Blumenthal's theorem for Laurent orthogonal polynomials

We investigate polynomials satisfying a three-term recurrence relation of the form B-n(x) = (x - beta(n))beta(n-1)(x) - alpha(n)xB(n-2)(x), with positive recurrence coefficients alpha(n+1),beta(n) (n = 1, 2,...). We show that the zeros are eigenvalues of a structured Hessenberg matrix and give the left and right eigenvectors of this matrix, from which we deduce Laurent orthogonality and the Gaussian quadrature formula. We analyse in more detail the case where alpha(n) --> alpha and beta(n) --> beta and show that the zeros of beta(n) are dense on an interval and that the support of the Laurent orthogonality measure is equal to this interval and a set which is at most denumerable with accumulation points (if any) at the endpoints of the interval. This result is the Laurent version of Blumenthal's theorem for orthogonal polynomials. (C) 2002 Elsevier B.V. (USA).

Integration of polyharmonic functions

The results in this paper are motivated by two analogies. First, m-harmonic functions in R(n) are extensions of the univariate algebraic polynomials of odd degree 2m-1. Second, Gauss' and Pizzetti's mean value formulae are natural multivariate analogues of the rectangular and Taylor's quadrature formulae, respectively. This point of view suggests that some theorems concerning quadrature rules could be generalized to results about integration of polyharmonic functions. This is done for the Tchakaloff-Obrechkoff quadrature formula and for the Gaussian quadrature with two nodes.

Propriedades e convergência de certas fórmulas de quadratura interpolatórias

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Sieved para-orthogonal polynomials on the unit circle

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Modelos lineares generalizados bayesianos para dados longitudinais

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Whither PQL?

Generalized linear mixed models (GLMM) are generalized linear models with normally distributed random effects in the linear predictor. Penalized quasi-likelihood (PQL), an approximate method of inference in GLMMs, involves repeated fitting of linear mixed models with “working” dependent variables and iterative weights that depend on parameter estimates from the previous cycle of iteration. The generality of PQL, and its implementation in commercially available software, has encouraged the application of GLMMs in many scientific fields. Caution is needed, however, since PQL may sometimes yield badly biased estimates of variance components, especially with binary outcomes. Recent developments in numerical integration, including adaptive Gaussian quadrature, higher order Laplace expansions, stochastic integration and Markov chain Monte Carlo (MCMC) algorithms, provide attractive alternatives to PQL for approximate likelihood inference in GLMMs. Analyses of some well known datasets, and simulations based on these analyses, suggest that PQL still performs remarkably well in comparison with more elaborate procedures in many practical situations. Adaptive Gaussian quadrature is a viable alternative for nested designs where the numerical integration is limited to a small number of dimensions. Higher order Laplace approximations hold the promise of accurate inference more generally. MCMC is likely the method of choice for the most complex problems that involve high dimensional integrals.

Methods for Categorical Longitudinal Survey Data: Understanding Employment Status of Australian Women

Many variables that are of interest in social science research are nominal variables with two or more categories, such as employment status, occupation, political preference, or self-reported health status. With longitudinal survey data it is possible to analyse the transitions of individuals between different employment states or occupations (for example). In the statistical literature, models for analysing categorical dependent variables with repeated observations belong to the family of models known as generalized linear mixed models (GLMMs). The specific GLMM for a dependent variable with three or more categories is the multinomial logit random effects model. For these models, the marginal distribution of the response does not have a closed form solution and hence numerical integration must be used to obtain maximum likelihood estimates for the model parameters. Techniques for implementing the numerical integration are available but are computationally intensive requiring a large amount of computer processing time that increases with the number of clusters (or individuals) in the data and are not always readily accessible to the practitioner in standard software. For the purposes of analysing categorical response data from a longitudinal social survey, there is clearly a need to evaluate the existing procedures for estimating multinomial logit random effects model in terms of accuracy, efficiency and computing time. The computational time will have significant implications as to the preferred approach by researchers. In this paper we evaluate statistical software procedures that utilise adaptive Gaussian quadrature and MCMC methods, with specific application to modeling employment status of women using a GLMM, over three waves of the HILDA survey.

MULTISCALE MODELING OF LIQUID CRYSTALLINE/NANOTUBE COMPOSITES

The objective of this research is to synthesize structural composites designed with particular areas defined with custom modulus, strength and toughness values in order to improve the overall mechanical behavior of the composite. Such composites are defined and referred to as 3D-designer composites. These composites will be formed from liquid crystalline polymers and carbon nanotubes. The fabrication process is a variation of rapid prototyping process, which is a layered, additive-manufacturing approach. Composites formed using this process can be custom designed by apt modeling methods for superior performance in advanced applications. The focus of this research is on enhancement of Young's modulus in order to make the final composite stiffer. Strength and toughness of the final composite with respect to various applications is also discussed. We have taken into consideration the mechanical properties of final composite at different fiber volume content as well as at different orientations and lengths of the fibers. The orientation of the LC monomers is supposed to be carried out using electric or magnetic fields. A computer program is modeled incorporating the Mori-Tanaka modeling scheme to generate the stiffness matrix of the final composite. The final properties are then deduced from the stiffness matrix using composite micromechanics. Eshelby's tensor, required to calculate the stiffness tensor using Mori-Tanaka method, is calculated using a numerical scheme that determines the components of the Eshelby's tensor (Gavazzi and Lagoudas 1990). The numerical integration is solved using Gaussian Quadrature scheme and is worked out using MATLAB as well. . MATLAB provides a good deal of commands and algorithms that can be used efficiently to elaborate the continuum of the formula to its extents. Graphs are plotted using different combinations of results and parameters involved in finding these results

