The local power of the gradient test

The asymptotic expansion of the distribution of the gradient test statistic is derived for a composite hypothesis under a sequence of Pitman alternative hypotheses converging to the null hypothesis at rate n(-1/2), n being the sample size. Comparisons of the local powers of the gradient, likelihood ratio, Wald and score tests reveal no uniform superiority property. The power performance of all four criteria in one-parameter exponential family is examined.

Local power and size properties of the LR, Wald, score and gradient tests in dispersion models

We derive asymptotic expansions for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of dispersion models, under a sequence of Pitman alternatives. The asymptotic distributions of these statistics are obtained for testing a subset of regression parameters and for testing the precision parameter. Based on these nonnull asymptotic expansions, the power of all four tests, which are equivalent to first order, are compared. Furthermore, in order to compare the finite-sample performance of these tests in this class of models, Monte Carlo simulations are presented. An empirical application to a real data set is considered for illustrative purposes. (C) 2012 Elsevier B.V. All rights reserved.

Lipid and glucose profiles of dairy buffaloes during lactation and dry period

The purpose of this study was to analyze the influence of lactation and dry period in the constituents of lipid and glucose metabolism of buffaloes. One hundred forty-seven samples of serum and plasma were collected between November 2009 and July 2010, from properties raising Murrah, Mediterranean and crossbred buffaloes, located in the State of Sao Paulo, Brazil. Biochemical analysis was obtained by determining the contents of serum cholesterol, triglycerides, beta-hydroxybutyrate (β-HBO), non-esterified fatty acids (NEFA) and plasma glucose. Values for arithmetic mean and standard error mean were calculated using the SAS procedure, version 9.2. Tests for normality of residuals and homogeneity of variances were performed using the SAS Guide Data Analysis. Data were analyzed by ANOVA using the SAS procedure Glimmix. The group information (Lactation), Farm and Age were used in the statistical models. Means of groups were compared using Least Square Means (LSMeans) of SAS, where significant difference was observed at P ≤ 0.05. It was possible to conclude that buffaloes during peak lactation need to metabolize body reserves to supplement the lower amounts of bloodstream lipids, when they remain in negative energy balance. In the dry period, there were significant changes in the lipid profile, characterized by decrease of nutritional requirements, with consequent improvement in the general conditions of the animals.

Bayesian Analysis of Linear Inverse Problems with Applications in Economics and Finance

In my PhD thesis I propose a Bayesian nonparametric estimation method for structural econometric models where the functional parameter of interest describes the economic agent's behavior. The structural parameter is characterized as the solution of a functional equation, or by using more technical words, as the solution of an inverse problem that can be either ill-posed or well-posed. From a Bayesian point of view, the parameter of interest is a random function and the solution to the inference problem is the posterior distribution of this parameter. A regular version of the posterior distribution in functional spaces is characterized. However, the infinite dimension of the considered spaces causes a problem of non continuity of the solution and then a problem of inconsistency, from a frequentist point of view, of the posterior distribution (i.e. problem of ill-posedness). The contribution of this essay is to propose new methods to deal with this problem of ill-posedness. The first one consists in adopting a Tikhonov regularization scheme in the construction of the posterior distribution so that I end up with a new object that I call regularized posterior distribution and that I guess it is solution of the inverse problem. The second approach consists in specifying a prior distribution on the parameter of interest of the g-prior type. Then, I detect a class of models for which the prior distribution is able to correct for the ill-posedness also in infinite dimensional problems. I study asymptotic properties of these proposed solutions and I prove that, under some regularity condition satisfied by the true value of the parameter of interest, they are consistent in a "frequentist" sense. Once I have set the general theory, I apply my bayesian nonparametric methodology to different estimation problems. First, I apply this estimator to deconvolution and to hazard rate, density and regression estimation. Then, I consider the estimation of an Instrumental Regression that is useful in micro-econometrics when we have to deal with problems of endogeneity. Finally, I develop an application in finance: I get the bayesian estimator for the equilibrium asset pricing functional by using the Euler equation defined in the Lucas'(1978) tree-type models.

