1,166 research outputs found

    A two-step approach to model precipitation extremes in California based on max-stable and marginal point processes

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    In modeling spatial extremes, the dependence structure is classically inferred by assuming that block maxima derive from max-stable processes. Weather stations provide daily records rather than just block maxima. The point process approach for univariate extreme value analysis, which uses more historical data and is preferred by some practitioners, does not adapt easily to the spatial setting. We propose a two-step approach with a composite likelihood that utilizes site-wise daily records in addition to block maxima. The procedure separates the estimation of marginal parameters and dependence parameters into two steps. The first step estimates the marginal parameters with an independence likelihood from the point process approach using daily records. Given the marginal parameter estimates, the second step estimates the dependence parameters with a pairwise likelihood using block maxima. In a simulation study, the two-step approach was found to be more efficient than the pairwise likelihood approach using only block maxima. The method was applied to study the effect of El Ni\~{n}o-Southern Oscillation on extreme precipitation in California with maximum daily winter precipitation from 35 sites over 55 years. Using site-specific generalized extreme value models, the two-step approach led to more sites detected with the El Ni\~{n}o effect, narrower confidence intervals for return levels and tighter confidence regions for risk measures of jointly defined events.Comment: Published at http://dx.doi.org/10.1214/14-AOAS804 in the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

    Theory of electron transport in normal metal/superconductor junctions

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    On the basis of the Keldysh method of non-equilibrium systems, we develop a theory of electron tunneling in normal-metal/superconductor junctions. By using the tunneling Hamiltonian model (being appropriate for the tight-binding systems), the tunneling current can be exactly obtained in terms of the equilibrium Green functions of the normal metal and the superconductor. We calculate the conductance of various junctions. The discrepancy between the present treatment and the well-known scheme by Blonder, Tinkham, and Klapwijk is found for some junctions of low interfacial potential barrier.Comment: 5 pages, 4 figure

    A class of goodness-of-fit tests for spatial extremes models based on max-stable processes

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    Parametric max-stable processes are increasingly used to model spatial extremes. Starting from the fact that the dependence structure of a max-stable process is completely characterized by an extreme-value copula, a class of goodness-of-fit tests is proposed based on the comparison between a nonparametric and a parametric estimator of the corresponding unknown multivariate Pickands dependence function. Because of the high-dimensional setting under consideration, these functional estimators are only compared at a specific set of points at which they coincide, up to a multiplicative constant, with estimators of the extremal coefficients. The nonparametric estimators of the Pickands dependence function used in this work are those recently studied by Gudendorf and Segers. The parametric estimators rely on the use of the {\em pairwise pseudo-likelihood} which extends the concept of pairwise (composite) likelihood to a rank-based context. Approximate pp-values for the resulting margin-free tests are obtained by means of a {\em one- or two-level parametric bootstrap}. Conditions for the asymptotic validity of these resampling procedures are given based on the work of Genest and R\'emillard. The finite-sample performance of the tests is investigated in dimension 10 under the Smith, Schlather and geometric Gaussian models. An application of the tests to rainfall data is finally presented.Comment: 28 pages, 3 figures, 5 table

    Reduction of air intake contamination in high-rise residential buildings in an urban environment

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    The re-ingestion of toxic or odorous gases exhausted from rooftop stacks of a building may be a cause of indoor air quality problems of the same or an adjacent building. Although many experimental studies have been carried out to investigate the dispersion of exhaust from low-rise buildings, relatively little work has been conducted for high-rise buildings. The present study examines the dispersion of pollutants from rooftop stacks on high-rise buildings and their effect on adjacent buildings. The water flume of the Building Aerodynamics Laboratory (BAL) has been used to carry out flow visualization experiments to identify building configurations that may produce exhaust re-ingestion. Results from the water flume were verified in the boundary layer wind tunnel of the BAL using the tracer gas technique. General flow patterns are discussed in terms of dilution contours. Thirteen empirical equations of the minimum dilution variation with different building configurations have been derived based on a significant amount of experimental data. The effects of various factors are investigated. The dilution measurement results are compared with prediction from ASHRAE dilution model and those from other recent similar studies. It was found that the distance of stack to wall inlet and the exhaust momentum ratio affect the exhaust dilution dramatically. However, the stack location does not make any significant difference on dilution within the wake cavity zone with the same stack distance. Higher stack provides higher wall dilution. The gap between emitting and adjacent buildings affects the distribution of dilution, but it does not affect the value of the minimum dilutio
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