HAC estimation and strong linearity testing in weak ARMA models

In the framework of ARMA models, we consider testing the reliability of the standard asymptotic covariance matrix (ACM) of the least-squares estimator. The standard formula for this ACM is derived under the assumption that the errors are independent and identically distributed, and is in general invalid when the errors are only uncorrelated. The test statistic is based on the difference between a conventional estimator of the ACM of the least-squares estimator of the ARMA coefficients and its robust HAC-type version. The asymptotic distribution of the HAC estimator is established under the null hypothesis of independence, and under a large class of alternatives. The asymptotic distribution of the proposed statistic is shown to be a standard χ² under the null, and a noncentral χ² under the alternatives. The choice of the HAC estimator is discussed through asymptotic power comparisons. The finite sample properties of the test are analyzed via Monte Carlo simulation.     

Division and <Emphasis Type="Italic">k</Emphasis>-th root theorems for <Emphasis Type="Italic">Q</Emphasis>-manifolds

We prove that a locally compact ANR-space X is a Q-manifold if and only if it has the Disjoint Disk Property (DDP), all points of X are homological Z _∞-points and X has the countable-dimensional approximation property (cd-AP), which means that each map f: K → X of a compact polyhedron can be approximated by a map with the countable-dimensional image. As an application we prove that a space X with DDP and cd-AP is a Q-manifold if some finite power of X is a Q-manifold. If some finite power of a space X with cd-AP is a Q-manifold, then X ² and X × [0, 1] are Q-manifolds as well. We construct a countable family χ of spaces with DDP and cd-AP such that no space X ∈ χ is homeomorphic to the Hilbert cube Q whereas the product X × Y of any different spaces X, Y ∈ χ is homeomorphic to Q. We also show that no uncountable family χ with such properties exists. This work was supported by the Slovenian-Ukrainian (Grant No. SLO-UKR 04-06/07)     

Large Scale Linear Programs and Heuristics for the Design of Survivable Telecommunication Networks

We consider the problem of providing a minimum cost multi-service network subject to one link failure scenarios. We assume our network is fully meshed and demand is satisfied by using direct or two hop-paths. We provide a large scale linear programming formulation and propose and test two effective heuristics.     

Pro-torus actions on Poincaré duality spaces

In this paper, it is shown that some of the results of torus actions on Poincaré duality spaces, Borel’s dimension formula and topological splitting principle to local weights, hold if ‘torus’ is replaced by ‘pro-torus’.     

Nonlinear dynamics of a spinor Bose-Einstein condensate in a double-well potential

We examine the nonlinear dynamical behavior of a spinor Bose-Einstein condensate in a double-well potential. Considering a condensate with large number of atoms, such that it can be described using the mean field theory, we separate the spinor dynamics from the spatial dynamics under the single-mode approximation. We limit ourselves to certain initial conditions under which the spatial mode is frozen so that we can focus on the spinor dynamics only. Identifying collective spin variables of our system, we derive the corresponding nonlinear equations of motion for them. Employing standard stability analysis, we find and characterize fixed points of the system. For a wide range of physical parameters such as tunneling strength and non-linear interactions, as well as for various initial preparations of the system, we identify qualitatively different dynamical regimes possible in the system. In particular, complete and incomplete oscillations of spin variables between quantum wells are found. We also show that by bringing some fixed points close to each other in the phase space of the system, it is possible to induce amplitude modulation to those otherwise regular tunneling oscillations.     

Eigenvalues of Two Parameter Polynomial Operator Pencils of Waveguide Type

The spectral structure of two parameter unbounded operator pencils of waveguide type is studied. Theorems on discreteness of the spectrum for a fixed parameter are proved. Variational principles for real eigenvalues in some parts of the root zones are established. In the case of n = 1 (quadratic pencils) domains containing the spectrum are described (see Fig. 1–3). Conditions in the definition of the pencils of waveguide type arise naturally from physical problems and each of them has a physical meaning. In particular a connection between the energetic stability condition and a perturbation problem for the coefficients is given.     

甲基红染料掺杂的聚乙烯醇薄膜光存储特性的实验研究

用2倍频小型YAG激光(532nm)作为写入光和擦除光,用He-Ne激光器623.8nm线作为读出光,用CCD作为探测器,研究了不同写入光功率下,甲基红/聚乙烯醇(MR/PVA)薄膜光栅生长的动力学过程和不同擦除光功率下,光栅擦除的动力学过程.结合光栅生长曲线的波动现象,对光存储机制进行了新的探讨.实验发现,两写入光和读出光的功率配比为1:1:1时,可获得最大衍射效率,提出读出光对写入过程具有双重作用的物理模型,对此实验结果给出了合理的解释.