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Weak Dependence (weak + dependence)
Selected AbstractsThe multivariate Gaussian tail model: an application to oceanographic dataJOURNAL OF THE ROYAL STATISTICAL SOCIETY: SERIES C (APPLIED STATISTICS), Issue 1 2000P. Bortot Optimal design of sea-walls requires the extreme value analysis of a variety of oceanographic data. Asymptotic arguments suggest the use of multivariate extreme value models, but empirical studies based on data from several UK locations have revealed an inadequacy of this class for modelling the types of dependence that are often encountered in such data. This paper develops a specific model based on the marginal transformation of the tail of a multivariate Gaussian distribution and examines its utility in overcoming the limitations that are encountered with the current methodology. Diagnostics for the model are developed and the robustness of the model is demonstrated through a simulation study. Our analysis focuses on extreme sea-levels at Newlyn, a port in south-west England, for which previous studies had given conflicting estimates of the probability of flooding. The novel diagnostics suggest that this discrepancy may be due to the weak dependence at extreme levels between wave periods and both wave heights and still water levels. The multivariate Gaussian tail model is shown to resolve the conflict and to offer a convincing description of the extremal sea-state process at Newlyn. [source] Blockwise empirical entropy tests for time series regressionsJOURNAL OF TIME SERIES ANALYSIS, Issue 2 2005Francesco Bravo Abstract., This paper shows how the empirical entropy (also known as exponential likelihood or non-parametric tilting) method can be used to test general parametric hypothesis in time series regressions. To capture the weak dependence of the observations, the paper uses blocking techniques which are also used in the bootstrap literature on time series. Monte Carlo evidence suggests that the proposed test statistics have better finite-sample properties than conventional test statistics such as the Wald statistic. [source] Stellar populations and surface brightness fluctuations: new observations and modelsMONTHLY NOTICES OF THE ROYAL ASTRONOMICAL SOCIETY, Issue 2 2001John P. Blakeslee We investigate the use of surface brightness fluctuations (SBF) measurements in optical and near-IR bandpasses for both stellar population and distance studies. New V -band SBF data are reported for five galaxies in the Fornax cluster and combined with literature data to define a V -band SBF distance indicator, calibrated against Cepheid distances to the Leo group and the Virgo and Fornax clusters. The colour dependence of the V -band SBF indicator is only ,15 per cent steeper than that found for the I band, and the mean ,fluctuation colour' of the galaxies is We use new stellar population models, based on the latest Padua isochrones transformed empirically to the observational plane, to predict optical and near-IR SBF magnitudes and integrated colours for a wide range of population ages and metallicities. We examine the sensitivity of the predicted SBF,colour relations to changes in the isochrones, stellar transformations, and initial mass function. The new models reproduce fairly well the weak dependence of V and I SBF in globular clusters on metallicity, especially if the more metal-rich globulars are younger. Below solar metallicity, the near-IR SBF magnitudes depend mainly on age, while the integrated colours depend mainly on metallicity. This could prove a powerful new approach to the age,metallicity degeneracy problem; near-IR SBF observations of globular clusters would be an important test of the models. The models also help in understanding the and fluctuation colours of elliptical galaxies, with much less need for composite stellar populations than in previous models. However, in order to obtain theoretical calibrations of the SBF distance indicators, we combine the homogeneous population models into composite models and select out those ones with fluctuation colours consistent with observations. We are able to reproduce the observed range of elliptical galaxy colours, the slopes of the V and I SBF distance indicators against (fainter SBF in redder populations), and the flattening of the I -band relation for The models also match the observed slope of I -band SBF against the Mg2 absorption index and explain the steep colour dependence found by Ajhar et al. for the HST/WFPC2 F814W-band SBF measurements. In contrast to previous models, ours predict that the near-IR SBF magnitudes will also continue to grow fainter for redder populations. The theoretical V -band SBF zero-point predicted by these models agrees well with the Cepheid-calibrated V -band empirical zero-point. However, the model zero-point is 0.15,0.27 mag too faint in the I band and 0.24,0.36 mag too faint in K. The zero-points for the I band (empirically the best determined) would come into close agreement if the Cepheid distance scale were revised to agree with the recent dynamical distance measured to NGC 4258. We note that the theoretical SBF calibrations are sensitive to the uncertain details of stellar evolution, and conclude that the empirical calibrations remain more secure. However, the sensitivity of SBF to these finer details potentially makes it a powerful, relatively unexploited, constraint for stellar evolution and population synthesis. [source] Excitons in ZnO/Zn1,xMnxO quantum wellsPHYSICA STATUS SOLIDI (B) BASIC SOLID STATE PHYSICS, Issue 5 2007T. Tchelidze Abstract In order to estimate the perspectives of using ZnO/Zn1,xMnxO quantum wells for reliable high temperature ferromagnetism (specially for increasing Curie temperature in this structure) we investigate excitons in ZnO/Zn1,xMnxO quantum wells. The existence of weak built-in electric field is investigated. Electric field and Coulomb interaction is accounted by means of direct diagonalization. Calculations showed weak dependence of exciton binding energy on well width. Electric field only slightly increases the distance between electron and hole. It rotates ground state excitons and aligns them along the field. Calculations also