-correlation function containing a prominent peak at a high wave vector. For low energy electrons near normal incidence, the high wavevector peak dominates the roughness coupled surface plasmon radiation (RCSPR) process. The calculation yields estimates of the ratio of RCSPR to transition radiation, the dependence of emission intensity on electron energy and the shape and position of the RCSPR peak. The most interesting result is that the high-wavevector roughness can split the RCSPR radiation into peaks lying above and below the asymptotic surface plasma frequency. The results are compared with data from Ag in the following paper. (orig.)

Ratio asymptotics of Hermite-Pade polynomials for Nikishin systems

International Nuclear Information System (INIS)

Aptekarev, A I; Lopez, Guillermo L; Rocha, I A

2005-01-01

The existence of ratio asymptotics is proved for a sequence of multiple orthogonal polynomials with orthogonality relations distributed among a system of m finite Borel measures with support on a bounded interval of the real line which form a so-called Nikishin system. For m=1 this result reduces to Rakhmanov's celebrated theorem on the ratio asymptotics for orthogonal polynomials on the real line.

SOLUTION OF SINGULAR INTEGRAL EQUATION FOR ELASTICITY THEORY WITH THE HELP OF ASYMPTOTIC POLYNOMIAL FUNCTION

Directory of Open Access Journals (Sweden)

V. P. Gribkova

2014-01-01

Full Text Available The paper offers a new method for approximate solution of one type of singular integral equations for elasticity theory which have been studied by other authors. The approximate solution is found in the form of asymptotic polynomial function of a low degree (first approximation based on the Chebyshev second order polynomial. Other authors have obtained a solution (only in separate points using a method of mechanical quadrature  and though they used also the Chebyshev polynomial of the second order they applied another system of junctures which were used for the creation of the required formulas.The suggested method allows not only to find an approximate solution for the whole interval in the form of polynomial, but it also makes it possible to obtain a remainder term in the form of infinite expansion where coefficients are linear functional of the given integral equation and basis functions are the Chebyshev polynomial of the second order. Such presentation of the remainder term of the first approximation permits to find a summand of the infinite series, which will serve as a start for fulfilling the given solution accuracy. This number is a degree of the asymptotic polynomial (second approximation, which will give the approximation to the exact solution with the given accuracy. The examined polynomial functions tend asymptotically to the polynomial of the best uniform approximation in the space C, created for the given operator.The paper demonstrates a convergence of the approximate solution to the exact one and provides an error estimation. The proposed algorithm for obtaining of the approximate solution and error estimation is easily realized with the help of computing technique and does not require considerable preliminary preparation during programming.

Asymptotic density and effective negligibility

Science.gov (United States)

Astor, Eric P.

In this thesis, we join the study of asymptotic computability, a project attempting to capture the idea that an algorithm might work correctly in all but a vanishing fraction of cases. In collaboration with Hirschfeldt and Jockusch, broadening the original investigation of Jockusch and Schupp, we introduce dense computation, the weakest notion of asymptotic computability (requiring only that the correct answer is produced on a set of density 1), and effective dense computation, where every computation halts with either the correct answer or (on a set of density 0) a symbol denoting uncertainty. A few results make more precise the relationship between these notions and work already done with Jockusch and Schupp's original definitions of coarse and generic computability. For all four types of asymptotic computation, including generic computation, we demonstrate that non-trivial upper cones have measure 0, building on recent work of Hirschfeldt, Jockusch, Kuyper, and Schupp in which they establish this for coarse computation. Their result transfers to yield a minimal pair for relative coarse computation; we generalize their method and extract a similar result for relative dense computation (and thus for its corresponding reducibility). However, all of these notions of near-computation treat a set as negligible iff it has asymptotic density 0. Noting that this definition is not computably invariant, this produces some failures of intuition and a break with standard expectations in computability theory. For instance, as shown by Hamkins and Miasnikov, the halting problem is (in some formulations) effectively densely computable, even in polynomial time---yet this result appears fragile, as indicated by Rybalov. In independent work, we respond to this by strengthening the approach of Jockusch and Schupp to avoid such phenomena; specifically, we introduce a new notion of intrinsic asymptotic density, invariant under computable permutation, with rich relations to both

On calculating double logarithmical asymptotics of vertex functions defined on the mass shell

International Nuclear Information System (INIS)

Belokurov, V.V.; Usyukina, N.I.

1981-01-01

The essence of the calculation method of double logarithmical asymptotics of vertex functions defined on the mass shell is presented. Using the method the asymptotics of the form-factor of electron is calculated. The ladder and cross-ladder diagrams are asymptotically considerable in every order of the perturbation theory. The way in which the asymptotics of the 4-order diagrams is calculated has been shown. The diagrams of this order and reduction procedures for them are given in a graphic form. The photon mass μ 2 not equal to 0 plays the role of a regulator, removing infrared divergencies. The double logarithmical asymptotics of the form-factor of electron on the mass shell is calculated rigorously in an arbitrary order of the perturbation theory [ru

STEREOLOGICAL ESTIMATION OF SURFACE AREA FROM DIGITAL IMAGES

Directory of Open Access Journals (Sweden)

Johanna Ziegel

2011-05-01

Full Text Available A sampling design of local stereology is combined with a method from digital stereology to yield a novel estimator of surface area based on counts of configurations observed in a digitization of an isotropic 2- dimensional slice with thickness s. As a tool, a result of the second author and J. Rataj on infinitesimal increase of volumes of morphological transforms is refined and used. The proposed surface area estimator is asymptotically unbiased in the case of sets contained in the ball centred at the origin with radius s and in the case of balls centred at the origin with unknown radius. For general shapes bounds for the asymptotic expected relative worst case error are given. A simulation example is discussed for surface area estimation based on 2×2×2-configurations.

On the low SNR capacity of log-normal turbulence channels with full CSI

KAUST Repository

Benkhelifa, Fatma; Tall, Abdoulaye; Rezki, Zouheir; Alouini, Mohamed-Slim

2014-01-01

In this paper, we characterize the low signal-To-noise ratio (SNR) capacity of wireless links undergoing the log-normal turbulence when the channel state information (CSI) is perfectly known at both the transmitter and the receiver. We derive a closed form asymptotic expression of the capacity and we show that it scales essentially as λ SNR where λ is the water-filling level satisfying the power constraint. An asymptotically closed-form expression of λ is also provided. Using this framework, we also propose an on-off power control scheme which is capacity-achieving in the low SNR regime.

On the low SNR capacity of log-normal turbulence channels with full CSI

KAUST Repository

Benkhelifa, Fatma

2014-09-01

In this paper, we characterize the low signal-To-noise ratio (SNR) capacity of wireless links undergoing the log-normal turbulence when the channel state information (CSI) is perfectly known at both the transmitter and the receiver. We derive a closed form asymptotic expression of the capacity and we show that it scales essentially as λ SNR where λ is the water-filling level satisfying the power constraint. An asymptotically closed-form expression of λ is also provided. Using this framework, we also propose an on-off power control scheme which is capacity-achieving in the low SNR regime.

Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form

DEFF Research Database (Denmark)

Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; Taylor, Robert

We consider the problem of conducting estimation and inference on the parameters of univariate heteroskedastic fractionally integrated time series models. We first extend existing results in the literature, developed for conditional sum-of squares estimators in the context of parametric fractional...... time series models driven by conditionally homoskedastic shocks, to allow for conditional and unconditional heteroskedasticity both of a quite general and unknown form. Global consistency and asymptotic normality are shown to still obtain; however, the covariance matrix of the limiting distribution...... of the estimator now depends on nuisance parameters derived both from the weak dependence and heteroskedasticity present in the shocks. We then investigate classical methods of inference based on the Wald, likelihood ratio and Lagrange multiplier tests for linear hypotheses on either or both of the long and short...

Scalar hairy black holes and solitons in asymptotically flat spacetimes

International Nuclear Information System (INIS)

Nucamendi, Ulises; Salgado, Marcelo

2003-01-01

A numerical analysis shows that the Einstein field equations allow static and spherically symmetric black hole solutions with scalar-field hair in asymptotically flat spacetimes. When regularity at the origin is imposed (i.e., in the absence of a horizon) globally regular scalar solitons are found. The asymptotically flat solutions are obtained provided that the scalar potential V(φ) of the theory is not positive semidefinite and such that its local minimum is also a zero of the potential, the scalar field settling asymptotically at that minimum. The configurations, although unstable under spherically symmetric linear perturbations, are regular and thus can serve as counterexamples to the no-scalar-hair conjecture

Non-Weyl asymptotics for quantum graphs with general coupling conditions

International Nuclear Information System (INIS)

Davies, E Brian; Exner, Pavel; Lipovsky, JirI

2010-01-01

Inspired by a recent result of Davies and Pushnitski, we study resonance asymptotics of quantum graphs with general coupling conditions at the vertices. We derive a criterion for the asymptotics to be of a non-Weyl character. We show that for balanced vertices with permutation-invariant couplings the asymptotics is non-Weyl only in the case of Kirchhoff or anti-Kirchhoff conditions. While for graphs without permutation symmetry numerous examples of non-Weyl behaviour can be constructed. Furthermore, we present an insight into what makes the Kirchhoff/anti-Kirchhoff coupling particular from the resonance point of view. Finally, we demonstrate a generalization to quantum graphs with unequal edge weights.

Inverted hierarchy and asymptotic freedom in grand unified supersymmetric theories

International Nuclear Information System (INIS)

Aratyn, H.

1983-01-01

The interrelation between an inverted hierarchy mechanism and asymptotic freedom in supersymmetric theories is analyzed in two models for which we performed a detailed analysis of the effective potentials and effective couplings. We find it difficult to accommodate an inverted hierarchy together with asymptotic freedom for the matter-Yukawa couplings. (orig.)

Effective action for composite operators and chiral symmetry breakdown in asymptotically free and non-asymptotically free gauge theories

International Nuclear Information System (INIS)

Gusynin, V.P.; Miranskij, V.A.

1987-01-01

An essential distinction in the relaization of the PCAC dynamics in asymptotically free and non-asymptotically free (with a non-trivial ultraviolet-stable fixed point) gauge theories is revealed. For the latter theories an analytical expressions for the condensate is obtained in the two-loop approximation and arguments of support of a soft behaviour at small distances of composite operators are given. The problem of factorizing the low-energy region for the Wess-Zumino-Witten action is discussed. Besides, the mass relations for pseudoscalar mesons in arbitrary Θ-sector are obtained in the first order in fermion bare masses and the impossibility for spontaneous P and CP-symmetries breaking in vector-like gauge theories at Θ=0 is shown

Non-pionic effects in deuteron asymptotic observables

International Nuclear Information System (INIS)

Ballot, J.L.; Robilotta, M.R.

1991-01-01

It is well known that pion dynamics dominates deuteron asymptotic observables, especially η, the D/S ratio and Q, the quadrupole moment. A procedure has been discussed earlier that allows the unambiguous determination of the pion contribution to these observables as function of the pion-nucleon coupling constant. This problem is discussed in the framework of a specific model for the nucleon-nucleon interaction, namely the potential developed by the Tourreil, Rouben and Sprung. The contribution of non-pionic dynamics to deuteron asymptotic observables is investigated. It is shown that effects due to ρ and ω exchanges are negligible. (K.A.) 8 refs., 1 fig., 1 tab

Kullback–Leibler Divergence of the γ–ordered Normal over t–distribution

OpenAIRE

Toulias, T-L.; Kitsos, C-P.

2012-01-01

The aim of this paper is to evaluate and study the Kullback–Leibler divergence of the γ–ordered Normal distribution, a generalization of Normal distribution emerged from the generalized Fisher’s information measure, over the scaled t–distribution. We investigate this evaluation through a series of bounds and approximations while the asymptotic behavior of the divergence is also studied. Moreover, we obtain a generalization of the known Kullback–Leibler information measure betwe...

New rigorous asymptotic theorems for inverse scattering amplitudes

International Nuclear Information System (INIS)

Lomsadze, Sh.Yu.; Lomsadze, Yu.M.

