Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models

We consider the estimation problem of misspecified ergodic Lévy driven stochastic differential equation models based on high-frequency samples. We utilize a widely applicable and tractable Gaussian quasi-likelihood approach which focuses on mean and variance structure. It is shown that the Gaussian quasi-likelihood estimators of the drift and scale parameters still satisfy polynomial type probability estimates and asymptotic normality at the same rate as the correctly specified case. In their derivation process, the theory of extended Poisson equation for time-homogeneous Feller Markov processes plays an important role. Our result confirms the reliability of the Gaussian quasi-likelihood approach for SDE models.     

Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes

We derive the asymptotic behavior for an additive functional of two independent self-similar Gaussian processes when their intersection local time exists, using the method of moments.     

Bessel–Gaussian Beams in an Inhomogeneous Medium

Solutions of the parabolic equation which describes propagation of Bessel–Gaussian beams along the axis of an axially-symmetric medium having quadratic inhomogeneity have been obtained and investigated. It is shown that in the process of propagation the parameters of the beams change nonmonotonically. In the case of a transparent medium the beams periodically recover their initial structure.     

Fractal measures and polynomial sampling: I.F.S.–Gaussian integration

Measures generated by Iterated Function Systems can be used in place of atomic measures in Gaussian integration. A stable algorithm for the numerical solution of the related approximation problem – an inverse problem in fractal construction – is proposed. Dedicated to Walter Gautschi.     

Isomorphism theorems for Markov chains

The isomorphism theorem of Dynkin is definitely an important tool to investigate the problems raised in terms of local times of Markov processes. This theorem concerns continuous time Markov processes. We give here an equivalent version for Markov chains.     

Effects of image processing on the noise properties of confocal images

The effects on the noise content of producing a projection from a stack of confocal images are investigated. Processing by retaining either the mean or peak pixel value is found to reduce noise, with the former giving more noise reduction. Gaussian noise, shot noise and speckle are considered. The effects of processing on the perception of the images are discussed.     

Functional Limit Theorems for d-dimensional FBM in HSlder Norm

In this paper, we obtain functional limit theorems for d-dimensional FBM in HSlder norm via estimating large deviation probabilities for d-dimensional FBM in HSlder norm.     

Excursions of a Gaussian process with variable variance above a barrier increasing to infinity

For a family of real-valued Gaussian processes ξ _u (t), t ∈ [0, T], we obtain an exact asymptotics of the probability of crossing a level u as u → ∞ under certain conditions on the variance and correlation. This result is applied to the investigation of excursions of a stationary zero-mean process above a barrier increasing to infinity.     

A note on fast Fourier transforms for nonequispaced grids

In this paper, we are concerned with fast Fourier transforms for nonequispaced grids. We propose a general efficient method for the fast evaluation of trigonometric polynomials at nonequispaced nodes based on the approximation of the polynomials by special linear combinations of translates of suitable functions ϕ. We derive estimates for the approximation error. In particular, we improve the estimates given by Dutt and Rokhlin [7]. As a practical consequence, we obtain a criterion for the choice of the parameters involved in the fast transforms. This revised version was published online in August 2006 with corrections to the Cover Date.     

静磁场中双极化态弱平面引力波对高斯束的扰动能量

讨论了处于静磁场中双极化态弱平面引力波对高斯束的一阶和二阶扰动能量，数值计算表明，引力波对整个电磁体系的能量扰动很小.换言之，背景电磁场在引力波作用下其总能量不会发生明显改变，但在局部区域中产生的扰动能流则可能引起可供观测的效应. 关键词： 双极化态弱平面引力波 高斯束 电磁响应 扰动能量