Asymptotic Skewness in Exponential Family Nonlinear Models

In this article, we give an asymptotic formula of order n(-1/2), where n is the sample size, for the skewness of the distributions of the maximum likelihood estimates of the parameters in exponencial family nonlinear models. We generalize the result by Cordeiro and Cordeiro ( 2001). The formula is given in matrix notation and is very suitable for computer implementation and to obtain closed form expressions for a great variety of models. Some special cases and two applications are discussed.

Inequalities and Asymptotic Formulae for the Three Parametric Mittag-Leffler Functions

MSC 2010: 33E12, 30A10, 30D15, 30E15

Analyticity of smooth eigenfunctions and spectral analysis of the Gauss map

We provide a sufficient condition of analyticity of infinitely differentiable eigenfunctions of operators of the form Uf(x) = integral a(x, y) f(b( x, y)) mu(dy) acting on functions f: [u, v] --> C ( evolution operators of one-dimensional dynamical systems and Markov processes have this form). We estimate from below the region of analyticity of the eigenfunctions and apply these results for studying the spectral properties of the Frobenius-Perron operator of the continuous fraction Gauss map. We prove that any infinitely differentiable eigenfunction f of this Frobenius-Perron operator, corresponding to a non-zero eigenvalue admits a (unique) analytic extension to the set C\(-infinity, 1]. Analyzing the spectrum of the Frobenius Perron operator in spaces of smooth functions, we extend significantly the domain of validity of the Mayer and Ropstorff asymptotic formula for the decay of correlations of the Gauss map.

Irrégularités dans la distribution des nombres premiers et des suites plus générales dans les progressions arithmétiques

Le sujet principal de cette thèse est la distribution des nombres premiers dans les progressions arithmétiques, c'est-à-dire des nombres premiers de la forme $qn+a$, avec $a$ et $q$ des entiers fixés et $n=1,2,3,\dots$ La thèse porte aussi sur la comparaison de différentes suites arithmétiques par rapport à leur comportement dans les progressions arithmétiques. Elle est divisée en quatre chapitres et contient trois articles. Le premier chapitre est une invitation à la théorie analytique des nombres, suivie d'une revue des outils qui seront utilisés plus tard. Cette introduction comporte aussi certains résultats de recherche, que nous avons cru bon d'inclure au fil du texte. Le deuxième chapitre contient l'article \emph{Inequities in the Shanks-Rényi prime number race: an asymptotic formula for the densities}, qui est le fruit de recherche conjointe avec le professeur Greg Martin. Le but de cet article est d'étudier un phénomène appelé le <>, qui s'observe dans les <>. Chebyshev a observé qu'il semble y avoir plus de premiers de la forme $4n+3$ que de la forme $4n+1$. De manière plus générale, Rubinstein et Sarnak ont montré l'existence d'une quantité $\delta(q;a,b)$, qui désigne la probabilité d'avoir plus de premiers de la forme $qn+a$ que de la forme $qn+b$. Dans cet article nous prouvons une formule asymptotique pour $\delta(q;a,b)$ qui peut être d'un ordre de précision arbitraire (en terme de puissance négative de $q$). Nous présentons aussi des résultats numériques qui supportent nos formules. Le troisième chapitre contient l'article \emph{Residue classes containing an unexpected number of primes}. Le but est de fixer un entier $a\neq 0$ et ensuite d'étudier la répartition des premiers de la forme $qn+a$, en moyenne sur $q$. Nous montrons que l'entier $a$ fixé au départ a une grande influence sur cette répartition, et qu'il existe en fait certaines progressions arithmétiques contenant moins de premiers que d'autres. Ce phénomène est plutôt surprenant, compte tenu du théorème des premiers dans les progressions arithmétiques qui stipule que les premiers sont équidistribués dans les classes d'équivalence $\bmod q$. Le quatrième chapitre contient l'article \emph{The influence of the first term of an arithmetic progression}. Dans cet article on s'intéresse à des irrégularités similaires à celles observées au troisième chapitre, mais pour des suites arithmétiques plus générales. En effet, nous étudions des suites telles que les entiers s'exprimant comme la somme de deux carrés, les valeurs d'une forme quadratique binaire, les $k$-tuplets de premiers et les entiers sans petit facteur premier. Nous démontrons que dans chacun de ces exemples, ainsi que dans une grande classe de suites arithmétiques, il existe des irrégularités dans les progressions arithmétiques $a\bmod q$, avec $a$ fixé et en moyenne sur $q$.

Spectral asymmetry of the massless Dirac operator on a 3-torus

Consider the massless Dirac operator on a 3-torus equipped with Euclidean metric and standard spin structure. It is known that the eigenvalues can be calculated explicitly: the spectrum is symmetric about zero and zero itself is a double eigenvalue. The aim of the paper is to develop a perturbation theory for the eigenvalue with smallest modulus with respect to perturbations of the metric. Here the application of perturbation techniques is hindered by the fact that eigenvalues of the massless Dirac operator have even multiplicity, which is a consequence of this operator commuting with the antilinear operator of charge conjugation (a peculiar feature of dimension 3). We derive an asymptotic formula for the eigenvalue with smallest modulus for arbitrary perturbations of the metric and present two particular families of Riemannian metrics for which the eigenvalue with smallest modulus can be evaluated explicitly. We also establish a relation between our asymptotic formula and the eta invariant.

