13,108 research outputs found
A heteropolymer in a medium with random droplets
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)
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
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
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
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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