3,391 research outputs found

    Lattice Dynamics in the Half-Space, II. Energy Transport Equation

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    We consider the lattice dynamics in the half-space. The initial data are random according to a probability measure which enforces slow spatial variation on the linear scale ε1\varepsilon^{-1}. We establish two time regimes. For times of order εγ\varepsilon^{-\gamma}, 0<γ<10<\gamma<1, locally the measure converges to a Gaussian measure which is time stationary with a covariance inherited from the initial measure (non-Gaussian, in general). For times of order ε1\varepsilon^{-1}, this covariance changes in time and is governed by a semiclassical transport equation.Comment: 35 page

    Parameter estimation in pair hidden Markov models

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    This paper deals with parameter estimation in pair hidden Markov models (pair-HMMs). We first provide a rigorous formalism for these models and discuss possible definitions of likelihoods. The model being biologically motivated, some restrictions with respect to the full parameter space naturally occur. Existence of two different Information divergence rates is established and divergence property (namely positivity at values different from the true one) is shown under additional assumptions. This yields consistency for the parameter in parametrization schemes for which the divergence property holds. Simulations illustrate different cases which are not covered by our results.Comment: corrected typo

    Exponential and moment inequalities for U-statistics

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    A Bernstein-type exponential inequality for (generalized) canonical U-statistics of order 2 is obtained and the Rosenthal and Hoffmann-J{\o}rgensen inequalities for sums of independent random variables are extended to (generalized) U-statistics of any order whose kernels are either nonnegative or canonicalComment: 22 page

    On Compound Poisson Processes Arising in Change-Point Type Statistical Models as Limiting Likelihood Ratios

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    Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In a previous paper of one of the authors it was established that one of these likelihood ratios, which is an exponential functional of a two-sided Poisson process driven by some parameter, can be approximated (for sufficiently small values of the parameter) by another one, which is an exponential functional of a two-sided Brownian motion. In this paper we consider yet another likelihood ratio, which is the exponent of a two-sided compound Poisson process driven by some parameter. We establish, that similarly to the Poisson type one, the compound Poisson type likelihood ratio can be approximated by the Brownian type one for sufficiently small values of the parameter. We equally discuss the asymptotics for large values of the parameter and illustrate the results by numerical simulations

    Gamma-ray lines and neutrons from solar flares

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    The energy spectrum of accelerated protons and nuclei at the site of a limb flare was derived by a technique, using observations of the time dependent flux of high energy neutrons at the Earth. This energy spectrum is very similar to the energy spectra of 7 disk flares for which the accelerated particle spectra was previously derived using observations of 4 to 7 MeV to 2.223 MeV fluence ratios. The implied spectra for all of these flares are too steep to produce any significant amount of radiation from pi meson decay. It is suggested that the observed 10 MeV gamma rays from the flare are bremsstrahlung of relativistic electrons

    Use of Complex Lie Symmetries for Linearization of Systems of Differential Equations - II: Partial Differential Equations

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    The linearization of complex ordinary differential equations is studied by extending Lie's criteria for linearizability to complex functions of complex variables. It is shown that the linearization of complex ordinary differential equations implies the linearizability of systems of partial differential equations corresponding to those complex ordinary differential equations. The invertible complex transformations can be used to obtain invertible real transformations that map a system of nonlinear partial differential equations into a system of linear partial differential equation. Explicit invariant criteria are given that provide procedures for writing down the solutions of the linearized equations. A few non-trivial examples are mentioned.Comment: This paper along with its first part ODE-I were combined in a single research paper "Linearizability criteria for systems of two second-order differential equations by complex methods" which has been published in Nonlinear Dynamics. Due to citations of both parts I and II these are not replaced with the above published articl

    Equivalence of conservation laws and equivalence of potential systems

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    We study conservation laws and potential symmetries of (systems of) differential equations applying equivalence relations generated by point transformations between the equations. A Fokker-Planck equation and the Burgers equation are considered as examples. Using reducibility of them to the one-dimensional linear heat equation, we construct complete hierarchies of local and potential conservation laws for them and describe, in some sense, all their potential symmetries. Known results on the subject are interpreted in the proposed framework. This paper is an extended comment on the paper of J.-q. Mei and H.-q. Zhang [Internat. J. Theoret. Phys., 2006, in press].Comment: 10 page

    Self-Averaging Scaling Limits of Two-Frequency Wigner Distribution for Random Paraxial Waves

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    Two-frequency Wigner distribution is introduced to capture the asymptotic behavior of the space-frequency correlation of paraxial waves in the radiative transfer limits. The scaling limits give rises to deterministic transport-like equations. Depending on the ratio of the wavelength to the correlation length the limiting equation is either a Boltzmann-like integral equation or a Fokker-Planck-like differential equation in the phase space. The solutions to these equations have a probabilistic representation which can be simulated by Monte Carlo method. When the medium fluctuates more rapidly in the longitudinal direction, the corresponding Fokker-Planck-like equation can be solved exactly.Comment: typos correcte

    Classification of Generalized Symmetries for the Vacuum Einstein Equations

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    A generalized symmetry of a system of differential equations is an infinitesimal transformation depending locally upon the fields and their derivatives which carries solutions to solutions. We classify all generalized symmetries of the vacuum Einstein equations in four spacetime dimensions. To begin, we analyze symmetries that can be built from the metric, curvature, and covariant derivatives of the curvature to any order; these are called natural symmetries and are globally defined on any spacetime manifold. We next classify first-order generalized symmetries, that is, symmetries that depend on the metric and its first derivatives. Finally, using results from the classification of natural symmetries, we reduce the classification of all higher-order generalized symmetries to the first-order case. In each case we find that the generalized symmetries are infinitesimal generalized diffeomorphisms and constant metric scalings. There are no non-trivial conservation laws associated with these symmetries. A novel feature of our analysis is the use of a fundamental set of spinorial coordinates on the infinite jet space of Ricci-flat metrics, which are derived from Penrose's ``exact set of fields'' for the vacuum equations.Comment: 57 pages, plain Te
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