Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series

We provide some asymptotic theory for the largest eigenvalues of a sample covariance matrix of a p-dimensional time series where the dimension p = p_n converges to infinity when the sample size n increases. We give a short overview of the literature on the topic both in the light- and heavy-tailed cases when the data have finite (infinite) fourth moment, respectively. Our main focus is on the heavytailed case. In this case, one has a theory for the point process of the normalized eigenvalues of the sample covariance matrix in the iid case but also when rows and columns of the data are linearly dependent. We provide limit results for the weak convergence of these point processes to Poisson or cluster Poisson processes. Based on this convergence we can also derive the limit laws of various function als of the ordered eigenvalues such as the joint convergence of a finite number of the largest order statistics, the joint limit law of the largest eigenvalue and the trace, limit laws for successive ratios of ordered eigenvalues, etc. We also develop some limit theory for the singular values of the sample autocovariance matrices and their sums of squares. The theory is illustrated for simulated data and for the components of the S&P 500 stock index.Comment: in Extremes; Statistical Theory and Applications in Science, Engineering and Economics; ISSN 1386-1999; (2016

Los fondos revolventes comunitarios impulsados por Asociación para la diversificación y el desarrollo agrícola comunal como una alternativa al desarrollo en las comunidades Hierba Buena, El Guabo y Kasquita del municipio de Waslala durante el año 2013

El estudio se realizó con apoyo de la Asociación para la diversificación y el desarrollo agrícola comunal en las comunidades Hierba Buena, El Guabo y Kasquita del municipio de Waslala durante el año 2013, las cuales fueron seleccionadas intencionalmente por la institución, con el propósito de analizar si los fondos revolventes comunitarios son una alternativa al desarrollo humano y comunitario de los usuarios. El método utilizado es la investigación acción participativa, porque da protagonismo a los participantes y de igual manera a los investigadores, es de tipo descriptiva y explicativa, dado que se describirá el funcionamiento de los FRC y determinará la influencia de éstos en la vida de los usuarios y sus familias. El enfoque aplicado es cualitativo, los instrumentos utilizados fueron: grupos focales, entrevistas y test de autoestima. El estudio se realizó en tres fases: problematización y diagnóstico participante, devolución reflexiva y sistematización comparativa, por último el taller de intervención en el cual se utilizaron distintas actividades, resaltando el porqué de utilizar la metodología IAP. Entre los resultados tenemos que los FRC trabajan bajo ciertos reglamentos y requisitos establecidos por los usuarios y la institución, han contribuido al desarrollo humano y comunitario; aunque también establecemos a los fondos revolventes comunitarios como una escuela organizativa, existen factores como la buena comunicación y organización que facilitan el buen funcionamiento de éstos, las visiones de las comunidades e institución no están muy separadas de la realidad de los FRC. Concluyendo que los fondos revolventes comunitarios son una alternativa al desarrollo, por todos los beneficios y aprendizajes que se han obtenid

The Philosophy of Education

Much has been done to establish the need for, and benefits of, pre-college philosophy. However, there is an important argument to this effect that is unfortunately missing from much of the discussion. This is Mary Warnock\u27s work, where she argues in favor of pre-college philosophy, because it can increase what she calls candor, meaning being open and honest. To accomplish this, I will be drawing on Mary Warnock’s writings Philosophy in Education, Education for Pleasure, and Honesty and Cynicism. The addition of philosophy in the education system will allow students to gain a holistic and critical view of the subjects they are learning in school, which will lead to them having candor and lead to more trust of the education system rather than them being bitter cynics. Also, I will argue that the current grading system of the United States should be reworked rather than having a student’s performance be denoted on an A through F scale that only serves to drive the student to get good grades. After all, the goal of education should be to learn and that is easier to accomplish if the students enjoy learning rather than viewing school as simply a chore to accomplish

Litchfield v. Tucson Ridge HOA, 140 Nev. Adv. Op. 57 (Sept. 5, 2024)

The Nevada Supreme Court considered the law-of-the-case doctrine, and how a predecessor judge’s decision regarding a legal issue will restrict a successor judge’s ability to rule on an identical issue within one case. In this case, Tucson Ridge Homeowners Association, Prime Community Management, LLC, and Level Property Management, LLC (“TRHOA”) moved for summary judgment asking the successor judge to reconsider a legal issue that was decided by a predecessor judge during a motion to dismiss. The Court disagreed with the successor judge that reconsidered a previously ruled on legal issue, because the law-of-the-case doctrine does not allow a successor judge to reconsider an identical legal issue within one case, unless an exception applies

Jury Nullification: The Current State of the Law

In 2018, the Utah legislature considered a proposed bill that would have explicitly granted jurors the right to nullify in criminal cases. This research, done in preparation for committee testimony, contains the most up-to-date law on the topic. It includes a fifty-state survey on whether juries in various jurisdictions are (1) given the right to consider the possible sentencing penalty before rendering a verdict; (2) told they may disregard the law; or (3) instructed on the right to nullify. Additionally, the research includes fifty-state survey data on whether judges may lie to juries about the right to nullify, and how various jurisdictions treat attempts by outside organizations to notify potential jurors of their right to nullify