On a Class of Generalized Elliptic-type Integrals

The aim of this paper is to study a generalized form of elliptic-type integrals which unify and extend various families of elliptic-type integrals studied recently by several authors. In a recent communication [1] we have obtained recurrence relations and asymptotic formula for this generalized elliptic-type integral. Here we shall obtain some more results which are single and multiple integral formulae, differentiation formula, fractional integral and approximations for this class of generalized elliptic-type integrals.

Theorems on the Convergence of Series in Generalized Lommel-Wright Functions

Mathematics Subject Classification: 30B10, 30B30; 33C10, 33C20

Series in Mittag-Leffler Functions: Inequalities and Convergent Theorems

MSC 2010: 30A10, 30B10, 30B30, 30B50, 30D15, 33E12

Equiconvergence and equisummability of Jacobi series

2010 Mathematics Subject Classification: 33C45, 40G05.

Topics in equilibrium and nonequilibrium thermodynamics: computing crystalline free energies and engineering Maxwell’s demon.

This dissertation covers two separate topics in statistical physics. The first part of the dissertation focuses on computational methods of obtaining the free energies (or partition functions) of crystalline solids. We describe a method to compute the Helmholtz free energy of a crystalline solid by direct evaluation of the partition function. In the many-dimensional conformation space of all possible arrangements of N particles inside a periodic box, the energy landscape consists of localized islands corresponding to different solid phases. Calculating the partition function for a specific phase involves integrating over the corresponding island. Introducing a natural order parameter that quantifies the net displacement of particles from lattices sites, we write the partition function in terms of a one-dimensional integral along the order parameter, and evaluate this integral using umbrella sampling. We validate the method by computing free energies of both face-centered cubic (FCC) and hexagonal close-packed (HCP) hard sphere crystals with a precision of $10^{-5}k_BT$ per particle. In developing the numerical method, we find several scaling properties of crystalline solids in the thermodynamic limit. Using these scaling properties, we derive an explicit asymptotic formula for the free energy per particle in the thermodynamic limit. In addition, we describe several changes of coordinates that can be used to separate internal degrees of freedom from external, translational degrees of freedom. The second part of the dissertation focuses on engineering idealized physical devices that work as Maxwell's demon. We describe two autonomous mechanical devices that extract energy from a single heat bath and convert it into work, while writing information onto memory registers. Additionally, both devices can operate as Landauer's eraser, namely they can erase information from a memory register, while energy is dissipated into the heat bath. The phase diagrams and the efficiencies of the two models are solved and analyzed. These two models provide concrete physical illustrations of the thermodynamic consequences of information processing.

The asymptotics of an amplitude for the 4-simplex

An expression for the oscillatory part of an asymptotic formula for the relativistic spin network amplitude for a 4-simplex is given. The amplitude depends on specified areas for each two-dimensional face in the 4-simplex. The asymptotic formula has a contribution from each flat Euclidean metric on the 4-simplex which agrees with the given areas. The oscillatory part of each contribution is determined by the Regge calculus Einstein action for that geometry.

Some theorems in asymptotic analysis

Basing ourselves on the analysis of magnitude of order, we strictly prove fundamental lemmas for asymptotic integral, including the cases of infinite region. Then a general formula for asymptotic expansion of integrals is given. Finally, we derive a sufficient condition for an ordinary differential equation to possess a solution of the Frobenius series type at finite irregular singularities or branching points.

A mathematical theory of stochastic microlensing. II. Random images, shear, and the Kac-Rice formula

Continuing our development of a mathematical theory of stochastic microlensing, we study the random shear and expected number of random lensed images of different types. In particular, we characterize the first three leading terms in the asymptotic expression of the joint probability density function (pdf) of the random shear tensor due to point masses in the limit of an infinite number of stars. Up to this order, the pdf depends on the magnitude of the shear tensor, the optical depth, and the mean number of stars through a combination of radial position and the star's mass. As a consequence, the pdf's of the shear components are seen to converge, in the limit of an infinite number of stars, to shifted Cauchy distributions, which shows that the shear components have heavy tails in that limit. The asymptotic pdf of the shear magnitude in the limit of an infinite number of stars is also presented. All the results on the random microlensing shear are given for a general point in the lens plane. Extending to the general random distributions (not necessarily uniform) of the lenses, we employ the Kac-Rice formula and Morse theory to deduce general formulas for the expected total number of images and the expected number of saddle images. We further generalize these results by considering random sources defined on a countable compact covering of the light source plane. This is done to introduce the notion of global expected number of positive parity images due to a general lensing map. Applying the result to microlensing, we calculate the asymptotic global expected number of minimum images in the limit of an infinite number of stars, where the stars are uniformly distributed. This global expectation is bounded, while the global expected number of images and the global expected number of saddle images diverge as the order of the number of stars. © 2009 American Institute of Physics.

A matrix formula for the skewness of maximum likelihood estimators

We give a general matrix formula for computing the second-order skewness of maximum likelihood estimators. The formula was firstly presented in a tensorial version by Bowman and Shenton (1998). Our matrix formulation has numerical advantages, since it requires only simple operations on matrices and vectors. We apply the second-order skewness formula to a normal model with a generalized parametrization and to an ARMA model. (c) 2010 Elsevier B.V. All rights reserved.

Covariance matrix formula for Birnbaum-Saunders regression models

The Birnbaum-Saunders regression model is commonly used in reliability studies. We derive a simple matrix formula for second-order covariances of maximum-likelihood estimators in this class of models. The formula is quite suitable for computer implementation, since it involves only simple operations on matrices and vectors. Some simulation results show that the second-order covariances can be quite pronounced in small to moderate sample sizes. We also present empirical applications.