Extreme-value distributions and renormalization group

In the classical theorems of extreme value theory the limits of suitably rescaled maxima of sequences of independent, identically distributed random variables are studied. The vast majority of the literature on the subject deals with affine normalization. We argue that more general normalizations are natural from a mathematical and physical point of view and work them out. The problem is approached using the language of renormalization-group transformations in the space of probability densities. The limit distributions are fixed points of the transformation and the study of its differential around them allows a local analysis of the domains of attraction and the computation of finite-size corrections.

Intravoxel incoherent motion diffusion-weighted imaging in the liver: comparison of mono-, bi- and tri-exponential modelling at 3.0-T.

PURPOSE: To determine whether a mono-, bi- or tri-exponential model best fits the intravoxel incoherent motion (IVIM) diffusion-weighted imaging (DWI) signal of normal livers. MATERIALS AND METHODS: The pilot and validation studies were conducted in 38 and 36 patients with normal livers, respectively. The DWI sequence was performed using single-shot echoplanar imaging with 11 (pilot study) and 16 (validation study) b values. In each study, data from all patients were used to model the IVIM signal of normal liver. Diffusion coefficients (Di ± standard deviations) and their fractions (fi ± standard deviations) were determined from each model. The models were compared using the extra sum-of-squares test and information criteria. RESULTS: The tri-exponential model provided a better fit than both the bi- and mono-exponential models. The tri-exponential IVIM model determined three diffusion compartments: a slow (D1 = 1.35 ± 0.03 × 10(-3) mm(2)/s; f1 = 72.7 ± 0.9 %), a fast (D2 = 26.50 ± 2.49 × 10(-3) mm(2)/s; f2 = 13.7 ± 0.6 %) and a very fast (D3 = 404.00 ± 43.7 × 10(-3) mm(2)/s; f3 = 13.5 ± 0.8 %) diffusion compartment [results from the validation study]. The very fast compartment contributed to the IVIM signal only for b values ≤15 s/mm(2) CONCLUSION: The tri-exponential model provided the best fit for IVIM signal decay in the liver over the 0-800 s/mm(2) range. In IVIM analysis of normal liver, a third very fast (pseudo)diffusion component might be relevant. KEY POINTS: ? For normal liver, tri-exponential IVIM model might be superior to bi-exponential ? A very fast compartment (D = 404.00 ± 43.7 × 10 (-3)  mm (2) /s; f = 13.5 ± 0.8 %) is determined from the tri-exponential model ? The compartment contributes to the IVIM signal only for b ≤ 15 s/mm (2.)

Univariate Parametric Survival Analysis using GS-distributions

The GS-distribution is a family of distributions that provide an accurate representation of any unimodal univariate continuous distribution. In this contribution we explore the utility of this family as a general model in survival analysis. We show that the survival function based on the GS-distribution is able to provide a model for univariate survival data and that appropriate estimates can be obtained. We develop some hypotheses tests that can be used for checking the underlying survival model and for comparing the survival of different groups.

Tree cover at fine and coarse spatial grains interacts with shade tolerance to shape plant species distributions across the Alps

The role of competition for light among plants has long been recognized at local scales, but its potential importance for plant species' distribution at larger spatial scales has largely been ignored. Tree cover acts as a modulator of local abiotic conditions, notably by reducing light availability below the canopy and thus the performance of species that are not adapted to low-light conditions. However, this local effect may propagate to coarser spatial grains. Using 6,935 vegetation plots located across the European Alps, we fit Generalized Linear Models (GLM) for the distribution of 960 herbs and shrubs species to assess the effect of tree cover at both plot and landscape grain sizes (~ 10-m and 1-km, respectively). We ran four models with different combinations of variables (climate, soil and tree cover) for each species at both spatial grains. We used partial regressions to evaluate the independent effects of plot- and landscape-scale tree cover on plant communities. Finally, the effects on species' elevational range limits were assessed by simulating a removal experiment comparing the species' distribution under high and low tree cover. Accounting for tree cover improved model performance, with shade-tolerant species increasing their probability of presence at high tree cover whereas shade-intolerant species showed the opposite pattern. The tree cover effect occurred consistently at both plot and landscape spatial grains, albeit strongest at the former. Importantly, tree cover at the two grain sizes had partially independent effects on plot-scale plant communities, suggesting that the effects may be transmitted to coarser grains through meta-community dynamics. At high tree cover, shade-intolerant species exhibited elevational range contractions, especially at their upper limit, whereas shade-tolerant species showed elevational range expansions at both limits. Our findings suggest that the range shifts for herb and shrub species may be modulated by tree cover dynamics.

Angular distributions of leptons from J/ ψ's produced in 920 GeV fixed-target proton-nucleus collisions

A study of the angular distributions of leptons from decays of J/ψ"s produced in p-C and p-W collisions at s√=41.6~GeV has been performed in the J/ψ Feynman-x region −0.341 GeV/c a significant dependence on the reference frame is found: the polar anisotropy is more pronounced in the Collins-Soper frame and almost vanishes in the helicity frame, where, instead, a significant azimuthal anisotropy arises.

Back to Gondwanaland: can ancient vicariance explain (some) Indian Ocean disjunct plant distributions?

Oceans, or other wide expanses of inhospitable environment, interrupt present day distributions of many plant groups. Using molecular dating techniques, generally incorporating fossil evidence, we can estimate when such distributions originated. Numerous dating analyses have recently precipitated a paradigm shift in the general explanations for the phenomenon, away from older geological causes, such as continental drift, in favour of more recent, long-distance dispersal (LDD). For example, the 'Gondwanan vicariance' scenario has been dismissed in various studies of Indian Ocean disjunct distributions. We used the gentian tribe Exaceae to reassess this scenario using molecular dating with minimum (fossil), maximum (geological), secondary (from wider analyses) and hypothesis-driven age constraints. Our results indicate that ancient vicariance cannot be ruled out as an explanation for the early origins of Exaceae across Africa, Madagascar and the Indian subcontinent unless a strong assumption is made about the maximum age of Gentianales. However, both the Gondwanan scenario and the available evidence suggest that there were also several, more recent, intercontinental dispersals during the diversification of the group.

