13,108 research outputs found

    A heteropolymer in a medium with random droplets

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    We define a heteropolymer in a medium with random droplets. We prove that for this model we have two regimes: a delocalized one and a localized one. In the localized regime we prove tightness to the droplets, whereas in the delocalized regime we prove diffusive path behavior.Comment: Published at http://dx.doi.org/10.1214/105051606000000231 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

    The distribution of Orthetrum trinacria Selys, 1841 and Trithemis annulata Palisot de Beauvois, 1807 in the Maltese Islands (Odonata: Libellulidae)

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    Two recently recorded dragonfly species, Orthetrum trinacria and Trithemis annulata, were observed over several bodies of water in Gozo. The distribution of these species is documented. Moreover, it is suggested that the introduction of these species could have been favoured by changes in the climate, in the light of similar observations made throughout Southern Europe.peer-reviewe

    Chain ladder method: Bayesian bootstrap versus classical bootstrap

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    The intention of this paper is to estimate a Bayesian distribution-free chain ladder (DFCL) model using approximate Bayesian computation (ABC) methodology. We demonstrate how to estimate quantities of interest in claims reserving and compare the estimates to those obtained from classical and credibility approaches. In this context, a novel numerical procedure utilising Markov chain Monte Carlo (MCMC), ABC and a Bayesian bootstrap procedure was developed in a truly distribution-free setting. The ABC methodology arises because we work in a distribution-free setting in which we make no parametric assumptions, meaning we can not evaluate the likelihood point-wise or in this case simulate directly from the likelihood model. The use of a bootstrap procedure allows us to generate samples from the intractable likelihood without the requirement of distributional assumptions, this is crucial to the ABC framework. The developed methodology is used to obtain the empirical distribution of the DFCL model parameters and the predictive distribution of the outstanding loss liabilities conditional on the observed claims. We then estimate predictive Bayesian capital estimates, the Value at Risk (VaR) and the mean square error of prediction (MSEP). The latter is compared with the classical bootstrap and credibility methods

    Long lived matter waves Bloch oscillations and dynamical localization by time dependent nonlinearity management

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    We introduce a new method to achieve long lived Bloch oscillations and dynamical localization of matter wave gap solitons in optical lattices. The method is based on time dependent modulations of the nonlinearity which can be experimentally implemented by means of the Feshbach resonance technique. In particular, we show that the width of the wave packet is preserved if time modulations of the nonlinearity are taken proportional to the curvature of the linear band spectrum which for most typical experimental settings are well approximated by harmonic time modulations of proper frequencies

    The Maximal Positively Invariant Set: Polynomial Setting

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    This note considers the maximal positively invariant set for polynomial discrete time dynamics subject to constraints specified by a basic semialgebraic set. The note utilizes a relatively direct, but apparently overlooked, fact stating that the related preimage map preserves basic semialgebraic structure. In fact, this property propagates to underlying set--dynamics induced by the associated restricted preimage map in general and to its maximal trajectory in particular. The finite time convergence of the corresponding maximal trajectory to the maximal positively invariant set is verified under reasonably mild conditions. The analysis is complemented with a discussion of computational aspects and a prototype implementation based on existing toolboxes for polynomial optimization
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