877 research outputs found

    Variance Function Estimation

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    We develops a general theory for variance function estimation in regression. Most methods in common use are included in our development. The general qualitative conclusions are these. First, most variance function estimation procedures can be looked upon as regressions with responses' being transformations of absolute residuals from a preliminary fit or sample standard deviations from replicates at a design point. Our conclusion is that the former is typically more efficient, but not uniformly so. Secondly, for variance function estimates based on transformations of absolute residuals, we show that efficiency is a monotone function of the efficiency of the fit from which the residuals are formed, at least for symmetric errors. Our conclusion Is that one should iterate so that the residuals are based on generalized least squares. Finally, robustness issues are of even more importance here than in estimation of a regression function for the mean. The loss of efficiency of the standard method away from the normal distribution is much more rapid than in the regression problem

    Robust Pricing with Refunds

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    Before purchase, a buyer of an experience good learns about the product's fit using various information sources, including some of which the seller may be unaware of. The buyer, however, can conclusively learn the fit only after purchasing and trying out the product. We show that the seller can use a simple mechanism to best take advantage of the buyer's post-purchase learning to maximize his guaranteed-profit. We show that this mechanism combines a generous refund, which performs well when the buyer is relatively informed, with non-refundable random discounts, which work well when the buyer is relatively uninformed. JEL: D82, C79, D4

    Noncommutative Quantum Mechanics and Seiberg-Witten Map

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    In order to overcome ambiguity problem on identification of mathematical objects in noncommutative theory with physical observables, quantum mechanical system coupled to the NC U(1) gauge field in the noncommutative space is reformulated by making use of the unitarized Seiberg-Witten map, and applied to the Aharonov-Bohm and Hall effects of the NC U(1) gauge field. Retaining terms only up to linear order in the NC parameter \theta, we find that the AB topological phase and the Hall conductivity have both the same formulas as those of the ordinary commutative space with no \theta-dependence.Comment: 7 pages, no figures, uses revtex4; 8 pages, conclusion changed, Appendix adde

    Noncommutativity and Lorentz Violation in Relativistic Heavy Ion Collisions

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    The experimental detection of the effects of noncommuting coordinates in electrodynamic phenomena depends on the magnitude of |\theta B|, where \theta is the noncommutativity parameter and B a background magnetic field. With the present upper bound on \theta, given by \theta_{\rm bound} \simeq 1/(10 {\rm TeV})^2, there was no large enough magnetic field in nature, including those observed in magnetars, that could give visible effects or, conversely, that could be used to further improve \theta_{\rm bound}. On the other hand, recently it has been proposed that intense enough magnetic fields should be produced at the beginning of relativistic heavy ion collisions. We discuss here lepton pair production by free photons as one kind of signature of noncommutativity and Lorentz violation that could occur at RHIC or LHC. This allows us to obtain a more stringent bound on \theta, given by 10^{-3} \theta_{\rm bound}, if such "exotic" events do not occur.Comment: Five pages, no figures

    Discussing Quantum Aspects of Higher-Derivative 3D-Gravity in the First-Order Formalism

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    In this paper, we reassess the issue of deriving the propagators and identifying the spectrum of excitations associated to the vielbein and spin connection of (1+2)-D gravity in the presence of dynamical torsion, while working in the first-order formulation. A number of peculiarities is pointed out whenever the Chern-Simons term is taken into account along with a combination of bilinear terms in the torsion tensor. We present a procedure to derive the full set of propagators, based on an algebra of enlarged spin-type operators, and we discuss under which conditions the poles of the tree-level 2-point functions correspond to physical excitations that do not conflict with causality and unitarity

    Noncommutativity, generalized uncertainty principle and FRW cosmology

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    We consider the effects of noncommutativity and the generalized uncertainty principle on the FRW cosmology with a scalar field. We show that, the cosmological constant problem and removability of initial curvature singularity find natural solutions in this scenarios.Comment: 8 pages, to appear in IJT

    Pure kinetic k-essence as the cosmic speed-up

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    In this paper, we consider three types of k-essence. These k-essence models were presented in the parametric forms. The exact analytical solutions of the corresponding equations of motion are found. It is shown that these k-essence models for the presented solutions can give rise to cosmic acceleration.Comment: 10 pages, typos corrected, main results remain the same, minor changes to match IJTP accepted versio

    Modified gravity in a viscous and non-isotropic background

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    We study the dynamical evolution of an f(R)f(R) model of gravity in a viscous and anisotropic background which is given by a Bianchi type-I model of the Universe. We find viable forms of f(R)f(R) gravity in which one is exactly the Einsteinian model of gravity with a cosmological constant and other two are power law f(R)f(R) models. We show that these two power law models are stable with a suitable choice of parameters. We also examine three potentials which exhibit the potential effect of f(R)f(R) models in the context of scalar tensor theory. By solving different aspects of the model and finding the physical quantities in the Jordan frame, we show that the equation of state parameter satisfy the dominant energy condition. At last we show that the two power law f(R)f(R) models behave like quintessence model at late times and also the shear coefficient viscosity tends to zero at late times.Comment: 7 pages, 2 figure

    Parametrization of Born-Infeld Type Phantom Dark Energy Model

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    Applying the parametrization of dark energy density, we can construct directly independent-model potentials. In Born-Infeld type phantom dark energy model, we consider four special parametrization equation of state parameter. The evolutive behavior of dark energy density with respect to red-shift zz, potentials with respect to ϕ\phi and zz are shown mathematically. Moreover, we investigate the effect of parameter η\eta upon the evolution of the constructed potential with respect to zz. These results show that the evolutive behavior of constructed Born-Infeld type dark energy model is quite different from those of the other models.Comment: 5 pages, 4 figures, Accepted for publication in Astrophysics & Space Scienc
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