46,690 research outputs found
Sieve-based confidence intervals and bands for L\'{e}vy densities
The estimation of the L\'{e}vy density, the infinite-dimensional parameter
controlling the jump dynamics of a L\'{e}vy process, is considered here under a
discrete-sampling scheme. In this setting, the jumps are latent variables, the
statistical properties of which can be assessed when the frequency and time
horizon of observations increase to infinity at suitable rates. Nonparametric
estimators for the L\'{e}vy density based on Grenander's method of sieves was
proposed in Figueroa-L\'{o}pez [IMS Lecture Notes 57 (2009) 117--146]. In this
paper, central limit theorems for these sieve estimators, both pointwise and
uniform on an interval away from the origin, are obtained, leading to pointwise
confidence intervals and bands for the L\'{e}vy density. In the pointwise case,
our estimators converge to the L\'{e}vy density at a rate that is arbitrarily
close to the rate of the minimax risk of estimation on smooth L\'{e}vy
densities. In the case of uniform bands and discrete regular sampling, our
results are consistent with the case of density estimation, achieving a rate of
order arbitrarily close to , where is the
number of observations. The convergence rates are valid, provided that is
smooth enough and that the time horizon and the dimension of the sieve
are appropriately chosen in terms of .Comment: Published in at http://dx.doi.org/10.3150/10-BEJ286 the Bernoulli
(http://isi.cbs.nl/bernoulli/) by the International Statistical
Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm
One-dimensional relativistic dissipative system with constant force and its quantization
For a relativistic particle under a constant force and a linear velocity
dissipation force, a constant of motion is found. Problems are shown for
getting the Hamiltoninan of this system. Thus, the quantization of this system
is carried out through the constant of motion and using the quantization of the
velocity variable. The dissipative relativistic quantum bouncer is outlined
within this quantization approach.Comment: 11 pages, no figure
Combined creep and plastic analysis with numerical methods
The combination of plastic and creep analysis formulation are developed in this paper. The boundary element method and the finite element method are applied in plates in order to do the numerical analysis. This new approach is developed to combine the constitutive equation for time hardening creep and the constitutive equation for plasticity, which is based on the von Mises criterion and the Prandtl-Reuss flow. The implementation of creep strain in the formulation is achieved through domain integrals. The creep phenomenon takes place in the domain which is discretized into quadratic quadrilateral continuous and discontinuous cells. The creep analysis is applied to metals with a power law creep for the secondary creep stage. Results obtained for three models studied are compared to those published in the literature. The obtained results are in good agreement and evinced that the Boundary Element Method could be a suitable tool to deal with combined nonlinear problems
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