1984-01-01

The rigorous asymptotic theorems both of integral and local types obtained earlier and establishing logarithmic and in some cases even power correlations aetdeen the real and imaginary parts of scattering amplitudes Fsub(+-) are extended to the inverse amplitudes 1/Fsub(+-). One also succeeds in establishing power correlations of a new type between the real and imaginary parts, both for the amplitudes themselves and for the inverse ones. All the obtained assertions are convenient to be tested in high energy experiments when the amplitudes show asymptotic behaviour

Vacuum energy in asymptotically flat 2 + 1 gravity

Energy Technology Data Exchange (ETDEWEB)

Miskovic, Olivera, E-mail: olivera.miskovic@pucv.cl [Instituto de Física, Pontificia Universidad Católica de Valparaíso, Casilla 4059, Valparaíso (Chile); Olea, Rodrigo, E-mail: rodrigo.olea@unab.cl [Departamento de Ciencias Físicas, Universidad Andres Bello, Sazié 2212, Piso 7, Santiago (Chile); Roy, Debraj, E-mail: roy.debraj@pucv.cl [Instituto de Física, Pontificia Universidad Católica de Valparaíso, Casilla 4059, Valparaíso (Chile)

2017-04-10

We compute the vacuum energy of three-dimensional asymptotically flat space based on a Chern–Simons formulation for the Poincaré group. The equivalent action is nothing but the Einstein–Hilbert term in the bulk plus half of the Gibbons–Hawking term at the boundary. The derivation is based on the evaluation of the Noether charges in the vacuum. We obtain that the vacuum energy of this space has the same value as the one of the asymptotically flat limit of three-dimensional anti-de Sitter space.

Vacuum energy in asymptotically flat 2 + 1 gravity

International Nuclear Information System (INIS)

Miskovic, Olivera; Olea, Rodrigo; Roy, Debraj

2017-01-01

We compute the vacuum energy of three-dimensional asymptotically flat space based on a Chern–Simons formulation for the Poincaré group. The equivalent action is nothing but the Einstein–Hilbert term in the bulk plus half of the Gibbons–Hawking term at the boundary. The derivation is based on the evaluation of the Noether charges in the vacuum. We obtain that the vacuum energy of this space has the same value as the one of the asymptotically flat limit of three-dimensional anti-de Sitter space.

Black hole thermodynamics from a variational principle: asymptotically conical backgrounds

Energy Technology Data Exchange (ETDEWEB)

An, Ok Song [SISSA and INFN, Sezione di Trieste,Via Bonomea 265, 34136 Trieste (Italy); Department of Physics, Kim Il Sung University,Ryongnam Dong, TaeSong District, Pyongyang, D.P.R. (Korea, Republic of); ICTP,Strada Costiera 11, 34014 Trieste (Italy); Cvetič, Mirjam [Department of Physics and Astronomy, University of Pennsylvania,209 S 33rd St, Philadelphia, PA 19104 (United States); Center for Applied Mathematics and Theoretical Physics, University of Maribor,Mladinska 3, SI2000 Maribor (Slovenia); Papadimitriou, Ioannis [SISSA and INFN, Sezione di Trieste,Via Bonomea 265, 34136 Trieste (Italy)

2016-03-14

The variational problem of gravity theories is directly related to black hole thermodynamics. For asymptotically locally AdS backgrounds it is known that holographic renormalization results in a variational principle in terms of equivalence classes of boundary data under the local asymptotic symmetries of the theory, which automatically leads to finite conserved charges satisfying the first law of thermodynamics. We show that this connection holds well beyond asymptotically AdS black holes. In particular, we formulate the variational problem for N=2 STU supergravity in four dimensions with boundary conditions corresponding to those obeyed by the so called ‘subtracted geometries’. We show that such boundary conditions can be imposed covariantly in terms of a set of asymptotic second class constraints, and we derive the appropriate boundary terms that render the variational problem well posed in two different duality frames of the STU model. This allows us to define finite conserved charges associated with any asymptotic Killing vector and to demonstrate that these charges satisfy the Smarr formula and the first law of thermodynamics. Moreover, by uplifting the theory to five dimensions and then reducing on a 2-sphere, we provide a precise map between the thermodynamic observables of the subtracted geometries and those of the BTZ black hole. Surface terms play a crucial role in this identification.

Robust Estimation and Forecasting of the Capital Asset Pricing Model

NARCIS (Netherlands)

G. Bian (Guorui); M.J. McAleer (Michael); W.-K. Wong (Wing-Keung)

2013-01-01

textabstractIn this paper, we develop a modified maximum likelihood (MML) estimator for the multiple linear regression model with underlying student t distribution. We obtain the closed form of the estimators, derive the asymptotic properties, and demonstrate that the MML estimator is more

Robust Estimation and Forecasting of the Capital Asset Pricing Model

NARCIS (Netherlands)

G. Bian (Guorui); M.J. McAleer (Michael); W.-K. Wong (Wing-Keung)

2010-01-01

textabstractIn this paper, we develop a modified maximum likelihood (MML) estimator for the multiple linear regression model with underlying student t distribution. We obtain the closed form of the estimators, derive the asymptotic properties, and demonstrate that the MML estimator is more

More on asymptotically anti-de Sitter spaces in topologically massive gravity

International Nuclear Information System (INIS)

Henneaux, Marc; Martinez, Cristian; Troncoso, Ricardo

2010-01-01

Recently, the asymptotic behavior of three-dimensional anti-de Sitter (AdS) gravity with a topological mass term was investigated. Boundary conditions were given that were asymptotically invariant under the two dimensional conformal group and that included a falloff of the metric sufficiently slow to consistently allow pp-wave type of solutions. Now, pp waves can have two different chiralities. Above the chiral point and at the chiral point, however, only one chirality can be considered, namely, the chirality that has the milder behavior at infinity. The other chirality blows up faster than AdS and does not define an asymptotically AdS spacetime. By contrast, both chiralities are subdominant with respect to the asymptotic behavior of AdS spacetime below the chiral point. Nevertheless, the boundary conditions given in the earlier treatment only included one of the two chiralities (which could be either one) at a time. We investigate in this paper whether one can generalize these boundary conditions in order to consider simultaneously both chiralities below the chiral point. We show that this is not possible if one wants to keep the two-dimensional conformal group as asymptotic symmetry group. Hence, the boundary conditions given in the earlier treatment appear to be the best possible ones compatible with conformal symmetry. In the course of our investigations, we provide general formulas controlling the asymptotic charges for all values of the topological mass (not just below the chiral point).

Asymptotic stability of a genetic network under impulsive control

International Nuclear Information System (INIS)

Li Fangfei; Sun Jitao

2010-01-01

The study of the stability of genetic network is an important motif for the understanding of the living organism at both molecular and cellular levels. In this Letter, we provide a theoretical method for analyzing the asymptotic stability of a genetic network under impulsive control. And the sufficient conditions of its asymptotic stability under impulsive control are obtained. Finally, an example is given to illustrate the effectiveness of the obtained method.

Asymptotic freedom and the symplectic and G2 groups

International Nuclear Information System (INIS)

Chaichian, M; Kolmakov, Yu. N.; Nelipa, N. F.

1978-01-01

It is shown that the symplectic Sp(4), Sp(6) and the exceptional G 2 gauge field theories with complete Spontaneous symmetry breaking through the Higgs mechanism are not asymptotically free. This, together with earlier results for other groups, hints at the existence of a general theorem according to which it would no longer be possible for asymptotic freedom to coexist with the absence of infrared divergences. (author)

Robust best linear estimation for regression analysis using surrogate and instrumental variables.

Science.gov (United States)

Wang, C Y

2012-04-01

We investigate methods for regression analysis when covariates are measured with errors. In a subset of the whole cohort, a surrogate variable is available for the true unobserved exposure variable. The surrogate variable satisfies the classical measurement error model, but it may not have repeated measurements. In addition to the surrogate variables that are available among the subjects in the calibration sample, we assume that there is an instrumental variable (IV) that is available for all study subjects. An IV is correlated with the unobserved true exposure variable and hence can be useful in the estimation of the regression coefficients. We propose a robust best linear estimator that uses all the available data, which is the most efficient among a class of consistent estimators. The proposed estimator is shown to be consistent and asymptotically normal under very weak distributional assumptions. For Poisson or linear regression, the proposed estimator is consistent even if the measurement error from the surrogate or IV is heteroscedastic. Finite-sample performance of the proposed estimator is examined and compared with other estimators via intensive simulation studies. The proposed method and other methods are applied to a bladder cancer case-control study.

Robust estimation for partially linear models with large-dimensional covariates.

Science.gov (United States)

Zhu, LiPing; Li, RunZe; Cui, HengJian

2013-10-01

We are concerned with robust estimation procedures to estimate the parameters in partially linear models with large-dimensional covariates. To enhance the interpretability, we suggest implementing a noncon-cave regularization method in the robust estimation procedure to select important covariates from the linear component. We establish the consistency for both the linear and the nonlinear components when the covariate dimension diverges at the rate of [Formula: see text], where n is the sample size. We show that the robust estimate of linear component performs asymptotically as well as its oracle counterpart which assumes the baseline function and the unimportant covariates were known a priori. With a consistent estimator of the linear component, we estimate the nonparametric component by a robust local linear regression. It is proved that the robust estimate of nonlinear component performs asymptotically as well as if the linear component were known in advance. Comprehensive simulation studies are carried out and an application is presented to examine the finite-sample performance of the proposed procedures.

Estimation of Nonlinear Dynamic Panel Data Models with Individual Effects

Directory of Open Access Journals (Sweden)

Yi Hu

2014-01-01

Full Text Available This paper suggests a generalized method of moments (GMM based estimation for dynamic panel data models with individual specific fixed effects and threshold effects simultaneously. We extend Hansen’s (Hansen, 1999 original setup to models including endogenous regressors, specifically, lagged dependent variables. To address the problem of endogeneity of these nonlinear dynamic panel data models, we prove that the orthogonality conditions proposed by Arellano and Bond (1991 are valid. The threshold and slope parameters are estimated by GMM, and asymptotic distribution of the slope parameters is derived. Finite sample performance of the estimation is investigated through Monte Carlo simulations. It shows that the threshold and slope parameter can be estimated accurately and also the finite sample distribution of slope parameters is well approximated by the asymptotic distribution.

On Asymptotically Lacunary Statistical Equivalent Sequences of Order α in Probability

Directory of Open Access Journals (Sweden)

Işık Mahmut

2017-01-01

Full Text Available In this study, we introduce and examine the concepts of asymptotically lacunary statistical equivalent of order α in probability and strong asymptotically lacunary equivalent of order α in probability. We give some relations connected to these concepts.

Estimating and comparing microbial diversity in the presence of sequencing errors

Science.gov (United States)

Chiu, Chun-Huo

2016-01-01

Estimating and comparing microbial diversity are statistically challenging due to limited sampling and possible sequencing errors for low-frequency counts, producing spurious singletons. The inflated singleton count seriously affects statistical analysis and inferences about microbial diversity. Previous statistical approaches to tackle the sequencing errors generally require different parametric assumptions about the sampling model or about the functional form of frequency counts. Different parametric assumptions may lead to drastically different diversity estimates. We focus on nonparametric methods which are universally valid for all parametric assumptions and can be used to compare diversity across communities. We develop here a nonparametric estimator of the true singleton count to replace the spurious singleton count in all methods/approaches. Our estimator of the true singleton count is in terms of the frequency counts of doubletons, tripletons and quadrupletons, provided these three frequency counts are reliable. To quantify microbial alpha diversity for an individual community, we adopt the measure of Hill numbers (effective number of taxa) under a nonparametric framework. Hill numbers, parameterized by an order q that determines the measures’ emphasis on rare or common species, include taxa richness (q = 0), Shannon diversity (q = 1, the exponential of Shannon entropy), and Simpson diversity (q = 2, the inverse of Simpson index). A diversity profile which depicts the Hill number as a function of order q conveys all information contained in a taxa abundance distribution. Based on the estimated singleton count and the original non-singleton frequency counts, two statistical approaches (non-asymptotic and asymptotic) are developed to compare microbial diversity for multiple communities. (1) A non-asymptotic approach refers to the comparison of estimated diversities of standardized samples with a common finite sample size or sample completeness. This

Time-asymptotic interaction of flocking particles and an incompressible viscous fluid

International Nuclear Information System (INIS)

Bae, Hyeong-Ohk; Choi, Young-Pil; Ha, Seung-Yeal; Kang, Moon-Jin

2012-01-01

We present a new coupled kinetic-fluid model for the interactions between Cucker–Smale (C–S) flocking particles and incompressible fluid on the periodic spatial domain T d . Our coupled system consists of the kinetic C–S equation and the incompressible Navier–Stokes equations, and these two systems are coupled through the drag force. For the proposed model, we provide a global existence of weak solutions and a priori time-asymptotic exponential flocking estimates for any smooth flow, when the kinematic viscosity of the fluid is sufficiently large. The velocity of individual C–S particles and fluid velocity tend to the averaged time-dependent particle velocities exponentially fast

On the asymptotic stability of nonlinear mechanical switched systems

Science.gov (United States)

Platonov, A. V.

