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  • 1
    facet.materialart.
    Unbekannt
    Springer
    In: Extremes
    Publikationsdatum: 2011-06-11
    Beschreibung:    The dependence of large values in a stochastic process is an important topic in risk, insurance and finance. The idea of risk contagion is based on the idea of large value dependence. The Gaussian copula notoriously fails to capture this phenomenon. Two notions in a process or vector context which summarize extremal dependence in a function comparable to a correlation function are the extremal dependence measure (EDM) and the extremogram . We review these ideas and compare the two tools and end with a central limit theorem for a natural estimator of the EDM which allows drawing confidence bands comparable to those provided by Bartlett’s formula in a classical context of sample correlation functions. Content Type Journal Article Pages 1-26 DOI 10.1007/s10687-011-0135-9 Authors Martin Larsson, School of Operations Research and Information Engineering, Cornell University, Ithaca, NY 14853, USA Sidney I. Resnick, School of Operations Research and Information Engineering, Cornell University, Ithaca, NY 14853, USA Journal Extremes Online ISSN 1572-915X Print ISSN 1386-1999
    Print ISSN: 1386-1999
    Digitale ISSN: 1572-915X
    Thema: Mathematik
    Publiziert von Springer
    Standort Signatur Erwartet Verfügbarkeit
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  • 2
    Publikationsdatum: 2011-06-16
    Beschreibung:    Suppose that Alice and Bob make local two-outcome measurements on a shared entangled quantum state. We show that, for all positive integers d , there exist correlations that can only be reproduced if the local Hilbert-space dimension is at least d . This establishes that the amount of entanglement required to maximally violate a Bell inequality must depend on the number of measurement settings, not just the number of measurement outcomes. We prove this result by establishing a lower bound on a new generalization of Grothendieck’s constant. Content Type Journal Article Pages 1-17 DOI 10.1007/s00220-011-1280-3 Authors Jop Briët, Centrum Wiskunde & Informatica (CWI), and University of Amsterdam, Science Park 123, 1098 SJ Amsterdam, The Netherlands Harry Buhrman, Centrum Wiskunde & Informatica (CWI), and University of Amsterdam, Science Park 123, 1098 SJ Amsterdam, The Netherlands Ben Toner, School of Physics, The University of Melbourne, Victoria, 3010 Australia Journal Communications in Mathematical Physics Online ISSN 1432-0916 Print ISSN 0010-3616
    Print ISSN: 0010-3616
    Digitale ISSN: 1432-0916
    Thema: Mathematik , Physik
    Publiziert von Springer
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  • 3
    Publikationsdatum: 2011-06-25
    Beschreibung:    We provide a rigorous definition of quasi-normal modes for a rotating black hole. They are given by the poles of a certain meromorphic family of operators and agree with the heuristic definition in the physics literature. If the black hole rotates slowly enough, we show that these poles form a discrete subset of \mathbb C . As an application we prove that the local energy of linear waves in that background decays exponentially once orthogonality to the zero resonance is imposed. Content Type Journal Article Pages 1-45 DOI 10.1007/s00220-011-1286-x Authors Semyon Dyatlov, Department of Mathematics, Evans Hall, University of California, Berkeley, CA 94720, USA Journal Communications in Mathematical Physics Online ISSN 1432-0916 Print ISSN 0010-3616
    Print ISSN: 0010-3616
    Digitale ISSN: 1432-0916
    Thema: Mathematik , Physik
    Publiziert von Springer
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  • 4
    Publikationsdatum: 2011-06-25
    Beschreibung: Erratum to: A KAM Theorem with Applications to Partial Differential Equations of Higher Dimensions Content Type Journal Article Pages 1-1 DOI 10.1007/s00220-011-1283-0 Authors Xiaoping Yuan, School of Mathematical Sciences, Fudan University, Shanghai, 200433 P.R. China Journal Communications in Mathematical Physics Online ISSN 1432-0916 Print ISSN 0010-3616
    Print ISSN: 0010-3616
    Digitale ISSN: 1432-0916
    Thema: Mathematik , Physik
    Publiziert von Springer
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  • 5
    facet.materialart.
