Uniform limit laws of the logarithm for nonparametric estimators of the regression function in presence of censored data

In this paper, we establish uniform-in-bandwidth limit laws of the logarithm for nonparametric Inverse Probability of Censoring Weighted (I.P.C.W.) estimators of the multivariate regression function under random censorship. A similar result is deduced for estimators of the conditional distribution function. The uniform-in-bandwidth consistency for estimators of the conditional density and the conditional hazard rate functions are also derived from our main result. Moreover, the logarithm laws we establish are shown to yield almost sure simultaneous asymptotic confidence bands for the functions we consider. Examples of confidence bands obtained from simulated data are displayed.      

Zhiber-Shabat方程的多辛几何和多辛隐式格式研究

Zhiber-Shabat方程,描述许多重要的物理现象,是一类重要的非线性方程,有着许多广泛的应用前景.本文给出Zhiber-Shabat方程的多辛几何结构和多辛Fourier拟谱方法.数值算例结果表明多辛离散格式具有较好的长时间的数值稳定性.     

Interactions of delta shock waves for the relativistic Chaplygin Euler equations with split delta functions

In this article, we are concerned with the interactions of delta shock waves with contact discontinuities for the relativistic Euler equations for Chaplygin gas by using split delta functions method. The solutions are obtained constructively and globally when the initial data consists of three piecewise constant states. The global structure and large time‐asymptotic behaviors of the solutions are analyzed case by case. During the process of the interaction, the strengths of delta shock waves are computed completely. Moreover, it can be found that the Riemann solutions are stable for such small perturbations with special initial data by letting perturbed parameter ε tends to zero. Copyright © 2014 John Wiley & Sons, Ltd.     

Incompatibility networks as models of scale-free small-world graphs

We make a mapping from Sierpinski fractals to a new class of networks, the incompatibility networks, which are scale-free, small-world, disassortative, and maximal planar graphs. Some relevant characteristics of the networks such as degree distribution, clustering coefficient, average path length, and degree correlations are computed analytically and found to be peculiarly rich. The method of network representation can be applied to some real-life systems making it possible to study the complexity of real networked systems within the framework of complex network theory.     

On the discontinuous Galerkin computation of N‐waves focusing

Sonic boom focusing phenomenon can be predicted using the solution to the nonlinear Tricomi equation which is a hybrid (hyperbolic‐elliptic) second‐order partial differential equation. In this paper, the hyperbolic conservation law form is derived, which is valid in the entire domain. In this manner, the presence of two regions where the equation behaves differently (hyperbolic in the upper and elliptic in the lower half‐plane) is avoided. On the upper boundary, a new mixed boundary condition for the acoustic pressure is employed. The discretization is carried out using a discontinuous Galerkin (DG) method combined with a Runge–Kutta total‐variation diminishing scheme. The results show the accuracy of DG methods to solve problems involving sharp gradients and discontinuities. Comparisons with analytical results for the linear case, and other numerical results using classical explicit and compact finite difference schemes and weighted essentially non‐oscillatory schemes are included. Copyright © 2010 John Wiley & Sons, Ltd.     

Does the Electrical Conductivity of W/O Microemulsions Follow a Percolative Behaviour?

Abstract

The conductivities of different microemulsions prepared with triethanolamine were measured as a function of concentration for several temperatures. The goal of this work has been to test the degree of accuracy of the application of the scaling laws used in the literature. Our conclusion is that there is no general validity even though the abrupt variation of conductivity with concentration may be seen as a percolative phenomenon.     

Volatility return intervals analysis of the Japanese market

We investigate scaling and memory effects in return intervals between price volatilities above a certain threshold q for the Japanese stock market using daily and intraday data sets. We find that the distribution of return intervals can be approximated by a scaling function that depends only on the ratio between the return interval τ and its mean 〈τ〉. We also find memory effects such that a large (or small) return interval follows a large (or small) interval by investigating the conditional distribution and mean return interval. The results are similar to previous studies of other markets and indicate that similar statistical features appear in different financial markets. We also compare our results between the period before and after the big crash at the end of 1989. We find that scaling and memory effects of the return intervals show similar features although the statistical properties of the returns are different.     

Domains of Geometric Partial Attraction of Max-Semistable Laws: Structure, Merge and Almost Sure Limit Theorems

Max-semistable laws arise as non-degenerate weak limits of suitably centered and normed maxima of i.i.d. random variables along subsequences {k(n)} such that k(n+1)/k(n)c1, in which case the common distribution function F of the i.i.d. random variables is said to belong to the domain of geometric partial attraction of the max-semistable law. We give a necessary and sufficient condition for F to belong to the domain of geometric partial attraction of a max-semistable law and investigate the structure of these domains. We show that although weak convergence does not take place along {n}=, the distributions of the maxima merge together along the entire {n} with a suitably chosen family of limiting laws. The use of merge is demonstrated by almost sure limit theorems, which are also valid along the whole {n}.     

Derivation of a new class of distributions for the microcanonical ensemble

A new class of distributions for the microcanonical ensemble, which are shown to be stable laws, are derived by applying the central limit theorem to the canonical ensemble. This opens up a whole new host of phenomena that can be treated from a unified thermodynamic point of view. Pressure broadening of line shapes is used as an illustration.1. Work supported, in part, by contributions from the Consiglio Nazionale di Ricerche and the Ministero dell'Università e della Ricerca Scientifica e Tecnologica.2. The interaction parameterC is proportional to the mean square dipole moment. As an order of magnitude of the dipole moment, we can take it as the product of the electric charge and a typical atomic radius for a moderately excited state, which is several times the Bohr radius. Multiplication by the fine structure constant converts the Bohr radius into the Compton wavelength, thereby reducing the magnitude of the interaction by 1/137.     

Neighboring extremals of dynamic optimization problems with path equality constraints

Neighboring extremals of dynamic optimization problems with path equality constraints and with an unknown parameter vector are considered in this paper. With some simplifications, the problem is reduced to solving a linear, time-varying two-point boundary-value problem with integral path equality constraints. A modified backward sweep method is used to solve this problem. Two example problems are solved to illustrate the validity and usefulness of the solution technique. This research was supported in part by the National Aeronautics and Space Administration under NASA Grant No. NCC-2-106. The author is indebted to Professor A. E. Bryson, Jr., Department of Aeronautics and Astronautics, Stanford University, for many stimulating discussions.