Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models

Parameters of Gaussian multivariate models are often estimated using the maximum likelihood approach. In spite of its merits, this methodology is not practical when the sample size is very large, as, for example, in the case of massive georeferenced data sets. In this paper, we study the asymptotic properties of the estimators that minimize three alternatives to the likelihood function, designed to increase the computational efficiency. This is achieved by applying the information sandwich technique to expansions of the pseudo-likelihood functions as quadratic forms of independent normal random variables. Theoretical calculations are given for a first-order autoregressive time series and then extended to a two-dimensional autoregressive process on a lattice. We compare the efficiency of the three estimators to that of the maximum likelihood estimator as well as among themselves, using numerical calculations of the theoretical results and simulations.     

Fifty years of the Siberian Division of the Russian Academy of Sciences

This is a write-up on the foundation of the Sobolev Institute of Mathematics in 1957.     

Stress monitoring in a Guinness 10-day scuba dive

Nowadays, there is high demand for sensitive gas sensors both for human and environmental monitoring. This paper deals with a high-resolution (0.2 ppb) laser-based photoacoustic spectroscopic system realized at ENEA Frascati, Italy, applied for monitoring stress in scuba divers during sustained immersion by analyzing breath samples. Blood tests and psychometric tests for scuba divers were performed at Catholic University in Rome. Results will be reported and discussed.     

Peritectic phase growth in directionally solidified Cu-70% Sn alloy

The growth mechanism of the peritectic η phase involving the peritectic reaction and peritectic transformation in Cu-70%Sn alloy was investigated under directional solidification. The results show that a major growth mechanism in thickening of the peritectic η-layer is not the peritectic reaction but the peritectic transformation. The transformation temperature and isothermal time play crucial roles in determining the volume fraction and the thickness of the peritectic η phase. With the increase of the temperature and isothermal time, the volume fraction of the peritectic η phase increases. The regressed data show that the relationship between the thickness of η phase (Δx) and the transformation temperature (T) meets the following equation In Δx=6.5−1673 1 / T. Additionally, there exists a relationship between the thickness of the η phase (Δx) and the isothermal time (t) at the 9 mm solidification distance below the peritectic reaction interface, Δx=0.72t ^1/2, which is consistent with the theoretical model. Supported by the National Science Foundation of China (Grant No. 50395102)     

Electro-absorption and refraction in Fabry-Perot quantum well modulators: a general discussion

Fabry-Perot resonators have long been advocated to improve the limited contrast ratio of multiple quantum well optical modulators used in photonic switches based on self electrooptic effect devices (SEEDs) and in other array based optical interconnection schemes. Using data on field dependent GaAs/AlGaAs quantum well absorption and refraction, we have modelled the reflectivity, modulation depth and contrast ratio of resonant modulators. Our results are generally valid for any quantum well modulator and demonstrate 23the important role played by electro-refraction even in regions of strong absorption. Resonators give large contrast ratios but there are trade-offs in the maximum reflectivity change achievable with Fabry-Perot resonators compared to simple modulators. The model gives the optimum number of quantum wells and reflectivity values required to make a resonator at any wavelength for a given quantum well structure. Understanding the limits of Fabry-Perot quantum well modulator performance is important for their application in symmetric self electrooptic effectiveness for photonic switching where modulation and detection properties are both used and for optical interconnection systems.     

Modules of piecewise polynomials and their freeness

Partially supported by NSF Grant DMS-9004123 and ARO through MSI Cornell (DAAG 29-85-C-0018)