Wavelet estimation in diffusions with periodicity

Wir betrachten einen zeitlich inhomogenen Diffusionsprozess, der durch eine stochastische Differentialgleichung gegeben wird, deren Driftterm ein deterministisches T-periodisches Signal beinhaltet, dessen Periodizität bekannt ist. Dieses Signal sei in einem Besovraum enthalten. Wir schätzen es mit Hilfe eines nichtparametrischen Waveletschätzers. Unser Schätzer ist von einem Wavelet-Dichteschätzer mit Thresholding inspiriert, der 1996 in einem klassischen iid-Modell von Donoho, Johnstone, Kerkyacharian und Picard konstruiert wurde. Unter gewissen Ergodizitätsvoraussetzungen an den Prozess können wir nichtparametrische Konvergenzraten angegeben, die bis auf einen logarithmischen Term den Raten im klassischen iid-Fall entsprechen. Diese Raten werden mit Hilfe von Orakel-Ungleichungen gezeigt, die auf Ergebnissen über Markovketten in diskreter Zeit von Clémencon, 2001, beruhen. Außerdem betrachten wir einen technisch einfacheren Spezialfall und zeigen einige Computersimulationen dieses Schätzers.

Parameterschätzung in zeitdiskreten ergodischen Markov-Prozessen am Beispiel des Cox-Ingersoll-Ross-Modells

In dieser Arbeit geht es um die Schätzung von Parametern in zeitdiskreten ergodischen Markov-Prozessen im allgemeinen und im CIR-Modell im besonderen. Beim CIR-Modell handelt es sich um eine stochastische Differentialgleichung, die von Cox, Ingersoll und Ross (1985) zur Beschreibung der Dynamik von Zinsraten vorgeschlagen wurde. Problemstellung ist die Schätzung der Parameter des Drift- und des Diffusionskoeffizienten aufgrund von äquidistanten diskreten Beobachtungen des CIR-Prozesses. Nach einer kurzen Einführung in das CIR-Modell verwenden wir die insbesondere von Bibby und Sørensen untersuchte Methode der Martingal-Schätzfunktionen und -Schätzgleichungen, um das Problem der Parameterschätzung in ergodischen Markov-Prozessen zunächst ganz allgemein zu untersuchen. Im Anschluss an Untersuchungen von Sørensen (1999) werden hinreichende Bedingungen (im Sinne von Regularitätsvoraussetzungen an die Schätzfunktion) für die Existenz, starke Konsistenz und asymptotische Normalität von Lösungen einer Martingal-Schätzgleichung angegeben. Angewandt auf den Spezialfall der Likelihood-Schätzung stellen diese Bedingungen zugleich lokal-asymptotische Normalität des Modells sicher. Ferner wird ein einfaches Kriterium für Godambe-Heyde-Optimalität von Schätzfunktionen angegeben und skizziert, wie dies in wichtigen Spezialfällen zur expliziten Konstruktion optimaler Schätzfunktionen verwendet werden kann. Die allgemeinen Resultate werden anschließend auf das diskretisierte CIR-Modell angewendet. Wir analysieren einige von Overbeck und Rydén (1997) vorgeschlagene Schätzer für den Drift- und den Diffusionskoeffizienten, welche als Lösungen quadratischer Martingal-Schätzfunktionen definiert sind, und berechnen das optimale Element in dieser Klasse. Abschließend verallgemeinern wir Ergebnisse von Overbeck und Rydén (1997), indem wir die Existenz einer stark konsistenten und asymptotisch normalen Lösung der Likelihood-Gleichung zeigen und lokal-asymptotische Normalität für das CIR-Modell ohne Einschränkungen an den Parameterraum beweisen.

Pseudodifferential analysis in Psi*-algebras on transmission spaces, infinite solving ideal chains and K-theory for conformally compact spaces

