Subttractors

We consider extremal limits of the recently constructed ``subtracted geometry''. We show that extremality makes the horizon attractive against scalar perturbations, but radial evolution of such perturbations changes the asymptotics: from a conical-box to flat Minkowski. Thus these are black holes that retain their near-horizon geometry under perturbations that drastically change their asymptotics. We also show that this extremal subtracted solution (''subttractor'') can arise as a boundary of the basin of attraction for flat space attractors. We demonstrate this by using a fairly minimal action (that has connections with STU model) where the equations of motion are integrable and we are able to find analytic solutions that capture the flow from the horizon to the asymptotic region. The subttractor is a boundary between two qualitatively different flows. We expect that these results have generalizations for other theories with charged dilatonic black holes.

An asymptotically optimal push-pull method for multicasting over a random network

We consider multicast flow problems where either all of the nodes or only a subset of the nodes may be in session. Traffic from each node in the session has to be sent to every other node in the session. If the session does not consist of all the nodes, the remaining nodes act as relays. The nodes are connected by undirected edges whose capacities are independent and identically distributed random variables. We study the asymptotics of the capacity region (with network coding) in the limit of a large number of nodes, and show that the normalized sum rate converges to a constant almost surely. We then provide a decentralized push-pull algorithm that asymptotically achieves this normalized sum rate.

Hydrodynamics from scalar black branes

In this paper, using the Gauge/gravity duality techniques, we explore the hydrodynamic regime of a very special class of strongly coupled QFTs that come up with an emerging UV length scale in the presence of a negative hyperscaling violating exponent. The dual gravitational counterpart for these QFTs consists of scalar dressed black brane solutions of exactly integrable Einstein-scalar gravity model with Domain Wall (DW) asymptotics. In the first part of our analysis we compute the R-charge diffusion for the boundary theory and find that (unlike the case for the pure AdS (4) black branes) it scales quite non trivially with the temperature. In the second part of our analysis, we compute the eta/s ratio both in the non extremal as well as in the extremal limit of these special class of gauge theories and it turns out to be equal to 1/4 pi in both the cases. These results therefore suggest that the quantum critical systems in the presence of (negative) hyperscaling violation at UV, might fall under a separate universality class as compared to those conventional quantum critical systems with the usual AdS (4) duals.

A Note on Wavelet Correlation and Cointegration

In a recent paper Leong-Huang:2010 {Journal of Applied Statistics 37, 215–233} proposed a wavelet-correlation-based approach to test for cointegration between two time series. However, correlation and cointegration are two different concepts even when wavelet analysis is used. It is known that statistics based on nonstationary integrated variables have non-standard asymptotic distributions. However, wavelet analysis offsets the integrating order of nonstationary series so that traditional asymptotics on stationary variables suffices to ascertain the statistical properties of wavelet-based statistics. Based on this, this note shows that wavelet correlations cannot be used as a test of cointegration.

Asymptotic analysis of thin plates under normal load and horizontal edge thrust

We consider the radially symmetric nonlinear von Kármán plate equations for circular or annular plates in the limit of small thickness. The loads on the plate consist of a radially symmetric pressure load and a uniform edge load. The dependence of the steady states on the edge load and thickness is studied using asymptotics as well as numerical calculations. The von Kármán plate equations are a singular perturbation of the Fӧppl membrane equation in the asymptotic limit of small thickness. We study the role of compressive membrane solutions in the small thickness asymptotic behavior of the plate solutions.

We give evidence for the existence of a singular compressive solution for the circular membrane and show by a singular perturbation expansion that the nonsingular compressive solution approach this singular solution as the radial stress at the center of the plate vanishes. In this limit, an infinite number of folds occur with respect to the edge load. Similar behavior is observed for the annular membrane with zero edge load at the inner radius in the limit as the circumferential stress vanishes.

We develop multiscale expansions, which are asymptotic to members of this family for plates with edges that are elastically supported against rotation. At some thicknesses this approximation breaks down and a boundary layer appears at the center of the plate. In the limit of small normal load, the points of breakdown approach the bifurcation points corresponding to buckling of the nondeflected state. A uniform asymptotic expansion for small thickness combining the boundary layer with a multiscale approximation of the outer solution is developed for this case. These approximations complement the well known boundary layer expansions based on tensile membrane solutions in describing the bending and stretching of thin plates. The approximation becomes inconsistent as the clamped state is approached by increasing the resistance against rotation at the edge. We prove that such an expansion for the clamped circular plate cannot exist unless the pressure load is self-equilibrating.

