On the multivariate two-sample problem using strong approximations of the EDF

The recently developed strong approximation methods are discussed and applied to the problem of testing whether two independent multivariate samples come from the same population and whether the components of the observations are independent. The usual Cramér-von Mises statistic, as well as one based on the difference between the sum of the two multivariate EDF's and twice the product of the marginal EDF's of one, are studied. A fairly sensitive integral statistic is also discussed. Consistency and some asymptotic power properties are explored. Emphasis is placed on explication of the strong approximation methodology.     

Ising model in a quasiperiodic transverse field,percolation, and contact processes in quasiperiodic environments

Quantum Ising models in a transverse field are related to continuous-time percolation processes whose oriented percolation versions are contact processes. We study such models in the presence of quasiperiodic disorder and prove localization in the ground state, no percolation, and extinction, respectively, for sufficiently large disorder.     

Biomagnetic measurements utilising a superparamagnetic marker: a feasibility study

Summary A preliminary study is here reported on a new potential marker for biomagnetic measurements. The marker consists of superparamagnetic polymer microspheres which were detected in the presence of external steady magnetic fields by means of an r.f.-SQUID magnetometer. The particles were prepared in samples differing in the concentration value and immersed in a homogeneous magnetic field of variable intensity. A simple model was taken into account for the distribution of the microspheres in the samples, so that the theoretical values were compared to the marker field values measured by the biomagnetic sensor. The overall sensitivity of the experimental apparatus and the minimum concentration value of the marker were then estimated.     

Coulomb pair density matrix I

The Coulomb pair density matrixG (r, r) for attractive and repulsive potentials is not only interesting for determining the two-particle effective potentials, but it is also essential in numerical studies of quantum systems. A high-temperature approximation is obtained for logG (r, r), in the form of simple integrals or series expansions; large-distance expansions are also given.     

Dissipation, decoherence and preparation effects in the spin-boson system

The dynamics of the reduced density matrix of the driven dissipative two-state system is studied for a general diagonal/off-diagonal initial state. We derive exact formal series expressions for the populations and coherences and show that they can be cast into the form of coupled nonconvolutive exact master equations and integral relations. We show that neither the asymptotic distributions, nor the transition temperature between coherent and incoherent motion, nor the dephasing rate and relaxation rate towards the equilibrium state depend on the particular initial state chosen. However, in the underdamped regime, effects of the particular initial preparation, e.g. in an off-diagonal state of the density matrix, strongly affect the transient dynamics. We find that an appropriately tuned external ac-field can slow down decoherence and thus allow preparation effects to persist for longer times than in the absence of driving. Received 23 October 1998 and Received in final form 26 February 1999     

Structure and size distribution of percolating clusters. Comparison with gelling systems

Dynamic properties of Brownian particles immersed in a periodic potential with two barriers V₁ and V₂ (symmetric bistable potential) are studied by using the Fokker-Planck equation which we solve numerically by the matrix continued fraction method. This study will therefore serve to demonstrate the influence of this form of potential, which is of great interest for superionic conductors and for many other solid systems, on the diffusion process. Thus, we have calculated the full width at half maximum (FWHM) ) of the quasi-elastic line of the dynamic structure factor, for a large range of values of the wave-vectors q. Our results show clearly that, by varying the ratio of the barriers strictly between and 1, the Fokker-Planck equation describes a diffusive process which has some characteristic of jump and liquid-like regimes. While in the limit cases, i.e. when tends to or 1, the diffusion process can be described only by a simple jump motion. However, the jump-lengths corresponding to each limit case are not equal. In general the change of the ratio is found to have a significant effect on the character of the diffusive motion. We have also performed Fokker-Planck dynamics calculations of the diffusion coefficient in a bistable potential. We have found a good agreement between numerical calculations and analytical approximation results obtained in the high friction limit. Received 25 May 1998 and Received in final form 15 November 1998     

Peristaltic transport in a slip flow

Continuum-mechanic derivation of the entrainment of rarefied gases induced by a surface wave along walls (or peristaltic transport) in a confined parallel-plane microchannel is conducted by the perturbation method. Both no-slip and slip flow cases are investigated with the former ones matched with the previous approach by Fung and Yih. Critical reflux values due to first order slip-flow effects become trivial for the free pumping case, and decrease due to second order slip-flow effects after we compared them with no-slip cases. Received 27 August 1999 and Received in final form 10 January 2000     

Conditions for the convergence in distribution of maxima of stationary normal processes

The asymptotic distribution of the maximum M_n=max_1?t?nξ_t in a stationary normal sequence ξ₁,ξ,… depends on the correlation r_t between ξ₀ and ξ_t. It is well known that if r_t log t → 0 as t → ∞ or if Σr²_t<∞, then the limiting distribution is the same as for a sequence of independent normal variables. Here it is shown that this also follows from a weaker condition, which only puts a restriction on the number of t-values for which rt log t islarge. The condition gives some insight into what is essential for this asymptotic behaviour of maxima. Similar results are obtained for a stationary normal process in continuous time.     

Moment equations for a spatially extended system of two competing species

The dynamics of a spatially extended system of two competing species in the presence of two noise sources is studied. A correlated dichotomous noise acts on the interaction parameter and a multiplicative white noise affects directly the dynamics of the two species. To describe the spatial distribution of the species we use a model based on Lotka-Volterra (LV) equations. By writing them in a mean field form, the corresponding moment equations for the species concentrations are obtained in Gaussian approximation. In this formalism the system dynamics is analyzed for different values of the multiplicative noise intensity. Finally by comparing these results with those obtained by direct simulations of the time discrete version of LV equations, that is coupled map lattice (CML) model, we conclude that the anticorrelated oscillations of the species densities are strictly related to non-overlapping spatial patterns.