showed increase of ground state exciton lifetime with increasing well width. (© 2007 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim) [source] A review of charge transport and recombination in polymer/fullerene organic solar cellsPROGRESS IN PHOTOVOLTAICS: RESEARCH & APPLICATIONS, Issue 8 2007A. Pivrikas Abstract The charge carrier transport and recombination in two types of thermally treated bulk-heterojunction solar cells is reviewed: in regioregular poly(3-hexylthiophene) (RRP3HT) mixed with 1-(3-methoxycarbonyl)propyl-1-phenyl-[6,6]-methanofullerene (PCBM) and in the blend of poly[2-methoxy-5-(3,7-dimethyloctyloxy)-phenylene vinylene] (MDMO-PPV) mixed with PCBM. The charge carrier mobility and bimolecular recombination coefficient have been comparatively studied by using various techniques including Time-of-Flight (ToF), Charge Extraction by Linearly Increasing Voltage (CELIV), Double Injection (DI) transients, Current,Voltage (I,V) technique. It was found that the carrier mobility is at least an order of magnitude higher in RRP3HT/PCBM blends compared to MDMO-PPV/PCBM. Moreover, all used techniques demonstrate a heavily reduced charge carrier recombination in RRP3HT/PCBM films compared to Langevin-type carrier bimolecular recombination in MDMO-PPV/PCBM blends. As a result of long carrier lifetimes the formation of high carrier concentration plasma in RRP3HT/PCBM blends is demonstrated and plasma extraction methods were used to directly estimate the charge carrier mobility and bimolecular recombination coefficients simultaneously. A weak dependence of bimolecular recombination coefficient on the applied electric field and temperature demonstrates that carrier recombination is not dominated by charge carrier mobility (Langevin-type recombination) in RRP3HT/PCBM blends. Furthermore, we found from CELIV techniques that electron mobility in RRP3HT/PCBM blends is independent on relaxation time in the experimental time window (approx. hundreds of microseconds to tens of milliseconds). This reduced carrier bimolecular recombination in RRP3HT/PCBM blends implies that the much longer carrier lifetimes can be reached at the same concentrations which finally results in higher photocurrent and larger power conversion efficiency of RRP3HT/PCBM solar cells. Copyright © 2007 John Wiley & Sons, Ltd. [source] André Dabrowski's work on limit theorems and weak dependenceTHE CANADIAN JOURNAL OF STATISTICS, Issue 3 2009Herold Dehling Abstract André Robert Dabrowski, Professor of Mathematics and Dean of the Faculty of Sciences at the University of Ottawa, died October 7, 2006, after a short battle with cancer. The author of the present paper, a long-term friend and collaborator of André Dabrowski, gives a survey of André's work on weak dependence and limit theorems in probability theory. The Canadian Journal of Statistics 37: 307,326; 2009 © 2009 Statistical Society of Canada André Robert Dabrowski, professeur de mathématiques et doyen de la Faculté des sciences de l'Université d'Ottawa, est décédé le 7 octobre 2006 après une courte bataille avec le cancer. L'auteur de cet article, un collaborateur et ami de longue date d'André Dabrowski, présente un survol des travaux d'André sur la dépendance faible et les théorèmes limites en théorie des probabilités. La revue canadienne de statistique 37: 307,326; 2009 © 2009 Société statistique du Canada [source] Coupling a mass-conserving semi-Lagrangian scheme (SLICE) to a semi-implicit discretization of the shallow-water equations: Minimizing the dependence on a reference atmosphereTHE QUARTERLY JOURNAL OF THE ROYAL METEOROLOGICAL SOCIETY, Issue 646 2010J. Thuburn Abstract In a recent paper, a conservative semi-Lagrangian mass transport scheme SLICE has been coupled to a semi-implicit semi-Lagrangian scheme for the shallow-water equations. The algorithm involves the solution at each timestep of a nonlinear Helmholtz problem, which is achieved by iterative solution of a linear ,inner' Helmholtz problem; this framework, as well as the linear Helmholtz operator itself, are the same as would be used with a non-conservative interpolating semi-Lagrangian scheme for mass transport. However, in order to do this, a reference value of geopotential was introduced into the discretization. It is shown here that this results in a weak dependence of the results on that reference value. An alternative coupling is therefore proposed that preserves the same solution framework and linear Helmholtz operator but, at convergence of the nonlinear solver, has no dependence on the reference value. However, in order to maintain accuracy at large timesteps, this approach requires a modification to how SLICE performs its remapping. An advantage of removing the dependence on the reference value is that the scheme then gives consistent tracer transport. Copyright © 2010 Royal Meteorological Society and Crown Copyright. Published by John Wiley & Sons, Ltd. [source] Drop Size Distribution in a Standard Twin-Impeller Batch Mixer at High Dispersed-Phase Volume FractionCHEMICAL ENGINEERING & TECHNOLOGY (CET), Issue 8 2009A. EL-Hamouz Abstract The preparation of concentrated aqueous silicone oil emulsions has been investigated with particular attention to the effect of the dispersed-phase volume fraction , from 0.01 to 0.5 for a wide range of oil viscosities (50 to 1000 cSt). Oil was added on the top surface of a 6-L vessel. Drop size distribution and Sauter mean diameter, d32, measurements were carried out over 24 h mixing time. Emulsification was found to be relatively sensitive to the oil phase viscosity, ,d, for the same , yielding a narrower drop size distribution for low oil viscosity (50 cSt) and a wider drop size distribution for the highly viscous oil (1000 cSt). For the same ,, increasing ,d resulted in increasing d32. The equilibrium d32 was found to be well correlated to the viscosity number by for , = 0.5. For the same oil viscosity, d32 was found to increase with increasing ,. A multiregression of d32 with both , and Vi for various silicone oil viscosity grades was successfully correlated by with a regression coefficient (R2) of 0.975. This shows a very weak dependence of the equilibrium d32 on ,. [source] | |||||||||||||