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Effects of Long-Range Nonlinear Interactions in Double-Well Potentials
The structure nonlinear nonlinear optics matter waves
2014/12/24
We consider the interplay of linear double-well-potential (DWP) structures and nonlinear longrange interactions of different types, motivated by applications to nonlinear optics and matter waves. We f...
COARSE-GRAINING SCHEMES FOR STOCHASTIC LATTICE SYSTEMS WITH SHORT AND LONG-RANGE INTERACTIONS
Coarse-grained plan particle microscopic model dimensional lattice the renormalization group
2014/12/24
We develop coarse-graining schemes for stochastic many-particle microscopic models with competing short- and long-range interactions on a d-dimensional lattice. We focus on the coarse-graining of equi...
In this note the relation between the range-renewal speed and entropy for i.i.d. models is discussed.
A Semiparametric Estimator for Long-Range Dependent Multivariate Processes
Multivariate processes Long-range dependence Semiparametric estimation VARFIMA processes Asymptotic theory
2013/6/14
In this paper we propose a generalization of a class of Gaussian Semiparametric Estimators (GSE) of the fractional differencing parameter for long-range dependent multivariate time series. We generali...
Range-Renewal Processes: SLLN, Power Law and Beyonds
Range-renewal SLLN Power Law Small World Regular Varying
2013/6/14
Given $n$ samples of a regular discrete distribution $\pi$, we prove in this article first a serial of SLLNs results (of Dvoretzky and Erd\"{o}s' type) which implies a typical power law when $\pi$ is ...
Multichannel Deconvolution with Long-Range Dependence: A Minimax Study
adaptivity Besov spaces block thresholding deconvolu-tion Fourier analysis functional data long-range dependence,Meyer wavelets mini-max estimators multichannel deconvolution partial differential equations stationary sequences wavelet analysis
2013/6/13
We consider the problem of estimating the unknown response function in the multichannel deconvolution model with long-range dependent Gaussian errors. We do not limit our consideration to a specific t...
Criticisms of modelling packet traffic using long-range dependence (extended version)
Criticisms modelling packet traffic long-range dependence
2013/5/2
This paper criticises the notion that long-range dependence is an important contributor to the queuing behaviour of real Internet traffic. The idea is questioned in two different ways. Firstly, a clas...
Power of Change-Point Tests for Long-Range Dependent Data
Change-point problems nonparametric change-point tests Wilcoxon two-sample rank test power of test local alternatives asymptotic relativeefficiency of tests long-range dependent data,long memory functional limit theorem
2013/4/28
We investigate the power of the CUSUM test and the Wilcoxon change-point test for a shift in the mean of a process with long-range dependent noise. We derive analytiv formulas for the power of these t...
Wavelet Deconvolution in a Periodic Setting with Long-Range Dependent Errors
Besov Spaces Deconvolution fractional Brownian motion Long-Range Dependence Maxiset theory Wavelet Analysis
2012/9/17
In this paper, a hard thresholding wavelet estimator is constructed for a deconvolution model in a periodic setting that has long-range dependent noise. The estimation paradigm is based on a maxiset m...
Heavy traffic limit theorems for a queue with Poisson ON/OFF long-range dependent sources and general service time distribution
reflecting fractional Brownian motion reflecting Gaussian process longrange dependence queueing process weak convergence
2011/6/21
In Internet environment, traffic flow to a link is typically modeled by superposition of
ON/OFF based sources. During each ON-period for a particular source, packets arrive
according to a Poisson pr...
Reduced long-range dependence combining Poisson bursts with on--off sources
Teletraffic fractional Brownian motion on–off process
2011/7/5
A workload model using the infinite source Poisson model for bursts is combined with the on--off model for within burst activity. Burst durations and on--off durations are assumed to have heavy-tailed...
Extending The Range of Application of Permutation Tests：the Expected Permutation p-value Approach
Range Application Permutation Tests Expected Permutation p-value Approach
2010/3/11
The limitation of permutation tests is that they assume exchangeability.
It is shown that in generalized linear models one can construct permutation
tests from score statistics in particular cases. ...
Asymptotic optimal designs under long-range dependence error structure
asymptotic optimal designs linear regression long-range dependence
2010/3/9
We discuss the optimal design problem in regression models with long-range dependence error
structure. Asymptotic optimal designs are derived and it is demonstrated that these designs
depend only in...
Note on asymptotic normality of kernel density estimator for linear process under short-range dependence
asymptotic normality kernel density estimator linear process short-range dependence
2009/9/21
Wc mnf;i&r the paablem of density estimation for
m a one-sided linear prosees X, = zt _ , a, Z, , with i.id square iategra-
Me kovatims - We prove that under weak contritions on
(ai)&, which imply ...
SOME REMARKS ON THE CENTRAL LIMIT THEOREM FOR FUNCTIONALS OF LINEAR PROCESSES UNDER SHORT-RANGE DEPENDENCE
Central limit theorem, linear process time series short-range dependence Markov chain
2009/9/18
In this paper we consider the central limit theorems for
functionals G: R"' -, R of one-sided m-dimensional linear processes
X, = xr= A, 2,-, , where A, is a nonrandom matrix m x in and 2,'s are
i....