The present thesis is a contribution to the theory of algebras of pseudodifferential operators on singular settings. In particular, we focus on the $b$-calculus and the calculus on conformally compact spaces in the sense of Mazzeo and Melrose in connection with the notion of spectral invariant transmission operator algebras. We summarize results given by Gramsch et. al. on the construction of $Psi_0$-and $Psi*$-algebras and the corresponding scales of generalized Sobolev spaces using commutators of certain closed operators and derivations. In the case of a manifold with corners $Z$ we construct a $Psi*$-completion $A_b(Z,{}^bOmega^{1/2})$ of the algebra of zero order $b$-pseudodifferential operators $Psi_{b,cl}(Z, {}^bOmega^{1/2})$ in the corresponding $C*$-closure $B(Z,{}^bOmega^{12})hookrightarrow L(L^2(Z,{}^bOmega^{1/2}))$. The construction will also provide that localised to the (smooth) interior of Z the operators in the $A_b(Z, {}^bOmega^{1/2})$ can be represented as ordinary pseudodifferential operators. In connection with the notion of solvable $C*$-algebras - introduced by Dynin - we calculate the length of the $C*$-closure of $Psi_{b,cl}^0(F,{}^bOmega^{1/2},R^{E(F)})$ in $B(F,{}^bOmega^{1/2}),R^{E(F)})$ by localizing $B(Z, {}^bOmega^{1/2})$ along the boundary face $F$ using the (extended) indical familiy $I^B_{FZ}$. Moreover, we discuss how one can localise a certain solving ideal chain of $B(Z, {}^bOmega^{1/2})$ in neighbourhoods $U_p$ of arbitrary points $pin Z$. This localisation process will recover the singular structure of $U_p$; further, the induced length function $l_p$ is shown to be upper semi-continuous. We give construction methods for $Psi*$- and $C*$-algebras admitting only infinite long solving ideal chains. These algebras will first be realized as unconnected direct sums of (solvable) $C*$-algebras and then refined such that the resulting algebras have arcwise connected spaces of one dimensional representations. In addition, we recall the notion of transmission algebras on manifolds with corners $(Z_i)_{iin N}$ following an idea of Ali Mehmeti, Gramsch et. al. Thereby, we connect the underlying $C^infty$-function spaces using point evaluations in the smooth parts of the $Z_i$ and use generalized Laplacians to generate an appropriate scale of Sobolev spaces. Moreover, it is possible to associate generalized (solving) ideal chains to these algebras, such that to every $ninN$ there exists an ideal chain of length $n$ within the algebra. Finally, we discuss the $K$-theory for algebras of pseudodifferential operators on conformally compact manifolds $X$ and give an index theorem for these operators. In addition, we prove that the Dirac-operator associated to the metric of a conformally compact manifold $X$ is not a Fredholm operator.

The collapse of linear polyelectrolyte chains in a poor solvent: When does a collapsing polyelectrolyte collect its counter ions?

The collapse of linear polyelectrolyte chains in a poor solvent: When does a collapsing polyelectrolyte collect its counter ions? The collapse of polyions in a poor solvent is a complex system and is an active research subject in the theoretical polyelectrolyte community. The complexity is due to the subtle interplay between hydrophobic effects, electrostatic interactions, entropy elasticity, intrinsic excluded volume as well as specific counter-ion and co-ion properties. Long range Coulomb forces can obscure single molecule properties. The here presented approach is to use just a small amount of screening salt in combination with a very high sample dilution in order to screen intermolecular interaction whereas keeping intramolecular interaction as much as possible (polyelectrolyte concentration cp ≤ 12 mg/L, salt concentration; Cs = 10^-5 mol/L). This is so far not described in literature. During collapse, the polyion is subject to a drastic change in size along with strong reduction of free counterions in solution. Therefore light scattering was utilized to obtain the size of the polyion whereas a conductivity setup was developed to monitor the proceeding of counterion collection by the polyion. Partially quaternized PVP’s below and above the Manning limit were investigated and compared to the collapse of their uncharged precursor. The collapses were induced by an isorefractive solvent/non-solvent mixture consisting of 1-propanol and 2-pentanone, with nearly constant dielectric constant. The solvent quality for the uncharged polyion could be quantified which, for the first time, allowed the experimental investigation of the effect of electrostatic interaction prior and during polyion collapse. Given that the Manning parameter M for QPVP4.3 is as low as lB / c = 0.6 (lB the Bjerrum length and c the mean contour distance between two charges), no counterion binding should occur. However the Walden product reduces with first addition of non solvent and accelerates when the structural collapse sets in. Since the dielectric constant of the solvent remains virtually constant during the chain collapse, the counterion binding is entirely caused by the reduction in the polyion chain dimension. The collapse is shifted to lower wns with higher degrees of quaternization as the samples QPVP20 and QPVP35 show (M = 2.8 respectively 4.9). The combination of light scattering and conductivity measurement revealed for the first time that polyion chains already collect their counter ions well above the theta-dimension when the dimensions start to shrink. Due to only small amounts of screening salt, strong electrostatic interactions bias dynamic as well as static light scattering measurements. An extended Zimm formula was derived to account for this interaction and to obtain the real chain dimensions. The effective degree of dissociation g could be obtained semi quantitatively using this extrapolated static in combination with conductivity measurements. One can conclude the expansion factor a and the effective degree of ionization of the polyion to be mutually dependent. In the good solvent regime g of QPVP4.3, QPVP20 and QPVP35 exhibited a decreasing value in the order 1 > g4.3 > g20 > g35. The low values of g for QPVP20 and QPVP35 are assumed to be responsible for the prior collapse of the higher quaternized samples. Collapse theory predicts dipole-dipole attraction to increase accordingly and even predicts a collapse in the good solvent regime. This could be exactly observed for the QPVP35 sample. The experimental results were compared to a newly developed theory of uniform spherical collapse induced by concomitant counterion binding developed by M. Muthukumar and A. Kundagrami. The theory agrees qualitatively with the location of the phase boundary as well as the trend of an increasing expansion with an increase of the degree of quaternization. However experimental determined g for the samples QPVP4.3, QPVP20 and QPVP35 decreases linearly with the degree of quaternization whereas this theory predicts an almost constant value.

