A modified functional delta method and its application to the estimation of risk functionals

The classical functional delta method (FDM) provides a convenient tool for deriving the asymptotic distribution of statistical functionals from the weak convergence of the respective empirical processes. However, for many interesting functionals depending on the tails of the underlying distribution this FDM cannot be applied since the method typically relies on Hadamard differentiability w.r.t. the uniform sup-norm. In this article, we present a version of the FDM which is suitable also for nonuniform sup-norms, with the outcome that the range of application of the FDM enlarges essentially. On one hand, our FDM, which we shall call the modified FDM, works for functionals that are “differentiable” in a weaker sense than Hadamard differentiability. On the other hand, it requires weak convergence of the empirical process w.r.t. a nonuniform sup-norm. The latter is not problematic since there exist strong respective results on weighted empirical processes obtained by Shorack and Wellner (1986) [25], Shao and Yu (1996) [23], Wu (2008) [32], and others. We illustrate the gain of the modified FDM by deriving the asymptotic distribution of plug-in estimates of popular risk measures that cannot be treated with the classical FDM.     

The Renormalization Group and Its Finite Lattice Approximations

We investigate finite lattice approximations to the Wilson renormalization group in models of unconstrained spins. We discuss first the properties of the renormalization group transformation (RGT) that control the accuracy of this type of approximation and explain different methods and techniques to practically identify them. We also discuss how to determine the anomalous dimension of the field. We apply our considerations to a linear sigma model in two dimensions in the domain of attraction of the Ising fixed point using a Bell–Wilson RGT. We are able to identify optimal RGTs which allow accurate computations of quantities such as critical exponents, fixed-point couplings and eigenvectors with modest statistics. We finally discuss the advantages and limitations of this type of approach.     

Homoclinic orbits on compact hypersufaces in 293-1293-1293-1, of restricted contact type

Consider a smooth Hamiltonian system in ^2N , , the energy surface ={x/H(x)=H(0)} being compact, and 0 being a hyperbolic equilibrium. We assume, moreover, that {0} is of restricted contact type. These conditions are symplectically invariant. By a variational method, we prove the existence of an orbit homoclinic, i.e. non-constant and doubly asymptotic, to 0.     

The coherent-constructible correspondence and Fourier-Mukai transforms

As evidence for his conjecture in birational log geometry, Kawamata constructed a family of derived equivalences between toric orbifolds. In a previous paper, the authors showed that the derived category of a toric orbifold is naturally identified with a category of polyhedrally-constructible sheaves on ℝ ⁿ . In this paper we investigate and reprove some of Kawamata’s results from this perspective.     

Soft swimming: exploiting deformable interfaces for low reynolds number locomotion

Reciprocal movement cannot be used for locomotion at low Reynolds number in an infinite fluid or near a rigid surface. Here we show that this limitation is relaxed for a body performing reciprocal motions near a deformable interface. Using physical arguments and scaling relationships, we show that the nonlinearities arising from reciprocal flow-induced interfacial deformation rectify the periodic motion of the swimmer, leading to locomotion. Such a strategy can be used to move toward, away from, and parallel to any deformable interface as long as the length scales involved are smaller than intrinsic scales, which we identify. A macroscale experiment of flapping motion near a free surface illustrates this new result.     

A divergence-conforming hybridized discontinuous Galerkin method for the incompressible Reynolds-averaged Navier-Stokes equations

We present a hybridized discontinuous Galerkin (HDG) method for the incompressible Reynolds-averaged Navier-Stokes equations coupled with the Spalart-Allmaras one-equation turbulence model. The method extends upon an HDG method recently introduced by Rhebergen and Wells for the incompressible Navier-Stokes equations. With a special choice of velocity and pressure spaces for both element and trace degrees of freedom (DOFs), the method returns pointwise divergence-free mean velocity fields and properly balances momentum and energy. We further examine the use of different polynomial degrees and meshes to see how the order of the scalar eddy viscosity affects the convergence of the mean velocity and pressure fields, specifically for the method of manufactured solutions. As is standard with HDG methods, static condensation can be employed to remove the element DOFs and thus dramatically reduce the global number of DOFs. Numerical results illustrate the effectiveness of the proposed methodology.     

Multiplexed therapeutic drug monitoring of antipsychotics in dried plasma spots by LC‐MS/MS

In this work, a convenient method for the therapeutic monitoring of seven common antipsychotic drugs in “dried plasma spot” samples has been developed. It is based on the liquid chromatography tandem mass spectrometry technique, operating in multiple reaction monitoring mode, and a straightforward procedure for the simultaneous extraction of all antipsychotics in a single step, with high extraction yield. The method was fully validated with proper accuracy, precision, selectivity and sensitivity, for all the drugs. Limits of quantification were 0.12, 1.09, 1.46, 1.47, 5.70, 1.32, 1.33 µg/L for haloperidol, aripiprazole, olanzapine, quetiapine, clozapine, risperidone, and paliperidone, respectively. Accuracy, intra‐ and interday precision values were <10% for all drugs at all concentration levels examined. The method was tested in the analysis of 30 plasma samples from real patients for each drug. The proposed analytical approach, by combining practical and logistical advantages of microsampling with liquid chromatography tandem mass spectrometry analytical performance, could offer an ideal strategy for accurate and timely therapeutic drug monitoring of antipsychotic drugs in most clinical settings, even in remote centers and/or in out‐patient settings, bringing so many potential improvements in psychiatric patient care.     

Sugawara and Vertex Operator Constructions for Deformed Virasoro Algebras

From the defining exchange relations of the elliptic quantum algebra, we construct subalgebras which can be characterized as q-deformed W_N algebras. The consistency conditions relating the parameters p, q, N and the central charge c are shown to be related to the singularity structure of the functional coefficients defining the exchange relations of specific vertex operators representations of available when N = 2. Communicated by Petr Kulish Submitted: January 13, 2006; Accepted: March 6, 2006 Dedicated to our friend Daniel Arnaudon