Error of truncated Chebyshev series and other near minimax polynomial approximations

AbstractIt is well known that a near minimax polynomial approximation p is obtained by truncating the Chebyshev series of a function ƒ; after n + 1 terms. It is shown that if ƒ; ϵ C(n + 1)[−1, 1], then ∥ƒ; − p ∥ may be expressed in terms of ƒ;(n + 1) in the same manner as the error of minimax approximation. The result is extended to other types of near minimax approximation

Effect of Casting Conditions on Some Mechanical Properties of Cobalt-Base Alloys

Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/67983/2/10.1177_00220345610400012601.pd

A Comparison of the Tensile and Bending Properties of Dental Gold Wires

Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/68282/2/10.1177_00220345510300022001.pd

On the Nature of the Phase Transition in SU(N), Sp(2) and E(7) Yang-Mills theory

We study the nature of the confinement phase transition in d=3+1 dimensions in various non-abelian gauge theories with the approach put forward in [1]. We compute an order-parameter potential associated with the Polyakov loop from the knowledge of full 2-point correlation functions. For SU(N) with N=3,...,12 and Sp(2) we find a first-order phase transition in agreement with general expectations. Moreover our study suggests that the phase transition in E(7) Yang-Mills theory also is of first order. We find that it is weaker than for SU(N). We show that this can be understood in terms of the eigenvalue distribution of the order parameter potential close to the phase transition.Comment: 15 page

‘Green’ on the ground but not in the air: Pro-environmental attitudes are related to household behaviours but not discretionary air travel

The rise in greenhouse gas emissions from air travel could be reduced by individuals voluntarily abstaining from, or reducing, flights for leisure and recreational purposes. In theory, we might expect that people with pro-environmental value orientations and concerns about the risks of climate change, and those who engage in more pro-environmental household behaviours, would also be more likely to abstain from such voluntary air travel, or at least to fly less far. Analysis of two large datasets from the United Kingdom, weighted to be representative of the whole population, tested these associations. Using zero-inflated Poisson regression models, we found that, after accounting for potential confounders, there was no association between individuals’ environmental attitudes, concern over climate change, or their routine pro-environmental household behaviours, and either their propensity to take non-work related flights, or the distances flown by those who do so. These findings contrasted with those for pro-environmental household behaviours, where associations with environmental attitudes and concern were observed. Our results offer little encouragement for policies aiming to reduce discretionary air travel through pro-environmental advocacy, or through ‘spill-over’ from interventions to improve environmental impacts of household routines

A momentum trading strategy based on the low frequency component of the exchange rate

Authors' draft published as working paper; version August 2008. Final version published in Journal of Banking & Finance. Available online at http://www.sciencedirect.com/In this paper, we develop a momentum trading strategy based on the low frequency trend component of the spot exchange rate. Using kernel regression and the high-pass filter of Hodrick and Prescott [Hodrick, R., Prescott, E., 1997. Post-war US business cycles: An empirical investigation. Journal of Money, Credit and Banking 29, 1-16], we recover the non-linear trend in the monthly exchange rate and use short-term momentum in this to generate buy and sell signals. The low frequency momentum trading strategy offers greater directional accuracy, higher returns and Sharpe ratios, lower maximum drawdown and less frequent trading than traditional moving average rules. Moreover, unlike traditional moving average rules, the performance of the low frequency momentum trading strategy is relatively robust across different time periods. The low frequency momentum trading strategy is also robust to the choice of smoothing parameter (in the case of the HP filter) and the distribution and bandwidth parameter (in the case of kernel regression) over a wide range of values. (C) 2009 Elsevier B.V. All rights reserved

ATM Mutations and Phenotypes in Ataxia-Telangiectasia Families in the British Isles: Expression of Mutant ATM and the Risk of Leukemia, Lymphoma, and Breast Cancer

