INFERENCES FOR THE CHANGE-POINT OF THE EXPONENTIATED WEIBULL HAZARD FUNCTION

In many applications of lifetime data analysis, it is important to perform inferences about the change-point of the hazard function. The change-point could be a maximum for unimodal hazard functions or a minimum for bathtub forms of hazard functions and is usually of great interest in medical or industrial applications. For lifetime distributions where this change-point of the hazard function can be analytically calculated, its maximum likelihood estimator is easily obtained from the invariance properties of the maximum likelihood estimators. From the asymptotical normality of the maximum likelihood estimators, confidence intervals can also be obtained. Considering the exponentiated Weibull distribution for the lifetime data, we have different forms for the hazard function: constant, increasing, unimodal, decreasing or bathtub forms. This model gives great flexibility of fit, but we do not have analytic expressions for the change-point of the hazard function. In this way, we consider the use of Markov Chain Monte Carlo methods to get posterior summaries for the change-point of the hazard function considering the exponentiated Weibull distribution.

Nonlocal growth processes and conformal invariance

Up to now the raise-and-peel model was the single known example of a one-dimensional stochastic process where one can observe conformal invariance. The model has one parameter. Depending on its value one has a gapped phase, a critical point where one has conformal invariance, and a gapless phase with changing values of the dynamical critical exponent z. In this model, adsorption is local but desorption is not. The raise-and-strip model presented here, in which desorption is also nonlocal, has the same phase diagram. The critical exponents are different as are some physical properties of the model. Our study suggests the possible existence of a whole class of stochastic models in which one can observe conformal invariance.

Scaling invariance for the escape of particles from a periodically corrugated waveguide

The escape dynamics of a classical light ray inside a corrugated waveguide is characterised by the use of scaling arguments. The model is described via a two-dimensional nonlinear and area preserving mapping. The phase space of the mapping contains a set of periodic islands surrounded by a large chaotic sea that is confined by a set of invariant tori. When a hole is introduced in the chaotic sea, letting the ray escape, the histogram of frequency of the number of escaping particles exhibits rapid growth, reaching a maximum value at n(p) and later decaying asymptotically to zero. The behaviour of the histogram of escape frequency is characterised using scaling arguments. The scaling formalism is widely applicable to critical phenomena and useful in characterisation of phase transitions, including transitions from limited to unlimited energy growth in two-dimensional time varying billiard problems. (C) 2011 Elsevier B.V. All rights reserved.