Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise

The likelihood ratio test for a change in the mean-reverting parameter of a first order autoregressive model with stationary Gaussian noise is considered. The test statistic converges in distribution to the Gumbel extreme value distribution under the null hypothesis of no change-point for a large class of covariance structures including long-memory processes as the fractional Gaussian noise.

     

A transference method in quantum probability

Working with a rather general notion of independence, we provide a transference method which allows to compare the p-norm of sums of independent copies with the p-norm of sums of free copies. Our main technique is to construct explicit operator space Lp embeddings preserving independence to reduce the problem to L₁, where some recent results by the first-named author can be used. We find applications on noncommutative Khintchine/Rosenthal type inequalities and on noncommutative Lp embedding theory.     

Unicity of the Integrated Density of States for Relativistic Schrödinger Operators with Regular Magnetic Fields and Singular Electric Potentials

We show coincidence of the two definitions of the integrated density of states (IDS) for a class of relativistic Schrödinger operators with magnetic fields and scalar potentials introduced in Iftimie et al. (Publ Res Inst Math Sci 43(3):585–623, 2007; Topics in applied mathematics and mathematical physics, Editura Academiei Române, 2008), the first one relying on the eigenvalue counting function of operators induced on open bounded sets with Dirichlet boundary conditions, the other one involving the spectral projections of the operator defined on the entire space. In this way one generalizes the results of Doi et al. (Math Z 237:335–371, 2001) and Iftimie (Publ Res Inst Math Sci 41(2):307–327, 2005) for non-relativistic operators. The proofs needs the magnetic pseudodifferential calculus developed in Iftimie et al. (Publ Res Inst Math Sci 43(3):585–623, 2007), as well as a Feynman-Kac-Itô formula for Lévy processes (Ichinose and Tamura, Commun Math Phys 105(2):239–257, 1986; Iftimie et al. Topics in applied mathematics and mathematical physics, Editura Academiei Române, 2008). In addition, in case when both the magnetic field and the scalar potential are periodic, one also proves the existence of the IDS.     

On a global implicit function theorem for locally Lipschitz maps via non-smooth critical point theory

We prove a non-smooth generalization of the global implicit function theorem. More precisely we use the non-smooth local implicit function theorem and the non-smooth critical point theory in order to prove a non-smooth global implicit function theorem for locally Lipschitz functions. A comparison between several global inversion theorems is discussed. Applications to algebraic equations are given.     

A new branching strategy for time constrained routing problems with application to backhauling

In this paper, we explore a new branching strategy for branch-and-bound approaches based on column generation for the vehicle routing problems with time windows. This strategy involves branching on resource variables (time or capacity) rather than on network flow variables. We also examine criteria for selecting network nodes for branching. To test the effectiveness of the branching strategy, we conduct computational experiments on time window constrained vehicle routing problems where backhauling is permitted only after all the shipments to clients have been made. The branching method proved very effective. In cases where time was the more binding constraint, time-based branching succeeded in decreasing the number of nodes explored by two thirds and the total computation time by more than half when compared to flow-based branching. The computational results also show that the overall algorithm was successful in optimally solving problems with up to 100 customers. It produced an average cost decrease of almost 7% when backhauling was permitted as compared to the cost involved when the client and the distributor routes were distinct.     

Homotopy after tensoring with uniformly hyperfiniteC*-algebras

The paper is devoted to the homotopy classification ofC*-algebras of continuous functions on a finite CW-complex with values in a UHF-algebra. The relevant invariants are based on (connective)K-theory.     

Branched phospha[7]triangulanes

A highly strained, thermally stable (up to 150 degrees C) branched phospha[7]triangulane was synthesized from the second-generation bicyclopropylidene and transient phosphinidene [Ph-P=W(CO)5], followed by demetalation in refluxing xylene. Bulkier transient CuCl-alkene-complexed phosphinidene gave 2-phosphabicyclo-[3.2.0]hept-1(5)-ene as an additional product. The "outer sphere" spirocyclopropanes provide a stabilizing factor for both of these novel compounds.     

Structure and stability of Ne+He(n): experiment and diffusion quantum Monte Carlo theory with "on the fly" electronic structure

New data are reported for the mass-spectrometry fragmentation patterns of helium clusters, either pure or containing a Ne or an Ar atom. The patterns for He(n)+ and Ar+He(n) show clear evidence of structure, while those of Ne+He(n) do not. To better understand the surprising result for the Ne+He(n) fragments, diffusion quantum Monte Carlo (DMC) calculations of the energies and structural properties of these ions were performed using a diatomics-in-molecule (DIM) parametrization of the potential energy. Using DIM for electronic energy evaluation allows us to sample 10(9) configurations even for a cluster as large as Ne+He14. The results of the DMC calculation are very surprising. For n > 7, the DMC random walkers rarely venture within 100 cm(-1) of the minimum potential energy. Analysis of the resulting particle density distributions shows that the zero-point energy does more than spread the wave function around the potential-energy minima, resulting in very diffuse wave functions. For some of the clusters the quantum effects nearly exclude the region of the potential minimum from the overall wave function. An important result of this effect is that the incremental bonding energy of the nth helium atom varies quite smoothly with n, for n > 5. This eliminates the expected shell structure and explains the lack of magic-number-type features in the data.