Painlev\'e V and time dependent Jacobi polynomials

In this paper we study the simplest deformation on a sequence of orthogonal polynomials, namely, replacing the original (or reference) weight $w_0(x)$ defined on an interval by $w_0(x)e^{-tx}.$ It is a well-known fact that under such a deformation the recurrence coefficients denoted as $\alpha_n$ and $\beta_n$ evolve in $t$ according to the Toda equations, giving rise to the time dependent orthogonal polynomials, using Sogo's terminology. The resulting "time-dependent" Jacobi polynomials satisfy a linear second order ode. We will show that the coefficients of this ode are intimately related to a particular Painlev\'e V. In addition, we show that the coefficient of $z^{n-1}$ of the monic orthogonal polynomials associated with the "time-dependent" Jacobi weight, satisfies, up to a translation in $t,$ the Jimbo-Miwa $\sigma$-form of the same $P_{V};$ while a recurrence coefficient $\alpha_n(t),$ is up to a translation in $t$ and a linear fractional transformation $P_{V}(\alpha^2/2,-\beta^2/2, 2n+1+\alpha+\beta,-1/2).$ These results are found from combining a pair of non-linear difference equations and a pair of Toda equations. This will in turn allow us to show that a certain Fredholm determinant related to a class of Toeplitz plus Hankel operators has a connection to a Painlev\'e equation

Semiparametric identification of structural dynamic optimal stopping time models

This paper presents new identification results for the class of structural dynamic optimal stopping time models that are built upon the framework of the structural discrete Markov decision processes proposed by Rust (1994). We demonstrate how to semiparametrically identify the deep structural parameters of interest in the case where the utility function of an absorbing choice in the model is parametric but the distribution of unobserved heterogeneity is nonparametric. Our identification strategy depends on availability of a continuous observed state variable that satisfies certain exclusion restrictions. If such excluded variable is accessible, we show that the dynamic optimal stopping model is semiparametrically identified using control function approaches

Hypothesis testing of multiple inequalities: the method of constraint chaining

Econometric inequality hypotheses arise in diverse ways. Examples include concavity restrictions on technological and behavioural functions, monotonicity and dominance relations, one-sided constraints on conditional moments in GMM estimation, bounds on parameters which are only partially identified, and orderings of predictive performance measures for competing models. In this paper we set forth four key properties which tests of multiple inequality constraints should ideally satisfy. These are (1) (asymptotic) exactness, (2) (asymptotic)similarity on the boundary, (3) absence of nuisance parameters from the asymptotic null distribution of the test statistic, (4) low computational complexity and boostrapping cost. We observe that the predominant tests currently used in econometrics do not appear to enjoy all these properties simultaneously. We therefore ask the question : Does there exist any nontrivial test which, as a mathematical fact, satisfies the first three properties and, by any reasonable measure, satisfies the fourth ? Remarkably the answer is affirmative. The paper demonstrates this constructively. We introduce a method of test construction called chaining which begins by writing multiple inequalities as a single equality using zero-one indicator functions. We then smooth the indicator functions. The approximate equality thus obtained is the basis of a well-behaved test. This test may be considered as the baseline of a wider class of tests. A full asymptotic theory is provided for the baseline. Simulation results show that the finite-sample performance of the test matches the theory quite well

Temperature effect on space charge dynamics in XLPE insulation

This paper reports on space charge evolution in crosslinked polyethylene (XLPE) planar samples approximately 1.20 mm thick subjected to electric stress level of 30 kVdc/mm under four temperature 25 oC, 50 oC, 70 oC and 90 oC for 24 hours. Space charge profiles in both as-received and degassed samples were measured using the laser induced pressure pulse (LIPP) technique. The dc threshold stresses at which space charge initiates are greatly affected by testing temperatures. The results suggest that testing temperature has numerous effects on space charge dynamics such as enhancement of ionic dissociation of polar crosslinked by-products, charge injection, charge mobility and electrical conductivity. Space charge distributions of very different nature were seen at lower temperatures when comparing the results of as-received samples with degassed samples. However at higher temperature, the space charge distribution took the same form, although of lower concentration in degassed samples. Space charge distributions are dominated by positive charge when tested at high temperatures regardless of sample treatment and positive charge propagation enhances as testing temperature increases. This can be a major cause of concern as positive charge propagation has been reported to be related to insulation breakdown

Study on the spectrum of the injected relativistic protons

About 10TeV gamma-ray emission within 10 pc region from the Galactic Center had been reported by 4 independent groups. Considering that this TeV gamma-ray emission is produced via a hadronic model, and the relativistic protons came from the tidal disruption of stars by massive black holes, we investigate the spectral nature of the injected relativistic protons required by the hadronic model. The calculation was carried on the tidal disruption of the different types of stars and the different propagation mechanisms of protons in the interstellar medium. Compared with the observation data from HESS, we find for the best fitting that the power-law index of the spectrum of the injected protons is about -1.9, when a red giant star is tidally disrupted, and the effective confinement of protons diffusion mechanism is adopted.Comment: 2 pages, IAU Symposium 25

The effect of degassing on morphology and space charge

It is believed that space charge buildup in cross-linked polyethylene (XLPE) insulation is the main cause for premature failure of underground power cables. The space charge activities in XLPE depend on many factors such as additives, material treatment, ambient temperature, insulator/electrode interface, etc. Degassing is one of the material treatment process commonly employ in cable manufacturing to improve insulation performance. In this paper, investigation on the effect of degassing period has on the morphology and space charge was carried out. Planar XLPE samples of the same composite were subjected to different degassing time. It is discovered that apart from removing volatile by-products, degassing also anneal XLPE material; changing the morphology as a result