2018-05-01

Some classes of switched mechanical systems with dissipative and potential forces are considered. The case, where either dissipative or potential forces are essentially nonlinear, is studied. It is assumed that the zero equilibrium position of the system is asymptotically stable at least for one operating mode. We will look for sufficient conditions which guarantee the preservation of asymptotic stability of the equilibrium position under the switching of modes. The Lyapunov direct method is used. A Lyapunov function for considered system is constructed, which satisfies the differential inequality of special form for every operating mode. This inequality is nonlinear for the chosen mode with asymptotically stable equilibrium position, and it is linear for the rest modes. The correlations between the intervals of activity of the pointed mode and the intervals of activity of the rest modes are obtained which guarantee the required properties.

Polymers and Random graphs: Asymptotic equivalence to branching processes

International Nuclear Information System (INIS)

Spouge, J.L.

1985-01-01

In 1974, Falk and Thomas did a computer simulation of Flory's Equireactive RA/sub f/ Polymer model, rings forbidden and rings allowed. Asymptotically, the Rings Forbidden model tended to Stockmayer's RA/sub f/ distribution (in which the sol distribution ''sticks'' after gelation), while the Rings Allowed model tended to the Flory version of the RA/sub f/ distribution. In 1965, Whittle introduced the Tree and Pseudomultigraph models. We show that these random graphs generalize the Falk and Thomas models by incorporating first-shell substitution effects. Moreover, asymptotically the Tree model displays postgelation ''sticking.'' Hence this phenomenon results from the absence of rings and occurs independently of equireactivity. We also show that the Pseudomultigraph model is asymptotically identical to the Branching Process model introduced by Gordon in 1962. This provides a possible basis for the Branching Process model in standard statistical mechanics

Local fields for asymptotic matching in multidimensional mode conversion

International Nuclear Information System (INIS)

Tracy, E. R.; Kaufman, A. N.; Jaun, A.

2007-01-01

The problem of resonant mode conversion in multiple spatial dimensions is considered. Using phase space methods, a complete theory is developed for constructing matched asymptotic expansions that fit incoming and outgoing WKB solutions. These results provide, for the first time, a complete and practical method for including multidimensional conversion in ray tracing algorithms. The paper provides a self-contained description of the following topics: (1) how to use eikonal (also known as ray tracing or WKB) methods to solve vector wave equations and how to detect conversion regions while following rays; (2) once conversion is detected, how to fit to a generic saddle structure in ray phase space associated with the most common type of conversion; (3) given the saddle structure, how to carry out a local projection of the full vector wave equation onto a local two-component normal form that governs the two resonantly interacting waves. This determines both the uncoupled dispersion functions and the coupling constant, which in turn determine the uncoupled WKB solutions; (4) given the normal form of the local two-component wave equation, how to find the particular solution that matches the amplitude, phase, and polarization of the incoming ray, to the amplitude, phase, and polarization of the two outgoing rays: the transmitted and converted rays

On the Schauder estimates of solutions to parabolic equations

International Nuclear Information System (INIS)

Han Qing

1998-01-01

This paper gives a priori estimates on asymptotic polynomials of solutions to parabolic differential equations at any points. This leads to a pointwise version of Schauder estimates. The result improves the classical Schauder estimates in a way that the estimates of solutions and their derivatives at one point depend on the coefficient and nonhomogeneous terms at this particular point

Systematic assignment of Feshbach resonances via an asymptotic bound state model

NARCIS (Netherlands)

Goosen, M.; Kokkelmans, SJ.J.M.F.

2008-01-01

We present an Asymptotic Bound state Model (ABM), which is useful to predict Feshbach resonances. The model utilizes asymptotic properties of the interaction potentials to represent coupled molecular wavefunctions. The bound states of this system give rise to Feshbach resonances, localized at the

Asymptotic solving method for sea-air coupled oscillator ENSO model

International Nuclear Information System (INIS)

Zhou Xian-Chun; Yao Jing-Sun; Mo Jia-Qi

2012-01-01

The ENSO is an interannual phenomenon involved in the tropical Pacific ocean-atmosphere interaction. In this article, we create an asymptotic solving method for the nonlinear system of the ENSO model. The asymptotic solution is obtained. And then we can furnish weather forecasts theoretically and other behaviors and rules for the atmosphere-ocean oscillator of the ENSO. (general)

A multigroup flux-limited asymptotic diffusion Fokker-Planck equation

International Nuclear Information System (INIS)

Liu Chengan

1987-01-01

A more perfrect flux-limited method is applied to combine with asymptotic diffusion theory of the radiation transpore, and the high peaked component in the scattering angle is treated with Fokker-Planck methods, thus the flux-limited asymptotic diffusion Fokker-Planck equation has been founded. Since the equation is of diffusion form, it retains the simplity and the convenience of the classical diffusion theory, and improves precision in describing radiation transport problems

Nonstationary ARCH and GARCH with t-distributed Innovations

DEFF Research Database (Denmark)

Pedersen, Rasmus Søndergaard; Rahbek, Anders

Consistency and asymptotic normality are established for the maximum likelihood estimators in the nonstationary ARCH and GARCH models with general t-distributed innovations. The results hold for joint estimation of (G)ARCH effects and the degrees of freedom parameter parametrizing the t-distribut......Consistency and asymptotic normality are established for the maximum likelihood estimators in the nonstationary ARCH and GARCH models with general t-distributed innovations. The results hold for joint estimation of (G)ARCH effects and the degrees of freedom parameter parametrizing the t......-distribution. With T denoting sample size, classic square-root T-convergence is shown to hold with closed form expressions for the multivariate covariances....

Callan-Symanzik equation and asymptotic freedom in the Marr-Shimamoto model

International Nuclear Information System (INIS)

Scarfone, Leonard M.

2010-01-01

The exactly soluble nonrelativistic Marr-Shimamoto model was introduced in 1964 as an example of the Lee model with a propagator and a nontrivial vertex function. An exactly soluble relativistic version of this model, known as the Zachariasen model, has been found to be asymptotically free in terms of coupling constant renormalization at an arbitrary spacelike momentum and on the basis of exact solutions of the Gell-Mann-Low equations. This is accomplished with conventional cut-off regularization by setting up the Yukawa and Fermi coupling constants at Euclidean momenta in terms of on mass-shell couplings and then taking the asymptotic limit. In view of this background, it may be expected that an investigation of the nonrelativistic Marr-Shimamoto theory may also exhibit asymptotic freedom in view of its manifest mathematical similarity to that of the Zachariasen model. To prove this point, the present paper prefers to examine asymptotic freedom in the nonrelativistic Marr-Shimamoto theory using the powerful concepts of the renormalization group and the Callan-Symanzik equation, in conjunction with the specificity of dimensional regularization and on-shell renormalization. This approach is based on calculations of the Callan-Symanzik coefficients and determinations of the effective coupling constants. It is shown that the Marr-Shimamoto theory is asymptotically free for dimensions D 3 occurring in periodic intervals over the range of 0< D<27 of particular interest. This differs from the original Lee model which has been shown by several authors, using these same concepts, to be asymptotically free only for D<4.

The importance and use of asymptotic freedom beyond the leading order

International Nuclear Information System (INIS)

Duke, D.W.

1979-05-01

The theoretical and phenomenological importance of asymptotic freedom beyond the leading order is discussed. The two main topics are (1) the determination of the fundamental scale Λ, and (2) ambiguities in parton model definitions when using the higher order effects of asymptotic freedom. (author)

Modeling broadband poroelastic propagation using an asymptotic approach

Energy Technology Data Exchange (ETDEWEB)

Vasco, Donald W.

2009-05-01

An asymptotic method, valid in the presence of smoothly-varying heterogeneity, is used to derive a semi-analytic solution to the equations for fluid and solid displacements in a poroelastic medium. The solution is defined along trajectories through the porous medium model, in the manner of ray theory. The lowest order expression in the asymptotic expansion provides an eikonal equation for the phase. There are three modes of propagation, two modes of longitudinal displacement and a single mode of transverse displacement. The two longitudinal modes define the Biot fast and slow waves which have very different propagation characteristics. In the limit of low frequency, the Biot slow wave propagates as a diffusive disturbance, in essence a transient pressure pulse. Conversely, at low frequencies the Biot fast wave and the transverse mode are modified elastic waves. At intermediate frequencies the wave characteristics of the longitudinal modes are mixed. A comparison of the asymptotic solution with analytic and numerical solutions shows reasonably good agreement for both homogeneous and heterogeneous Earth models.

Slope Estimation during Normal Walking Using a Shank-Mounted Inertial Sensor

Directory of Open Access Journals (Sweden)

Juan C. Álvarez

2012-08-01

Full Text Available In this paper we propose an approach for the estimation of the slope of the walking surface during normal walking using a body-worn sensor composed of a biaxial accelerometer and a uniaxial gyroscope attached to the shank. It builds upon a state of the art technique that was successfully used to estimate the walking velocity from walking stride data, but did not work when used to estimate the slope of the walking surface. As claimed by the authors, the reason was that it did not take into account the actual inclination of the shank of the stance leg at the beginning of the stride (mid stance. In this paper, inspired by the biomechanical characteristics of human walking, we propose to solve this issue by using the accelerometer as a tilt sensor, assuming that at mid stance it is only measuring the gravity acceleration. Results from a set of experiments involving several users walking at different inclinations on a treadmill confirm the feasibility of our approach. A statistical analysis of slope estimations shows in first instance that the technique is capable of distinguishing the different slopes of the walking surface for every subject. It reports a global RMS error (per-unit difference between actual and estimated inclination of the walking surface for each stride identified in the experiments of 0.05 and this can be reduced to 0.03 with subject-specific calibration and post processing procedures by means of averaging techniques.

Rigorous Asymptotics for the Lamé and Mathieu Functions and their Respective Eigenvalues with a Large Parameter

Science.gov (United States)

Ogilvie, Karen; Olde Daalhuis, Adri B.

2015-11-01

By application of the theory for second-order linear differential equations with two turning points developed in [Olver F.W.J., Philos. Trans. Roy. Soc. London Ser. A 278 (1975), 137-174], uniform asymptotic approximations are obtained in the first part of this paper for the Lamé and Mathieu functions with a large real parameter. These approximations are expressed in terms of parabolic cylinder functions, and are uniformly valid in their respective real open intervals. In all cases explicit bounds are supplied for the error terms associated with the approximations. Approximations are also obtained for the large order behaviour for the respective eigenvalues. We restrict ourselves to a two term uniform approximation. Theoretically more terms in these approximations could be computed, but the coefficients would be very complicated. In the second part of this paper we use a simplified method to obtain uniform asymptotic expansions for these functions. The coefficients are just polynomials and satisfy simple recurrence relations. The price to pay is that these asymptotic expansions hold only in a shrinking interval as their respective parameters become large; this interval however encapsulates all the interesting oscillatory behaviour of the functions. This simplified method also gives many terms in asymptotic expansions for these eigenvalues, derived simultaneously with the coefficients in the function expansions. We provide rigorous realistic error bounds for the function expansions when truncated and order estimates for the error when the eigenvalue expansions are truncated. With this paper we confirm that many of the formal results in the literature are correct.

Large-time asymptotic behaviour of solutions of non-linear Sobolev-type equations

International Nuclear Information System (INIS)

Kaikina, Elena I; Naumkin, Pavel I; Shishmarev, Il'ya A

2009-01-01

The large-time asymptotic behaviour of solutions of the Cauchy problem is investigated for a non-linear Sobolev-type equation with dissipation. For small initial data the approach taken is based on a detailed analysis of the Green's function of the linear problem and the use of the contraction mapping method. The case of large initial data is also closely considered. In the supercritical case the asymptotic formulae are quasi-linear. The asymptotic behaviour of solutions of a non-linear Sobolev-type equation with a critical non-linearity of the non-convective kind differs by a logarithmic correction term from the behaviour of solutions of the corresponding linear equation. For a critical convective non-linearity, as well as for a subcritical non-convective non-linearity it is proved that the leading term of the asymptotic expression for large times is a self-similar solution. For Sobolev equations with convective non-linearity the asymptotic behaviour of solutions in the subcritical case is the product of a rarefaction wave and a shock wave. Bibliography: 84 titles.

