Estimation of a quantile in some nonstandard cases

A necessary condition for the asymptotic normality of the sample quantile estimator isf(Q(p))=F(Q(p))>0, whereQ(p) is thep-th quantile of the distribution functionF(x). In this paper, we estimate a quantile by a kernel quantile estimator when this condition is violated. We have shown that the kernel quantile estimator is asymptotically normal in some nonstandard cases. The optimal convergence rate of the mean squared error for the kernel estimator is obtained with respect to the asymptotically optimal bandwidth. A law of the iterated logarithm is also established.This research was partially supported by the new faculty award from the University of Oregon.     

Weakly compactly generated Banach spaces and the strong law of large numbers

IfB is a weakly compactly generated Banach space andf: (S,S, ) satisfies the strong law of large numbers, thenf=f ₁+f ₂, wheref ₁ is Bochner -integrable andf ₂ is Pettis -integrable with Pettis norm 0. The decomposition is unique.     

Rate conservation laws: A survey

We survey the rate conservation law, RCL for short, arising in queues and related stochastic models. RCL was recognized as one of the fundamental principles to get relationships between time and embedded averages such as the extended Little's formulaH=G, but we show that it has other applications. For example, RCL is one of the important techniques for deriving equilibrium equations for stochastic processes. It is shown that the various techniques, including Mecke's formula for a stationary random measure, can be formulated as RCL. For this purpose, we start with a new definition of the rate with respect to a random measure, and generalize RCL by using it. We further introduce the notion of quasi-expectation, which is a certain extension of the ordinary expectation, and derive RCL applicable to the sample average results. It means that the sample average formulas such asH=G can be obtained as the stationary RCL in the quasi-expectation framework. We also survey several extensions of RCL and discuss examples. Throughout the paper, we would like to emphasize how results can be easily obtained by using a simple principle, RCL.     

Disordered ground states for classical discrete-state problems in one dimension

It is known that one-dimensional lattice problems with a discrete, finite set of states per site generically have periodic ground states (GSs). We consider slightly less generic cases, in which the Hamiltonian is constrained by either spin (S) or spatial (I) inversion symmetry (or both). We show that such constraints give rise to the possibility ofdisordered GSs over a finite fraction of the coupling-parameter space—that is, without invoking any nongeneric fine tuning of coupling constants, beyond that arising from symmetry. We find that such disordered GSs can arise for many values of the number of statesk at each site and the ranger of the interaction. The Ising (k=2) case is the least prone to disorder:I symmetry allows for disordered GSs (without fine tuning) only forr5, whileS symmetry never gives rise to disordered GSs.     

A strong limit theorem for generalized Cantor-like random sequences

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Skew Brownian motion-type of extensions

We consider a class of possible extensions of a given symmetric Feller processZ _t fromR{0} to the entire real lineR, depending on a parameter [0, 1]. It is proved that the proposed extension exists if =1/2; for 1/2, exists if and only ifZ _t does not jump over 0 (e.g., ifZ _t is a diffusion).     

Small ball probabilities for a Wiener process under weighted sup-norms,with an application to the supremum of bessel local times

LetR be the radial part of ad-dimensional Wiener process, starting from 0. In this paper, small ball probabilities are evaluated for sup_0<11(t ^–p R(t)) and sup _t 0(e ^–1 R(t)), withp[0, 1/2]. Chung's law of the iterated logarithm is established for the supremum of the local times of a two-dimensional Bessel process.     

The difference between Newtonian and relativistic forces

This paper discusses a new turn in the 148-year old electrodynamic force law controversy between the 1822 Ampère force law of the Newtonian electrodynamics and Grassmann's 1845 law which has become the electrodynamic force law of relativistic electromagnetism. Faced with the infallibility of Ampère's empirical law, defenders of relativity theory now argue that Ampère's law is equivalent to the relativistic law. This paper demonstrates that, far from being equivalent, the laws require two different mechanics of solid bodies, disagree on internally generated stresses, and predict different force distributions.     

Transient flow towards a well in an aquifer including the effect of fluid inertia

Transient propagation of weak pressure perturbations in a homogeneous, isotropic, fluid saturated aquifer has been studied. A damped wave equation for the pressure in the aquifer is derived using the macroscopic, volume averaged, mass conservation and momentum equations. The equation is applied to the case of a well in a closed aquifer and analytical solutions are obtained to two different flow cases. It is shown that the radius of influence propagates with a finite velocity. The results show that the effect of fluid inertia could be of importance where transient flow in porous media is studied.List of symbols b Thickness of the aquifer, m - c ₀ Wave velocity, m/s - k Permeability of the porous medium, m² - n Porosity of the porous medium - p( ,t) Pressure, N/m² - Q Volume flux, m³/s - r Radial coordinate, m - r _w Radius of the well, m - s Transform variable - S Storativity of the aquifer - S _d(r, t) Drawdown, m - t Time, s - T Transmissivity of the aquifer, m²/s - ( ,t) Velocity of the fluid, m/s - Coordinate vector, m - z Vertical coordinate, m - Coefficient of compressibility, m²/N - Coefficient of fluid compressibility, m²/N - Relaxation time, s - (r, t) Hydraulic potential, m - Dynamic viscosity of the fluid, Ns/m² - Dimensionless radius - Density of the fluid, Ns²/m⁴ - (, ) Dimensionless drawdown - Dimensionless time - , x Dummy variables - ₀, ₁ Auxilary functions     

The Kissinger law and isokinetic effect: Part II. Experimental analysis

On the basis of copper sulphate pentahydrate thermal dissociation, for analyzed reactions I to IV, 6 thermokinetic equations was discussed. Arrhenius law parameters were determined and the isokinetic effect (IE) and Kissinger law appearing was analyzed. It was found that only dependence resulting from isokinetic effect, in the form k _m=q/T _m, relates to the suitable thermokinetic Eq. (2) and Kissinger law in modified form (14). The confirmation was made that the possibility of determining the averaged activation energy from thermokinetic equations using suitable correction coefficients exists.This revised version was published online in November 2005 with corrections to the Cover Date.