Approximation of the Posterior Distribution in a Change-Point Problem

We consider a family of models that arise in connection with sharp change in hazard rate corresponding to high initial hazard rate dropping to a more stable or slowly changing rate at an unknown change-point . Although the Bayes estimates are well behaved and are asymptotically efficient, it is difficult to compute them as the posterior distributions are generally very complicated. We obtain a simple first order asymptotic approximation to the posterior distribution of . The accuracy of the approximation is judged through simulation. The approximation performs quite well. Our method is also applied to analyze a real data set.     

Small-Mass Behavior of Quantum Gibbs States for Lattice Models with Unbounded Spins

We construct the distribution of the infinite-dimensional Markov process associated with a finite-temperature Gibbs state for a quantum mechanical anharmonic crystal. The corresponding state is constructed via a cluster expansion technique for an arbitrary fixed temperature and, correspondingly, small enough masses of particles.     

Almost sure quasilocality fails for the random-cluster model on a tree

We study the random-cluster model on a homogeneous tree, and show that the following three conditions are equivalent for a random-cluster measure: quasilocality, almost sure quasilocality, and the almost sure nonexistence of infinite clusters. As a consequence of this, we find that the plus measure for the Ising model on a tree at sufficiently low temperatures can be mapped, via a local stochastic transformation, into a measure which fails to be almost surely quasilocal.     

Stochastic dynamics of two-dimensional infinite-particle systems

The time evolution of an open system of infinitely many two-dimensional classical particles is investigated. Particles are interacting by a singular pair potentialU, and each particle is connected to a heat bath of temperatureT. The heat baths are represented by independent white noise forces and Langevin damping terms. Existence of strong solutions to the corresponding infinite system of stochastic differential equations is proved for initial configurations with a logarithmic order of energy fluctuations. Gibbs states forU at temperatureT are invariant under time evolution.     

The global Markov property for lattice systems

We prove the global Markov property for lattice systems of classical statistical mechanics, with bounded spins and finite range interactions. The method uses the one developed by two of us to prove the global Markov property of Euclidean generalized random fields. The result shows that the systems considered have a transition matrix, which together with a distribution on a hyperplane, describes completely the system.     

A methodology for measuring the relative effectiveness of healthcare services

^** Email: giorgio.vittadini{at}unimib.it^*** Email: simona.minotti{at}unicatt.it In this paper we propose a methodology for measuring the ‘relativeeffectiveness’ of healthcare services (i.e. the effectof hospital care on patients) under general conditions, in which:) a healthcare outcome underlies qualitative and quantitativeobservable indicators; ß) we are interested in studyingthe simultaneous dependency of multiple outcomes on covariates(where the outcomes can also be correlated to each other); )the relative effectiveness is adjusted for hospital-specificcovariates; ) we hypothesise a general distribution for randomdisturbances and the random parameters of relative effectiveness.For this topic, a generalisation of the SURE (seemingly unrelatedregression equations) multilevel model is proposed. The solutionsare obtained by means of Bayesian inference methods. Since thereis currently no software available to estimate this model, anSAS procedure based on Markov Chain Monte Carlo methods hasbeen developed by the authors, in line with Goldstein &Spiegelhalter (1996, J. R. Stat. Soc. Ser. A, 159, 385–443),Spiegelhalter et al. (1996, Bayesian Using Gibbs Sampling Manual.Cambridge: MRC Biostatistic Unit, Institute of Public Health)and Albert & Chib (1997, J. Am. Stat. Assoc., 92, 916–925).In addition, a new theoretical result regarding the joint posteriordistribution for the parameters is provided. The model proposedhas been implemented for an effectiveness study of a selectionof Lombard hospitals.     

Comparative study of spectroscopic properties of Er^3＋／Yb^3＋-codoped tellurite glass and fibres under 980nm excitation＊

A tellurite fibre of TeO_{2}－ZnO－La_{2}O_{3}－Li_{2}O glass codoped with 20000 ppm ytterbium and 5000 ppm erbium was fabricated by the suction casting and rod-in-tube technologies. The absorption spectrum of Er^{3+}/Yb^{3+} -codoped bulk glass has been measured. From the Judd－Ofelt intensity parameters, the spontaneous emission probability and radiative lifetime τ_{rad} of Er^{3+}:{}^{4}I_{13/2}→{}^{4}I_{15/2} transition for the bulk glass have been calculated. The emission fluorescence spectra and lifetimes around 1.5μm, and subsequent upconversion fluorescence in the range of 500－700nm were measured in fibres and compared with those in bulk glass. The changes in amplified spontaneous emission with fibre length and pumping power was also measured. It was found that the emission spectrum from erbium in fibres is almost twice as broad as the corresponding spectrum in bulk glass when pumped at 980nm.     

The Spectrum of Two-Particle Bound States for the Transfer Matrices of Gibbs Fields (an Isolated Bound State)

This paper initiates a general study of the spectrum of two-particle bound states of transfer matrices for a fairly wide class of Gibbs fields at high temperature T. In the present first part of this study, a detailed statement of the problem is given and the existence of a so-called "isolated level" lying at a distance 1/T ² from the boundary of the continuous spectrum is established for all values of the total quasimomentum of the system. In the concluding part of the paper, we prove that there are no other bound states provided that is far from certain singular values. In the second part, we will consider bound states for close to the singular values. The distance from these states (adjacent levels, in the authors' terminology) to the continuous spectrum is at most of the order of 1/T ⁴.     

On Gibbs measures of P-adic Potts model on the cayley tree

We consider a nearest-neighbor p-adic Potts (with q ≥ 2 spin values and coupling constant J ? _p) model on the Cayley tree of order k ≥ 1. It is proved that a phase transition occurs at k = 2, q ? p and p ≥ 3 (resp. q ? 2², p = 2). It is established that for p-adic Potts model at k ≥ 3 a phase transition may occur only at q ? p if p ≥ 3 and q ? 2² if p = 2.     

Thermodynamics and Hydrodynamics (Statistical Foundations): 2. Thermodynamic Equilibrium

We show that the BBGKY hierarchy in thermodynamic equilibrium degenerates into an equilibrium hierarchy. In turn, the latter can be used to obtain both the fundamental system of equations describing the state of matter inside a correlation sphere of the radius R10^-7cm and the canonical Gibbs distribution, which, according to the current concepts, describes the state of the entire macroscopic system. We show that the Gibbs distribution is indeed also local, i.e., describes the state of matter only inside the correlation sphere; in the thermostat surrounding this sphere, the Gibbs distribution degenerates into a constant. We state that these two approaches are equivalent to each other.