Modelling multiple time series via common factors

We propose a new method for estimating common factors of multiple time series. One distinctive feature of the new approach is that it is applicable to some nonstationary time series. The unobservable (nonstationary) factors are identified via expanding the white noise space step by step; therefore solving a high-dimensional optimization problem by several low-dimensional subproblems. Asymptotic properties of the estimation were investigated. The proposed methodology was illustrated with both simulated and real data sets

On singular value distribution of large dimensional auto-covariance matrices

Let $(\varepsilon_j)_{j\geq 0}$ be a sequence of independent $p-$dimensional random vectors and $\tau\geq1$ a given integer. From a sample $\varepsilon_1,\cdots,\varepsilon_{T+\tau-1},\varepsilon_{T+\tau}$ of the sequence, the so-called lag $-\tau$ auto-covariance matrix is $C_{\tau}=T^{-1}\sum_{j=1}^T\varepsilon_{\tau+j}\varepsilon_{j}^t$. When the dimension $p$ is large compared to the sample size $T$, this paper establishes the limit of the singular value distribution of $C_\tau$ assuming that $p$ and $T$ grow to infinity proportionally and the sequence satisfies a Lindeberg condition on fourth order moments. Compared to existing asymptotic results on sample covariance matrices developed in random matrix theory, the case of an auto-covariance matrix is much more involved due to the fact that the summands are dependent and the matrix $C_\tau$ is not symmetric. Several new techniques are introduced for the derivation of the main theorem

Exact solution of the two-axis countertwisting Hamiltonian for the half-integer JJ case

Bethe ansatz solutions of the two-axis countertwisting Hamiltonian for any (integer and half-integer) $J$ are derived based on the Jordan-Schwinger (differential) boson realization of the $SU(2)$ algebra after desired Euler rotations, where $J$ is the total angular momentum quantum number of the system. It is shown that solutions to the Bethe ansatz equations can be obtained as zeros of the extended Heine-Stieltjes polynomials. Two sets of solutions, with solution number being $J+1$ and $J$ respectively when $J$ is an integer and $J+1/2$ each when $J$ is a half-integer, are obtained. Properties of the zeros of the related extended Heine-Stieltjes polynomials for half-integer $J$ cases are discussed. It is clearly shown that double degenerate level energies for half-integer $J$ are symmetric with respect to the $E=0$ axis. It is also shown that the excitation energies of the `yrast' and other `yrare' bands can all be asymptotically given by quadratic functions of $J$, especially when $J$ is large.Comment: LaTex 12 pages, 3 figures. Major cosmetic type revision. arXiv admin note: text overlap with arXiv:1609.0558

Personal Volunteer Computing

We propose personal volunteer computing, a novel paradigm to encourage technical solutions that leverage personal devices, such as smartphones and laptops, for personal applications that require significant computations, such as animation rendering and image processing. The paradigm requires no investment in additional hardware, relying instead on devices that are already owned by users and their community, and favours simple tools that can be implemented part-time by a single developer. We show that samples of personal devices of today are competitive with a top-of-the-line laptop from two years ago. We also propose new directions to extend the paradigm

Exact solution of the two-axis countertwisting Hamiltonian

It is shown that the two-axis countertwisting Hamiltonian is exactly solvable when the quantum number of the total angular momentum of the system is an integer after the Jordan-Schwinger (differential) boson realization of the SU(2) algebra. Algebraic Bethe ansatz is used to get the exact solution with the help of the SU(1,1) algebraic structure, from which a set of Bethe ansatz equations of the problem is derived. It is shown that solutions of the Bethe ansatz equations can be obtained as zeros of the Heine-Stieltjes polynomials. The total number of the four sets of the zeros equals exactly to $2J+1$ for a given integer angular momentum quantum number $J$, which proves the completeness of the solutions. It is also shown that double degeneracy in level energies may also occur in the $J\rightarrow\infty$ limit for integer $J$ case except a unique non-degenerate level with zero excitation energy.Comment: LaTex 10 pages. Version to appear in Annals of Physic

Only rational homology spheres admit Ω(f)\Omega(f) to be union of DE attractors

If there exists a diffeomorphism $f$ on a closed, orientable $n$-manifold $M$ such that the non-wandering set $\Omega(f)$ consists of finitely many orientable $(\pm)$ attractors derived from expanding maps, then $M$ must be a rational homology sphere; moreover all those attractors are of topological dimension $n-2$. Expanding maps are expanding on (co)homologies.Comment: 23 pages, 2 figure