Hypotheses Testing on a Multivariate Null Intercept Errors-in-Variables Model

Considering the Wald, score, and likelihood ratio asymptotic test statistics, we analyze a multivariate null intercept errors-in-variables regression model, where the explanatory and the response variables are subject to measurement errors, and a possible structure of dependency between the measurements taken within the same individual are incorporated, representing a longitudinal structure. This model was proposed by Aoki et al. (2003b) and analyzed under the bayesian approach. In this article, considering the classical approach, we analyze asymptotic test statistics and present a simulation study to compare the behavior of the three test statistics for different sample sizes, parameter values and nominal levels of the test. Also, closed form expressions for the score function and the Fisher information matrix are presented. We consider two real numerical illustrations, the odontological data set from Hadgu and Koch (1999), and a quality control data set.

The complementary exponential geometric distribution: Model, properties, and a comparison with its counterpart

In this paper, we proposed a new two-parameter lifetime distribution with increasing failure rate, the complementary exponential geometric distribution, which is complementary to the exponential geometric model proposed by Adamidis and Loukas (1998). The new distribution arises on a latent complementary risks scenario, in which the lifetime associated with a particular risk is not observable; rather, we observe only the maximum lifetime value among all risks. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and explicit algebraic formulas for its reliability and failure rate functions, moments, including the mean and variance, variation coefficient, and modal value. The parameter estimation is based on the usual maximum likelihood approach. We report the results of a misspecification simulation study performed in order to assess the extent of misspecification errors when testing the exponential geometric distribution against our complementary one in the presence of different sample size and censoring percentage. The methodology is illustrated on four real datasets; we also make a comparison between both modeling approaches. (C) 2011 Elsevier B.V. All rights reserved.

Polarization and Spectral Shift of Benzophenone in Supercritical Water

Monte Carlo simulation and quantum mechanics calculations based on the INDO/CIS and TD-DFT methods were utilized to study the solvatochromic shift of benzophenone when changing the environment from normal water to supercritical (P = 340.2 atm and T = 673 K) condition. Solute polarization increases the dipole moment of benzophenone, compared to gas phase, by 88 and 35% in normal and supercritical conditions, giving the in-solvent dipole value of 5.8 and 4.2 D, respectively. The average number of solute-solvent hydrogen bonds was analyzed, and a large decrease of 2.3 in normal water to only 0.8 in the supercritical environment was found. By using these polarized models of benzophenone in the two different conditions of water, we performed MC simulations to generate statistically uncorrelated configurations of the solute surrounded by the solvent molecules and subsequent quantum mechanics calculations on these configurations. When changing from normal to supercritical water environment, INDO/CIS calculations explicitly considering all valence electrons of the 235 solvent water molecules resulted in a solvatochromic shift of 1425 cm(-1) for the most intense transition of benzophenone, that is, slightly underestimated in comparison with the experimentally inferred result of 1700 cm(-1). TD-B3LYP/6-311+G(2d,p) calculations on the same configurations but with benzophenone electrostatically embedded in the 320 water molecules resulted in a solvatochromic shift of 1715 cm(-1) for this transition, in very good agreement with the experimental result. When using the unpolarized model of the benzophenone, this calculated solvatochromic shift was only 640 cm(-1). Additional calculations were also made by using BHandHLYP/6-311+G(2d,p) to analyze the effect of the asymptotic decay of the exchange functional. This study indicates that, contrary to the general expectation, there is a sizable solute polarization even in the low-density regime of supercritical condition and that the inclusion of this polarization is important for a reliable description of the spectral shifts considered here.

The stochastic nature of predator-prey cycles

We study by numerical simulations the time correlation function of a stochastic lattice model describing the dynamics of coexistence of two interacting biological species that present time cycles in the number of species individuals. Its asymptotic behavior is shown to decrease in time as a sinusoidal exponential function from which we extract the dominant eigenvalue of the evolution operator related to the stochastic dynamics showing that it is complex with the imaginary part being the frequency of the population cycles. The transition from the oscillatory to the nonoscillatory behavior occurs when the asymptotic behavior of the time correlation function becomes a pure exponential, that is, when the real part of the complex eigenvalue equals a real eigenvalue. We also show that the amplitude of the undamped oscillations increases with the square root of the area of the habitat as ordinary random fluctuations. (C) 2009 Elsevier B.V. All rights reserved.