Crustal heterogeneities and complexities of fault processes

In this work we study the relation between crustal heterogeneities and complexities in fault processes. The first kind of heterogeneity considered involves the concept of asperity. The presence of an asperity in the hypocentral region of the M = 6.5 earthquake of June 17-th, 2000 in the South Iceland Seismic Zone was invoked to explain the change of seismicity pattern before and after the mainshock: in particular, the spatial distribution of foreshock epicentres trends NW while the strike of the main fault is N 7◦ E and aftershocks trend accordingly; the foreshock depths were typically deeper than average aftershock depths. A model is devised which simulates the presence of an asperity in terms of a spherical inclusion, within a softer elastic medium in a transform domain with a deviatoric stress field imposed at remote distances (compressive NE − SW, tensile NW − SE). An isotropic compressive stress component is induced outside the asperity, in the direction of the compressive stress axis, and a tensile component in the direction of the tensile axis; as a consequence, fluid flow is inhibited in the compressive quadrants while it is favoured in tensile quadrants. Within the asperity the isotropic stress vanishes but the deviatoric stress increases substantially, without any significant change in the principal stress directions. Hydrofracture processes in the tensile quadrants and viscoelastic relaxation at depth may contribute to lower the effective rigidity of the medium surrounding the asperity. According to the present model, foreshocks may be interpreted as induced, close to the brittle-ductile transition, by high pressure fluids migrating upwards within the tensile quadrants; this process increases the deviatoric stress within the asperity which eventually fails, becoming the hypocenter of the mainshock, on the optimally oriented fault plane. In the second part of our work we study the complexities induced in fault processes by the layered structure of the crust. In the first model proposed we study the case in which fault bending takes place in a shallow layer. The problem can be addressed in terms of a deep vertical planar crack, interacting with a shallower inclined planar crack. An asymptotic study of the singular behaviour of the dislocation density at the interface reveals that the density distribution has an algebraic singularity at the interface of degree ω between -1 and 0, depending on the dip angle of the upper crack section and on the rigidity contrast between the two media. From the welded boundary condition at the interface between medium 1 and 2, a stress drop discontinuity condition is obtained which can be fulfilled if the stress drop in the upper medium is lower than required for a planar trough-going surface: as a corollary, a vertically dipping strike-slip fault at depth may cross the interface with a sedimentary layer, provided that the shallower section is suitably inclined (fault "refraction"); this results has important implications for our understanding of the complexity of the fault system in the SISZ; in particular, we may understand the observed offset of secondary surface fractures with respect to the strike direction of the seismic fault. The results of this model also suggest that further fractures can develop in the opposite quadrant and so a second model describing fault branching in the upper layer is proposed. As the previous model, this model can be applied only when the stress drop in the shallow layer is lower than the value prescribed for a vertical planar crack surface. Alternative solutions must be considered if the stress drop in the upper layer is higher than in the other layer, which may be the case when anelastic processes relax deviatoric stress in layer 2. In such a case one through-going crack cannot fulfil the welded boundary conditions and unwelding of the interface may take place. We have solved this problem within the theory of fracture mechanics, employing the boundary element method. The fault terminates against the interface in a T-shaped configuration, whose segments interact among each other: the lateral extent of the unwelded surface can be computed in terms of the main fault parameters and the stress field resulting in the shallower layer can be modelled. A wide stripe of high and nearly uniform shear stress develops above the unwelded surface, whose width is controlled by the lateral extension of unwelding. Secondary shear fractures may then open within this stripe, according to the Coulomb failure criterion, and the depth of open fractures opening in mixed mode may be computed and compared with the well studied fault complexities observed in the field. In absence of the T-shaped decollement structure, stress concentration above the seismic fault would be difficult to reconcile with observations, being much higher and narrower.

