3,245 research outputs found
Subgeometric ergodicity of strong Markov processes
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
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
Improving the health of African American men: experiences from the Targeting Cancer in Blacks (TCiB) Project
http://dx.doi.org/10.1016/j.jmhg.2007.07.04
Convergence of adaptive and interacting Markov chain Monte Carlo algorithms
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 is sampled by using Markov transition
kernels with a stationary distribution that differs from .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
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
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
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
The lattice Ginzburg-Landau model in d=3 and d=2 is simulated, for different
values of the coherence length in units of the lattice spacing , using
a Monte Carlo method. The energy, specific heat, vortex density , helicity
modulus and mean square amplitude are measured to map the phase
diagram on the plane . When amplitude fluctuations, controlled by the
parameter , become large () 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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