Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise

We consider estimation of the drift function of a stationary diffusion process when we observe high-frequency data with microstructure noise over a long time interval. We propose to estimate the drift function at a point by a Nadaraya–Watson estimator that uses observations that have been pre-averaged to reduce the noise. We give conditions under which our estimator is consistent and asympotically normal. Its rate and asymptotic bias and variance are the same as those without microstructure noise. To use our method in data analysis, we propose a data-based cross-validation method to determine the bandwidth in the Nadaraya–Watson estimator. Via simulation, we study several methods of bandwidth choices, and compare our estimator to several existing estimators. In terms of mean squared error, our new estimator outperforms existing estimators.     

Comparison of model predictions with measured proton-induced production of nickel and iridium isotopes

Journal of Radioanalytical and Nuclear Chemistry - Calculations were performed to support method development for simultaneous production of Ni and Ir isotopes. The work scope included development...     

Fluctuation theorems and 1/f noise from a simple matrix

Here we present a model for a small system combined with an explicit entropy bath that iscomparably small. The dynamics of the model is defined by a simple matrix, M. Each row ofM corresponds to a macrostate of the system, e.g. net alignment, while the elements in therow represent microstates. The constant number of elements in each row ensures constantentropy, which allows reversible fluctuations, similar to information theory where aconstant number of bits allows reversible computations. Many elements in M come from themicrostates of the system, but many others come from the bath. Bypassing the bath statesyields fluctuations that exhibit standard white noise; whereas with bath states the powerspectral density varies as S(f) ∝ 1 /f overa wide range of frequencies, f. Thus, the explicit entropy bath is the mechanismof 1/f noisein this model. Both forms of the model match Crooks’ fluctuation theorem exactly,indicating that the theorem applies not only to infinite reservoirs, but also tofinite-sized baths. The model is used to analyze measurements of 1/f-like noise from asub-micron tunnel junction.     

Comparison of impurities in charcoal sorbents found by neutron activation analysis

Neutron activation of gas samples in a reactor often requires a medium to retain sufficient amounts of the gas for analysis. Charcoal is commonly used to adsorb gas and hold it for activation; however, the amount of activated sodium in the charcoal after irradiation swamps most signals of interest. Neutron activation analysis was performed on several commonly available charcoal samples in an effort to determine the activation background. The results for several elements, including the dominant sodium element, are reported. It was found that ECN charcoal had the lowest elemental background, containing sodium at 2.65 ± 0.05 ppm, as well as trace levels of copper and tungsten.     

PRESSURE-VELOCITY EQUILIBRIUM HYDRODYNAMIC MODELS

This article describes mathematical models for phase separated mixtures of materials that are in pressure and velocity equilibrium but not necessarily temperature equilibrium. General conditions for constitutive models for such mixtures that exhibit a single mixture sound speed are discussed and specific examples are described.     

Homogeneous and inhomogeneous manifolds

All metaLindelöf, and most countably paracompact, homogeneous manifolds are Hausdorff. Metacompact manifolds are never rigid. Every countable group can be realized as the group of autohomeomorphisms of a Lindelöf manifold. There is a rigid foliation of the plane.