30,139 research outputs found
Level crossings and other level functionals of stationary Gaussian processes
This paper presents a synthesis on the mathematical work done on level
crossings of stationary Gaussian processes, with some extensions. The main
results [(factorial) moments, representation into the Wiener Chaos, asymptotic
results, rate of convergence, local time and number of crossings] are
described, as well as the different approaches [normal comparison method, Rice
method, Stein-Chen method, a general -dependent method] used to obtain them;
these methods are also very useful in the general context of Gaussian fields.
Finally some extensions [time occupation functionals, number of maxima in an
interval, process indexed by a bidimensional set] are proposed, illustrating
the generality of the methods. A large inventory of papers and books on the
subject ends the survey.Comment: Published at http://dx.doi.org/10.1214/154957806000000087 in the
Probability Surveys (http://www.i-journals.org/ps/) by the Institute of
Mathematical Statistics (http://www.imstat.org
On the second moment of the number of crossings by a stationary Gaussian process
Cram\'{e}r and Leadbetter introduced in 1967 the sufficient condition
to have a
finite variance of the number of zeros of a centered stationary Gaussian
process with twice differentiable covariance function . This condition is
known as the Geman condition, since Geman proved in 1972 that it was also a
necessary condition. Up to now no such criterion was known for counts of
crossings of a level other than the mean. This paper shows that the Geman
condition is still sufficient and necessary to have a finite variance of the
number of any fixed level crossings. For the generalization to the number of a
curve crossings, a condition on the curve has to be added to the Geman
condition.Comment: Published at http://dx.doi.org/10.1214/009117906000000142 in the
Annals of Probability (http://www.imstat.org/aop/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Numerical study of homogeneous dynamo based on experimental von Karman type flows
A numerical study of the magnetic induction equation has been performed on
von Karman type flows. These flows are generated by two co-axial
counter-rotating propellers in cylindrical containers. Such devices are
currently used in the von Karman sodium (VKS) experiment designed to study
dynamo action in an unconstrained flow. The mean velocity fields have been
measured for different configurations and are introduced in a periodic
cylindrical kinematic dynamo code. Depending on the driving configuration, on
the poloidal to toroidal flow ratio and on the conductivity of boundaries, some
flows are observed to sustain growing magnetic fields for magnetic Reynolds
numbers accessible to a sodium experiment. The response of the flow to an
external magnetic field has also been studied: The results are in excellent
agreement with experimental results in the single propeller case but can differ
in the two propellers case.Comment: 20 pages, 32 figure
Time-varying volatility in Canadian and U.S. stock index and index futures markets: A multivariate analysis
We use a multivariate generalized autoregressive heteroskedasticity model (M-GARCH) to examine three stock indexes and their associated futures prices: the New York Stock Exchange Composite, Standard and Poor's 500, and Toronto 35. The North American context is significant because markets in Canada and the United States share similar structures and regulatory environments. Our model allows examination of dependence in volatility as it captures time variation in volatility and cross-market influences. Estimated time-variation in volatility is significant, and the volatilities are highly positively correlated. Yet, we find that the correlation in North American index and futures markets has declined over time.Financial markets ; Futures ; Stock market
Assessing LGUs' Health Service Delivery Performance: the Cases of Agusan del Sur and Dumaguete City
With the devolution of health service delivery from the Department of Health to local government units (LGUs) as mandated in the 1991 Local Government Code, how have the LGUs performed in their new task? And how have the local constituents responded to the new set-up? Read more on these...local government unit, health facilities, health service delivery, local government code, local service delivery
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