26,309 research outputs found

    Time-Series Analysis of Super-Kamiokande Measurements of the Solar Neutrino Flux

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    The Super-Kamiokande Consortium has recently released data suitable for time-series analysis. The binning is highly regular: the power spectrum of the acquisition times has a huge peak (power S > 120) at the frequency (in cycles per year) 35.98 (period 10.15 days), where power measurements are such that the probability of obtaining a peak of strength S or more by chance at a specified frequency is exp(-S). This inevitably leads to severe aliasing of the power spectrum. The strongest peak in the range 0 - 100 in a power spectrum formed by a likelihood procedure is at 26.57 (period 13.75 days) with S = 11.26. For the range 0 - 40, the second-strongest peak is at 9.42 (period 38.82 days) with S = 7.3. Since 26.57 + 9.42 = 35.99, we conclude that the weaker peak at 9.42 is an alias of the stronger peak at 26.57. We note that 26.57 falls in the band 26.36 - 27.66, formed from twice the range of synodic rotation frequencies of an equatorial section of the Sun for normalized radius larger than 0.1. Oscillations at twice the rotation frequency, attributable to "m = 2" structures, are not uncommon in solar data. We find from the shuffle test that the probability of obtaining a peak of S = 11.26 or more by chance in this band is 0.1 %. This new result therefore supports at the 99.9% confidence level previous evidence, found in Homestake and GALLEX-GNO data, for rotational modulation of the solar neutrino flux. The frequency 25.57 points to a source of modulation at or near the tachocline.Comment: 15 pages, 8 figure

    Effect of aging on the reinforcement efficiency of carbon nanotubes in epoxy matrix

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    The reinforcement efficiency of carbon nanotubes (CNTs) in epoxy matrix was investigated in the elastic regime. Cyclic uniaxial tensile tests were performed at constant strain amplitude and increasing maximum strain. Post-curing of the epoxy and its composite at a temperature close to the glass transition temperature allowed us to explore the effect of aging on the reinforcement efficiency of CNT. It is found that the reinforcement efficiency is compatible with a mean field mixture rule of stress reinforcement by random inclusions. It also diminishes when the maximum strain increased and this effect is amplified by aging. The decrease of elastic modulus with increasing cyclic maximum strain is quite similar to the one observed for filled elastomers with increasing strain amplitude, a phenomenon often referred as the Payne effect

    Structural Change in (Economic) Time Series

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    Methods for detecting structural changes, or change points, in time series data are widely used in many fields of science and engineering. This chapter sketches some basic methods for the analysis of structural changes in time series data. The exposition is confined to retrospective methods for univariate time series. Several recent methods for dating structural changes are compared using a time series of oil prices spanning more than 60 years. The methods broadly agree for the first part of the series up to the mid-1980s, for which changes are associated with major historical events, but provide somewhat different solutions thereafter, reflecting a gradual increase in oil prices that is not well described by a step function. As a further illustration, 1990s data on the volatility of the Hang Seng stock market index are reanalyzed.Comment: 12 pages, 6 figure

    Lanczos algorithm with Matrix Product States for dynamical correlation functions

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    The density-matrix renormalization group (DMRG) algorithm can be adapted to the calculation of dynamical correlation functions in various ways which all represent compromises between computational efficiency and physical accuracy. In this paper we reconsider the oldest approach based on a suitable Lanczos-generated approximate basis and implement it using matrix product states (MPS) for the representation of the basis states. The direct use of matrix product states combined with an ex-post reorthogonalization method allows to avoid several shortcomings of the original approach, namely the multi-targeting and the approximate representation of the Hamiltonian inherent in earlier Lanczos-method implementations in the DMRG framework, and to deal with the ghost problem of Lanczos methods, leading to a much better convergence of the spectral weights and poles. We present results for the dynamic spin structure factor of the spin-1/2 antiferromagnetic Heisenberg chain. A comparison to Bethe ansatz results in the thermodynamic limit reveals that the MPS-based Lanczos approach is much more accurate than earlier approaches at minor additional numerical cost.Comment: final version 11 pages, 11 figure

