Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models

Parameters of Gaussian multivariate models are often estimated using the maximum likelihood approach. In spite of its merits, this methodology is not practical when the sample size is very large, as, for example, in the case of massive georeferenced data sets. In this paper, we study the asymptotic properties of the estimators that minimize three alternatives to the likelihood function, designed to increase the computational efficiency. This is achieved by applying the information sandwich technique to expansions of the pseudo-likelihood functions as quadratic forms of independent normal random variables. Theoretical calculations are given for a first-order autoregressive time series and then extended to a two-dimensional autoregressive process on a lattice. We compare the efficiency of the three estimators to that of the maximum likelihood estimator as well as among themselves, using numerical calculations of the theoretical results and simulations.     

Perron's method for second order hyperbolic PDE. Part I

In parts I, II, and III combined of this paper, we define a notion of viscosity solution for these equations and existence is proved by a Perron-like method. Here, in part I, we prove useful identities, and a maximum-like principle for smooth sub(super) solutions of the standard wave equation. We define a new potential theoretic (P) notion of solution, subsolution and supersolution, and a related potential type (P) Cauchy problem for semilinear second order hyperbolic equations.     

Electron-stimulated desorption of D (H) from condensed D2O (H2O) films

The electron-stimulated desorption (ESD) of D⁻ and H⁻ ions from condensed D₂O and H₂O films is investigated. Three low-energy peaks are observed in the ESD anion yield, which are identified as arising from excitation of ²B₁, ²A₁ and ²B₂ dissociative electron attachment (DEA) resonances. Additional structure is observed between 18 and 32 eV, which may be due to ion pair formation or to DEA resonances involving the 2a₁ orbital. The ion yield resulting from excitation of the ²B₁ resonance increases as the film is heated. We attribute the increase in the ion yield to thermally induced hydrogen bond breaking near the surface, which enhances the lifetimes of the excited states that lead to desorption.     

The relationship between physical observables and the potential energy surface in the He-HF system

This paper examines the effect of infinitesimal functional variations in a rigid rotor He-HF potential surface on several different types of observables: inelastic cross sections, rate constants, and rotational energy level populations. The dynamics and kinetic observables studied were found to be sensitive to a large number of Legendre components of the potential with the region of highest sensitivity dependent upon the energy or temperature as well as the states related by the individual observable. Sensitivity to the entire surface tends to show a large degree of structure due to competition among sensitivities to the individual potential components. Significant information loss has been observed in the transition from microscopic to macroscopic observables.     

Survivable network design under optimal and heuristic interdiction scenarios

We examine the problem of building or fortifying a network to defend against enemy attacks in various scenarios. In particular, we examine the case in which an enemy can destroy any portion of any arc that a designer constructs on the network, subject to some interdiction budget. This problem takes the form of a three-level, two-player game, in which the designer acts first to construct a network and transmit an initial set of flows through the network. The enemy acts next to destroy a set of constructed arcs in the designer’s network, and the designer acts last to transmit a final set of flows in the network. Most studies of this nature assume that the enemy will act optimally; however, in real-world scenarios one cannot necessarily assume rationality on the part of the enemy. Hence, we prescribe optimal network design algorithms for three different profiles of enemy action: an enemy destroying arcs based on capacities, based on initial flows, or acting optimally to minimize our maximum profits obtained from transmitting flows.     

Sensitivity of hypersaline Arabian Gulf to seawater desalination plants

Due to the hot, arid nature of its bordering lands, seawater in the Arabian Gulf can have significant evaporation rates leading to hypersaline conditions. If additional desalination plants were to operate along its coast, then the extraction of desalinated water and returned brine waste stream into the Gulf would increase the salinity. This paper uses a tidally and cross-sectionally averaged mathematical model that reveals multiplicative dependence of the salinity on factors associated with river flow, evaporation rates and each of the desalination plants. Present-day desalinated water production rates are in the linear regime, but hypersalinity has exponential sensitivity to the position and volumetric rate of desalinated water extraction.     

Territories,corridors, and networks: A biological model for the premodern state

When depicted on maps as homogenous territorial wholes, ancient states are visually summarized as static entities in a way that conceals the highly fluid dynamics of polity formation, maintenance, and growth. Models derived from studies of animal behavior show that “territory” does not consist of an undifferentiated use of the landscape. Instead, the concept of territory can be parsed into a series of resource‐rich nodes linked by corridors of access, surrounded by unutilized regions and boundaries marked at points of competition. Ancient human groups also can be analyzed as having perceived and occupied landscapes through strategies of flexible networks in which nodes and corridors were surrounded by unutilized spaces around which boundaries were selectively identified and defended. This strategy is identifiable in human social groups at different levels of complexity ranging from hunter‐gatherers through ancient chiefdoms and states. © 2007 Wiley Periodicals, Inc. Complexity 12: 28–35, 2007