Testing for Dependence in Non-Gaussian Time Series Data

This paper provides a general methodology for testing for dependence in time series data, with particular emphasis given to non-Gaussian data. A dynamic model is postulated for a continuous latent variable and the dynamic structure transferred to the non-Gaussian, possibly discrete, observations. Locally most powerful tests for various forms of dependence are derived, based on an approximate likelihood function. Invariance to the distribution adopted for the data, conditional on the latent process, is shown to hold in certain cases. The tests are applied to various financial data sets, and Monte Carlo experiments used to gauge their finite sample properties.Latent variable model; locally most powerful tests; approximate likelihood; correlation tests; stochastic volatility tests.

Quantum Mechanics and Thermodynamics of Particles with Distance Dependent Statistics

The general notion of distance dependent statistics in anyon-like systems is discussed. The two-body problem for such statistics is considered, the general formula for the second virial coefficient is derived and it is shown that in the limiting cases it reproduces the known results for ideal anyons.Comment: 9 pages, LATEX Kiev Institute for Theoretical Physics preprint ITP-93-5E, January 199

The Mathematical Universe

I explore physics implications of the External Reality Hypothesis (ERH) that there exists an external physical reality completely independent of us humans. I argue that with a sufficiently broad definition of mathematics, it implies the Mathematical Universe Hypothesis (MUH) that our physical world is an abstract mathematical structure. I discuss various implications of the ERH and MUH, ranging from standard physics topics like symmetries, irreducible representations, units, free parameters, randomness and initial conditions to broader issues like consciousness, parallel universes and Godel incompleteness. I hypothesize that only computable and decidable (in Godel's sense) structures exist, which alleviates the cosmological measure problem and help explain why our physical laws appear so simple. I also comment on the intimate relation between mathematical structures, computations, simulations and physical systems.Comment: Replaced to match accepted Found. Phys. version, 31 pages, 5 figs; more details at http://space.mit.edu/home/tegmark/toe.htm

The PHENIX Experiment at RHIC

The physics emphases of the PHENIX collaboration and the design and current status of the PHENIX detector are discussed. The plan of the collaboration for making the most effective use of the available luminosity in the first years of RHIC operation is also presented.Comment: 5 pages, 1 figure. Further details of the PHENIX physics program available at http://www.rhic.bnl.gov/phenix

Methotrexate Is Not Superior to Placebo in Maintaining Steroid-Free Response or Remission in Ulcerative Colitis

Background & Aims: Parenteral methotrexate induces clinical remission but not endoscopic improvement of mucosal inflammation in patients with ulcerative colitis (UC). We performed a randomized, placebo-controlled trial to assess the efficacy of parenteral methotrexate in maintaining steroid-free response or remission in patients with UC after induction therapy with methotrexate and steroids. Methods: We performed a 48-week trial, from February 2012 through May 2016, of 179 patients with active UC (Mayo score of 6–12 with endoscopy subscore ≥ 2) despite previous conventional or biological therapy. The study comprised a 16-week open label methotrexate induction period followed by a 32-week double-blind, placebo-controlled maintenance period. Patients were given subcutaneous methotrexate (25 mg/wk) and a 12-week steroid taper. At week 16, steroid-free responders were randomly assigned to groups that either continued methotrexate (25 mg/wk, n = 44) or were given placebo (n = 40) until week 48. We compared the efficacy of treatment by analyzing the proportion of patients who remained relapse free and were in remission at week 48 without use of steroids or other medications to control disease activity. Results: Ninety-one patients (51%) achieved response at week 16, and 84 patients were included in the maintenance period study. During this period, 60% of patients in the placebo group (24/40) and 66% in the methotrexate group (29/44) had a relapse of UC (P =.75). At week 48, 30% of patients in the placebo group (12/40) and 27% of patients in the methotrexate group (12/44) were in steroid-free clinical remission without need for additional therapies (P =.86). No new safety signals for methotrexate were detected. Conclusions: Parenteral methotrexate (25 mg/wk) was not superior to placebo in preventing relapses of UC in patients who achieved steroid-free response during induction therapy. ClinicalTrials.gov, Number: NCT01393405

Testing for Dependence in Non-gaussian Time Series Data

This paper provides a general methodology for testing for dependence in time series data, with particular emphasis given to non-Gaussian data. A dynamic model is postulated for a continuous latent variable and the dynamic structure transferred to the non-Gaussian, possibly discrete, observations. Locally most powerful tests for various forms of dependence are derived, based on an approximate likelihood function. Invariance to the distribution adopted for the data, conditional on the latent process, is shown to hold in certain cases. The tests are applied to various financial data sets, and Monte Carlo experiments used to gauge their finite sample properties

Crystal field excitations and magnons: Their roles in oxyselenides Pr2O2M2OSe2 (M = Mn, Fe)

We present the results of neutron scattering experiments to study the crystal and magnetic structures of the Mott-insulating transition metal oxyselenides Pr2O2M2OSe2 (M = Mn, Fe). The structural role of the non-Kramers Pr3+ ion was investigated, and analysis of Pr3+ crystal field excitations was performed. Long-range order of Pr3+ moments in Pr2O2Fe2OSe2 can be induced by an applied magnetic field