Second-order rate region of constant-composition codes for the multiple-access channel

This paper presents an achievable second-order rate region for the discrete memoryless multiple-access channel. The result is obtained using a random-coding ensemble in which each user's codebook contains codewords of a fixed composition. It is shown that this ensemble performs at least as well as i.i.d. random coding in terms of second-order asymptotics, and an example is given where a strict improvement is observed. © 2013 IEEE.

Regularity of invariant densities for 1D systems with random switching

© 2015 IOP Publishing Ltd & London Mathematical Society.This is a detailed analysis of invariant measures for one-dimensional dynamical systems with random switching. In particular, we prove the smoothness of the invariant densities away from critical points and describe the asymptotics of the invariant densities at critical points.

An exactly solvable four transition point model

Heavy particle collisions, in particular low-energy ion-atom collisions, are amenable to semiclassical JWKB phase integral analysis in the complex plane of the internuclear separation. Analytic continuation in this plane requires due attention to the Stokes phenomenon which parametrizes the physical mechanisms of curve crossing, non-crossing, the hybrid Nikitin model, rotational coupling and predissociation. Complex transition points represent adiabatic degeneracies. In the case of two or more such points, the Stokes constants may only be completely determined by resort to the so-called comparison- equation method involving, in particular, parabolic cylinder functions or Whittaker functions and their strong-coupling asymptotics. In particular, the Nikitin model is a two transition-point one-double-pole problem in each half-plane corresponding to either ingoing or outgoing waves. When the four transition points are closely clustered, new techniques are required to determine Stokes constants. However, such investigations remain incomplete, A model problem is therefore solved exactly for scattering along a one-dimensional z-axis. The energy eigenvalue is b(2)-a(2) and the potential comprises -z(2)/2 (parabolic) and -a(2) + b(2)/2z(2) (centrifugal/centripetal) components. The square of the wavenumber has in the complex z-plane, four zeros each a transition point at z = +/-a +/- ib and has a double pole at z = 0. In cases (a) and (b), a and b are real and unitarity obtains. In case (a) the reflection and transition coefficients are parametrized by exponentials when a(2) + b(2) > 1/2. In case (b) they are parametrized by trigonometrics when a(2) + b(2) <1/2 and total reflection is achievable. In case (c) a and b are complex and in general unitarity is not achieved due to loss of flux to a continuum (O'Rourke and Crothers, 1992 Proc. R. Sec. 438 1). Nevertheless, case (c) coefficients reduce to (a) or (b) under appropriate limiting conditions. Setting z = ht, with h a real constant, an attempt is made to model a two-state collision problem modelled by a pair of coupled first-order impact parameter equations and an appropriate (T) over tilde-tau relation, where (T) over tilde is the Stueckelberg variable and tau is the reduced or scaled time. The attempt fails because (T) over tilde is an odd function of tau, which is unphysical in a real collision problem. However, it is pointed out that by applying the Kummer exponential model to each half-plane (O'Rourke and Crothers 1994 J. Phys. B: At. Mel. Opt. Phys. 27 2497) the current model is in effect extended to a collision problem with four transition points and a double pole in each half-plane. Moreover, the attempt in itself is not a complete failure since it is shown that the result is a perfect diabatic inelastic collision for a traceless Hamiltonian matrix, or at least when both diagonal elements are odd and the off-diagonal elements equal and even.

TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION

This paper investigates the performance of the tests proposed by Hadri and by Hadri and Larsson for testing for stationarity in heterogeneous panel data under model misspecification. The panel tests are based on the well known KPSS test (cf. Kwiatkowski et al.) which considers two models: stationarity around a deterministic level and stationarity around a deterministic trend. There is no study, as far as we know, on the statistical properties of the test when the wrong model is used. We also consider the case of the simultaneous presence of the two types of models in a panel. We employ two asymptotics: joint asymptotic, T, N -> infinity simultaneously, and T fixed and N allowed to grow indefinitely. We use Monte Carlo experiments to investigate the effects of misspecification in sample sizes usually used in practice. The results indicate that the assumption that T is fixed rather than asymptotic leads to tests that have less size distortions, particularly for relatively small T with large N panels (micro-panels) than the tests derived under the joint asymptotics. We also find that choosing a deterministic trend when a deterministic level is true does not significantly affect the properties of the test. But, choosing a deterministic level when a deterministic trend is true leads to extreme over-rejections. Therefore, when unsure about which model has generated the data, it is suggested to use the model with a trend. We also propose a new statistic for testing for stationarity in mixed panel data where the mixture is known. The performance of this new test is very good for both cases of T asymptotic and T fixed. The statistic for T asymptotic is slightly undersized when T is very small (