Model-based estimation of finite population total in stratified sampling

African Journals Online (AJOL)

The work presented in this paper concerns the estimation of finite population total under model – based framework. Nonparametric regression approach as a method of estimating finite population total is explored. The asymptotic properties of the estimators based on nonparametric regression are also developed under ...

Naturalness of asymptotically safe Higgs

DEFF Research Database (Denmark)

Pelaggi, Giulio M.; Sannino, Francesco; Strumia, Alessandro

2017-01-01

that the scalars can be lighter than Λ. Although we do not have an answer to whether the Standard Model hypercharge coupling growth toward a Landau pole at around Λ ~ 1040GeV can be tamed by non-perturbative asymptotic safety, our results indicate that such a possibility is worth exploring. In fact, if successful...

Group vector space method for estimating enthalpy of vaporization of organic compounds at the normal boiling point.

Science.gov (United States)

Wenying, Wei; Jinyu, Han; Wen, Xu

2004-01-01

The specific position of a group in the molecule has been considered, and a group vector space method for estimating enthalpy of vaporization at the normal boiling point of organic compounds has been developed. Expression for enthalpy of vaporization Delta(vap)H(T(b)) has been established and numerical values of relative group parameters obtained. The average percent deviation of estimation of Delta(vap)H(T(b)) is 1.16, which show that the present method demonstrates significant improvement in applicability to predict the enthalpy of vaporization at the normal boiling point, compared the conventional group methods.

Derivative analyticity relations and asymptotic energies

International Nuclear Information System (INIS)

Fischer, J.

1976-01-01

On the basis of general principles of the S-matrix theory theorems are derived showing that derivative analyticity relations analogous to those of Bronzen, Kane and Sukhatme hold at asymptotic energies if the high-energy limits of certain physical quantities exist

Asymptotical behaviour of pion electromagnetic form factor in QCD

International Nuclear Information System (INIS)

Efremov, A.V.; Radyushkin, A.V.

1978-01-01

In the framework of the renormalizable quantum field theory a new approach is developed to the investigation of asymptotical behaviour of two-particle bound state electromagnetic form factor. It is shown that the behaviour of the pion EM form factor in quantum chromodynamics at sufficiently large momentum transfers is controlled by the short-distance dynamics only. The formula is obtained which expresses the asymptotical behaviour of the pion form factor in terms of the fundamental constants of the theory

Sugarcane leaf area estimate obtained from the corrected Normalized Difference Vegetation Index (NDVI

Directory of Open Access Journals (Sweden)

Rodrigo Moura Pereira

2016-06-01

Full Text Available Large farmland areas and the knowledge on the interaction between solar radiation and vegetation canopies have increased the use of data from orbital remote sensors in sugarcane monitoring. However, the constituents of the atmosphere affect the reflectance values obtained by imaging sensors. This study aimed at improving a sugarcane Leaf Area Index (LAI estimation model, concerning the Normalized Difference Vegetation Index (NDVI subjected to atmospheric correction. The model generated by the NDVI with atmospheric correction showed the best results (R2 = 0.84; d = 0.95; MAE = 0.44; RMSE = 0.55, in relation to the other models compared. LAI estimation with this model, during the sugarcane plant cycle, reached a maximum of 4.8 at the vegetative growth phase and 2.3 at the end of the maturation phase. Thus, the use of atmospheric correction to estimate the sugarcane LAI is recommended, since this procedure increases the correlations between the LAI estimated by image and by plant parameters.

Features of the normal choriocapillaris with OCT-angiography: Density estimation and textural properties.

Science.gov (United States)

Montesano, Giovanni; Allegrini, Davide; Colombo, Leonardo; Rossetti, Luca M; Pece, Alfredo

2017-01-01

The main objective of our work is to perform an in depth analysis of the structural features of normal choriocapillaris imaged with OCT Angiography. Specifically, we provide an optimal radius for a circular Region of Interest (ROI) to obtain a stable estimate of the subfoveal choriocapillaris density and characterize its textural properties using Markov Random Fields. On each binarized image of the choriocapillaris OCT Angiography we performed simulated measurements of the subfoveal choriocapillaris densities with circular Regions of Interest (ROIs) of different radii and with small random displacements from the center of the Foveal Avascular Zone (FAZ). We then calculated the variability of the density measure with different ROI radii. We then characterized the textural features of choriocapillaris binary images by estimating the parameters of an Ising model. For each image we calculated the Optimal Radius (OR) as the minimum ROI radius required to obtain a standard deviation in the simulation below 0.01. The density measured with the individual OR was 0.52 ± 0.07 (mean ± STD). Similar density values (0.51 ± 0.07) were obtained using a fixed ROI radius of 450 μm. The Ising model yielded two parameter estimates (β = 0.34 ± 0.03; γ = 0.003 ± 0.012; mean ± STD), characterizing pixel clustering and white pixel density respectively. Using the estimated parameters to synthetize new random textures via simulation we obtained a good reproduction of the original choriocapillaris structural features and density. In conclusion, we developed an extensive characterization of the normal subfoveal choriocapillaris that might be used for flow analysis and applied to the investigation pathological alterations.

Asymptotic Expansions - Methods and Applications

International Nuclear Information System (INIS)

Harlander, R.

1999-01-01

Different viewpoints on the asymptotic expansion of Feynman diagrams are reviewed. The relations between the field theoretic and diagrammatic approaches are sketched. The focus is on problems with large masses or large external momenta. Several recent applications also for other limiting cases are touched upon. Finally, the pros and cons of the different approaches are briefly discussed. (author)

Centrally extended symmetry algebra of asymptotically Goedel spacetimes

International Nuclear Information System (INIS)

Compere, Geoffrey; Detournay, Stephane

2007-01-01

We define an asymptotic symmetry algebra for three-dimensional Goedel spacetimes supported by a gauge field which turns out to be the semi-direct sum of the diffeomorphisms on the circle with two loop algebras. A class of fields admitting this asymptotic symmetry algebra and leading to well-defined conserved charges is found. The covariant Poisson bracket of the conserved charges is then shown to be centrally extended to the semi-direct sum of a Virasoro algebra and two affine algebras. The subsequent analysis of three-dimensional Goedel black holes indicates that the Virasoro central charge is negative

Efficient, Differentially Private Point Estimators

OpenAIRE

Smith, Adam

2008-01-01

Differential privacy is a recent notion of privacy for statistical databases that provides rigorous, meaningful confidentiality guarantees, even in the presence of an attacker with access to arbitrary side information. We show that for a large class of parametric probability models, one can construct a differentially private estimator whose distribution converges to that of the maximum likelihood estimator. In particular, it is efficient and asymptotically unbiased. This result provides (furt...

Deep inelastic scattering in an asymptotically free gauge theory

International Nuclear Information System (INIS)

Fujiwara, Tsutomu

1977-01-01

This paper reviews the success of the asymptotically free gauge theory which describes the deep inelastic lepton-hadron scattering. The asymptotically free gauge theory was discussed as well as the reason why the parton has the nature like free particles by the aid of the field theory. The asymptotically free gauge theory (AFGT) gives the prediction that the Bjorken scaling gives rise to logarithmic violation. The theory was applied to the exchange processes of single photon and two photons. First, this paper describes the approaches to the Bjorken scaling. The approaches are the discussion of the scaling law dependent on the model and the discussion of the scaling law independent of the model. The field theoretical treatment in described. This is called the method of the renormalization group introduced by Wilson. The asymptotically free gauge theory was formed on the basis of the Callan-Symanzik equation (CSE) and of the Weinberg's power counting theorem. The exact Bjorken scaling does not hold in the quantum field theory, at least there must be logarithmic violation. The pattern of the scaling violation cannot be clarified by the present data. Discussions concerning two gamma process are presented. The measurement of the photon-photon scattering process will give the judgement whether the prediction of the AFGT is correct or not. (Kato, T.)

On iterative procedures of asymptotic inference

NARCIS (Netherlands)

K.O. Dzhaparidze (Kacha)

1983-01-01

textabstractAbstract  An informal discussion is given on performing an unconstrained maximization or solving non‐linear equations of statistics by iterative methods with the quadratic termination property. It is shown that if a miximized function, e.g. likelihood, is asymptotically quadratic, then

First-passage time asymptotics over moving boundaries for random walk bridges

NARCIS (Netherlands)

Sloothaak, F.; Zwart, B.; Wachtel, V.

2017-01-01

We study the asymptotic tail probability of the first-passage time over a moving boundary for a random walk conditioned to return to zero, where the increments of the random walk have finite variance. Typically, the asymptotic tail behavior may be described through a regularly varying function with

Composite likelihood and two-stage estimation in family studies

DEFF Research Database (Denmark)

Andersen, Elisabeth Anne Wreford

2004-01-01

In this paper register based family studies provide the motivation for linking a two-stage estimation procedure in copula models for multivariate failure time data with a composite likelihood approach. The asymptotic properties of the estimators in both parametric and semi-parametric models are d...

On the asymptotically Poincaré-Einstein 4-manifolds with harmonic curvature

Science.gov (United States)

Hu, Xue

2018-06-01

In this paper, we discuss the mass aspect tensor and the rigidity of an asymptotically Poincaré-Einstein (APE) 4-manifold with harmonic curvature. We prove that the trace-free part of the mass aspect tensor of an APE 4-manifold with harmonic curvature and normalized Einstein conformal infinity is zero. As to the rigidity, we first show that a complete noncompact Riemannian 4-manifold with harmonic curvature and positive Yamabe constant as well as a L2-pinching condition is Einstein. As an application, we then obtain that an APE 4-manifold with harmonic curvature and positive Yamabe constant is isometric to the hyperbolic space provided that the L2-norm of the traceless Ricci tensor or the Weyl tensor is small enough and the conformal infinity is a standard round 3-sphere.

Asymptotic dynamics for the Cucker-Smale-type model with the Rayleigh friction

International Nuclear Information System (INIS)

Ha, Seung-Yeal; Ha, Taeyoung; Kim, Jong-Ho

2010-01-01

We study the asymptotic flocking dynamics for the Cucker-Smale-type second-order continuous-time dynamical system with the Rayleigh friction. For mean-field communications with a positive lower bound, we show that an asymptotic flocking occurs for any compactly supported initial configuration in a large coupling regime. In contrast, in a small coupling regime, an asymptotic flocking is possible for a restricted class of initial configurations near complete flocking states. We also present several numerical simulations and compare them with our analytical results.

Asymptotic dynamics for the Cucker-Smale-type model with the Rayleigh friction

Energy Technology Data Exchange (ETDEWEB)

Ha, Seung-Yeal [Department of Mathematical Sciences, Seoul National University, Seoul 151-747 (Korea, Republic of); Ha, Taeyoung; Kim, Jong-Ho, E-mail: syha@snu.ac.k, E-mail: tha@nims.re.k, E-mail: jhkim@nims.re.k [National Institute for Mathematical Sciences, 385-16, 3F Tower Koreana, Doryong-dong, Yuseong-gu, Daejeon, 305-340 (Korea, Republic of)

2010-08-06

We study the asymptotic flocking dynamics for the Cucker-Smale-type second-order continuous-time dynamical system with the Rayleigh friction. For mean-field communications with a positive lower bound, we show that an asymptotic flocking occurs for any compactly supported initial configuration in a large coupling regime. In contrast, in a small coupling regime, an asymptotic flocking is possible for a restricted class of initial configurations near complete flocking states. We also present several numerical simulations and compare them with our analytical results.

Asymptotic formulae for solutions of the two-group integral neutron-transport equation

International Nuclear Information System (INIS)

Duracz, T.

1976-01-01

The steady-state, two-group integral neutron-transport equation is considered for two cases. First, for plane geometry, formulae for the asymptotic flux are obtained, under assumptions of homogeneous medium with isotropic scattering, extended to infinity (whole space and half-space), with sources vanishing at infinity as 0(esup(-IXI)). Next, for spherical geometry, the Milne problem is considered and formulae for the asymptotic flux are obtained. These formulae have the form of asymptotic expansions for small and large radii of the black sphere. (orig.) [de

The Asymptotic Safety Scenario in Quantum Gravity.

