3,372 research outputs found

    Discrete Spacings

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    Consider a string of nn positions, i.e. a discrete string of length nn. Units of length kk are placed at random on this string in such a way that they do not overlap, and as often as possible, i.e. until all spacings between neighboring units have length less than kk. When centered and scaled by n−1/2n^{-1/2} the resulting numbers of spacings of length 1,2,...,k−11, 2,..., k-1 have simultaneously a limiting normal distribution as n→∞n\to\infty. This is proved by the classical method of moments.Comment: 14 page

    Optimal Rate of Direct Estimators in Systems of Ordinary Differential Equations Linear in Functions of the Parameters

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    Many processes in biology, chemistry, physics, medicine, and engineering are modeled by a system of differential equations. Such a system is usually characterized via unknown parameters and estimating their 'true' value is thus required. In this paper we focus on the quite common systems for which the derivatives of the states may be written as sums of products of a function of the states and a function of the parameters. For such a system linear in functions of the unknown parameters we present a necessary and sufficient condition for identifiability of the parameters. We develop an estimation approach that bypasses the heavy computational burden of numerical integration and avoids the estimation of system states derivatives, drawbacks from which many classic estimation methods suffer. We also suggest an experimental design for which smoothing can be circumvented. The optimal rate of the proposed estimators, i.e., their n\sqrt n-consistency, is proved and simulation results illustrate their excellent finite sample performance and compare it to other estimation approaches

    Efficient estimation of Banach parameters in semiparametric models

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    Consider a semiparametric model with a Euclidean parameter and an infinite-dimensional parameter, to be called a Banach parameter. Assume: (a) There exists an efficient estimator of the Euclidean parameter. (b) When the value of the Euclidean parameter is known, there exists an estimator of the Banach parameter, which depends on this value and is efficient within this restricted model. Substituting the efficient estimator of the Euclidean parameter for the value of this parameter in the estimator of the Banach parameter, one obtains an efficient estimator of the Banach parameter for the full semiparametric model with the Euclidean parameter unknown. This hereditary property of efficiency completes estimation in semiparametric models in which the Euclidean parameter has been estimated efficiently. Typically, estimation of both the Euclidean and the Banach parameter is necessary in order to describe the random phenomenon under study to a sufficient extent. Since efficient estimators are asymptotically linear, the above substitution method is a particular case of substituting asymptotically linear estimators of a Euclidean parameter into estimators that are asymptotically linear themselves and that depend on this Euclidean parameter. This more general substitution case is studied for its own sake as well, and a hereditary property for asymptotic linearity is proved.Comment: Published at http://dx.doi.org/10.1214/009053604000000913 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

    Mass transfer, fluid flow and membrane properties in flat and corrugated plate hyperfiltration modules

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    Concentration polarisation, decreasing the efficiency in membrane separation processes, can be reduced by increasing mass transfer between membrane surface and bulk of the feed stream. Analogous to techniques used in plate heat exchangers efforts have been made to enhance mass transfer in a plate hyperfiltration module by using a corrugated membrane in stead of a flat one. The corrugations are pressed into an originally flat membrane. These corrugations do not only have an influence on the mass transfer, but also on such membrane properties as salt and water permeability. Corrugations enhance mass transfer in a more effective way than increase of flow rate does.\ud \ud The effect of the corrugations on membrane properties shows a large spread. For corrugated membranes prepared by our group, flux increases of 100% at almost the same or even slightly higher retentions have been obtained
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