Randomization tests for ABAB designs: Comparing-data-division-specific and common distributions

Monte Carlo simulations were used to generate data for ABAB designs of different lengths. The points of change in phase are randomly determined before gathering behaviour measurements, which allows the use of a randomization test as an analytic technique. Data simulation and analysis can be based either on data-division-specific or on common distributions. Following one method or another affects the results obtained after the randomization test has been applied. Therefore, the goal of the study was to examine these effects in more detail. The discrepancies in these approaches are obvious when data with zero treatment effect are considered and such approaches have implications for statistical power studies. Data-division-specific distributions provide more detailed information about the performance of the statistical technique.

Sidelobe elimination for generalized synthetic discriminant functions by a two-filter correlation and subsequent postprocessing of the intensity distributions

One of the most important problems in optical pattern recognition by correlation is the appearance of sidelobes in the correlation plane, which causes false alarms. We present a method that eliminate sidelobes of up to a given height if certain conditions are satisfied. The method can be applied to any generalized synthetic discriminant function filter and is capable of rejecting lateral peaks that are even higher than the central correlation. Satisfactory results were obtained in both computer simulations and optical implementation.

On Short Exponential Sums Involving Fourier Coefficients of Holomorphic Cusp Forms

By an exponential sum of the Fourier coefficients of a holomorphic cusp form we mean the sum which is formed by first taking the Fourier series of the said form,then cutting the beginning and the tail away and considering the remaining sum on the real axis. For simplicity’s sake, typically the coefficients are normalized. However, this isn’t so important as the normalization can be done and removed simply by using partial summation. We improve the approximate functional equation for the exponential sums of the Fourier coefficients of the holomorphic cusp forms by giving an explicit upper bound for the error term appearing in the equation. The approximate functional equation is originally due to Jutila [9] and a crucial tool for transforming sums into shorter sums. This transformation changes the point of the real axis on which the sum is to be considered. We also improve known upper bounds for the size estimates of the exponential sums. For very short sums we do not obtain any better estimates than the very easy estimate obtained by multiplying the upper bound estimate for a Fourier coefficient (they are bounded by the divisor function as Deligne [2] showed) by the number of coefficients. This estimate is extremely rough as no possible cancellation is taken into account. However, with small sums, it is unclear whether there happens any remarkable amounts of cancellation.

On Option Price Information Content and Extraction of Implied Probability Distributions

In this study we used market settlement prices of European call options on stock index futures to extract implied probability distribution function (PDF). The method used produces a PDF of returns of an underlying asset at expiration date from implied volatility smile. With this method, the assumption of lognormal distribution (Black-Scholes model) is tested. The market view of the asset price dynamics can then be used for various purposes (hedging, speculation). We used the so called smoothing approach for implied PDF extraction presented by Shimko (1993). In our analysis we obtained implied volatility smiles from index futures markets (S&P 500 and DAX indices) and standardized them. The method introduced by Breeden and Litzenberger (1978) was then used on PDF extraction. The results show significant deviations from the assumption of lognormal returns for S&P500 options while DAX options mostly fit the lognormal distribution. A deviant subjective view of PDF can be used to form a strategy as discussed in the last section.

Discrete distributions when modeling the disability severity score of motor victims

Many European states apply score systems to evaluate the disability severity of non-fatal motor victims under the law of third-party liability. The score is a non-negative integer with an upper bound at 100 that increases with severity. It may be automatically converted into financial terms and thus also reflects the compensation cost for disability. In this paper, discrete regression models are applied to analyze the factors that influence the disability severity score of victims. Standard and zero-altered regression models are compared from two perspectives: an interpretation of the data generating process and the level of statistical fit. The results have implications for traffic safety policy decisions aimed at reducing accident severity. An application using data from Spain is provided.

The effect of skewness and kurtosis on the Kenward-Roger approximation when group distributions differ

This study examined the independent effect of skewness and kurtosis on the robustness of the linear mixed model (LMM), with the Kenward-Roger (KR) procedure, when group distributions are different, sample sizes are small, and sphericity cannot be assumed. Methods: A Monte Carlo simulation study considering a split-plot design involving three groups and four repeated measures was performed. Results: The results showed that when group distributions are different, the effect of skewness on KR robustness is greater than that of kurtosis for the corresponding values. Furthermore, the pairings of skewness and kurtosis with group size were found to be relevant variables when applying this procedure. Conclusions: With sample sizes of 45 and 60, KR is a suitable option for analyzing data when the distributions are: (a) mesokurtic and not highly or extremely skewed, and (b) symmetric with different degrees of kurtosis. With total sample sizes of 30, it is adequate when group sizes are equal and the distributions are: (a) mesokurtic and slightly or moderately skewed, and sphericity is assumed; and (b) symmetric with a moderate or high/extreme violation of kurtosis. Alternative analyses should be considered when the distributions are highly or extremely skewed and samples sizes are small.

On the physical realizability of highly focused electromagnetic field distributions

A method to evaluate the physical realizability of an arbitrary three-dimensional vectorial field distribution in the focal area is proposed. A parameter that measures the similarity between the designed (target) field and the physically achievable beam is provided. This analysis is carried out within the framework of the closest electromagnetic field to a given vectorial function, and the procedure is applied to two illustrative cases.