Science.gov (United States)

Niedermaier, Max; Reuter, Martin

2006-01-01

The asymptotic safety scenario in quantum gravity is reviewed, according to which a renormalizable quantum theory of the gravitational field is feasible which reconciles asymptotically safe couplings with unitarity. The evidence from symmetry truncations and from the truncated flow of the effective average action is presented in detail. A dimensional reduction phenomenon for the residual interactions in the extreme ultraviolet links both results. For practical reasons the background effective action is used as the central object in the quantum theory. In terms of it criteria for a continuum limit are formulated and the notion of a background geometry self-consistently determined by the quantum dynamics is presented. Self-contained appendices provide prerequisites on the background effective action, the effective average action, and their respective renormalization flows.

Comparison of density estimators. [Estimation of probability density functions

Energy Technology Data Exchange (ETDEWEB)

Kao, S.; Monahan, J.F.

1977-09-01

Recent work in the field of probability density estimation has included the introduction of some new methods, such as the polynomial and spline methods and the nearest neighbor method, and the study of asymptotic properties in depth. This earlier work is summarized here. In addition, the computational complexity of the various algorithms is analyzed, as are some simulations. The object is to compare the performance of the various methods in small samples and their sensitivity to change in their parameters, and to attempt to discover at what point a sample is so small that density estimation can no longer be worthwhile. (RWR)

Self similar asymptotics of the drift ion acoustic waves

International Nuclear Information System (INIS)

Taranov, V.B.

2004-01-01

A 3D model for the coupled drift and ion acoustic waves is considered. It is shown that self-similar solutions can exist due to the symmetry extension in asymptotic regimes. The form of these solutions is determined in the presence of the magnetic shear as well as in the shear less case. Some of the most symmetric exact solutions are obtained explicitly. In particular, solutions describing asymptotics of zonal flow interaction with monochromatic waves are presented and corresponding frequency shifts are determined

Discrete Weighted Pseudo Asymptotic Periodicity of Second Order Difference Equations

Directory of Open Access Journals (Sweden)

Zhinan Xia

2014-01-01

Full Text Available We define the concept of discrete weighted pseudo-S-asymptotically periodic function and prove some basic results including composition theorem. We investigate the existence, and uniqueness of discrete weighted pseudo-S-asymptotically periodic solution to nonautonomous semilinear difference equations. Furthermore, an application to scalar second order difference equations is given. The working tools are based on the exponential dichotomy theory and fixed point theorem.

Global asymptotic behavior in a Lotka–Volterra competition system with spatio-temporal delays

International Nuclear Information System (INIS)

Zhang, Jia-Fang; Chen, Heshan

2014-01-01

This paper is concerned with a Lotka–Volterra competition system with spatio-temporal delays. By using the linearization method, we show the local asymptotic behavior of the nonnegative steady-state solutions. Especially, the global asymptotic stability of the positive steady-state solution is investigated by the method of upper and lower solutions. The result of global asymptotic stability implies that the system has no nonconstant positive steady-state solution

Holography in asymptotically flat spacetimes and the BMS group

International Nuclear Information System (INIS)

Arcioni, Giovanni; Dappiaggi, Claudio

2004-01-01

In a previous paper (Arcioni G and Dappiaggi C 2003 Preprint hep-th/0306142) we have started to explore the holographic principle in the case of asymptotically flat spacetimes and analysed, in particular, different aspects of the Bondi-Metzner-Sachs (BMS) group, namely the asymptotic symmetry group of any asymptotically flat spacetime. We continue this investigation in this paper. Having in mind an S-matrix approach with future and past null infinity playing the role of holographic screens on which the BMS group acts, we connect the IR sectors of the gravitational field with the representation theory of the BMS group. We analyse the (complicated) mapping between bulk and boundary symmetries pointing out differences with respect to the anti-de Sitter (AdS)/CFT set up. Finally, we construct a BMS phase space and a free Hamiltonian for fields transforming with respect to BMS representations. The last step is supposed to be an explorative investigation of the boundary data living on the degenerate null manifold at infinity

Asymptotic analysis of the Forward Search

DEFF Research Database (Denmark)

Johansen, Søren; Nielsen, Bent

The Forward Search is an iterative algorithm concerned with detection of outliers and other unsuspected structures in data. This approach has been suggested, analysed and applied for regression models in the monograph Atkinson and Riani (2000). An asymptotic analysis of the Forward Search is made...

An asymptotic problem in renewal theory

NARCIS (Netherlands)

Klamkin, M.S.; van Lint, J.H.

1972-01-01

A special problem in renewal theory is considered. The asymptotic behavior of the renewal function was studied by W. L. Smith. Here we show that his result with an exponentially small remainder term follows from a theorem of De Bruijn on Volterra integral equations.

Asymptotic structure of the Einstein-Maxwell theory on AdS{sub 3}

Energy Technology Data Exchange (ETDEWEB)

Pérez, Alfredo [Centro de Estudios Científicos (CECs),Av. Arturo Prat 514, Valdivia (Chile); Riquelme, Miguel [Centro de Estudios Científicos (CECs),Av. Arturo Prat 514, Valdivia (Chile); Departamento de Física, Universidad de Concepción,Casilla 160-C, Concepción (Chile); Tempo, David [Centro de Estudios Científicos (CECs),Av. Arturo Prat 514, Valdivia (Chile); Physique Théorique et Mathématique,Université Libre de Bruxelles and International Solvay Institutes,Campus Plaine C.P. 231, B-1050 Bruxelles (Belgium); Troncoso, Ricardo [Centro de Estudios Científicos (CECs),Av. Arturo Prat 514, Valdivia (Chile)

2016-02-02

The asymptotic structure of AdS spacetimes in the context of General Relativity coupled to the Maxwell field in three spacetime dimensions is analyzed. Although the fall-off of the fields is relaxed with respect to that of Brown and Henneaux, the variation of the canonical generators associated to the asymptotic Killing vectors can be shown to be finite once required to span the Lie derivative of the fields. The corresponding surface integrals then acquire explicit contributions from the electromagnetic field, and become well-defined provided they fulfill suitable integrability conditions, implying that the leading terms of the asymptotic form of the electromagnetic field are functionally related. Consequently, for a generic choice of boundary conditions, the asymptotic symmetries are broken down to ℝ⊗U(1)⊗U(1). Nonetheless, requiring compatibility of the boundary conditions with one of the asymptotic Virasoro symmetries, singles out the set to be characterized by an arbitrary function of a single variable, whose precise form depends on the choice of the chiral copy. Remarkably, requiring the asymptotic symmetries to contain the full conformal group selects a very special set of boundary conditions that is labeled by a unique constant parameter, so that the algebra of the canonical generators is given by the direct sum of two copies of the Virasoro algebra with the standard central extension and U(1). This special set of boundary conditions makes the energy spectrum of electrically charged rotating black holes to be well-behaved.

High-frequency asymptotics of the local vertex function. Algorithmic implementations

Energy Technology Data Exchange (ETDEWEB)

Tagliavini, Agnese; Wentzell, Nils [Institut fuer Theoretische Physik, Eberhard Karls Universitaet, 72076 Tuebingen (Germany); Institute for Solid State Physics, Vienna University of Technology, 1040 Vienna (Austria); Li, Gang; Rohringer, Georg; Held, Karsten; Toschi, Alessandro [Institute for Solid State Physics, Vienna University of Technology, 1040 Vienna (Austria); Taranto, Ciro [Institute for Solid State Physics, Vienna University of Technology, 1040 Vienna (Austria); Max Planck Institute for Solid State Research, D-70569 Stuttgart (Germany); Andergassen, Sabine [Institut fuer Theoretische Physik, Eberhard Karls Universitaet, 72076 Tuebingen (Germany)

2016-07-01

Local vertex functions are a crucial ingredient of several forefront many-body algorithms in condensed matter physics. However, the full treatment of their frequency dependence poses a huge limitation to the numerical performance. A significant advancement requires an efficient treatment of the high-frequency asymptotic behavior of the vertex functions. We here provide a detailed diagrammatic analysis of the high-frequency asymptotic structures and their physical interpretation. Based on these insights, we propose a frequency parametrization, which captures the whole high-frequency asymptotics for arbitrary values of the local Coulomb interaction and electronic density. We present its algorithmic implementation in many-body solvers based on parquet-equations as well as functional renormalization group schemes and assess its validity by comparing our results for the single impurity Anderson model with exact diagonalization calculations.

Global asymptotical ω-periodicity of a fractional-order non-autonomous neural networks.

Science.gov (United States)

Chen, Boshan; Chen, Jiejie

2015-08-01

We study the global asymptotic ω-periodicity for a fractional-order non-autonomous neural networks. Firstly, based on the Caputo fractional-order derivative it is shown that ω-periodic or autonomous fractional-order neural networks cannot generate exactly ω-periodic signals. Next, by using the contraction mapping principle we discuss the existence and uniqueness of S-asymptotically ω-periodic solution for a class of fractional-order non-autonomous neural networks. Then by using a fractional-order differential and integral inequality technique, we study global Mittag-Leffler stability and global asymptotical periodicity of the fractional-order non-autonomous neural networks, which shows that all paths of the networks, starting from arbitrary points and responding to persistent, nonconstant ω-periodic external inputs, asymptotically converge to the same nonconstant ω-periodic function that may be not a solution. Copyright © 2015 Elsevier Ltd. All rights reserved.

Normalizations of High Taylor Reynolds Number Power Spectra

Science.gov (United States)

Puga, Alejandro; Koster, Timothy; Larue, John C.

2014-11-01

The velocity power spectrum provides insight in how the turbulent kinetic energy is transferred from larger to smaller scales. Wind tunnel experiments are conducted where high intensity turbulence is generated by means of an active turbulence grid modeled after Makita's 1991 design (Makita, 1991) as implemented by Mydlarski and Warhaft (M&W, 1998). The goal of this study is to document the evolution of the scaling region and assess the relative collapse of several proposed normalizations over a range of Rλ from 185 to 997. As predicted by Kolmogorov (1963), an asymptotic approach of the slope (n) of the inertial subrange to - 5 / 3 with increasing Rλ is observed. There are three velocity power spectrum normalizations as presented by Kolmogorov (1963), Von Karman and Howarth (1938) and George (1992). Results show that the Von Karman and Howarth normalization does not collapse the velocity power spectrum as well as the Kolmogorov and George normalizations. The Kolmogorov normalization does a good job of collapsing the velocity power spectrum in the normalized high wavenumber range of 0 . 0002 University of California, Irvine Research Fund.

Asymptotic symmetries on the Kerr-Newman horizon without the anomaly of diffeomorphism invariance

International Nuclear Information System (INIS)

Koga, Jun-ichirou

2008-01-01

We analyze asymptotic symmetries on the Killing horizon of the four-dimensional Kerr-Newman black hole. We first derive the asymptotic Killing vectors on the Killing horizon, which describe the asymptotic symmetries, and find that the general form of these asymptotic Killing vectors is the universal one possessed by arbitrary Killing horizons. We then construct the phase space associated with the asymptotic symmetries. It is shown that the phase space of an extreme black hole either has the size comparable with a non-extreme black hole, or is small enough to exclude degeneracy, depending on whether or not the global structure of a Killing horizon particular to an extreme black hole is respected. We also show that the classical central charge in the Poisson brackets algebra of these asymptotic symmetries vanishes, which implies that there is not an anomaly of diffeomorphism invariance. By taking into account other results in the literature, we argue that the vanishing central charge on a black hole horizon, in an effective theory, looks consistent with the thermal feature of a black hole. We furthermore argue that the vanishing central charge implies that there are sufficiently many classical configurations that constitute a single macroscopic state, while these configurations are distinguished physically

Estimated conditional score function for missing mechanism model with nonignorable nonresponse

Institute of Scientific and Technical Information of China (English)

CUI Xia; ZHOU Yong

2017-01-01

Missing data mechanism often depends on the values of the responses,which leads to nonignorable nonresponses.In such a situation,inference based on approaches that ignore the missing data mechanism could not be valid.A crucial step is to model the nature of missingness.We specify a parametric model for missingness mechanism,and then propose a conditional score function approach for estimation.This approach imputes the score function by taking the conditional expectation of the score function for the missing data given the available information.Inference procedure is then followed by replacing unknown terms with the related nonparametric estimators based on the observed data.The proposed score function does not suffer from the non-identifiability problem,and the proposed estimator is shown to be consistent and asymptotically normal.We also construct a confidence region for the parameter of interest using empirical likelihood method.Simulation studies demonstrate that the proposed inference procedure performs well in many settings.We apply the proposed method to a data set from research in a growth hormone and exercise intervention study.