Analysis of nonlinear diffusion equations of second and fourth order

Wegen der fortschreitenden Miniaturisierung von Halbleiterbauteilen spielen Quanteneffekte eine immer wichtigere Rolle. Quantenphänomene werden gewöhnlich durch kinetische Gleichungen beschrieben, aber manchmal hat eine fluid-dynamische Beschreibung Vorteile: die bessere Nutzbarkeit für numerische Simulationen und die einfachere Vorgabe von Randbedingungen. In dieser Arbeit werden drei Diffusionsgleichungen zweiter und vierter Ordnung untersucht. Der erste Teil behandelt die implizite Zeitdiskretisierung und das Langzeitverhalten einer degenerierten Fokker-Planck-Gleichung. Der zweite Teil der Arbeit besteht aus der Untersuchung des viskosen Quantenhydrodynamischen Modells in einer Raumdimension und dessen Langzeitverhaltens. Im letzten Teil wird die Existenz von Lösungen einer parabolischen Gleichung vierter Ordnung in einer Raumdimension bewiesen, und deren Langzeitverhalten studiert.

Differential forms on Carnot groups

The main goal of this thesis is to understand and link together some of the early works by Michel Rumin and Pierre Julg. The work is centered around the so-called Rumin complex, which is a construction in subRiemannian geometry. A Carnot manifold is a manifold endowed with a horizontal distribution. If further a metric is given, one gets a subRiemannian manifold. Such data arise in different contexts, such as: - formulation of the second principle of thermodynamics; - optimal control; - propagation of singularities for sums of squares of vector fields; - real hypersurfaces in complex manifolds; - ideal boundaries of rank one symmetric spaces; - asymptotic geometry of nilpotent groups; - modelization of human vision. Differential forms on a Carnot manifold have weights, which produces a filtered complex. In view of applications to nilpotent groups, Rumin has defined a substitute for the de Rham complex, adapted to this filtration. The presence of a filtered complex also suggests the use of the formal machinery of spectral sequences in the study of cohomology. The goal was indeed to understand the link between Rumin's operator and the differentials which appear in the various spectral sequences we have worked with: - the weight spectral sequence; - a special spectral sequence introduced by Julg and called by him Forman's spectral sequence; - Forman's spectral sequence (which turns out to be unrelated to the previous one). We will see that in general Rumin's operator depends on choices. However, in some special cases, it does not because it has an alternative interpretation as a differential in a natural spectral sequence. After defining Carnot groups and analysing their main properties, we will introduce the concept of weights of forms which will produce a splitting on the exterior differential operator d. We shall see how the Rumin complex arises from this splitting and proceed to carry out the complete computations in some key examples. From the third chapter onwards we will focus on Julg's paper, describing his new filtration and its relationship with the weight spectral sequence. We will study the connection between the spectral sequences and Rumin's complex in the n-dimensional Heisenberg group and the 7-dimensional quaternionic Heisenberg group and then generalize the result to Carnot groups using the weight filtration. Finally, we shall explain why Julg required the independence of choices in some special Rumin operators, introducing the Szego map and describing its main properties.

Spectral theory of differential operators on finite metric graphs and on bounded domains

Die vorliegende Arbeit widmet sich der Spektraltheorie von Differentialoperatoren auf metrischen Graphen und von indefiniten Differentialoperatoren auf beschränkten Gebieten. Sie besteht aus zwei Teilen. Im Ersten werden endliche, nicht notwendigerweise kompakte, metrische Graphen und die Hilberträume von quadratintegrierbaren Funktionen auf diesen betrachtet. Alle quasi-m-akkretiven Laplaceoperatoren auf solchen Graphen werden charakterisiert, und Abschätzungen an die negativen Eigenwerte selbstadjungierter Laplaceoperatoren werden hergeleitet. Weiterhin wird die Wohlgestelltheit eines gemischten Diffusions- und Transportproblems auf kompakten Graphen durch die Anwendung von Halbgruppenmethoden untersucht. Eine Verallgemeinerung des indefiniten Operators $-tfrac{d}{dx}sgn(x)tfrac{d}{dx}$ von Intervallen auf metrische Graphen wird eingeführt. Die Spektral- und Streutheorie der selbstadjungierten Realisierungen wird detailliert besprochen. Im zweiten Teil der Arbeit werden Operatoren untersucht, die mit indefiniten Formen der Art $langlegrad v, A(cdot)grad urangle$ mit $u,vin H_0^1(Omega)subset L^2(Omega)$ und $OmegasubsetR^d$ beschränkt, assoziiert sind. Das Eigenwertverhalten entspricht in Dimension $d=1$ einer verallgemeinerten Weylschen Asymptotik und für $dgeq 2$ werden Abschätzungen an die Eigenwerte bewiesen. Die Frage, wann indefinite Formmethoden für Dimensionen $dgeq 2$ anwendbar sind, bleibt offen und wird diskutiert.