Ergodicity and regularity of invariant measure for branching Markov processes with immigration

In this thesis we consider systems of finitely many particles moving on paths given by a strong Markov process and undergoing branching and reproduction at random times. The branching rate of a particle, its number of offspring and their spatial distribution are allowed to depend on the particle's position and possibly on the configuration of coexisting particles. In addition there is immigration of new particles, with the rate of immigration and the distribution of immigrants possibly depending on the configuration of pre-existing particles as well. In the first two chapters of this work, we concentrate on the case that the joint motion of particles is governed by a diffusion with interacting components. The resulting process of particle configurations was studied by E. Löcherbach (2002, 2004) and is known as a branching diffusion with immigration (BDI). Chapter 1 contains a detailed introduction of the basic model assumptions, in particular an assumption of ergodicity which guarantees that the BDI process is positive Harris recurrent with finite invariant measure on the configuration space. This object and a closely related quantity, namely the invariant occupation measure on the single-particle space, are investigated in Chapter 2 where we study the problem of the existence of Lebesgue-densities with nice regularity properties. For example, it turns out that the existence of a continuous density for the invariant measure depends on the mechanism by which newborn particles are distributed in space, namely whether branching particles reproduce at their death position or their offspring are distributed according to an absolutely continuous transition kernel. In Chapter 3, we assume that the quantities defining the model depend only on the spatial position but not on the configuration of coexisting particles. In this framework (which was considered by Höpfner and Löcherbach (2005) in the special case that branching particles reproduce at their death position), the particle motions are independent, and we can allow for more general Markov processes instead of diffusions. The resulting configuration process is a branching Markov process in the sense introduced by Ikeda, Nagasawa and Watanabe (1968), complemented by an immigration mechanism. Generalizing results obtained by Höpfner and Löcherbach (2005), we give sufficient conditions for ergodicity in the sense of positive recurrence of the configuration process and finiteness of the invariant occupation measure in the case of general particle motions and offspring distributions.

Theoretical analysis of hidden photon searches in high-precision experiments

Although the Standard Model of particle physics (SM) provides an extremely successful description of the ordinary matter, one knows from astronomical observations that it accounts only for around 5% of the total energy density of the Universe, whereas around 30% are contributed by the dark matter. Motivated by anomalies in cosmic ray observations and by attempts to solve questions of the SM like the (g-2)_mu discrepancy, proposed U(1) extensions of the SM gauge group have raised attention in recent years. In the considered U(1) extensions a new, light messenger particle, the hidden photon, couples to the hidden sector as well as to the electromagnetic current of the SM by kinetic mixing. This allows for a search for this particle in laboratory experiments exploring the electromagnetic interaction. Various experimental programs have been started to search for hidden photons, such as in electron-scattering experiments, which are a versatile tool to explore various physics phenomena. One approach is the dedicated search in fixed-target experiments at modest energies as performed at MAMI or at JLAB. In these experiments the scattering of an electron beam off a hadronic target e+(A,Z)->e+(A,Z)+l^+l^- is investigated and a search for a very narrow resonance in the invariant mass distribution of the lepton pair is performed. This requires an accurate understanding of the theoretical basis of the underlying processes. For this purpose it is demonstrated in the first part of this work, in which way the hidden photon can be motivated from existing puzzles encountered at the precision frontier of the SM. The main part of this thesis deals with the analysis of the theoretical framework for electron scattering fixed-target experiments searching for hidden photons. As a first step, the cross section for the bremsstrahlung emission of hidden photons in such experiments is studied. Based on these results, the applicability of the Weizsäcker-Williams approximation to calculate the signal cross section of the process, which is widely used to design such experimental setups, is investigated. In a next step, the reaction e+(A,Z)->e+(A,Z)+l^+l^- is analyzed as signal and background process in order to describe existing data obtained by the A1 experiment at MAMI with the aim to give accurate predictions of exclusion limits for the hidden photon parameter space. Finally, the derived methods are used to find predictions for future experiments, e.g., at MESA or at JLAB, allowing for a comprehensive study of the discovery potential of the complementary experiments. In the last part, a feasibility study for probing the hidden photon model by rare kaon decays is performed. For this purpose, invisible as well as visible decays of the hidden photon are considered within different classes of models. This allows one to find bounds for the parameter space from existing data and to estimate the reach of future experiments.

The dynamics of ultra-thin polymer films in different confinements studied by resonance enhanced dynamic light scattering

Die Kontroverse über den Glasübergang im Nanometerbereich, z. B. die Glas¬über¬gangs-temperatur Tg von dünnen Polymerfilmen, ist nicht vollständig abgeschlossen. Das dynamische Verhalten auf der Nanoskala ist stark von den einschränkenden Bedingungen abhängig, die auf die Probe wirken. Dünne Polymerfilme sind ideale Systeme um die Dynamik von Polymerketten unter der Einwirkung von Randbedingungen zu untersuchen, wie ich sie in dieser Arbeit variiert habe, um Einblick in dieses Problem zu erhalten.rnrnResonanzverstärkte dynamische Lichtstreuung ist eine Methode, frei von z.B. Fluoreszenzmarkern, die genutzt werden kann um in dünnen Polymerfilmen dynamische Phänomene