Minimax estimation of qubit states with Bures risk

Science.gov (United States)

Acharya, Anirudh; Guţă, Mădălin

2018-04-01

The central problem of quantum statistics is to devise measurement schemes for the estimation of an unknown state, given an ensemble of n independent identically prepared systems. For locally quadratic loss functions, the risk of standard procedures has the usual scaling of 1/n. However, it has been noticed that for fidelity based metrics such as the Bures distance, the risk of conventional (non-adaptive) qubit tomography schemes scales as 1/\\sqrt{n} for states close to the boundary of the Bloch sphere. Several proposed estimators appear to improve this scaling, and our goal is to analyse the problem from the perspective of the maximum risk over all states. We propose qubit estimation strategies based on separate adaptive measurements, and collective measurements, that achieve 1/n scalings for the maximum Bures risk. The estimator involving local measurements uses a fixed fraction of the available resource n to estimate the Bloch vector direction; the length of the Bloch vector is then estimated from the remaining copies by measuring in the estimator eigenbasis. The estimator based on collective measurements uses local asymptotic normality techniques which allows us to derive upper and lower bounds to its maximum Bures risk. We also discuss how to construct a minimax optimal estimator in this setup. Finally, we consider quantum relative entropy and show that the risk of the estimator based on collective measurements achieves a rate O(n-1log n) under this loss function. Furthermore, we show that no estimator can achieve faster rates, in particular the ‘standard’ rate n ‑1.

Selected asymptotic methods with applications to electromagnetics and antennas

CERN Document Server

Fikioris, George; Bakas, Odysseas N

2013-01-01

This book describes and illustrates the application of several asymptotic methods that have proved useful in the authors' research in electromagnetics and antennas. We first define asymptotic approximations and expansions and explain these concepts in detail. We then develop certain prerequisites from complex analysis such as power series, multivalued functions (including the concepts of branch points and branch cuts), and the all-important gamma function. Of particular importance is the idea of analytic continuation (of functions of a single complex variable); our discussions here include som

Asymptotic inverse periods of reflected reactors above prompt critical

International Nuclear Information System (INIS)

Spriggs, G.D.; Busch, R.D.

1995-01-01

It is commonly assumed that the kinetic behavior of reflected and unreflected reactors is identical. In particular, it is often accepted that a given reactivity change in either type of system will result in an identical asymptotic inverse period. This is generally true for reactivities below prompt critical. For reactivities above prompt critical, however, the asymptotic inverse period can vary in a highly nonlinear fashion with system reactivity depending on the reflector return fraction, the neutron lifetime in the core, and the neutron lifetime in the reflector

Asymptotic solution of the non-isothermal Cahn-Hilliard system

International Nuclear Information System (INIS)

Omel'yanov, G.A.

1995-05-01

The non-isothermal Cahn-Hillard questions with a small parameter in the n-dimensional case (n = 2.3) are considered. The small parameter is proportional both to the relaxation time and to the linear scale of transition zone, so the large time process is examined. The asymptotic solution describing the free interface dynamics is constructed. As the small parameter tends to zero, the limiting solution satisfies the modified Stefan problem with corrected Gibbs-Thomson law. The justification of the asymptotic solution is proved. (author). 26 refs

Asymptotic solutions of diffusion models for risk reserves

Directory of Open Access Journals (Sweden)

S. Shao

2003-01-01

Full Text Available We study a family of diffusion models for risk reserves which account for the investment income earned and for the inflation experienced on claim amounts. After we defined the process of the conditional probability of ruin over finite time and imposed the appropriate boundary conditions, classical results from the theory of diffusion processes turn the stochastic differential equation to a special class of initial and boundary value problems defined by a linear diffusion equation. Armed with asymptotic analysis and perturbation theory, we obtain the asymptotic solutions of the diffusion models (possibly degenerate governing the conditional probability of ruin over a finite time in terms of interest rate.

Asymptotic expansion of unsteady gravity flow of a power-law fluid ...

African Journals Online (AJOL)

We present a paper on the asymptotic expansion of unsteady non-linear rheological effects of a power-law fluid under gravity. The fluid flows through a porous medium. The asymptotic expansion is employed to obtain solution of the nonlinear problem. The results show the existence of traveling waves. It is assumed that the ...

In vivo estimation of normal amygdala volume from structural MRI scans with anatomical-based segmentation.

Science.gov (United States)

Siozopoulos, Achilleas; Thomaidis, Vasilios; Prassopoulos, Panos; Fiska, Aliki

2018-02-01

Literature includes a number of studies using structural MRI (sMRI) to determine the volume of the amygdala, which is modified in various pathologic conditions. The reported values vary widely mainly because of different anatomical approaches to the complex. This study aims at estimating of the normal amygdala volume from sMRI scans using a recent anatomical definition described in a study based on post-mortem material. The amygdala volume has been calculated in 106 healthy subjects, using sMRI and anatomical-based segmentation. The resulting volumes have been analyzed for differences related to hemisphere, sex, and age. The mean amygdalar volume was estimated at 1.42 cm 3 . The mean right amygdala volume has been found larger than the left, but the difference for the raw values was within the limits of the method error. No intersexual differences or age-related alterations have been observed. The study provides a method for determining the boundaries of the amygdala in sMRI scans based on recent anatomical considerations and an estimation of the mean normal amygdala volume from a quite large number of scans for future use in comparative studies.

Asymptotic adaptive bipartite entanglement-distillation protocol

International Nuclear Information System (INIS)

Hostens, Erik; Dehaene, Jeroen; De Moor, Bart

2006-01-01

We present an asymptotic bipartite entanglement-distillation protocol that outperforms all existing asymptotic schemes. This protocol is based on the breeding protocol with the incorporation of two-way classical communication. Like breeding, the protocol starts with an infinite number of copies of a Bell-diagonal mixed state. Breeding can be carried out as successive stages of partial information extraction, yielding the same result: one bit of information is gained at the cost (measurement) of one pure Bell state pair (ebit). The basic principle of our protocol is at every stage to replace measurements on ebits by measurements on a finite number of copies, whenever there are two equiprobable outcomes. In that case, the entropy of the global state is reduced by more than one bit. Therefore, every such replacement results in an improvement of the protocol. We explain how our protocol is organized as to have as many replacements as possible. The yield is then calculated for Werner states

Integrable theories that are asymptotically CFT

CERN Document Server

Evans, J M; Jonathan M Evans; Timothy J Hollowood

1995-01-01

A series of sigma models with torsion are analysed which generate their mass dynamically but whose ultra-violet fixed points are non-trivial conformal field theories -- in fact SU(2) WZW models at level k. In contrast to the more familiar situation of asymptotically free theories in which the fixed points are trivial, the sigma models considered here may be termed ``asymptotically CFT''. These theories have previously been conjectured to be quantum integrable; we confirm this by proposing a factorizable S-matrix to describe their infra-red behaviour and then carrying out a stringent test of this proposal. The test involves coupling the theory to a conserved charge and evaluating the response of the free-energy both in perturbation theory to one loop and directly from the S-matrix via the Thermodynamic Bethe Ansatz with a chemical potential at zero temperature. Comparison of these results provides convincing evidence in favour of the proposed S-matrix; it also yields the universal coefficients of the beta-func...

Highly Efficient Estimators of Multivariate Location with High Breakdown Point

NARCIS (Netherlands)

Lopuhaa, H.P.

1991-01-01

We propose an affine equivariant estimator of multivariate location that combines a high breakdown point and a bounded influence function with high asymptotic efficiency. This proposal is basically a location $M$-estimator based on the observations obtained after scaling with an affine equivariant

Model Hadron asymptotic behaviour

International Nuclear Information System (INIS)

Kralchevsky, P.; Nikolov, A.

1983-01-01

The work is devoted to the problem of solving a set of asymptotic equations describing the model hardon interaction. More specifically an interactive procedure consisting of two stages is proposed and the first stage is exhaustively studied here. The principle of contracting transformations has been applied for this purpose. Under rather general and natural assumptions, solutions in a series of metric spaces suitable for physical applications have been found. For each of these spaces a solution with unique definiteness is found. (authors)

The BFKL high energy asymptotic in the next-to-leading approximation

International Nuclear Information System (INIS)

Levin, Eugene

1999-01-01

We discuss the high energy asymptotic in the next-to-leading (NLO) BFKL equation. We find a general solution for the Green functions and consider two properties of the NLO BFKL kernel: running QCD coupling and large NLO corrections to the conformal part of the kernel. Both these effects lead to Regge-BFKL asymptotic only in the limited range of energy (y = ln(s/qq 0 ) ≤ (α S ) ((-5)/(3)) ) and change the energy behaviour of the amplitude for higher values of energy. We confirm the oscillation in the total cross section found by D.A. Ross [SHEP-98-06, hep-ph/9804332] in the NLO BFKL asymptotic, which shows that the NLO BFKL has a serious pathology

Asymptotic mass degeneracies in conformal field theories

International Nuclear Information System (INIS)

Kani, I.; Vafa, C.

1990-01-01

By applying a method of Hardy and Ramanujan to characters of rational conformal field theories, we find an asymptotic expansion for degeneracy of states in the limit of large mass which is exact for strings propagating in more than two uncompactified space-time dimensions. Moreover we explore how the rationality of the conformal theory is reflected in the degeneracy of states. We also consider the one loop partition function for strings, restricted to physical states, for arbitrary (irrational) conformal theories, and obtain an asymptotic expansion for it in the limit that the torus degenerates. This expansion depends only on the spectrum of (physical and unphysical) relevant operators in the theory. We see how rationality is consistent with the smoothness of mass degeneracies as a function of moduli. (orig.)

The Asymptotic Safety Scenario in Quantum Gravity

Directory of Open Access Journals (Sweden)

Niedermaier Max

2006-12-01

Full Text Available The asymptotic safety scenario in quantum gravity is reviewed, according to which a renormalizable quantum theory of the gravitational field is feasible which reconciles asymptotically safe couplings with unitarity. The evidence from symmetry truncations and from the truncated flow of the effective average action is presented in detail. A dimensional reduction phenomenon for the residual interactions in the extreme ultraviolet links both results. For practical reasons the background effective action is used as the central object in the quantum theory. In terms of it criteria for a continuum limit are formulated and the notion of a background geometry self-consistently determined by the quantum dynamics is presented. Self-contained appendices provide prerequisites on the background effective action, the effective average action, and their respective renormalization flows.

Applications of Asymptotic Sampling on High Dimensional Structural Dynamic Problems

DEFF Research Database (Denmark)

Sichani, Mahdi Teimouri; Nielsen, Søren R.K.; Bucher, Christian

2011-01-01

The paper represents application of the asymptotic sampling on various structural models subjected to random excitations. A detailed study on the effect of different distributions of the so-called support points is performed. This study shows that the distribution of the support points has consid...... dimensional reliability problems in structural dynamics.......The paper represents application of the asymptotic sampling on various structural models subjected to random excitations. A detailed study on the effect of different distributions of the so-called support points is performed. This study shows that the distribution of the support points has...... is minimized. Next, the method is applied on different cases of linear and nonlinear systems with a large number of random variables representing the dynamic excitation. The results show that asymptotic sampling is capable of providing good approximations of low failure probability events for very high...

Comparison of SUVs normalized by lean body mass determined by CT with those normalized by lean body mass estimated by predictive equations in normal tissues

Energy Technology Data Exchange (ETDEWEB)

Kim, Woo Hyoung; Kim, Chang Guhn; Kim, Dae Weung [Wonkwang Univ. School of Medicine, Iksan (Korea, Republic of)

2012-09-15

Standardized uptake values (SUVs)normalized by lean body mass (LBM)determined by CT were compared with those normalized by LBM estimated using predictive equations (PEs)in normal liver, spleen, and aorta using {sup 18}F FDG PET/CT. Fluorine 18 fluorodeoxyglucose (F FDG)positron emission tomography/computed tomography (PET/CT)was conducted on 453 patients. LBM determined by CT was defined in 3 ways (LBM{sup CT1}-3). Five PEs were used for comparison (LBM{sup PE1}-5). Tissue SUV normalized by LBM (SUL) was calculated using LBM from each method (SUL{sup CT1}-3, SUL{sup PE1}-5). Agreement between methods was assessed by Bland Altman analysis. Percentage difference and percentage error were also calculated. For all liver SUL{sup CTS} vs. liver SUL{sup PES} except liver SUL{sup PE3}, the range of biases, SDs of percentage difference and percentage errors were -0.17-0.24 SUL, 6.15-10.17%, and 25.07-38.91%, respectively. For liver SUL{sup CTs} vs. liver SUL{sup PE3}, the corresponding figures were 0.47-0.69 SUL, 10.90-11.25%, and 50.85-51.55%, respectively, showing the largest percentage errors and positive biases. Irrespective of magnitudes of the biases, large percentage errors of 25.07-51.55% were observed between liver SUL{sup CT1}-3 and liver SUL{sup PE1}-5. The results of spleen and aorta SUL{sup CTs} and SUL{sup PEs} comparison were almost identical to those for liver. The present study demonstrated substantial errors in individual SUL{sup PEs} compared with SUL{sup CTs} as a reference value. Normalization of SUV by LBM determined by CT rather than PEs may be a useful approach to reduce errors in individual SUL{sup PEs}.