Nonparametric Estimation of the Bivariate Recurrence Time Distribution

This paper considers statistical models in which two different types of events, such as the diagnosis of a disease and the remission of the disease, occur alternately over time and are observed subject to right censoring. We propose nonparametric estimators for the joint distribution of bivariate recurrence times and the marginal distribution of the first recurrence time. In general, the marginal distribution of the second recurrence time cannot be estimated due to an identifiability problem, but a conditional distribution of the second recurrence time can be estimated non-parametrically. In literature, statistical methods have been developed to estimate the joint distribution of bivariate recurrence times based on data of the first pair of censored bivariate recurrence times. These methods are efficient in the current model because recurrence times of higher orders are not used. Asymptotic properties of the estimators are established. Numerical studies demonstrate the estimator performs well with practical sample sizes. We apply the proposed method to a Denmark psychiatric case register data set for illustration of the methods and theory.

Kernel Estimation of Rate Function for Recurrent Event Data

Recurrent event data are largely characterized by the rate function but smoothing techniques for estimating the rate function have never been rigorously developed or studied in statistical literature. This paper considers the moment and least squares methods for estimating the rate function from recurrent event data. With an independent censoring assumption on the recurrent event process, we study statistical properties of the proposed estimators and propose bootstrap procedures for the bandwidth selection and for the approximation of confidence intervals in the estimation of the occurrence rate function. It is identified that the moment method without resmoothing via a smaller bandwidth will produce curve with nicks occurring at the censoring times, whereas there is no such problem with the least squares method. Furthermore, the asymptotic variance of the least squares estimator is shown to be smaller under regularity conditions. However, in the implementation of the bootstrap procedures, the moment method is computationally more efficient than the least squares method because the former approach uses condensed bootstrap data. The performance of the proposed procedures is studied through Monte Carlo simulations and an epidemiological example on intravenous drug users.

Modeling of electroosmotic and electrophoretic mobilization in capillary and microchip isoelectric focusing

Our dynamic capillary electrophoresis model which uses material specific input data for estimation of electroosmosis was applied to investigate fundamental aspects of isoelectric focusing (IEF) in capillaries or microchannels made from bare fused-silica (FS), FS coated with a sulfonated polymer, polymethylmethacrylate (PMMA) and poly(dimethylsiloxane) (PDMS). Input data were generated via determination of the electroosmotic flow (EOF) using buffers with varying pH and ionic strength. Two models are distinguished, one that neglects changes of ionic strength and one that includes the dependence between electroosmotic mobility and ionic strength. For each configuration, the models provide insight into the magnitude and dynamics of electroosmosis. The contribution of each electrophoretic zone to the net EOF is thereby visualized and the amount of EOF required for the detection of the zone structures at a particular location along the capillary, including at its end for MS detection, is predicted. For bare FS, PDMS and PMMA, simulations reveal that EOF is decreasing with time and that the entire IEF process is characterized by the asymptotic formation of a stationary steady-state zone configuration in which electrophoretic transport and electroosmotic zone displacement are opposite and of equal magnitude. The location of immobilization of the boundary between anolyte and most acidic carrier ampholyte is dependent on EOF, i.e. capillary material and anolyte. Overall time intervals for reaching this state in microchannels produced by PDMS and PMMA are predicted to be similar and about twice as long compared to uncoated FS. Additional mobilization for the detection of the entire pH gradient at the capillary end is required. Using concomitant electrophoretic mobilization with an acid as coanion in the catholyte is shown to provide sufficient additional cathodic transport for that purpose. FS capillaries dynamically double coated with polybrene and poly(vinylsulfonate) are predicted to provide sufficient electroosmotic pumping for detection of the entire IEF gradient at the cathodic column end.