A general Trotter-Kato formula for a class of evolution operators

In this article we prove new results concerning the existence and various properties of an evolution system U(A+B)(t, s)0 <= s <= t <= T generated by the sum -(A(t) + B(t)) of two linear, time-dependent, and generally unbounded operators defined on time-dependent domains in a complex and separable Banach space B. In particular, writing L(B) for the algebra of all linear bounded operators on B, we can express U(A+B)(t, s)0 <= s <= t <= T as the strong limit in C(8) of a product of the holomorphic contraction semigroups generated by -A (t) and - B(t), respectively, thereby proving a product formula of the Trotter-Kato type under very general conditions which allow the domain D(A(t) + B(t)) to evolve with time provided there exists a fixed set D subset of boolean AND(t is an element of)[0,T] D(A(t) + B(t)) everywhere dense in B. We obtain a special case of our formula when B(t) = 0, which, in effect, allows us to reconstruct U(A)(t, s)0 <=(s)<=(t)<=(T) very simply in terms of the semigroup generated by -A(t). We then illustrate our results by considering various examples of nonautonomous parabolic initial-boundary value problems, including one related to the theory of timedependent singular perturbations of self-adjoint operators. We finally mention what we think remains an open problem for the corresponding equations of Schrodinger type in quantum mechanics.

On S-matrix factorization of the Landau-Lifshitz model

We consider the three-particle scattering S-matrix for the Landau-Lifshitz model by directly computing the set of the Feynman diagrams up to the second order. We show, following the analogous computations for the non-linear Schrdinger model [1, 2], that the three-particle S-matrix is factorizable in the first non-trivial order.

Borel-Leroy summability of a nonpolynomial potential

We investigate the perturbation series for the spectrum of a class of Schrodinger operators with potential V = 1/2 x(2) + g(m-1)x(2m)/(1 + alpha gx(2)) which generalize particular cases investigated in the literature in connection with models in laser theory and quantum field theory of particles and fields. It is proved that the series obey a modified strong asymptotic condition of order (m - 1) and have an order (m - 1) strong asymptotic series in g which are shown to be summable in the sense of Borel-Leroy method.

How complex a dynamical network can be?

Positive Lyapunov exponents measure the asymptotic exponential divergence of nearby trajectories of a dynamical system. Not only they quantify how chaotic a dynamical system is, but since their sum is an upper bound for the rate of information production, they also provide a convenient way to quantify the complexity of a dynamical network. We conjecture based on numerical evidences that for a large class of dynamical networks composed by equal nodes, the sum of the positive Lyapunov exponents is bounded by the sum of all the positive Lyapunov exponents of both the synchronization manifold and its transversal directions, the last quantity being in principle easier to compute than the latter. As applications of our conjecture we: (i) show that a dynamical network composed of equal nodes and whose nodes are fully linearly connected produces more information than similar networks but whose nodes are connected with any other possible connecting topology; (ii) show how one can calculate upper bounds for the information production of realistic networks whose nodes have parameter mismatches, randomly chosen: (iii) discuss how to predict the behavior of a large dynamical network by knowing the information provided by a system composed of only two coupled nodes. (C) 2011 Elsevier B.V. All rights reserved.

Radiative capture of nucleons at astrophysical energies with single-particle states

Radiative capture of nucleons at energies of astrophysical interest is one of the most important processes for nucleosynthesis. The nucleon capture can occur either by a compound nucleus reaction or by a direct process. The compound reaction cross sections are usually very small, especially for light nuclei. The direct capture proceeds either via the formation of a single-particle resonance or a non-resonant capture process. In this work we calculate radiative capture cross sections and astrophysical S-factors for nuclei in the mass region A < 20 using single-particle states. We carefully discuss the parameter fitting procedure adopted in the simplified two-body treatment of the capture process. Then we produce a detailed list of cases for which the model works well. Useful quantities, such as spectroscopic factors and asymptotic normalization coefficients, are obtained and compared to published data. (C) 2010 Elsevier Inc. All rights reserved.

Self-adjoint extensions and spectral analysis in the generalized Kratzer problem

We present a mathematically rigorous quantum-mechanical treatment of a one-dimensional non-relativistic motion of a particle in the potential field V(x) = g(1)x(-1) + g(2)x(-2), x is an element of R(+) = [0, infinity). For g(2) > 0 and g(1) < 0, the potential is known as the Kratzer potential V(K)(x) and is usually used to describe molecular energy and structure, interactions between different molecules and interactions between non-bonded atoms. We construct all self-adjoint Schrodinger operators with the potential V(x) and represent rigorous solutions of the corresponding spectral problems. Solving the first part of the problem, we use a method of specifying self-adjoint extensions by (asymptotic) self-adjoint boundary conditions. Solving spectral problems, we follow Krein`s method of guiding functionals. This work is a continuation of our previous works devoted to the Coulomb, Calogero and Aharonov-Bohm potentials.