Comparison of SUVs normalized by lean body mass determined by CT with those normalized by lean body mass estimated by predictive equations in normal tissues

International Nuclear Information System (INIS)

Kim, Woo Hyoung; Kim, Chang Guhn; Kim, Dae Weung

2012-01-01

Standardized uptake values (SUVs)normalized by lean body mass (LBM)determined by CT were compared with those normalized by LBM estimated using predictive equations (PEs)in normal liver, spleen, and aorta using 18 F FDG PET/CT. Fluorine 18 fluorodeoxyglucose (F FDG)positron emission tomography/computed tomography (PET/CT)was conducted on 453 patients. LBM determined by CT was defined in 3 ways (LBM CT1 -3). Five PEs were used for comparison (LBM PE1 -5). Tissue SUV normalized by LBM (SUL) was calculated using LBM from each method (SUL CT1 -3, SUL PE1 -5). Agreement between methods was assessed by Bland Altman analysis. Percentage difference and percentage error were also calculated. For all liver SUL CTS vs. liver SUL PES except liver SUL PE3 , the range of biases, SDs of percentage difference and percentage errors were -0.17-0.24 SUL, 6.15-10.17%, and 25.07-38.91%, respectively. For liver SUL CTs vs. liver SUL PE3 , the corresponding figures were 0.47-0.69 SUL, 10.90-11.25%, and 50.85-51.55%, respectively, showing the largest percentage errors and positive biases. Irrespective of magnitudes of the biases, large percentage errors of 25.07-51.55% were observed between liver SUL CT1 -3 and liver SUL PE1 -5. The results of spleen and aorta SUL CTs and SUL PEs comparison were almost identical to those for liver. The present study demonstrated substantial errors in individual SUL PEs compared with SUL CTs as a reference value. Normalization of SUV by LBM determined by CT rather than PEs may be a useful approach to reduce errors in individual SUL PEs

Asymptotic near freedom

International Nuclear Information System (INIS)

Bailin, D.

1974-01-01

It is proved that the characteristic power deviations from scaling of the theories which are not asymptotically free should be detectable in the N.A.L. muon experiments. The Yukawa theories here considered have SU(3) non-singlet structure function moments varying as a power of -q 2 , namely (-q 2 ) at power -p. The maximum value of p is determined to be 2/3:SU3 and 1:SU2. The outstanding question is whether the Yukawa theories considered do in fact have fixed points satisfying the inequalities, and thus simultaneous (non-trivial) zeroes of β(g) and β(lambda) have to be found

Supersymmetric asymptotic safety is not guaranteed

DEFF Research Database (Denmark)

Intriligator, Kenneth; Sannino, Francesco

2015-01-01

in supersymmetric theories, and use unitarity bounds, and the a-theorem, to rule it out in broad classes of theories. The arguments apply without assuming perturbation theory. Therefore, the UV completion of a non-asymptotically free susy theory must have additional, non-obvious degrees of freedom, such as those...

Generalized heat kernel coefficients for a new asymptotic expansion

International Nuclear Information System (INIS)

Osipov, Alexander A.; Hiller, Brigitte

2003-01-01

The method which allows for asymptotic expansion of the one-loop effective action W = lndetA is formulated. The positively defined elliptic operator A = U + M2 depends on the external classical fields taking values in the Lie algebra of the internal symmetry group G. Unlike the standard method of Schwinger - DeWitt, the more general case with the nongenerate mass matrix M = diag(m1, m2, ...) is considered. The first coefficients of the new asymptotic series are calculated and their relationship with the Seeley - DeWitt coefficients is clarified

Global Asymptotic Stability of Switched Neural Networks with Delays

Directory of Open Access Journals (Sweden)

Zhenyu Lu

2015-01-01

Full Text Available This paper investigates the global asymptotic stability of a class of switched neural networks with delays. Several new criteria ensuring global asymptotic stability in terms of linear matrix inequalities (LMIs are obtained via Lyapunov-Krasovskii functional. And here, we adopt the quadratic convex approach, which is different from the linear and reciprocal convex combinations that are extensively used in recent literature. In addition, the proposed results here are very easy to be verified and complemented. Finally, a numerical example is provided to illustrate the effectiveness of the results.

Asymptotic analysis of spatial discretizations in implicit Monte Carlo

International Nuclear Information System (INIS)

Densmore, Jeffery D.

2009-01-01

We perform an asymptotic analysis of spatial discretizations in Implicit Monte Carlo (IMC). We consider two asymptotic scalings: one that represents a time step that resolves the mean-free time, and one that corresponds to a fixed, optically large time step. We show that only the latter scaling results in a valid spatial discretization of the proper diffusion equation, and thus we conclude that IMC only yields accurate solutions when using optically large spatial cells if time steps are also optically large. We demonstrate the validity of our analysis with a set of numerical examples.

Asymptotic properties of spherically symmetric, regular and static solutions to Yang-Mills equations

International Nuclear Information System (INIS)

Cronstrom, C.

1987-01-01

In this paper the author discusses the asymptotic properties of solutions to Yang-Mills equations with the gauge group SU(2), for spherically symmetric, regular and static potentials. It is known, that the pure Yang-Mills equations cannot have nontrivial regular solutions which vanish rapidly at space infinity (socalled finite energy solutions). So, if regular solutions exist, they must have non-trivial asymptotic properties. However, if the asymptotic behaviour of the solutions is non-trivial, then the fact must be explicitly taken into account in constructing the proper action (and energy) for the theory. The elucidation of the appropriate surface correction to the Yang-Mills action (and hence the energy-momentum tensor density) is one of the main motivations behind the present study. In this paper the author restricts to the asymptotic behaviour of the static solutions. It is shown that this asymptotic behaviour is such that surface corrections (at space-infinity) are needed in order to obtain a well-defined (classical) theory. This is of relevance in formulating a quantum Yang-Mills theory

Computational error estimates for Monte Carlo finite element approximation with log normal diffusion coefficients

KAUST Repository

Sandberg, Mattias

2015-01-07

The Monte Carlo (and Multi-level Monte Carlo) finite element method can be used to approximate observables of solutions to diffusion equations with log normal distributed diffusion coefficients, e.g. modelling ground water flow. Typical models use log normal diffusion coefficients with H¨older regularity of order up to 1/2 a.s. This low regularity implies that the high frequency finite element approximation error (i.e. the error from frequencies larger than the mesh frequency) is not negligible and can be larger than the computable low frequency error. This talk will address how the total error can be estimated by the computable error.

Minimax Regression Quantiles

DEFF Research Database (Denmark)

Bache, Stefan Holst

A new and alternative quantile regression estimator is developed and it is shown that the estimator is root n-consistent and asymptotically normal. The estimator is based on a minimax ‘deviance function’ and has asymptotically equivalent properties to the usual quantile regression estimator. It is......, however, a different and therefore new estimator. It allows for both linear- and nonlinear model specifications. A simple algorithm for computing the estimates is proposed. It seems to work quite well in practice but whether it has theoretical justification is still an open question....

On the robustness of two-stage estimators

KAUST Repository

Zhelonkin, Mikhail

2012-04-01

The aim of this note is to provide a general framework for the analysis of the robustness properties of a broad class of two-stage models. We derive the influence function, the change-of-variance function, and the asymptotic variance of a general two-stage M-estimator, and provide their interpretations. We illustrate our results in the case of the two-stage maximum likelihood estimator and the two-stage least squares estimator. © 2011.

EMC effect: asymptotic freedom with nuclear targets

International Nuclear Information System (INIS)

West, G.B.

1984-01-01

General features of the EMC effect are discussed within the framework of quantum chromodynamics as expressed via the operator product expansion and asymptotic freedom. These techniques are reviewed with emphasis on the target dependence. 22 references

Asymptotic Likelihood Distribution for Correlated & Constrained Systems

CERN Document Server

Agarwal, Ujjwal

2016-01-01

It describes my work as summer student at CERN. The report discusses the asymptotic distribution of the likelihood ratio for total no. of parameters being h and 2 out of these being are constrained and correlated.

Structure of the gravitational field at spatial infinity. II. Asymptotically Minkowskian space--times

International Nuclear Information System (INIS)

Persides, S.

1980-01-01

A new formulation is established for the study of the asymptotic structure at spatial infinity of asymptotically Minkowskian space--times. First, the concept of an asymptotically simple space--time at spatial infinity is defined. This is a (physical) space--time (M,g) which can be imbedded in an unphysical space--time (M,g) with a boundary S, a C/sup infinity/ metric g and a C/sup infinity/ scalar field Ω such that Ω=0 on S, Ω>0 on M-S, and g/sup munu/ + g/sup mulambda/ g/sup nurho/ Ω/sub vertical-barlambda/ Ω/sub vertical-barrho/=Ω -2 g/sup murho/ +Ω -4 g/sup mulambda/ g/sup nurho/ Ω/sub ;/lambda Ω/sub ;/rho on M. Then an almost asymptotically flat space--time (AAFS) is defined as an asymptotically simple space--time for which S is isometric to the unit timelike hyperboloid and g/sup munu/ Ω/sub vertical-barmu/ Ω/sub vertical-barnu/ =Ω -4 g/sup munu/ Ω/sub ;/μΩ/sub ;/ν=-1 on S. Equivalent definitions are given in terms of the existence of coordinate systems in which g/sub munu/ or g/sub munu/ have simple explicitly given forms. The group of asymptotic symmetries of (M,g) is studied and is found to be isomorphic to the Lorentz group. The asymptotic behavior of an AAFS is studied. It is proven that the conformal metric g/sub munu/=Ω 2 g/sub munu/ gives C/sup lambdamurhonu/=0, Ω -1 C/sup lambdamurhonu/ Ω/sub ;/μ =0, Ω -2 C/sup lambdamurhonu/ Ω/sub ;/μ Ω/sub ;/ν=0 on S

Statistical Inference for a two station tandem queue with atmost one customer to wait between the stations

Directory of Open Access Journals (Sweden)

Vaidya Nathan

2012-03-01

Full Text Available A maximum likelihood estimator (MLE, a consistent asymptotically normal (CAN estimator and asymptotic confidence limits for the expected number of customers in the system for a sequential two station, single server system with Poisson input and exponential service, where no queue is allowed in front of station 1 and atmost one customer is allowed to wait between the stations and with blocking are obtained.

Limited information estimation of the diffusion-based item response theory model for responses and response times.

Science.gov (United States)

Ranger, Jochen; Kuhn, Jörg-Tobias; Szardenings, Carsten

2016-05-01

Psychological tests are usually analysed with item response models. Recently, some alternative measurement models have been proposed that were derived from cognitive process models developed in experimental psychology. These models consider the responses but also the response times of the test takers. Two such models are the Q-diffusion model and the D-diffusion model. Both models can be calibrated with the diffIRT package of the R statistical environment via marginal maximum likelihood (MML) estimation. In this manuscript, an alternative approach to model calibration is proposed. The approach is based on weighted least squares estimation and parallels the standard estimation approach in structural equation modelling. Estimates are determined by minimizing the discrepancy between the observed and the implied covariance matrix. The estimator is simple to implement, consistent, and asymptotically normally distributed. Least squares estimation also provides a test of model fit by comparing the observed and implied covariance matrix. The estimator and the test of model fit are evaluated in a simulation study. Although parameter recovery is good, the estimator is less efficient than the MML estimator. © 2016 The British Psychological Society.

Assessing model fit in latent class analysis when asymptotics do not hold

NARCIS (Netherlands)

van Kollenburg, Geert H.; Mulder, Joris; Vermunt, Jeroen K.