Effects of two traits of the ecological state equation on our understanding of species coexistence and ecosystem services

Species coexistence has been a fundamental issue to understand ecosystem functioning since the beginnings of ecology as a science. The search of a reliable and all-encompassing explanation for this issue has become a complex goal with several apparently opposing trends. On the other side, seemingly unconnected with species coexistence, an ecological state equation based on the inverse correlation between an indicator of dispersal that fits gamma distribution and species diversity has been recently developed. This article explores two factors, whose effects are inconspicuous in such an equation at the first sight, that are used to develop an alternative general theoretical background in order to provide a better understanding of species coexistence. Our main outcomes are: (i) the fit of dispersal and diversity values to gamma distribution is an important factor that promotes species coexistence mainly due to the right-skewed character of gamma distribution; (ii) the opposite correlation between species diversity and dispersal implies that any increase of diversity is equivalent to a route of “ecological cooling” whose maximum limit should be constrained by the influence of the third law of thermodynamics; this is in agreement with the well-known asymptotic trend of diversity values in space and time; (iii) there are plausible empirical and theoretical ways to apply physical principles to explain important ecological processes; (iv) the gap between theoretical and empirical ecology in those cases where species diversity is paradoxically high could be narrowed by a wave model of species coexistence based on the concurrency of local equilibrium states. In such a model, competitive exclusion has a limited but indispensable role in harmonious coexistence with functional redundancy. We analyze several literature references as well as ecological and evolutionary examples that support our approach, reinforcing the meaning equivalence between important physical and ecological principles.

Dominance and the maintenance of polymorphism in multiallelic migration-selection models with two demes

The maintenance of genetic variation in a spatially heterogeneous environment has been one of the main research themes in theoretical population genetics. Despite considerable progress in understanding the consequences of spatially structured environments on genetic variation, many problems remain unsolved. One of them concerns the relationship between the number of demes, the degree of dominance, and the maximum number of alleles that can be maintained by selection in a subdivided population. In this work, we study the potential of maintaining genetic variation in a two-deme model with deme-independent degree of intermediate dominance, which includes absence of G x E interaction as a special case. We present a thorough numerical analysis of a two-deme three-allele model, which allows us to identify dominance and selection patterns that harbor the potential for stable triallelic equilibria. The information gained by this approach is then used to construct an example in which existence and asymptotic stability of a fully polymorphic equilibrium can be proved analytically. Noteworthy, in this example the parameter range in which three alleles can coexist is maximized for intermediate migration rates. Our results can be interpreted in a specialist-generalist context and (among others) show when two specialists can coexist with a generalist in two demes if the degree of dominance is deme independent and intermediate. The dominance relation between the generalist allele and the specialist alleles play a decisive role. We also discuss linear selection on a quantitative trait and show that G x E interaction is not necessary for the maintenance of more than two alleles in two demes.

Petrov classification and holographic reconstruction of spacetime

Using the asymptotic form of the bulk Weyl tensor, we present an explicit approach that allows us to reconstruct exact four-dimensional Einstein spacetimes which are algebraically special with respect to Petrov’s classification. If the boundary metric supports a traceless, symmetric and conserved complex rank-two tensor, which is related to the boundary Cotton and energy-momentum tensors, and if the hydrodynamic congruence is shearless, then the bulk metric is exactly resummed and captures modes that stand beyond the hydrodynamic derivative expansion. We illustrate the method when the congruence has zero vorticity, leading to the Robinson-Trautman spacetimes of arbitrary Petrov class, and quote the case of non-vanishing vorticity, which captures the Plebański-Demiański Petrov D family.

Nonparametric location estimators in the randomized complete block design

Several tests for the comparison of different groups in the randomized complete block design exist. However, there is a lack of robust estimators for the location difference between one group and all the others on the original scale. The relative marginal effects are commonly used in this situation, but they are more difficult to interpret and use by less experienced people because of the different scale. In this paper two nonparametric estimators for the comparison of one group against the others in the randomized complete block design will be presented. Theoretical results such as asymptotic normality, consistency, translation invariance, scale preservation, unbiasedness, and median unbiasedness are derived. The finite sample behavior of these estimators is derived by simulations of different scenarios. In addition, possible confidence intervals with these estimators are discussed and their behavior derived also by simulations.