3,245 research outputs found

    Subgeometric ergodicity of strong Markov processes

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    We derive sufficient conditions for subgeometric f-ergodicity of strongly Markovian processes. We first propose a criterion based on modulated moment of some delayed return-time to a petite set. We then formulate a criterion for polynomial f-ergodicity in terms of a drift condition on the generator. Applications to specific processes are considered, including Langevin tempered diffusions on R^n and storage models.Comment: Published at http://dx.doi.org/10.1214/105051605000000115 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

    Efficiency of the Wang-Landau algorithm: a simple test case

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    We analyze the efficiency of the Wang-Landau algorithm to sample a multimodal distribution on a prototypical simple test case. We show that the exit time from a metastable state is much smaller for the Wang Landau dynamics than for the original standard Metropolis-Hastings algorithm, in some asymptotic regime. Our results are confirmed by numerical experiments on a more realistic test case

    Convergence of adaptive and interacting Markov chain Monte Carlo algorithms

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    Adaptive and interacting Markov chain Monte Carlo algorithms (MCMC) have been recently introduced in the literature. These novel simulation algorithms are designed to increase the simulation efficiency to sample complex distributions. Motivated by some recently introduced algorithms (such as the adaptive Metropolis algorithm and the interacting tempering algorithm), we develop a general methodological and theoretical framework to establish both the convergence of the marginal distribution and a strong law of large numbers. This framework weakens the conditions introduced in the pioneering paper by Roberts and Rosenthal [J. Appl. Probab. 44 (2007) 458--475]. It also covers the case when the target distribution π\pi is sampled by using Markov transition kernels with a stationary distribution that differs from π\pi.Comment: Published in at http://dx.doi.org/10.1214/11-AOS938 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

    The SDSS Damped Lya Survey: Data Release 1

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    We present the results from an automated search for damped Lya (DLA) systems in the quasar spectra of Data Release 1 from the Sloan Digital Sky Survey (SDSS-DR1). At z~2.5, this homogeneous dataset has greater statistical significance than the previous two decades of research. We derive a statistical sample of 71 damped Lya systems (>50 previously unpublished) at z>2.1 and measure HI column densities directly from the SDSS spectra. The number of DLA systems per unit redshift is consistent with previous measurements and we expect our survey has >95% completeness. We examine the cosmological baryonic mass density of neutral gas Omega_g inferred from the damped Lya systems from the SDSS-DR1 survey and a combined sample drawn from the literature. Contrary to previous results, the Omega_g values do not require a significant correction from Lyman limit systems at any redshift. We also find that the Omega_g values for the SDSS-DR1 sample do not decline at high redshift and the combined sample shows a (statistically insignificant) decrease only at z>4. Future data releases from SDSS will provide the definitive survey of DLA systems at z~2.5 and will significantly reduce the uncertainty in Omega_g at higher redshift.Comment: 12 pages, includes color figures. Accepted to PASP, April 20 200

    Thermal Expansion and Magnetostriction Studies of a Kondo Lattice Compound: Ceagsb2

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    We have investigated a single crystal of CeAgSb2 using low field ac-susceptibility, thermal expansion and magnetostriction measurements in the temperature range 1.5K to 90K. The ac-susceptibility exhibits a sharp peak at 9.7K for both B//c and B perp c due to the magnetic ordering of the Ce moment. The thermal expansion coefficient alpha, exhibits highly anisotropic behaviour between 3K and 80K : alpha is positive for dL/L perp c, but negative for dL/L // c. Furthermore, alpha (for dL/L) perp c (i.e. in ab-plane) exhibits a sharp peak at TN followed by a broad maximum at 20K, while a sharp negative peak at TN followed by a minimum at 20K has been observed for (dL/L //) the c direction. The observed maximum and minimum in alpha(T) at 20K have been attributed to the crystalline field effect on the J=5/2 state of the Ce3+ ion. The magnetostriction also exhibits anisotropic behaviour with a large magnetostriction along the c-axis. The ab-plane magnetostriction exhibits a peak at B=3.3T at 3K, which is consistent with the observed peak in the magnetoresistance measurements.Comment: 4 Pages (B5), 3 figures, submitted to SCES200

    Pay and Performance in Baseball: Modeling Regulars, Reserves and Expansion

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    Although the relationship between pay and performance in baseball has been convincingly demonstrated by Scully, a number of unresolved questions remain. Using a large sample of player salaries from contracts on file at the American League office, new estimates of this relationship are reported. The primary findings are as follows. First, while Scully's basic results are qualitatively robust, the salary elasticities for various performance and experience variables are substantially lower for our sample and specification. Second, for most variables, recent performance, as well as career average, contributes to the explanation of salary differences. Third, expansion has a significant effect on salary structure, and, in our model, makes it statistically invalid to estimate a single salary equation from pooled time-series data that includes an expansion year

    The Effect of Large Amplitude Fluctuations in the Ginzburg-Landau Phase Transition

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    The lattice Ginzburg-Landau model in d=3 and d=2 is simulated, for different values of the coherence length ξ\xi in units of the lattice spacing aa, using a Monte Carlo method. The energy, specific heat, vortex density vv, helicity modulus Γμ\Gamma_\mu and mean square amplitude are measured to map the phase diagram on the plane TξT-\xi. When amplitude fluctuations, controlled by the parameter ξ\xi, become large (ξ1\xi \sim 1) a proliferation of vortex excitations occurs changing the phase transition from continuous to first order.Comment: 4 pages, 5 postscript (eps) figure
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