Fitting an error distribution in some heteroscedastic time series models

This paper addresses the problem of fitting a known distribution to the innovation distribution in a class of stationary and ergodic time series models. The asymptotic null distribution of the usual Kolmogorov--Smirnov test based on the residuals generally depends on the underlying model parameters and the error distribution. To overcome the dependence on the underlying model parameters, we propose that tests be based on a vector of certain weighted residual empirical processes. Under the null hypothesis and under minimal moment conditions, this vector of processes is shown to converge weakly to a vector of independent copies of a Gaussian process whose covariance function depends only on the fitted distribution and not on the model. Under certain local alternatives, the proposed test is shown to have nontrivial asymptotic power. The Monte Carlo critical values of this test are tabulated when fitting standard normal and double exponential distributions. The results obtained are shown to be applicable to GARCH and ARMA--GARCH models, the often used models in econometrics and finance. A simulation study shows that the test has satisfactory size and power for finite samples at these models. The paper also contains an asymptotic uniform expansion result for a general weighted residual empirical process useful in heteroscedastic models under minimal moment conditions, a result of independent interest.Comment: Published at http://dx.doi.org/10.1214/009053606000000191 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

The regularity of harmonic maps into spheres and applications to Bernstein problems

We show the regularity of, and derive a-priori estimates for (weakly) harmonic maps from a Riemannian manifold into a Euclidean sphere under the assumption that the image avoids some neighborhood of a half-equator. The proofs combine constructions of strictly convex functions and the regularity theory of quasi-linear elliptic systems. We apply these results to the spherical and Euclidean Bernstein problems for minimal hypersurfaces, obtaining new conditions under which compact minimal hypersurfaces in spheres or complete minimal hypersurfaces in Euclidean spaces are trivial

The K-Z Equation and the Quantum-Group Difference Equation in Quantum Self-dual Yang-Mills Theory

From the time-independent current \tcj(\bar y,\bar k) in the quantum self-dual Yang-Mills (SDYM) theory, we construct new group-valued quantum fields $\tilde U(\bar y,\bar k)$ and $\bar U^{-1}(\bar y,\bar k)$ which satisfy a set of exchange algebras such that fields of \tcj(\bar y,\bar k)\sim\tilde U(\bar y,\bar k)~\partial\bar y~\tilde U^{-1}(\bar y,\bar k) satisfy the original time-independent current algebras. For the correlation functions of the products of the $\tilde U(\bar y,\bar k)$ and $\tilde U^{-1}(\bar y,\bar k)$ fields defined in the invariant state constructed through the current \tcj(\bar y,\bar k) we can derive the Knizhnik-Zamolodchikov (K-Z) equations with an additional spatial dependence on $\bar k$. From the $\tilde U(\bar y,\bar k)$ and $\tilde U^{-1}(\bar y,\bar k)$ fields we construct the quantum-group generators --- local, global, and semi-local --- and their algebraic relations. For the correlation functions of the products of the $\tilde U$ and $\tilde U^{-1}$ fields defined in the invariant state constructed through the semi-local quantum-group generators we obtain the quantum-group difference equations. We give the explicit solution to the two point function.Comment: 15 pages, uses phyzz

Convolutional compressed sensing using deterministic sequences

This is the author's accepted manuscript (with working title "Semi-universal convolutional compressed sensing using (nearly) perfect sequences"). The final published article is available from the link below. Copyright @ 2012 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/ republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists, or reuse of any copyrighted components of this work in other works.In this paper, a new class of orthogonal circulant matrices built from deterministic sequences is proposed for convolution-based compressed sensing (CS). In contrast to random convolution, the coefficients of the underlying filter are given by the discrete Fourier transform of a deterministic sequence with good autocorrelation. Both uniform recovery and non-uniform recovery of sparse signals are investigated, based on the coherence parameter of the proposed sensing matrices. Many examples of the sequences are investigated, particularly the Frank-Zadoff-Chu (FZC) sequence, the m-sequence and the Golay sequence. A salient feature of the proposed sensing matrices is that they can not only handle sparse signals in the time domain, but also those in the frequency and/or or discrete-cosine transform (DCT) domain

Dual-lattice ordering and partial lattice reduction for SIC-based MIMO detection

This is the author's accepted manuscript. The final published article is available from the link below. Copyright @ 2009 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/ republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists, or reuse of any copyrighted components of this work in other works.In this paper, we propose low-complexity lattice detection algorithms for successive interference cancelation (SIC) in multi-input multi-output (MIMO) communications. First, we present a dual-lattice view of the vertical Bell Labs Layered Space-Time (V-BLAST) detection. We show that V-BLAST ordering is equivalent to applying sorted QR decomposition to the dual basis, or equivalently, applying sorted Cholesky decomposition to the associated Gram matrix. This new view results in lower detection complexity and allows simultaneous ordering and detection. Second, we propose a partial reduction algorithm that only performs lattice reduction for the last several, weak substreams, whose implementation is also facilitated by the dual-lattice view. By tuning the block size of the partial reduction (hence the complexity), it can achieve a variable diversity order, hence offering a graceful tradeoff between performance and complexity for SIC-based MIMO detection. Numerical results are presented to compare the computational costs and to verify the achieved diversity order

Fire extinguishant materials

Fire extinguishant composition comprising a mixture of a finely divided aluminum compound and alkali metal, stannous or plumbous halide is provided. Aluminum compound may be aluminum hydroxide, alumina or boehmite but preferably it is an alkali metal dawsonite. The metal halide may be an alkali metal, e.g. potassium iodide, bromide or chloride or stannous or plumbous iodide, bromide or chloride. Potassium iodide is preferred