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21.
Let {Xk}k?1 be a strictly stationary time series. For a strictly increasing sampling function g:?→? define Yk=Xg(k) as the deterministic sub‐sampled time series. In this paper, the extreme value theory of {Yk} is studied when Xk has representation as a moving average driven by heavy‐tailed innovations. Under mild conditions, convergence results for a sequence of point processes based on {Yk} are proved and extremal properties of the deterministic sub‐sampled time series are derived. In particular, we obtain the limiting distribution of the maximum and the corresponding extremal index. Copyright © 2003 John Wiley & Sons, Ltd. 相似文献
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I. Favero G. Cassabois D. Darson C. Voisin J. Tignon C. Delalande Ph. Roussignol R. Ferreira J. M. Grard 《Physica E: Low-dimensional Systems and Nanostructures》2004,21(2-4):336
We report the first direct observation of Huang–Rhys side-bands in the photoluminescence spectrum of a single InAs/GaAs quantum dot (QD). At low temperature (10 K) the single QD spectrum has a quasi-Lorentzian profile. At higher temperatures, we observe a strong deviation from a Lorentzian profile with the appearance of asymmetric side-bands which become symmetric above 70 K. We obtain an excellent agreement with theoretical calculations done in the framework of the Huang–Rhys formalism. We conclude that the zero-phonon linewidth is the relevant parameter for the observation of the low-energy acoustic phonon side-bands. 相似文献
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Sandra S. Ferreira Dário Ferreira Célia Nunes João T. Mexia 《Mathematical Methods in the Applied Sciences》2023,46(1):356-367
Sub-models of mixed linear models are considered. The independence of these sub-models leads to sufficient statistics for the parameters relevant for their densities. Using pivot variables, confidence regions are obtained as well hypothesis testing for variance components, estimable functions, and estimable vectors. In addition, to compare the estimators and the models, we present the histograms with the empirical joint densities for positive and negative parts of the estimators. The figures, for the two-dimensional charts, contain the corresponding UMVUE and are all unimodal with the UMVUE near the mode. The nearness of the estimators and the modes validates the presented methodology and allows the safe use of induced densities. A numerical example applied to real data is presented. 相似文献
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O. N. Oliveira Jr. G. F. Leal Ferreira 《Applied Physics A: Materials Science & Processing》1987,42(3):213-217
Surface-potential measurements carried out in negatively corona charged 12 m samples of fluorethylenepropylene (Teflon FEP) showed the following characteristics: 1) with a constant charging current, the potential initially rises linearly, and then sublinearly; 2) the potential saturates irrespectively of the charging process and 3) practically no potential decay is observed after switching off the corona. These results have been interpreted in terms of an usual model (field-independent trapping time) for charge transport in insulators, with saturable deep traps in both surface and bulk of the sample and a relatively high electron mobility in order to prevent free-space charge accumulation. The partial differential equations derived from the model are numerically solved and it was found that only the product of the mobility with the trapping time is relevant to the fitting of experimental results, provided that >10–8 cm2/Vs. A field-dependent trapping time model leads to poorer fittings. 相似文献
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Claire Gervais Jaap J. Boon Federica Marone Ester S. B. Ferreira 《Applied Physics A: Materials Science & Processing》2013,111(1):31-38
The study of the early oeuvre of the Swiss painter Cuno Amiet (1868–1961) has revealed that, up to 1907, many of his grounds were hand applied and are mainly composed of chalk, bound in protein. These grounds are not only lean and absorbent, but also, as Synchrotron radiation X-ray microtomography has shown, porous. Our approach to the characterization of pore structure and quantity, their connectivity, and homogeneity is based on image segmentation and application of a clustering algorithm to high-resolution X-ray tomographic data. The issues associated with the segmentation of the different components of a ground sample based on X-ray imaging data are discussed. The approach applied to a sample taken from “Portrait of Max Leu” (1899) by Amiet revealed the presence of three sublayers within the ground with distinct porosity features, which had not been observed optically in cross-section. The upper and lower layers are highly porous with important connectivity and thus prone to water uptake/storage. The middle layer however shows low and nonconnected porosity at the resolution level of the X-ray tomography images, so that few direct water absorption paths through the entire sample exist. The potential of the method to characterize porosity and to understand moisture-related issues in paint layer degradation are discussed. 相似文献