The integrated periodogram of a dependent extremal event sequence

We investigate the asymptotic properties of the integrated periodogram calculated from a sequence of indicator functions of dependent extremal events. An event in Euclidean space is extreme if it occurs far away from the origin. We use a regular variation condition on the underlying stationary sequence to make these notions precise. Our main result is a functional central limit theorem for the integrated periodogram of the indicator functions of dependent extremal events. The limiting process is a continuous Gaussian process whose covari- ance structure is in general unfamiliar, but in the iid case a Brownian bridge appears. In the general case, we propose a stationary bootstrap procedure for approximating the distribution of the limiting process. The developed theory can be used to construct classical goodness-of-fit tests such as the Grenander- Rosenblatt and Cram\'{e}r-von Mises tests which are based only on the extremes in the sample. We apply the test statistics to simulated and real-life data

Wavelet Galerkin method for fractional elliptic differential equations

Under the guidance of the general theory developed for classical partial differential equations (PDEs), we investigate the Riesz bases of wavelets in the spaces where fractional PDEs usually work, and their applications in numerically solving fractional elliptic differential equations (FEDEs). The technique issues are solved and the detailed algorithm descriptions are provided. Compared with the ordinary Galerkin methods, the wavelet Galerkin method we propose for FEDEs has the striking benefit of efficiency, since the condition numbers of the corresponding stiffness matrixes are small and uniformly bounded; and the Toeplitz structure of the matrix still can be used to reduce cost. Numerical results and comparison with the ordinary Galerkin methods are presented to demonstrate the advantages of the wavelet Galerkin method we provide.Comment: 20 pages, 0 figure

Forward Vehicle Collision Warning Based on Quick Camera Calibration

Forward Vehicle Collision Warning (FCW) is one of the most important functions for autonomous vehicles. In this procedure, vehicle detection and distance measurement are core components, requiring accurate localization and estimation. In this paper, we propose a simple but efficient forward vehicle collision warning framework by aggregating monocular distance measurement and precise vehicle detection. In order to obtain forward vehicle distance, a quick camera calibration method which only needs three physical points to calibrate related camera parameters is utilized. As for the forward vehicle detection, a multi-scale detection algorithm that regards the result of calibration as distance priori is proposed to improve the precision. Intensive experiments are conducted in our established real scene dataset and the results have demonstrated the effectiveness of the proposed framework

A Framework on Moment Model Reduction for Kinetic Equation

By a further investigation on the structure of the coefficient matrix of the globally hyperbolic regularized moment equations for Boltzmann equation in [Z. Cai, Y. Fan and R. Li, Comm. Math. Sci., 11 (2013), pp. 547-571], we propose a uniform framework to carry out model reduction to general kinetic equations, to achieve certain moment system. With this framework, the underlying reason why the globally hyperbolic regularization in [Z. Cai, Y. Fan and R. Li, Comm. Math. Sci., 11 (2013), pp. 547-571] works is revealed. The even fascinating point is, with only routine calculation, existing models are represented and brand new models are discovered. Even if the study is restricted in the scope of the classical Grad's 13-moment system, new model with global hyperbolicity can be deduced.Comment: 22 page