    Fluctuations of Matrix Entries of Regular Functions of Wigner Matrices

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    We study the fluctuations of the matrix entries of regular functions of Wigner random matrices in the limit when the matrix size goes to infinity. In the case of the Gaussian ensembles (GOE and GUE) this problem was considered by A.Lytova and L.Pastur in J. Stat. Phys., v.134, 147-159 (2009). Our results are valid provided the off-diagonal matrix entries have finite fourth moment, the diagonal matrix entries have finite second moment, and the test functions have four continuous derivatives in a neighborhood of the support of the Wigner semicircle law.Comment: minor corrections; the manuscript will appear in the Journal of Statistical Physic

    Testing linear hypotheses in high-dimensional regressions

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    For a multivariate linear model, Wilk's likelihood ratio test (LRT) constitutes one of the cornerstone tools. However, the computation of its quantiles under the null or the alternative requires complex analytic approximations and more importantly, these distributional approximations are feasible only for moderate dimension of the dependent variable, say p≤20p\le 20. On the other hand, assuming that the data dimension pp as well as the number qq of regression variables are fixed while the sample size nn grows, several asymptotic approximations are proposed in the literature for Wilk's \bLa including the widely used chi-square approximation. In this paper, we consider necessary modifications to Wilk's test in a high-dimensional context, specifically assuming a high data dimension pp and a large sample size nn. Based on recent random matrix theory, the correction we propose to Wilk's test is asymptotically Gaussian under the null and simulations demonstrate that the corrected LRT has very satisfactory size and power, surely in the large pp and large nn context, but also for moderately large data dimensions like p=30p=30 or p=50p=50. As a byproduct, we give a reason explaining why the standard chi-square approximation fails for high-dimensional data. We also introduce a new procedure for the classical multiple sample significance test in MANOVA which is valid for high-dimensional data.Comment: Accepted 02/2012 for publication in "Statistics". 20 pages, 2 pages and 2 table

    XMM-Newton View of PKS 2155-304: Characterizing the X-ray Variability Properties with EPIC-PN

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    Starting from XMM-Newton EPIC-PN data, we present the X-ray variability characteristics of PKS 2155-304 using a simple analysis of the excess variance, \xs, and of the fractional rms variability amplitude, fvar. The scatter in \xs\ and \fvar, calculated using 500 s long segments of the light curves, is smaller than the scatter expected for red noise variability. This alone does not imply that the underlying process responsible for the variability of the source is stationary, since the real changes of the individual variance estimates are possibly smaller than the large scatters expected for a red noise process. In fact the averaged \xs and \fvar, reducing the fluctuations of the individual variances, chang e with time, indicating non-stationary variability. Moreover, both the averaged \sqxs (absolute rms variability amplitude) and \fvar show linear correlation with source flux but in an opposite sense: \sqxs correlates with flux, but \fvar anti-correlates with flux. These correlations suggest that the variability process of the source is strongly non-stationary as random scatters of variances should not yield any correlation. \fvar spectra were constructed to compare variability amplitudes in different energy bands. We found that the fractional rms variability amplitude of the source, when significant variability is observed, increases logarithmically with the photon energy, indicating significant spectral variability. The point-to-point variability amplitude may also track this trend, suggesting that the slopes of the power spectral density of the source are energy-independent. Using the normalized excess variance the black hole mass of \pks was estimated to be about 1.45×108M⨀1.45 \times 10^8 M_{\bigodot}. This is compared and contrasted with the estimates derived from measurements of the host galaxies.Comment: Accepted for publication in The Astrophysical Journa

    Random matrices: Universality of local eigenvalue statistics up to the edge

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    This is a continuation of our earlier paper on the universality of the eigenvalues of Wigner random matrices. The main new results of this paper are an extension of the results in that paper from the bulk of the spectrum up to the edge. In particular, we prove a variant of the universality results of Soshnikov for the largest eigenvalues, assuming moment conditions rather than symmetry conditions. The main new technical observation is that there is a significant bias in the Cauchy interlacing law near the edge of the spectrum which allows one to continue ensuring the delocalization of eigenvectors.Comment: 24 pages, no figures, to appear, Comm. Math. Phys. One new reference adde
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