57,893 research outputs found
Higher-order expansions of powered extremes of normal samples
In this paper, higher-order expansions for distributions and densities of
powered extremes of standard normal random sequences are established under an
optimal choice of normalized constants. Our findings refine the related results
in Hall (1980). Furthermore, it is shown that the rate of convergence of
distributions/densities of normalized extremes depends in principle on the
power index
Generation of large-scale magnetic fields from inflation in teleparallelism
We explore the generation of large-scale magnetic fields from inflation in
teleparallelism, in which the gravitational theory is described by the torsion
scalar instead of the scalar curvature in general relativity. In particular, we
examine the case that the conformal invariance of the electromagnetic field
during inflation is broken by a non-minimal gravitational coupling between the
torsion scalar and the electromagnetic field. It is shown that for a power-law
type coupling, the magnetic field on 1 Mpc scale with its strength of G at the present time can be generated.Comment: 18 pages, no figure, version accepted for publication in JCA
Rapid, Robust, and Reliable Blind Deconvolution via Nonconvex Optimization
We study the question of reconstructing two signals and from their
convolution . This problem, known as {\em blind deconvolution},
pervades many areas of science and technology, including astronomy, medical
imaging, optics, and wireless communications. A key challenge of this intricate
non-convex optimization problem is that it might exhibit many local minima. We
present an efficient numerical algorithm that is guaranteed to recover the
exact solution, when the number of measurements is (up to log-factors) slightly
larger than the information-theoretical minimum, and under reasonable
conditions on and . The proposed regularized gradient descent algorithm
converges at a geometric rate and is provably robust in the presence of noise.
To the best of our knowledge, our algorithm is the first blind deconvolution
algorithm that is numerically efficient, robust against noise, and comes with
rigorous recovery guarantees under certain subspace conditions. Moreover,
numerical experiments do not only provide empirical verification of our theory,
but they also demonstrate that our method yields excellent performance even in
situations beyond our theoretical framework
The Lending-Deposit Rate Relationship in Eastern European Countries: Evidence from the Rank Test for Non-linear Cointegration
This study carries out an examination of the potential non-linear cointegration between the lending and deposit rates of eight Eastern European countries using the non-parametric rank tests proposed by Breitung (2001). Based upon our adoption in this study of the threshold error-correction model (TECM), we find solid evidence of an asymmetric price transmission effect, in both the short term and the long term, between lending and deposit rates. Thus, our results reveal that there are indeed such long-run non-linear cointegration relationships between the lending and deposit rates in these Eastern European countries. Furthermore, we go on to successfully capture the dynamic adjustment of the spread.lending-deposit rates, rank test, non-linearity
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