Tail wavelets in merger of binary compact objects

We present a model for tail wavelets, a phenomenon known as "echo" in the literature. The tail wavelet may appear in signal reconnaissances in the merger of binary compact objects, including black holes and neutron stars. We show that the dark matter surrounding the compact objects lead to a speculated tail wavelet following the main gravitational wave(GW). We demonstrate that the radiation pressure of the main wave is fully capable of pushing away the surrounding matter to some altitude, and splashing down of the matter excites the tail wavelet after ringing down of the main wave. We illustrate this concept in a simplified model, where numerical estimations are conducted on the specific distribution of dark matter outside the black hole horizon and the threshold values in accordance with observations. We study the full back reaction of the surrounding dark matter to the metric and find that the effect on to the tail wavelets is insignificant. We reveal the fine difference between the tail wavelets of a dressed and a bare black hole. We demonstrate that the tail wavelet can appear as a natural phenomenon in the frame of general relativity, without invoking modified gravities or quantum effects.     

Direct calculation of time varying Aharonov-Bohm effect

The Aharonov-Bohm effect (ABE) for steady magnetic fields is a well known phenomenon. However, if the current in the infinite solenoid that creates the magnetic field is time-dependent, that is in the presence of both magnetic and electric fields, there is no agreement whether the effect would be present. In this note, we try to investigate time varying ABE by a direct calculation in a set-up with a weak time dependent magnetic field. We find that the electric field arising out of the time-varying magnetic field in the path of the electrons does not enter the action integral but only changes the path of the electron from the source to the slits and then on to the detector. We find a frequency dependent AB phase shift. At low frequencies the result smoothly approaches the one for a constant field as the frequency tends towards zero. On the other hand, for high frequencies such that the AB-phase induced in the path of the wave packet oscillates rapidly, the net effect will be very small which is borne out by our results.     

Heavy tails for an alternative stochastic perpetuity model

In this paper we consider a stochastic model of perpetuity-type. In contrast to the classical affine perpetuity model of Kesten (1973) and Goldie (1991) all discount factors in the model are mutually independent. We prove that the tails of the distribution of this model are regularly varying both in the univariate and multivariate cases. Due to the additional randomness in the model the tails are not pure power laws as in the Kesten–Goldie setting but involve a logarithmic term.     

Brownian motion with drift on spaces with varying dimension

Many properties of Brownian motion on spaces with varying dimension (BMVD in abbreviation) have been explored in Chen and Lou (2018). In this paper, we study Brownian motion with drift on spaces with varying dimension (BMVD with drift in abbreviation). Such a process can be conveniently defined by a regular Dirichlet form that is not necessarily symmetric. Through the method of Duhamel’s principle, it is established in this paper that the transition density of BMVD with drift has the same type of two-sided Gaussian bounds as that for BMVD (without drift). As a corollary, we derive Green function estimate for BMVD with drift.     

Stability analysis of fractional order fuzzy cellular neural networks with leakage delay and time varying delays

In this paper we investigated the stability of fractional order fuzzy cellular neural networks with leakage delay and time varying delays. Based on Lyapunov theory and applying bounded techniques of fractional calculation, sufficient criterion are established to guarantee the stability. Hybrid feedback control is applied to derive the proposed results. Finally, numerical examples with simulation results are given to illustrate the effectiveness of the proposed method.     

Joint tail of ECOMOR and LCR reinsurance treaties

Researchers in actuarial sciences have investigated the tail behavior of the LCR and ECOMOR reinsurance treaties separately for managing extreme risks in reinsurance business. In practice, a reinsurance company may possess these two treaties simultaneously. Therefore, investigating the joint tail behavior of these two treaties is practically useful in risk management. This paper derives the asymptotic limit of the joint tail of these two reinsurance treaties under the setup of Jiang and Tang (2008).     

Haezendonck–Goovaerts risk measure with a heavy tailed loss

Recently Haezendonck–Goovaerts (H–G) risk measure has received much attention in (re)insurance and portfolio management. Some nonparametric inferences have been proposed in the literature. When the loss variable does not have enough moments, which depends on the involved Young function, the nonparametric estimator in Ahn and Shyamalkumar (2014) has a nonnormal limit, which challenges interval estimation. Motivated by the fact that many loss variables in insurance and finance could have a heavier tail such as an infinite variance, this paper proposes a new estimator which estimates the tail by extreme value theory and the middle part nonparametrically. It turns out that the proposed new estimator always has a normal limit regardless of the tail heaviness of the loss variable. Hence an interval with asymptotically correct confidence level can be obtained easily either by the normal approximation method via estimating the asymptotic variance or by a bootstrap method. A simulation study and real data analysis confirm the effectiveness of the proposed new inference procedure for estimating the H–G risk measure.     

Synchronization of complex networks with time‐varying inner coupling and outer coupling matrices

Synchronization of complex networks with time‐varying coupling matrices is studied in this paper. Two kinds of time‐varying coupling are taken into account. One is the time‐varying inner coupling in the node state space and the other is the time‐varying outer coupling in the network topology space. By respectively setting linear controllers and adaptive controllers, time‐varying complex networks can be synchronized to a desired state. Meanwhile, different influences of the control parameters of linear controllers and adaptive controllers on the synchronization have also been investigated. Based on the Lyapunov function theory, we construct appropriate positive‐definite functions, and several sufficient synchronization criteria are obtained. Numerical simulations further illustrate the effectiveness of conclusions. Copyright © 2017 John Wiley & Sons, Ltd.     

Continuity in law with respect to the Hurst index of some additive functionals of sub-fractional Brownian motion

In this article, first, we prove some properties of the sub-fractional Brownian motion introduced by Bojdecki et al. [Statist. Probab. Lett. 69(2004):405–419]. Second, we prove the continuity in law, with respect to small perturbations of the Hurst index, in some anisotropic Besov spaces, of some continuous additive functionals of the sub-fractional Brownian motion. We prove that our result can be obtained easily, by using the decomposition in law of the sub-fractional Brownian motion given by Bardina and Bascompte [Collect. Math. 61(2010):191–204] and Ruiz de Chavez and Tudor [Math. Rep. 11(2009):67–74], without using the result of Wu and Xiao [Stoch. Proc. Appl. 119(2009):1823–1844] by connecting the sub-fractional Brownian motion to its stationary Gaussian process through Lamperti’s transform. This decomposition in law leads to a better understanding and simple proof of our result.     

基于时变SJC-Copula对商品期货市场间风险传染的探究

分别选取WIND商品指数和CRB指数作为衡量我国商品期货市场及国际商品期货市场综合价格的指标,利用时变SJC-Copula模型构建两者之间的动态相依结构,通过动态的尾部相关系数来探究我国商品期货市场与国际市场间的尾部相关性.实证结果表明,我国商品期货市场与国际市场间的上尾相关性要强于下尾相关性,即当商品期货价格上涨时,两个市场间更易发生风险传染.