Une formule de Landau–Zener pour un croisement non dégénéré et involutif de codimension 3Landau–Zener formula for non-degenerate involutive codimension 3 crossings

In this Note, we study a 2×2 system of evolution equations with some codimension 3 crossing. We derive two conditions of non-degeneracy. We focus on one of them and reduce our system to some Landau–Zener's type system. Using this reduction, we describe the energy transfer at the crossing by Landau–Zener formula for 2-scales semi-classical measures. To cite this article: C. Fermanian Kammerer, P. Gérard, C. R. Acad. Sci. Paris, Ser. I 335 (2002) 915–920.     

The finite sample properties of sparse M-estimators with pseudo-observations

Annals of the Institute of Statistical Mathematics - We provide finite sample properties of general regularized statistical criteria in the presence of pseudo-observations. Under the restricted...     

Semi-Classical Analysis of a Dirac Equation Without Adiabatic Decoupling

We study adiabatic decoupling for Dirac equation with some scaling which yields that the mass appears with a coefficient where is the semi-classical parameter and > 0. Therefore, the system presents an avoided crossing. The scale = 1/2 is critical: adiabatic decoupling holds for (0,1/2) while for 1/2, there is energy transfer at leading order between the two modes. We describe this transfer in terms of two-scale Wigner measures by means of Landau-Zener formula which takes into account the change of polarization of the measures after the crossing.     

Single switch surface hopping for molecular dynamics with transitions

A trajectory surface hopping algorithm is proposed, which stems from a mathematically rigorous analysis of propagation through conical intersections of potential energy surfaces. Since nonadiabatic transitions are only performed when a classical trajectory attains one of its local minimal surface gaps, the algorithm is called single switch surface hopping. Numerical experiments for a two mode Jahn-Teller system are presented, which illustrate the asymptotic justification of the method as well as its good performance in the physically relevant parameter range.     

Nonparametric estimation of competing risks models with covariates

In competing risks model, several failure times arise potentially. The smallest failure time and its index only are observed. Without specific assumptions, the joint or even the marginal distribution functions of the underlying failure times are not identifiable (A. Tsiatis, Proc. Natl. Acad. Sci. USA 72 (1975) 20). Nonetheless, if each individual is characterized by a “sufficiently informative” set of covariates, these distributions are identifiable under some conditions of regularity (J.J. Heckman and B. Honoré, Biometrika 76 (1989) 325). In this paper, nonparametric kernel estimators of the joint distribution function of failure times conditional on the covariates are proposed. Their weak and strong consistency are discussed.     

Semi-classical analysis on H-type groups

Science China Mathematics - In this paper, we develop semi-classical analysis on H-type groups. We define semi-classical pseudodi fferential operators, prove the boundedness of their action on...     

An empirical central limit theorem with applications to copulas under weak dependence

We state a multidimensional Functional Central Limit Theorem for weakly dependent random vectors. We apply this result to copulas. We get the weak convergence of the empirical copula process and of its smoothed version. The finite dimensional convergence of smoothed copula densities is also proved. A new definition and the theoretical analysis of conditional copulas and their empirical counterparts are provided.      

Multivariate Hazard Rates under Random Censorship

The data consists of multivariate failure times under right random censorship. By the kernel smoothing technique, convolutions of cumulative multivariate hazard functions suggest estimators of the so-called multivariate hazard functions. We establish strong i.i.d. representations and uniform bounds of the remainder terms on some compact sets of the underlying space. Thus asymptotic normality and uniform consistency on such sets are obtained. The asymptotic mean squared error gives an optimal bandwidth by the plug-in method. Simulations assess the performance of our estimators.     

Goodness-of-fit tests for copulas

This paper defines two distribution free goodness-of-fit test statistics for copulas. It states their asymptotic distributions under some composite parametric assumptions in an independent identically distributed framework. A short simulation study is provided to assess their power performances.     

Resolvent Estimates and Matrix-Valued Schrödinger Operator with Eigenvalue Crossings; Application to Strichartz Estimates

We consider a semi-classical Schrödinger operator with a matrix-valued potential presenting eigenvalue crossings on isolated points. We obtain estimates for the boundary values of the resolvent under a generalized non-trapping assumption. As a consequence, we prove the smoothing effect of this operator, derive Strichartz type estimate for the propagator and get an existence theorem for a system of non-linear Schrödinger equations.