SummaryWe report the spectrum of 59 ATM mutations observed in ataxia-telangiectasia (A-T) patients in the British Isles. Of 51 ATM mutations identified in families native to the British Isles, 11 were founder mutations, and 2 of these 11 conferred a milder clinical phenotype with respect to both cerebellar degeneration and cellular features. We report, in two A-T families, an ATM mutation (7271T→G) that may be associated with an increased risk of breast cancer in both homozygotes and heterozygotes (relative risk 12.7; P=.0025), although there is a less severe A-T phenotype in terms of the degree of cerebellar degeneration. This mutation (7271T→G) also allows expression of full-length ATM protein at a level comparable with that in unaffected individuals. In addition, we have studied 18 A-T patients, in 15 families, who developed leukemia, lymphoma, preleukemic T-cell proliferation, or Hodgkin lymphoma, mostly in childhood. A wide variety of ATM mutation types, including missense mutations and in-frame deletions, were seen in these patients. We also show that 25% of all A-T patients carried in-frame deletions or missense mutations, many of which were also associated with expression of mutant ATM protein

Do the Unidentified EGRET Sources Trace Annihilating Dark Matter in the Local Group?

In a cold dark matter (CDM) framework of structure formation, the dark matter haloes around galaxies assemble through successive mergers with smaller haloes. This merging process is not completely efficient, and hundreds of surviving halo cores, or {\it subhaloes}, are expected to remain in orbit within the halo of a galaxy like the Milky Way. While the dozen visible satellites of the Milky Way may trace some of these subhaloes, the majority are currently undetected. A large number of high-velocity clouds (HVCs) of neutral hydrogen {\it are} observed around the Milky Way, and it is plausible that some of the HVCs may trace subhaloes undetected in the optical. Confirming the existence of concentrations of dark matter associated with even a few of the HVCs would represent a dramatic step forward in our attempts to understand the nature of dark matter. Supersymmetric (SUSY) extensions of the Standard Model of particle physics currently suggest neutralinos as a natural well-motivated candidate for the non-baryonic dark matter of the universe. If this is indeed the case, then it may be possible to detect dark matter indirectly as it annihilates into neutrinos, photons or positrons. In particular, the centres of subhaloes might show up as point sources in gamma-ray observations. In this work we consider the possibility that some of the unidentified EGRET $\gamma$-ray sources trace annihilating neutralino dark matter in the dark substructure of the Local Group. We compare the observed positions and fluxes of both the unidentified EGRET sources and the HVCs with the positions and fluxes predicted by a model of halo substructure, to determine to what extent any of these three populations could be associated.Comment: 12 Pages, 4 figures, to appear in a special issue of ApSS. Presented at "The Multiwavelength Approach to Unidentified Gamma-Ray Sources" (Hong Kong, June 1 - 4, 2004; Conference organizers: K.S. Cheng and G.E. Romero

Long memory conditional volatility and asset allocation

Pre-print version dated May 2011 issued as Discussion paper by University of Exeter. A definitive version was subsequently published in International Journal of Forecasting Volume 29, Issue 2, April–June 2013, Pages 258–273. Available online at http://www.sciencedirect.com/In this paper, we evaluate the economic benefits that arise from allowing for long memory when forecasting the covariance matrix of returns over both short and long horizons, using the asset allocation framework of Engle and Colacito (2006) In particular, we compare the statistical and economic performances of four multivariate long memory volatility models (the long memory EWMA, long memory EWMA–DCC, FIGARCH-DCC and component GARCH-DCC models) with those of two short memory models (the short memory EWMA and GARCH-DCC models). We report two main findings. First, for longer horizon forecasts, long memory models generally produce forecasts of the covariance matrix that are statistically more accurate and informative, and economically more useful than those produced by short memory models. Second, the two parsimonious long memory EWMA models outperform the other models–both short and long memory–across most forecast horizons. These results apply to both low and high dimensional covariance matrices and both low and high correlation assets, and are robust to the choice of the estimation window

Catholic Healthcare Organizations and the Articulation of Their Identity

Contains fulltext : 69947.pdf (publisher's version ) (Open Access