Asymptotic behaviour of the least squares estimator of the mean of AR(1) models

The aim of the paper is to investigate the limit behaviour of the least squares estimator of the shift parameter of nearly unstable, nearly stable, and nearly explosive AR(1) models. Both zero start and stationary cases are treated. Connection with the maximum likelihood estimator of the shift parameter of continuous time AR(1) processes is also discussed.     

The Calogero–Bogoyavlenskii–Schiff Equation in 2+1 Dimensions

We use the classical and nonclassical methods to obtain symmetry reductions and exact solutions of the (2+1)-dimensional integrable Calogero–Bogoyavlenskii–Schiff equation. Although this (2+1)-dimensional equation arises in a nonlocal form, it can be written as a system of differential equations and, in potential form, as a fourth-order partial differential equation. The classical and nonclassical methods yield some exact solutions of the (2+1)-dimensional equation that involve several arbitrary functions and hence exhibit a rich variety of qualitative behavior.     

Thermodynamic Limit and Proof of Condensation for Trapped Bosons

We study condensation of trapped bosons in the limit when the number of particles tends to infinity. For the noninteracting gas we prove that there is no phase transition in any dimension, but in any dimension, at any temperature the system is 100% condensated into the one-particle ground state. In the case of an interacting gas we show that for a family of suitably scaled pair interactions, the Gross–Pitaevskii scaling included, a less-than-100% condensation into a single-particle eigenstate, which may depend on the interaction strength, persists at all temperatures.     

Stable boundary layers in a diffusion problem with nonlinear reaction at the boundary

We prove the existence of nonconstant stable stationary solutions of an evolution problem with a nonlinear reaction acting on the boundary. These solutions present layers at certain points of the boundary. We also study the behavior of these solutions as the small parameter appearing in the equation approaches zero and show some stability properties of the profiles given by these equilibrium solutions.     

Design and application of double amplified recirculating ring structure for hybrid fibre buses

The design of a double-parallel amplified recirculating optical delay line utilizing an erbium-doped fibre amplifier for a fibre optical bus is described. This structure is used for amplifying, equalizing and filtering multicarrier signals coming from optoelectronic units attached to fibre couplers. The use of this structure for a hybrid multimode-singlemode fibre bus that includes optoelectronic units for sensors is also demonstrated.     

Model of free charge generation in polymers

A time solution of the excimer-ion pair system is presented here with a special attention to the time asymptote. Presented at the Czech-Israeli-German Symposium “Dynamical Processes in Condensed Molecular Systems”, Prague, Czech Republic, 26–30 May 1997. This work was supported by the grant No. C 1050601 of the Grant Agency of the Academy of Sciences of the Czech Republic.