The effect of the negative coupling parameter on the spectrum of a trapped Bose gas

The interest in attractive Bose-Einstein Condensates arises due to the chemical instabilities generate when the number of trapped atoms is above a critical number. In this case, recombination process promotes the collapse of the cloud. This behavior is normally geometry dependent. Within the context of the mean field approximation, the system is described by the Gross-Pitaevskii equation. We have considered the attractive Bose-Einstein condensate, confined in a nonspherical trap, investigating numerically and analytically the solutions, using controlled perturbation and self-similar approximation methods. This approximation is valid in all interval of the negative coupling parameter allowing interpolation between weak-coupling and strong-coupling limits. When using the self-similar approximation methods, accurate analytical formulas were derived. These obtained expressions are discussed for several different traps and may contribute to the understanding of experimental observations.

One-dimensional trapped atoms: critical coupling parameter and critical number of particles

In this paper we consider the case of a Bose gas in low dimension in order to illustrate the applicability of a method that allows us to construct analytical relations, valid for a broad range of coupling parameters, for a function which asymptotic expansions are known. The method is well suitable to investigate the problem of stability of a collection of Bose particles trapped in one- dimensional configuration for the case where the scattering length presents a negative value. The eigenvalues for this interacting quantum one-dimensional many particle system become negative when the interactions overcome the trapping energy and, in this case, the system becomes unstable. Here we calculate the critical coupling parameter and apply for the case of Lithium atoms obtaining the critical number of particles for the limit of stability.

Spontaneous recoherence of quantum states after decoherence

In this work, we identify the set of time-dependent pure states building the statistical mixture to which a system, initially in a pure state, is driven by the reservoir. This set of time-dependent pure states, composing what we term a pure basis, are those that diagonalize the reduced density operator of the system. Next, we show that the evolution of the pure-basis states reveals an interesting phenomenon as the system, after decoherence, evolves toward the equilibrium: the spontaneous recoherence of quantum states. Around our defined recoherence time, the statistical mixture associated with a special kind of initial states termed even-symmetric, spontaneously undergoes a recoherence process, by which the initial state of the system emerges from the mixture except for its reduced excitation drained into the reservoir. This phenomenon reveals that the reservoir only shuffle the original information carried out by the initial state of the system instead of erasing it. Moreover, as the spontaneously recohered state occurs only for asymptotic time, we also present a protocol to extract it from the mixture through specific projective measurements. The password to retrieve the original information stems is the knowledge of both the initial state itself and the associated pure basis. A definition of the decoherence time of an N-state superposition is also presented.

A novel MAP-MRF approach for multispectral image contextual classification using combination of suboptimal iterative algorithms

In this paper we present a novel approach for multispectral image contextual classification by combining iterative combinatorial optimization algorithms. The pixel-wise decision rule is defined using a Bayesian approach to combine two MRF models: a Gaussian Markov Random Field (GMRF) for the observations (likelihood) and a Potts model for the a priori knowledge, to regularize the solution in the presence of noisy data. Hence, the classification problem is stated according to a Maximum a Posteriori (MAP) framework. In order to approximate the MAP solution we apply several combinatorial optimization methods using multiple simultaneous initializations, making the solution less sensitive to the initial conditions and reducing both computational cost and time in comparison to Simulated Annealing, often unfeasible in many real image processing applications. Markov Random Field model parameters are estimated by Maximum Pseudo-Likelihood (MPL) approach, avoiding manual adjustments in the choice of the regularization parameters. Asymptotic evaluations assess the accuracy of the proposed parameter estimation procedure. To test and evaluate the proposed classification method, we adopt metrics for quantitative performance assessment (Cohen`s Kappa coefficient), allowing a robust and accurate statistical analysis. The obtained results clearly show that combining sub-optimal contextual algorithms significantly improves the classification performance, indicating the effectiveness of the proposed methodology. (C) 2010 Elsevier B.V. All rights reserved.

On exact time averages of a massive Poisson particle

In this work we study, under the Stratonovich definition, the problem of the damped oscillatory massive particle subject to a heterogeneous Poisson noise characterized by a rate of events, lambda(t), and a magnitude, Phi, following an exponential distribution. We tackle the problem by performing exact time averages over the noise in a similar way to previous works analysing the problem of the Brownian particle. From this procedure we obtain the long-term equilibrium distributions of position and velocity as well as analytical asymptotic expressions for the injection and dissipation of energy terms. Considerations on the emergence of stochastic resonance in this type of system are also set forth.