The Ginibre Ensemble and Gaussian Analytic Functions

We show that as n changes, the characteristic polynomial of the n x n random matrix with i.i.d. complex Gaussian entries can be described recursively through a process analogous to Polya's urn scheme. As a result, we get a random analytic function in the limit, which is given by a mixture of Gaussian analytic functions. This suggests another reason why the zeros of Gaussian analytic functions and the Ginibre ensemble exhibit similar local repulsion, but different global behavior. Our approach gives new explicit formulas for the limiting analytic function.

Reflection and transmission of Gaussian beam from a uniaxial crystal slab

We investigate the characteristics of Gaussian beams reflected and transmitted from a uniaxial crystal slab with an arbitrary orientation of its optical axis. The formulas of the total electric and magnetic fields inside and outside the slab are derived by use of Maxwell's equations and by matching the boundary conditions at the interfaces. Numerical simulations are presented and the field values as well as the power densities are computed. Negative refractions are demonstrated when the beam is transmitted through a uniaxial crystal slab. Beam splitting of the reflected beam is observed and is explained by the resonant transmission for plane waves. Dependences of the lateral shift on the incident angle and beam width are discussed. Negative and positive lateral shifts are observed due to the spatial anisotropic properties.

Approximate analytical description for fundamental-mode fields of graded-index fibers: Beyond the Gaussian approximation

An approximate analytical description for fundamental-mode fields of graded-index fibers is explicitly presented by use of the power-series expansion method, the maximum-value condition at the fiber axis, the decay properties of fundamental-mode fields at large distance from the fiber axis, and the approximate modal parameters U obtained from the Gaussian approximation. This analytical description is much more accurate than the Gaussian approximation and at the same time keep the simplicity of the latter. As two special examples, we present the approximate analytical formulas for the fundamental-mode fields of a step profile fiber and a Gaussian profile fiber, and we find that they are both highly accurate in the single-mode range by comparing them with the corresponding exact solutions.

Pure-phase plates for super-Gaussian focal-plane irradiance profile generations of extremely high order

A set of recursive formulas for diffractive optical plates design is described. The pure-phase plates simulated by this method homogeneously concentrate more than 96% of the incident laser energy in the desired focal-plane region. The intensity focal-plane profile fits a lath-order super-Gaussian function and has a nearly perfect flat top. Its fit to the required profile measured in the mean square error is 3.576 x 10(-3). (C) 1996 Optical Society of America

Studies in non-Gaussian analysis

This thesis presents general methods in non-Gaussian analysis in infinite dimensional spaces. As main applications we study Poisson and compound Poisson spaces. Given a probability measure μ on a co-nuclear space, we develop an abstract theory based on the generalized Appell systems which are bi-orthogonal. We study its properties as well as the generated Gelfand triples. As an example we consider the important case of Poisson measures. The product and Wick calculus are developed on this context. We provide formulas for the change of the generalized Appell system under a transformation of the measure. The L² structure for the Poisson measure, compound Poisson and Gamma measures are elaborated. We exhibit the chaos decomposition using the Fock isomorphism. We obtain the representation of the creation, annihilation operators. We construct two types of differential geometry on the configuration space over a differentiable manifold. These two geometries are related through the Dirichlet forms for Poisson measures as well as for its perturbations. Finally, we construct the internal geometry on the compound configurations space. In particular, the intrinsic gradient, the divergence and the Laplace-Beltrami operator. As a result, we may define the Dirichlet forms which are associated to a diffusion process. Consequently, we obtain the representation of the Lie algebra of vector fields with compact support. All these results extends directly for the marked Poisson spaces.

Gaussian entanglement for quantum key distribution from a single-mode squeezing source

We report the suitability of an Einstein-Podolsky-Rosen entanglement source for Gaussian continuous-variable quantum key distribution at 1550 nm. Our source is based on a single continuous-wave squeezed vacuum mode combined with a vacuum mode at a balanced beam splitter. Extending a recent security proof, we characterize the source by quantifying the extractable length of a composable secure key from a finite number of samples under the assumption of collective attacks. We show that distances in the order of 10 km are achievable with this source for a reasonable sample size despite the fact that the entanglement was generated including a vacuum mode. Our security analysis applies to all states having an asymmetry in the field quadrature variances, including those generated by superposition of two squeezed modes with different squeezing strengths.