High temperature thermoluminescence peaks – influence on the albedo principle for personal dosimetry and benefits for the new TL-DOS neutron dosemeter

The individual monitoring service at the Materialprüfungsamt North Rhine-Westphalia and the TU Dortmund are developing the compact dosemeter system TL-DOS based on thin-layer thermoluminescence detectors as well as an associated glow curve analysis tool. Various dosemeters of the system measure different dose quantities and types of radiation. This thesis focuses on the TL-DOS neutron dosemeter to measure the whole body dose. The system is optimized in terms of LiF:Mg,Ti detectors, an albedo badge, a readout device and the glow curve deconvolution. In order to gain more information about the irradiation scenario such as the particle type, the detectors are measured at 653K to include the high temperature peaks. After a design speci_cation was defined, the neutron dosemeter is characterized in di_erent photon and neutron radiation fields as well as in workplace fields. This thesis also presents an analysis that provides the individual induced signal of mixed field irradiations by analyzing the high temperature peaks of a glow curve. The signal induced by irradiation combinations like alpha+photon or neutron+photon fields is separated with only one detector. Finally, the current dealing with the significant energy dependence of neutron dosemeters is critically discussed and new approaches are presented.Die Personendosismessstelle des Materialprüfungsamtes Nordrhein-Westfalen und die TU Dortmund entwickeln basierend auf Thermolumineszenzdetektoren das kompakte Dosimetersystem TL-DOS sowie ein dazugehöriges Glühkurvenanalysetool. Das System beinhaltet verschiedene Dosimetertypen, um unterschiedliche Dosisgrößen und Strahlungsarten zu messen. In dieser Arbeit wird das TL-DOS Neutronendosimeter zur Messung der Ganzkörperpersonendosis betrachtet. Das Dosimetersystem wird bezüglich der LiF:Mg,Ti-Detektoren, einer Albedo-Sonde, einem Auslesegerät und der Glühkurvenanalyse optimiert. Die verwendeten Detektoren werden bei 653K gemessen, sodass auch die Glühkurvensignale bei hohen Temperaturen (>573 K) ausgelesen werden. Dies eröffnet die Möglichkeit, Zusatz-Informationen über die Bestrahlung wie z.B. den Teilchentyp zu erhalten. Nachdem eine Auswertevorschrift festgelegt worden ist, wird das Neutronendosimeter in verschiedenen Photonen- und Neutronenstrahlungsfeldern sowie Arbeitsplatzfeldern charakterisiert. Des Weiteren wird eine Analyse vorgestellt, die das induzierte Signal nach einer Mischfeld- Bestrahlung wie z.B. Alpha+Photonen- oder Neutronen+Photonen-Feldern separiert. Durch das Auswerten der "high temperature peaks" wird die Trennung mittels eines Detektors möglich. Zum Schluss wird die aktuelle Vorgehensweise der starken Energieabhängigkeitvon Neutronen Dosimetern diskutiert und neue Lösungsansätze werden vorgestellt

Do You See What I See? The Science Behind Utah Rule of Evidence 617

Eyewitness identifications play a key role in many investigations and are often central to a prosecutor’s case. At the same time, eyewitness identifications can be tainted, accidentally or purposely, thus tainting the justice system as well. There are myriad reasons for this phenomenon, but the primary responsibility lies not with the witness, but rather a system that fails to recognize, and often amplifies, mistakes and assumptions in the identification process

Joint Size Estimation Using Joint Traces on Borehole Walls

One approach to characterizing subsurface joint populations is to assumesurface joint patterns are representative of joints at depth. Yet, many times, either the analogous surface joints are unexposed, or absent because surface rocks did not experience the same deformation history. The alternative of direct subsurface characterization has been limited by joints not being resolvable in seismic data and borehole data not yielding fracture size. The present approach uses the subsurface geometry of joint/borehole intersections to estimate mean joint size (mean joint length and width) and aspect ratio (joint length to width ratio), and presents a new method for determining the volumetric joint intensity as estimated with cycloidal scanline samples. This study focused on bed-normal joints in sedimentary rocks that typically terminate at bedding surfaces, have bed-parallel lengths greater than or equal to the bed-perpendicular lengths, and are rectangular. Rectangular joint/boreholeintersections have six geometries: complete, long-edge, short-edge, corner, end, and pierced, which are differentiated by completeness of borehole intersection and joint trace position on the borehole wall as a function of borehole and joint orientation. The counts for the intersection geometries are used to estimate mean joint size and aspect ratio. The approach yielded accurate mean size estimates for synthetic trace populations. Based on this success, the estimators were applied to borehole joint populations from FMI (Formation MicroImager) data logs in the Mesaverde Group of the Piceance Basin, Colorado. Subsurface estimates yielded bed-parallel and perpendicular lengths greater than for exposed joints along the basin perimeter, but the surface and subsurface shared small aspect ratios of ~1:1. The difference in estimated size may reflect differences in deformation history between the basin center and perimeter