Extremes of deterministic sub‐sampled moving averages with heavy‐tailed innovations

Let {X_k}_k?1 be a strictly stationary time series. For a strictly increasing sampling function g:?→? define Y_k=X_g(k) as the deterministic sub‐sampled time series. In this paper, the extreme value theory of {Y_k} is studied when X_k has representation as a moving average driven by heavy‐tailed innovations. Under mild conditions, convergence results for a sequence of point processes based on {Y_k} 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.     

Using rank-1 lift-and-project closures to generate cuts for 0–1 MIPs, a computational investigation

Various techniques for building relaxations and generating valid inequalities for pure or mixed integer programming problems without special structure are reviewed and compared computationally. Besides classical techniques such as Gomory cuts, Mixed Integer Rounding cuts, lift-and-project and reformulation–linearization techniques, a new variant is also investigated: the use of the relaxation corresponding to the intersection of simple disjunction polyhedra (i.e. the so-called elementary closure of lift-and-project cuts). Systematic comparative computational results are reported on series of test problems including multidimensional knapsack problems (MKP) and MIPLIB test problems. From the results obtained, the relaxation based on the elementary closure of lift-and-project cuts appears to be one of the most promising.     

Investigation of the Markov Models of h 2-Persistent Random-Access Communication Networks with Conflict Messages

The h ₂-persistent multiple-access communication networks with discrete and continuous strategy of control of conflict messages are investigated.     

Acoustic Analysis of Pathological Voices Compressedwith MPEG System

The MPEG-1 Layer 3 compression schema of audio signal, commonly known as mp3, has caused a great impact in recent years as it has reached high compression rates while conserving a high sound quality. Music and speech samples compressed at high bitrates are perceptually indistinguishable from the original samples, but very little was known about how compression acoustically affects the voice signal. A previous work with normal voices showed a high fidelity at high-bitrate compressions both in voice parameters and the amplitude-frequency spectrum. In the present work, dysphonic voices were tested through two studies. In the first study, spectrograms, long-term average spectra (LTAS), and fast Fourier transform (FFT) spectra of compressed and original samples of running speech were compared. In the second study, intensities, formant frequencies, formant bandwidths, and a multidimensional set of voice parameters were tested in a set of sustained phonations. Results showed that compression at high bitrates (96 and 128 kbps) preserved the relevant acoustic properties of the pathological voices. With compressions at lower bitrates, fidelity decreases, introducing some important alterations. Results from both works, Gonzalez and Cervera and this paper, open up the possibility of using MPEG-compression at high bitrates to store or transmit high-quality speech recordings, without altering their acoustic properties.     

Hydrophobicity-induced drying transition in alkanethiol self-assembled monolayer—water interface

During the course of our investigation of the electron transfer properties of some redox species through highly hydrophobic long chain alkanethiol molecules on gold in aqueous and non-aqueous solvents, we obtained some intriguing results such as unusually low interfacial capacitance, very high values of impedance and film resistance, all of which pointed to the possible existence of a nanometer size interfacial gap between the hydrophobic monolayer and aqueous electrolyte. We explain this phenomenon by a model for the alkanethiol monolayer—aqueous electrolyte interface, in which the extremely hydrophobic alkanethiol film repels water molecules adjacent to it and in the process creates a shield between the monolayer film and water. This effectively increases the overall thickness of the dielectric layer that is manifested as an abnormally low value of interfacial capacitance. This behaviour is very much akin to the ‘drying transition’ proposed by Lum, Chandler and Weeks in their theory of length scale dependent hydrophobicity. For small hydrophobic units consisting of apolar solutes, the water molecules can reorganize around them without sacrificing their hydrogen bonds. Since for an extended hydrophobic unit, the existence of hydrogen bonded water structure close to it is geometrically unfavourable, there is a net depletion of water molecules in the vicinity leading to the possible creation of a hydrophobic interfacial gap.     

Experimental observation of quantum corrections to electrical resistivity in nanocrystalline soft magnetic alloys

X-ray diffraction patterns of nanocrystalline Fe-Cu-Nb-Si-B (FINEMET) alloys reveal that bcc α-Fe/α-FeSi crystallites with the average grain size of 20(5) nm are dispersed in amorphous matrix. Enhanced electron—electron interaction (EEI) and quantum interference (QI) effects as well as electron-magnon (and/or electron-spin fluctuation) scattering turn out to be the main mechanisms that govern the temperature dependence of resistivity. Of all the inelastic scattering processes, inelastic electron-phonon scattering is the most effective mechanism to destroy phase coherence of electron wave functions. The diffusion constant, density of states at the Fermi level and the inelastic scattering time have been estimated, for the first time, for the alloys in question Article presented at the International Symposium on Advances in Superconductivity and Magnetism: Materials, Mechanisms and Devices, ASMM2D-2001, 25–28 September 2001, Mangalore, India.     

Ferromagnetic Zr1−xMnxCo2 laves phase compounds

Structure and magnetic properties of the Zr_1−xMn_xCo_2+δ alloys were studied for 0 x <0.7, δ=0, 0.45. The cubic C15 Laves phase structure shows Mn solubility up to x≈0.4. The other Laves phase with the hexagonal C36 structure found for x0.5 apparently has a small region of Mn solubility in the vicinity of Zr_0.4Mn_0.6Co₂. Though the parent Mn-free compounds are known to be paramagnetic, the Mn-substituted alloys show ferromagnetic behavior with the Curie temperatures up to 625 K and the room-temperature saturation magnetization of about 100 emu/g. The onset of ferromagnetism with the Mn substitution for Zr may be caused by polarization of itinerant 3d electrons, like it was earlier supposed for the off-stoichiometric ZrCo_2+δ. The universal composition dependencies of the intrinsic magnetic properties for different δ can be obtained, if plotted against the amount of zirconium atoms missing in its sublattice. The room-temperature anisotropy with the noticeable anisotropy field of 24 kOe and the 1 1 0 easy magnetization direction laying in a basal plane was found in the hexagonal Zr_0.5Mn_0.5Co₂.     

Electron–hole complexes in self-assembled quantum dots in strong magnetic fields

We present results of calculations and experiments on electron–hole complexes in InGaAs/GaAs self-assembled quantum dots in high magnetic field (B). Due to hidden symmetries, the chemical potential of an N-exciton system at special B fields becomes insensitive to the exciton number as well as the magnetic field. This results in plateau regions of high intensity in measured magneto-PL spectrum. Theoretical calculations using exact diagonalization techniques successfully explain the measured magneto-photoluminescence spectrum with B fields up to 28 T.