Asymptotic Approximations in the Near-Integrated Model with a Non-Zero Initial Condition

This paper considers various asymptotic approximations in the near-integrated firstorder autoregressive model with a non-zero initial condition. We first extend the work of Knight and Satchell (1993), who considered the random walk case with a zero initial condition, to derive the expansion of the relevant joint moment generating function in this more general framework. We also consider, as alternative approximations, the stochastic expansion of Phillips (1987c) and the continuous time approximation of Perron (1991). We assess how these alternative methods provide or not an adequate approximation to the finite-sample distribution of the least-squares estimator in a first-order autoregressive model. The results show that, when the initial condition is non-zero, Perron's (1991) continuous time approximation performs very well while the others only offer improvements when the initial condition is zero.

Short run and long run causality in time series: Inference

We propose methods for testing hypotheses of non-causality at various horizons, as defined in Dufour and Renault (1998, Econometrica). We study in detail the case of VAR models and we propose linear methods based on running vector autoregressions at different horizons. While the hypotheses considered are nonlinear, the proposed methods only require linear regression techniques as well as standard Gaussian asymptotic distributional theory. Bootstrap procedures are also considered. For the case of integrated processes, we propose extended regression methods that avoid nonstandard asymptotics. The methods are applied to a VAR model of the U.S. economy.

Artificial boundary conditions for the Stokes and Navier-Stokes equations in domains that are layer-like at infinity

Artificial boundary conditions are presented to approximate solutions to Stokes- and Navier-Stokes problems in domains that are layer-like at infinity. Based on results about existence and asymptotics of the solutions v^infinity, p^infinity to the problems in the unbounded domain Omega the error v^infinity - v^R, p^infinity - p^R is estimated in H^1(Omega_R) and L^2(Omega_R), respectively. Here v^R, p^R are the approximating solutions on the truncated domain Omega_R, the parameter R controls the exhausting of Omega. The artificial boundary conditions involve the Steklov-Poincare operator on a circle together with its inverse and thus turn out to be a combination of local and nonlocal boundary operators. Depending on the asymptotic decay of the data of the problems, in the linear case the error vanishes of order O(R^{-N}), where N can be arbitrarily large.

Asymptotic expansions for Taylor coefficients of the composition of two functions

We give an asymptotic expansion for the Taylor coe±cients of L(P(z)) where L(z) is analytic in the open unit disc whose Taylor coe±cients vary `smoothly' and P(z) is a probability generating function. We show how this result applies to a variety of problems, amongst them obtaining the asymptotics of Bernoulli transforms and weighted renewal sequences.

The Stokes conjecture for waves with vorticity

We study stagnation points of two-dimensional steady gravity free-surface water waves with vorticity. We obtain for example that, in the case where the free surface is an injective curve, the asymptotics at any stagnation point is given either by the “Stokes corner flow” where the free surface has a corner of 120°, or the free surface ends in a horizontal cusp, or the free surface is horizontally flat at the stagnation point. The cusp case is a new feature in the case with vorticity, and it is not possible in the absence of vorticity. In a second main result we exclude horizontally flat singularities in the case that the vorticity is 0 on the free surface. Here the vorticity may have infinitely many sign changes accumulating at the free surface, which makes this case particularly difficult and explains why it has been almost untouched by research so far. Our results are based on calculations in the original variables and do not rely on structural assumptions needed in previous results such as isolated singularities, symmetry and monotonicity.

Numerical-asymptotic boundary integral methods in high-frequency acoustic scattering

In this article we describe recent progress on the design, analysis and implementation of hybrid numerical-asymptotic boundary integral methods for boundary value problems for the Helmholtz equation that model time harmonic acoustic wave scattering in domains exterior to impenetrable obstacles. These hybrid methods combine conventional piecewise polynomial approximations with high-frequency asymptotics to build basis functions suitable for representing the oscillatory solutions. They have the potential to solve scattering problems accurately in a computation time that is (almost) independent of frequency and this has been realized for many model problems. The design and analysis of this class of methods requires new results on the analysis and numerical analysis of highly oscillatory boundary integral operators and on the high-frequency asymptotics of scattering problems. The implementation requires the development of appropriate quadrature rules for highly oscillatory integrals. This article contains a historical account of the development of this currently very active field, a detailed account of recent progress and, in addition, a number of original research results on the design, analysis and implementation of these methods.