2015-01-01

The application of latent class (LC) analysis involves evaluating the LC model using goodness-of-fit statistics. To assess the misfit of a specified model, say with the Pearson chi-squared statistic, a p-value can be obtained using an asymptotic reference distribution. However, asymptotic p-values

Spectral asymptotic in the large coupling limit

CERN Document Server

Bruneau, V

2002-01-01

In this paper, we study a singular perturbation of an eigenvalues problem related to supra-conductor wave guides. Using boundary layer tools we perform a complete asymptotic expansion of the eigenvalues as the conductivity tends to $+\\infty$.

Fully Modified Narrow-Band Least Squares Estimation of Weak Fractional Cointegration

DEFF Research Database (Denmark)

Nielsen, Morten Ørregaard; Frederiksen, Per

regressors and errors at the zero frequency. We show that in the absence of this condition, the NBLS estimator is asymptotically biased, and also that the bias can be consistently estimated. Consequently, we introduce a fully modi…ed NBLS estimator which eliminates the bias, and indeed enjoys a faster rate...

Optimal Homotopy Asymptotic Method for Solving System of Fredholm Integral Equations

Directory of Open Access Journals (Sweden)

Bahman Ghazanfari

2013-08-01

Full Text Available In this paper, optimal homotopy asymptotic method (OHAM is applied to solve system of Fredholm integral equations. The effectiveness of optimal homotopy asymptotic method is presented. This method provides easy tools to control the convergence region of approximating solution series wherever necessary. The results of OHAM are compared with homotopy perturbation method (HPM and Taylor series expansion method (TSEM.

Unit Root Testing and Estimation in Nonlinear ESTAR Models with Normal and Non-Normal Errors.

Directory of Open Access Journals (Sweden)

Umair Khalil

Full Text Available Exponential Smooth Transition Autoregressive (ESTAR models can capture non-linear adjustment of the deviations from equilibrium conditions which may explain the economic behavior of many variables that appear non stationary from a linear viewpoint. Many researchers employ the Kapetanios test which has a unit root as the null and a stationary nonlinear model as the alternative. However this test statistics is based on the assumption of normally distributed errors in the DGP. Cook has analyzed the size of the nonlinear unit root of this test in the presence of heavy-tailed innovation process and obtained the critical values for both finite variance and infinite variance cases. However the test statistics of Cook are oversized. It has been found by researchers that using conventional tests is dangerous though the best performance among these is a HCCME. The over sizing for LM tests can be reduced by employing fixed design wild bootstrap remedies which provide a valuable alternative to the conventional tests. In this paper the size of the Kapetanios test statistic employing hetroscedastic consistent covariance matrices has been derived and the results are reported for various sample sizes in which size distortion is reduced. The properties for estimates of ESTAR models have been investigated when errors are assumed non-normal. We compare the results obtained through the fitting of nonlinear least square with that of the quantile regression fitting in the presence of outliers and the error distribution was considered to be from t-distribution for various sample sizes.

Asymptotic kinetic theory of magnetized plasmas: quasi-particle concept

International Nuclear Information System (INIS)

Sosenko, P.P.; Zagorodny, A.H.

2004-01-01

The asymptotic kinetic theory of magnetized plasmas is elaborated within the context of general statistical approach and asymptotic methods, developed by M. Krylov and M. Bohol'ubov, for linear and non-linear dynamic systems with a rapidly rotating phase. The quasi-particles are introduced already on the microscopic level. Asymptotic expansions enable to close the description for slow processes, and to relate consistently particles and guiding centres to quasi-particles. The kinetic equation for quasi-particles is derived. It makes a basis for the reduced description of slow collective phenomena in the medium. The kinetic equation for quasi-particles takes into account self-consistent interaction fields, quasi-particle collisions and collective-fluctuation-induced relaxation of quasi-particle distribution function. The relationships between the distribution functions for particles, guiding centres and quasi-particles are derived taking into account fluctuations, which can be especially important in turbulent states. In this way macroscopic (statistical) particle properties can be obtained from those of quasi-particles in the general case of non-equilibrium. (authors)

Globally asymptotically stable analysis in a discrete time eco-epidemiological system

International Nuclear Information System (INIS)

Hu, Zengyun; Teng, Zhidong; Zhang, Tailei; Zhou, Qiming; Chen, Xi

2017-01-01

Highlights: • Dynamical behaviors of a discrete time eco-epidemiological system are discussed. • Global asymptotical stability of this system is obtained by an iteration scheme which can be expended to general dimensional discrete system. • More complex dynamical behaviors are obtained by numerical simulations. - Abstract: In this study, the dynamical behaviors of a discrete time eco-epidemiological system are discussed. The local stability, bifurcation and chaos are obtained. Moreover, the global asymptotical stability of this system is explored by an iteration scheme. The numerical simulations illustrate the theoretical results and exhibit the complex dynamical behaviors such as flip bifurcation, Hopf bifurcation and chaotic dynamical behaviors. Our main results provide an efficient method to analyze the global asymptotical stability for general three dimensional discrete systems.

Inverse curvature flows in asymptotically Robertson Walker spaces

Science.gov (United States)

Kröner, Heiko

2018-04-01

In this paper we consider inverse curvature flows in a Lorentzian manifold N which is the topological product of the real numbers with a closed Riemannian manifold and equipped with a Lorentzian metric having a future singularity so that N is asymptotically Robertson Walker. The flow speeds are future directed and given by 1 / F where F is a homogeneous degree one curvature function of class (K*) of the principal curvatures, i.e. the n-th root of the Gauss curvature. We prove longtime existence of these flows and that the flow hypersurfaces converge to smooth functions when they are rescaled with a proper factor which results from the asymptotics of the metric.

Asymptotic theory of two-dimensional trailing-edge flows

Science.gov (United States)

Melnik, R. E.; Chow, R.

1975-01-01

Problems of laminar and turbulent viscous interaction near trailing edges of streamlined bodies are considered. Asymptotic expansions of the Navier-Stokes equations in the limit of large Reynolds numbers are used to describe the local solution near the trailing edge of cusped or nearly cusped airfoils at small angles of attack in compressible flow. A complicated inverse iterative procedure, involving finite-difference solutions of the triple-deck equations coupled with asymptotic solutions of the boundary values, is used to accurately solve the viscous interaction problem. Results are given for the correction to the boundary-layer solution for drag of a finite flat plate at zero angle of attack and for the viscous correction to the lift of an airfoil at incidence. A rational asymptotic theory is developed for treating turbulent interactions near trailing edges and is shown to lead to a multilayer structure of turbulent boundary layers. The flow over most of the boundary layer is described by a Lighthill model of inviscid rotational flow. The main features of the model are discussed and a sample solution for the skin friction is obtained and compared with the data of Schubauer and Klebanoff for a turbulent flow in a moderately large adverse pressure gradient.

Physically asymptotic Hartree-Fock stationary-phase approximant to the many-body S-matrix

International Nuclear Information System (INIS)

Griffin, J.J.; Dworzecka, M.

1982-01-01

The Asymptotic Hartree-Fock Approximant replaces the physically non-asymptotic (and dynamically nontrivial) external translation of the FISP result with the asymptotic and dynamically trivial translational evolution of Dirac-TDHF by adding an explicit restriction upon the acceptable channel states. It is therefore preferable under the principle of commensurability, which judges the expected output of physical descriptions in terms of the physical assumptions they incorporate. Further insight into the relationship between the TDSHF and FISP methods will reward careful comparison of the respective expressions, in specific cases

An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions

Science.gov (United States)

Peters, B. C., Jr.; Walker, H. F.

1978-01-01

This paper addresses the problem of obtaining numerically maximum-likelihood estimates of the parameters for a mixture of normal distributions. In recent literature, a certain successive-approximations procedure, based on the likelihood equations, was shown empirically to be effective in numerically approximating such maximum-likelihood estimates; however, the reliability of this procedure was not established theoretically. Here, we introduce a general iterative procedure, of the generalized steepest-ascent (deflected-gradient) type, which is just the procedure known in the literature when the step-size is taken to be 1. We show that, with probability 1 as the sample size grows large, this procedure converges locally to the strongly consistent maximum-likelihood estimate whenever the step-size lies between 0 and 2. We also show that the step-size which yields optimal local convergence rates for large samples is determined in a sense by the 'separation' of the component normal densities and is bounded below by a number between 1 and 2.

Asymptotically flat structure of hypergravity in three spacetime dimensions

Energy Technology Data Exchange (ETDEWEB)

Fuentealba, Oscar [Centro de Estudios Científicos (CECs),Av. Arturo Prat 514, Valdivia (Chile); Departamento de Física, Universidad de Concepción,Casilla 160-C, Concepción (Chile); Matulich, Javier; Troncoso, Ricardo [Centro de Estudios Científicos (CECs),Av. Arturo Prat 514, Valdivia (Chile)

2015-10-02

The asymptotic structure of three-dimensional hypergravity without cosmological constant is analyzed. In the case of gravity minimally coupled to a spin-5/2 field, a consistent set of boundary conditions is proposed, being wide enough so as to accommodate a generic choice of chemical potentials associated to the global charges. The algebra of the canonical generators of the asymptotic symmetries is given by a hypersymmetric nonlinear extension of BMS{sub 3}. It is shown that the asymptotic symmetry algebra can be recovered from a subset of a suitable limit of the direct sum of the W{sub (2,4)} algebra with its hypersymmetric extension. The presence of hypersymmetry generators allows to construct bounds for the energy, which turn out to be nonlinear and saturate for spacetimes that admit globally-defined “Killing vector-spinors”. The null orbifold or Minkowski spacetime can then be seen as the corresponding ground state in the case of fermions that fulfill periodic or antiperiodic boundary conditions, respectively. The hypergravity theory is also explicitly extended so as to admit parity-odd terms in the action. It is then shown that the asymptotic symmetry algebra includes an additional central charge, being proportional to the coupling of the Lorentz-Chern-Simons form. The generalization of these results in the case of gravity minimally coupled to arbitrary half-integer spin fields is also carried out. The hypersymmetry bounds are found to be given by a suitable polynomial of degree s+(1/2) in the energy, where s is the spin of the fermionic generators.

Bootstrap-based confidence estimation in PCA and multivariate statistical process control

DEFF Research Database (Denmark)

Babamoradi, Hamid

be used to detect outliers in the data since the outliers can distort the bootstrap estimates. Bootstrap-based confidence limits were suggested as alternative to the asymptotic limits for control charts and contribution plots in MSPC (Paper II). The results showed that in case of the Q-statistic......Traditional/Asymptotic confidence estimation has limited applicability since it needs statistical theories to estimate the confidences, which are not available for all indicators/parameters. Furthermore, in case the theories are available for a specific indicator/parameter, the theories are based....... The goal was to improve process monitoring by improving the quality of MSPC charts and contribution plots. Bootstrapping algorithm to build confidence limits was illustrated in a case study format (Paper I). The main steps in the algorithm were discussed where a set of sensible choices (plus...

Error of semiclassical eigenvalues in the semiclassical limit - an asymptotic analysis of the Sinai billiard

Science.gov (United States)

Dahlqvist, Per

1999-10-01

We estimate the error in the semiclassical trace formula for the Sinai billiard under the assumption that the largest source of error is due to penumbra diffraction: namely, diffraction effects for trajectories passing within a distance Ricons/Journals/Common/cdot" ALT="cdot" ALIGN="TOP"/>O((kR)-2/3) to the disc and trajectories being scattered in very forward directions. Here k is the momentum and R the radius of the scatterer. The semiclassical error is estimated by perturbing the Berry-Keating formula. The analysis necessitates an asymptotic analysis of very long periodic orbits. This is obtained within an approximation originally due to Baladi, Eckmann and Ruelle. We find that the average error, for sufficiently large values of kR, will exceed the mean level spacing.

Ultraviolet asymptotic behavior of the photon propagator in dimensionally regularized quantum electrodynamics

International Nuclear Information System (INIS)

Krasnikov, N.V.

1991-01-01

Study of the ultraviolet behavior of asymptotically nonfree theories is one of the most important problems of quantum field theory. Unfortunately, not too much is known about the ultraviolet properties in asymptotically nonfree theories; the main obstacle is the growth of the effective coupling constant in the ultraviolet region, which renders perturbation theory inapplicable. It is shown that in quantum electrodynamics in n = 4 + 2 var-epsilon space-time (var-epsilon > 0) the photon propagator has the ultraviolet asymptotic behavior D(k 2 ) ∼ (k 2 ) -1-var-epsilon . In the case var-epsilon R ≤ -3π var-epsilon + O(var-epsilon 2 )

High frequency asymptotic methods

International Nuclear Information System (INIS)