5,949 research outputs found
Change point estimation for the telegraph process observed at discrete times
The telegraph process models a random motion with finite velocity and it is
usually proposed as an alternative to diffusion models. The process describes
the position of a particle moving on the real line, alternatively with constant
velocity or . The changes of direction are governed by an homogeneous
Poisson process with rate In this paper, we consider a change
point estimation problem for the rate of the underlying Poisson process by
means of least squares method. The consistency and the rate of convergence for
the change point estimator are obtained and its asymptotic distribution is
derived. Applications to real data are also presented
Empirical -distance test statistics for ergodic diffusions
The aim of this paper is to introduce a new type of test statistic for simple
null hypothesis on one-dimensional ergodic diffusion processes sampled at
discrete times. We deal with a quasi-likelihood approach for stochastic
differential equations (i.e. local gaussian approximation of the transition
functions) and define a test statistic by means of the empirical -distance
between quasi-likelihoods. We prove that the introduced test statistic is
asymptotically distribution free; namely it weakly converges to a
random variable. Furthermore, we study the power under local alternatives of
the parametric test. We show by the Monte Carlo analysis that, in the small
sample case, the introduced test seems to perform better than other tests
proposed in literature
Least squares volatility change point estimation for partially observed diffusion processes
A one dimensional diffusion process , with drift
and diffusion coefficient
known up to , is supposed to switch volatility regime at some point
. On the basis of discrete time observations from , the
problem is the one of estimating the instant of change in the volatility
structure as well as the two values of , say and
, before and after the change point. It is assumed that the sampling
occurs at regularly spaced times intervals of length with
. To work out our statistical problem we use a least squares
approach. Consistency, rates of convergence and distributional results of the
estimators are presented under an high frequency scheme. We also study the case
of a diffusion process with unknown drift and unknown volatility but constant
On random flights with non-uniformly distributed directions
This paper deals with a new class of random flights defined in the real space characterized
by non-uniform probability distributions on the multidimensional sphere. These
random motions differ from similar models appeared in literature which take
directions according to the uniform law. The family of angular probability
distributions introduced in this paper depends on a parameter which
gives the level of drift of the motion. Furthermore, we assume that the number
of changes of direction performed by the random flight is fixed. The time
lengths between two consecutive changes of orientation have joint probability
distribution given by a Dirichlet density function.
The analysis of is not an easy task, because it
involves the calculation of integrals which are not always solvable. Therefore,
we analyze the random flight obtained as
projection onto the lower spaces of the original random
motion in . Then we get the probability distribution of
Although, in its general framework, the analysis of is very complicated, for some values of , we can provide
some results on the process. Indeed, for , we obtain the characteristic
function of the random flight moving in . Furthermore, by
inverting the characteristic function, we are able to give the analytic form
(up to some constants) of the probability distribution of Comment: 28 pages, 3 figure
High resolution observations of the outer disk around T Cha: the view from ALMA
T Cha is a young star surrounded by a transitional disk with signatures of
planet formation. We have obtained high-resolution and high-sensitivity ALMA
observations of T Cha in the --, --, and
-- emission lines to reveal the spatial distribution of the
gaseous disk around the star. In order to study the dust within the disk we
have also obtained continuum images at 850m from the line-free channels.
We have spatially resolved the outer disk around T Cha. Using the CO(3-2)
emission we derive a radius of 230 AU. We also report the detection of
the CO(3-2) and the CS(7-8) molecular emissions, which show smaller
radii than the CO(3-2) detection. The continuum observations at 850m allow
the spatial resolution of the dusty disk, which shows two emission bumps
separated by 40AU, consistent with the presence of a dust gap in the
inner regions of the disk, and an outer radius of 80AU. Therefore, T Cha
is surrounded by a compact dusty disk and a larger and more diffuse gaseous
disk, as previously observed in other young stars. The continuum intensity
profiles are different at both sides of the disk suggesting possible dust
asymmetries. We derive an inclination of i(deg)=675, and a position angle
of PA (deg)= 1136, for both the gas and dust disks. The comparison of the
ALMA data with radiative transfer models shows that the gas and dust components
can only be simultaneously reproduced when we include a tapered edge
prescription for the surface density profile. The best model suggests that most
of the disk mass is placed within a radius of 50AU. Finally, we derive a
dynamical mass for the central object of =1.50.2M,
comparable to the one estimated with evolutionary models for an age of
10Myr.Comment: 5 pages, 5 figures, accepted for publication in A&A Letter
Thaumetopoea Pinivora Treitschke, 1834, Thaumetopoidae nou per a la fauna de Catalunya (Lepidoptera)
Se da cuenta del hallazgo en Cataluña (Els Coms de Das, Baixa Cerdanya, Pirineo oriental)
de Thaumetopoea pinivora Treitschke, 1834, Thaumetopoeidae nuevo para la región. Se exponent los aspectos más interesantes de su bionomÃa y se pone al dÃa la distribución de esta especie en la PenÃnsula Ibérica.Thaumetopoea pinivora Treitschke, 1834, Thaumetopoidae new for Catalonia (Lepidoptera). In this paper the authors report the found in Catalonia (Els Coms de Das, Baixa Cerdanya, Pirineu oriental) of Thaumetopoea pinivora Treitschke, 1834, Thaumetopoeidae
new for the area. We expose the more interesting aspects of its bionomy and actualize its distribution in the lberian fauna
Cantharellus lilacinopruinatus Hermitte, Eyssart. & Poumarat, a Catalunya i les Illes Balears
Es descriu , comenta i il·lustra un interessant t áxon de les CantharelI ácies: Cantharellus
Iilacinopruinatus Hermitte, Eyssart. & Poumarat, recol·lectat per primer cop a Catalunya i Illes
Balears.An interesting taxon of Cantharellaceae: Cantharellus lilacinop ruinatu s Hennitte,
Eyssart. & Poumarat, previou sly unrecorded in Catalonia and the Balearic Island s, is described,
commented and illustrated.Se describe, comenta e ilustra un interesante taxón de las Cantareláceas: Cantharellus
lilacinopruinatus Hennitte, Eyssart. & Poumarat, recolectado por primera vez en Cataluña y Baleares
Harmonic damped oscillators with feedback. A Langevin study
We consider a system in direct contact with a thermal reservoir and which, if
left unperturbed, is well described by a memory-less equilibrium Langevin
equation of the second order in the time coordinate. In such conditions, the
strength of the noise fluctuations is set by the damping factor, in accordance
with the Fluctuation and Dissipation theorem. We study the system when it is
subject to a feedback mechanism, by modifying the Langevin equation
accordingly. Memory terms now arise in the time evolution, which we study in a
non-equilibrium steady state. Two types of feedback schemes are considered, one
focusing on time shifts and one on phase shifts, and for both cases we evaluate
the power spectrum of the system's fluctuations. Our analysis finds application
in feedback cooled oscillators, such as the Gravitational Wave detector AURIGA.Comment: 17 page
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