Simultaneous nonparametric inference of time series

We consider kernel estimation of marginal densities and regression functions of stationary processes. It is shown that for a wide class of time series, with proper centering and scaling, the maximum deviations of kernel density and regression estimates are asymptotically Gumbel. Our results substantially generalize earlier ones which were obtained under independence or beta mixing assumptions. The asymptotic results can be applied to assess patterns of marginal densities or regression functions via the construction of simultaneous confidence bands for which one can perform goodness-of-fit tests. As an application, we construct simultaneous confidence bands for drift and volatility functions in a dynamic short-term rate model for the U.S. Treasury yield curve rates data.Comment: Published in at http://dx.doi.org/10.1214/09-AOS789 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Innermost stable circular orbits of charged spinning test particles

The effects of a paritcle's spin and electric charge on its angular momentum, energy and radius on the innermost stable circular orbit are investigated based on the particle's equations of motion in a background of the Kerr-Newmann spacetime. It is found that the particle's angular momentum and energy have monotonous relationships with not only its spin but also its charge; it is also discovered that the spinning particle's radius may change non-monotonously with its charge. Hence, our result remarkably indicates that particles owning identical spin but different charge may degenerate into a same last stable circular orbit.Comment: 6 page

Phase transitions, geometrothermodynamics and critical exponents of black holes with conformal anomaly

We investigate the phase transitions of black holes with conformal anomaly in canonical ensemble from different perspectives. Some interesting and novel phase transition phenomena have been discovered. Firstly, we discuss the behavior of the specific heat and the inverse of the isothermal compressibility. It is shown that there are striking differences in Hawking temperature and phase structure between black holes with conformal anomaly and those without it. In the case with conformal anomaly, there exists local minimum temperature corresponding to the phase transition point. Phase transitions take place not only from an unstable large black hole to a locally stable medium black hole but also from an unstable medium black hole to a locally stable small black hole. Secondly, we probe in details the dependence of phase transitions on the choice of parameters. The results show that black holes with conformal anomaly have much richer phase structure than those without it. There would be two, only one or no phase transition points depending on the parameters we have chosen. The corresponding parameter region are derived both numerically and graphically. Thirdly, geometrothermodynamics are built up to examine the phase structure we have discovered. It is shown that Legendre invariant thermodynamic scalar curvature diverges exactly where the specific heat diverges. Furthermore, critical behaviors are investigated by calculating the relevant critical exponents. It is proved that these critical exponents satisfy the thermodynamic scaling laws, leading to the conclusion that critical exponents and the scaling laws can reserve even when we consider conformal anomaly.Comment: some new references adde

Non-extended phase space thermodynamics of Lovelock AdS black holes in grand canonical ensemble

Recently, extended phase space thermodynamics of Lovelock AdS black holes has been of great interest. To provide insight from a different perspective and gain a unified phase transition picture, non-extended phase space thermodynamics of $(n+1)$-dimensional charged topological Lovelock AdS black holes is investigated detailedly in the grand canonical ensemble. Specifically, the specific heat at constant electric potential is calculated and phase transition in the grand canonical ensemble is discussed. To probe the impact of the various parameters, we utilize the control variate method and solve the phase transition condition equation numerically for the case $k=1,-1$. There are two critical points for the case $n=6,k=1$ while there is only one for other cases. For $k=0$, there exists no phase transition point. To figure out the nature of phase transition in the grand canonical ensemble, we carry out an analytic check of the analog form of Ehrenfest equations proposed by Banerjee et al. It is shown that Lovelock AdS black holes in the grand canonical ensemble undergo a second order phase transition. To examine the phase structure in the grand canonical ensemble, we utilize the thermodynamic geometry method and calculate both the Weinhold metric and Ruppeiner metric. It is shown that for both analytic and graphical results that the divergence structure of the Ruppeiner scalar curvature coincides with that of the specific heat. Our research provides one more example that Ruppeiner metric serves as a wonderful tool to probe the phase structures of black holes

P-V criticality of conformal anomaly corrected AdS black holes

The effects of conformal anomaly on the thermodynamics of black holes are investigated in this Letter from the perspective of $P-V$ criticality of AdS black holes. Treating the cosmological constant as thermodynamic pressure, we extend the recent research to the extended phase space. Firstly, we study the $P$-$V$ criticality of the uncharged AdS black holes with conformal anomaly and find that conformal anomaly does not influence whether there exists Van der Waals like critical behavior. Secondly, we investigate the $P$-$V$ criticality of the charged cases and find that conformal anomaly influences not only the critical physical quantities but also the ratio $\frac{P_cr_c}{T_c}$. The ratio is no longer a constant as before but a function of conformal anomaly parameter $\tilde{\alpha}$. We also show that the conformal parameter should satisfy a certain range to guarantee the existence of critical point that has physical meaning. Our results show the effects of conformal anomaly