44,784 research outputs found
Parameter estimation and model testing for Markov processes via conditional characteristic functions
Markov processes are used in a wide range of disciplines, including finance.
The transition densities of these processes are often unknown. However, the
conditional characteristic functions are more likely to be available,
especially for L\'{e}vy-driven processes. We propose an empirical likelihood
approach, for both parameter estimation and model specification testing, based
on the conditional characteristic function for processes with either continuous
or discontinuous sample paths. Theoretical properties of the empirical
likelihood estimator for parameters and a smoothed empirical likelihood ratio
test for a parametric specification of the process are provided. Simulations
and empirical case studies are carried out to confirm the effectiveness of the
proposed estimator and test.Comment: Published in at http://dx.doi.org/10.3150/11-BEJ400 the Bernoulli
(http://isi.cbs.nl/bernoulli/) by the International Statistical
Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm
The optical/UV excess of isolated neutron stars in the RCS model
The X-ray dim isolated neutron stars (XDINSs) are peculiar pulsar-like
objects, characterized by their very well Planck-like spectrum. In studying
their spectral energy distributions, the optical/UV excess is a long standing
problem. Recently, Kaplan et al. (2011) have measured the optical/UV excess for
all seven sources, which is understandable in the resonant cyclotron scattering
(RCS) model previously addressed. The RCS model calculations show that the RCS
process can account for the observed optical/UV excess for most sources . The
flat spectrum of RX J2143.0+0654 may due to contribution from bremsstrahlung
emission of the electron system in addition to the RCS process.Comment: 6 pages, 2 figures, 1 table, accepted for publication in Research in
Astronomy and Astrophysic
Quark Orbital Angular Momentum in the Baryon
Analytical and numerical results, for the orbital and spin content carried by
different quark flavors in the baryons, are given in the chiral quark model
with symmetry breaking. The reduction of the quark spin, due to the spin
dilution in the chiral splitting processes, is transferred into the orbital
motion of quarks and antiquarks. The orbital angular momentum for each quark
flavor in the proton as a function of the partition factor and the
chiral splitting probability is shown. The cancellation between the spin
and orbital contributions in the spin sum rule and in the baryon magnetic
moments is discussed.Comment: 26 pages, 3 figures, revised version with minor eq. no and ref. no.
corrections. Discussion on the spin and a new ref. are adde
AXPs and SGRs in the outer gap model: confronting Fermi observations
Anomalous X-ray pulsars (AXPs) and soft gamma-ray repeaters (SGRs) are
magnetar candidates, i.e., neutron stars powered by strong magnetic field. If
they are indeed magnetars, they will emit high-energy gamma-rays which are
detectable by Fermi-LAT according to the outer gap model. However, no
significant detection is reported in recent Fermi-LAT observations of all known
AXPs and SGRs. Considering the discrepancy between theory and observations, we
calculate the theoretical spectra for all AXPs and SGRs with sufficient
observational parameters. Our results show that most AXPs and SGRs are
high-energy gamma-ray emitters if they are really magnetars. The four AXPs 1E
1547.0-5408, XTE J1810-197, 1E 1048.1-5937, and 4U 0142+61 should have been
detected by Fermi-LAT. Then there is conflict between out gap model in the case
of magnetars and Fermi observations. Possible explanations in the magnetar
model are discussed. On the other hand, if AXPs and SGRs are fallback disk
systems, i.e., accretion-powered for the persistent emissions, most of them are
not high-energy gamma-ray emitters. Future deep Fermi-LAT observations of AXPs
and SGRs will help us make clear whether they are magnetars or fallback disk
systems.Comment: 15 pages, 3 figures, 1 table, accepted for publication in The
Astrophysical Journa
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