Derivatives of Entropy Rate in Special Families of Hidden Markov Chains

Consider a hidden Markov chain obtained as the observation process of an ordinary Markov chain corrupted by noise. Zuk, et. al. [13], [14] showed how, in principle, one can explicitly compute the derivatives of the entropy rate of at extreme values of the noise. Namely, they showed that the derivatives of standard upper approximations to the entropy rate actually stabilize at an explicit finite time. We generalize this result to a natural class of hidden Markov chains called ``Black Holes.'' We also discuss in depth special cases of binary Markov chains observed in binary symmetric noise, and give an abstract formula for the first derivative in terms of a measure on the simplex due to Blackwell.Comment: The relaxed condtions for entropy rate and examples are taken out (to be part of another paper). The section about general principle and an example to determine the domain of analyticity is taken out (to be part of another paper). A section about binary Markov chains corrupted by binary symmetric noise is adde

High-dimensional Linear Regression for Dependent Data with Applications to Nowcasting

Recent research has focused on $\ell_1$ penalized least squares (Lasso) estimators for high-dimensional linear regressions in which the number of covariates $p$ is considerably larger than the sample size $n$. However, few studies have examined the properties of the estimators when the errors and/or the covariates are serially dependent. In this study, we investigate the theoretical properties of the Lasso estimator for a linear regression with a random design and weak sparsity under serially dependent and/or nonsubGaussian errors and covariates. In contrast to the traditional case, in which the errors are independent and identically distributed and have finite exponential moments, we show that $p$ can be at most a power of $n$ if the errors have only finite polynomial moments. In addition, the rate of convergence becomes slower owing to the serial dependence in the errors and the covariates. We also consider the sign consistency of the model selection using the Lasso estimator when there are serial correlations in the errors or the covariates, or both. Adopting the framework of a functional dependence measure, we describe how the rates of convergence and the selection consistency of the estimators depend on the dependence measures and moment conditions of the errors and the covariates. Simulation results show that a Lasso regression can be significantly more powerful than a mixed-frequency data sampling regression (MIDAS) and a Dantzig selector in the presence of irrelevant variables. We apply the results obtained for the Lasso method to nowcasting with mixed-frequency data, in which serially correlated errors and a large number of covariates are common. The empirical results show that the Lasso procedure outperforms the MIDAS regression and the autoregressive model with exogenous variables in terms of both forecasting and nowcasting

Boundary conditions in the Dirac approach to graphene devices

We study a family of local boundary conditions for the Dirac problem corresponding to the continuum limit of graphene, both for nanoribbons and nanodots. We show that, among the members of such family, MIT bag boundary conditions are the ones which are in closest agreement with available experiments. For nanotubes of arbitrary chirality satisfying these last boundary conditions, we evaluate the Casimir energy via zeta function regularization, in such a way that the limit of nanoribbons is clearly determined.Comment: 10 pages, no figure. Section on Casimir energy adde

The Galactic distribution of magnetic fields in molecular clouds and HII regions

{Magnetic fields exist on all scales in our Galaxy. There is a controversy about whether the magnetic fields in molecular clouds are preserved from the permeated magnetic fields in the interstellar medium (ISM) during cloud formation. We investigate this controversy using available data in the light of the newly revealed magnetic field structure of the Galactic disk obtained from pulsar rotation measures (RMs).} % {We collected measurements of the magnetic fields in molecular clouds, including Zeeman splitting data of OH masers in clouds and OH or HI absorption or emission lines of clouds themselves.} % {The Zeeman data show structures in the sign distribution of the line-of-sight component of the magnetic field. Compared to the large-scale Galactic magnetic fields derived from pulsar RMs, the sign distribution of the Zeeman data shows similar large-scale field reversals. Previous such examinations were flawed in the over-simplified global model used for the large-scale magnetic fields in the Galactic disk.} % {We conclude that the magnetic fields in the clouds may still ``remember'' the directions of magnetic fields in the Galactic ISM to some extent, and could be used as complementary tracers of the large-scale magnetic structure. More Zeeman data of OH masers in widely distributed clouds are required.}Comment: Typo fixed in this new versio