    Unbekannt
    Springer
    Publikationsdatum: 2011-06-27
    Beschreibung:    We consider an extension of the conditional min- and max-entropies to infinite-dimensional separable Hilbert spaces. We show that these satisfy characterizing properties known from the finite-dimensional case, and retain information-theoretic operational interpretations, e.g., the min-entropy as maximum achievable quantum correlation, and the max-entropy as decoupling accuracy. We furthermore generalize the smoothed versions of these entropies and prove an infinite-dimensional quantum asymptotic equipartition property. To facilitate these generalizations we show that the min- and max-entropy can be expressed in terms of convergent sequences of finite-dimensional min- and max-entropies, which provides a convenient technique to extend proofs from the finite to the infinite-dimensional setting. Content Type Journal Article Pages 1-22 DOI 10.1007/s00220-011-1282-1 Authors Fabian Furrer, Institute for Theoretical Physics, Leibniz Universität Hannover, 30167 Hannover, Germany Johan Åberg, Institute for Theoretical Physics, ETH Zurich, 8093 Zurich, Switzerland Renato Renner, Institute for Theoretical Physics, ETH Zurich, 8093 Zurich, Switzerland Journal Communications in Mathematical Physics Online ISSN 1432-0916 Print ISSN 0010-3616
    Print ISSN: 0010-3616
    Digitale ISSN: 1432-0916
    Thema: Mathematik , Physik
    Publiziert von Springer
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  • 6
    facet.materialart.
    Unbekannt
    Springer
    Publikationsdatum: 2011-06-27
    Beschreibung:    In this paper, we show that the existence of Sasakian-Einstein metrics is closely related to the properness of corresponding energy functionals. Under the condition of admitting no nontrivial Hamiltonian holomorphic vector field, we prove that the existence of Sasakian-Einstein metric implies a Moser-Trudinger type inequality. At the end of this paper, we also obtain a Miyaoka-Yau type inequality in Sasakian geometry. Content Type Journal Article Pages 1-32 DOI 10.1007/s00220-011-1292-z Authors Xi Zhang, Department of Mathematics, Zhejiang University, Hangzhou, 310027 P.R. China Journal Communications in Mathematical Physics Online ISSN 1432-0916 Print ISSN 0010-3616
    Print ISSN: 0010-3616
    Digitale ISSN: 1432-0916
    Thema: Mathematik , Physik
    Publiziert von Springer
    Standort Signatur Erwartet Verfügbarkeit
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  • 7
    Publikationsdatum: 2011-06-28
    Beschreibung:    In many randomized clinical trials, the primary response variable, for example, the survival time, is not observed directly after the patients enroll in the study but rather observed after some period of time (lag time). It is often the case that such a response variable is missing for some patients due to censoring that occurs when the study ends before the patient’s response is observed or when the patients drop out of the study. It is often assumed that censoring occurs at random which is referred to as noninformative censoring; however, in many cases such an assumption may not be reasonable. If the missing data are not analyzed properly, the estimator or test for the treatment effect may be biased. In this paper, we use semiparametric theory to derive a class of consistent and asymptotically normal estimators for the treatment effect parameter which are applicable when the response variable is right censored. The baseline auxiliary covariates and post-treatment auxiliary covariates, which may be time-dependent, are also considered in our semiparametric model. These auxiliary covariates are used to derive estimators that both account for informative censoring and are more efficient then the estimators which do not consider the auxiliary covariates. Content Type Journal Article Pages 1-28 DOI 10.1007/s10985-011-9199-8 Authors Xiaomin Lu, Department of Biostatistics, College of Medicine and College of Public Health and health Professions, University of Florida, Gainesville, FL 32611, USA Anastasios A. Tsiatis, Department of Statistics, North Carolina State University, Raleigh, NC 27695-8203, USA Journal Lifetime Data Analysis Online ISSN 1572-9249 Print ISSN 1380-7870
    Print ISSN: 1380-7870
    Digitale ISSN: 1572-9249
    Thema: Mathematik
    Publiziert von Springer
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  • 8
    Publikationsdatum: 2011-06-10
    Beschreibung:    We perform rigorously the charge renormalization of the so-called reduced Bogoliubov-Dirac-Fock (rBDF) model. This nonlinear theory, based on the Dirac operator, describes atoms and molecules while taking into account vacuum polarization effects. We consider the total physical density ρ ph including both the external density of a nucleus and the self-consistent polarization of the Dirac sea, but no ‘real’ electron. We show that ρ ph admits an asymptotic expansion to any order in powers of the physical coupling constant α ph , provided that the ultraviolet cut-off behaves as L ~ e 3 p (1 - Z 3 )/2 a ph 〉〉 1 . The renormalization parameter 0 〈  Z 3  〈 1 is defined by Z 3  =  α ph / α , where α is the bare coupling constant. The coefficients of the expansion of ρ ph are independent of Z 3 , as expected. The first order term gives rise to the well-known Uehling potential, whereas the higher order terms satisfy an explicit recursion relation. Content Type Journal Article Pages 1-33 DOI 10.1007/s00220-011-1271-4 Authors Philippe Gravejat, Centre de Mathématiques Laurent Schwartz (UMR 7640), École Polytechnique, 91128 Palaiseau Cedex, France Mathieu Lewin, CNRS & Laboratoire de Mathématiques (UMR 8088), Université de Cergy-Pontoise, 95000 Cergy-Pontoise, France Éric Séré, Ceremade (UMR 7534), Université Paris-Dauphine, Place du Maréchal de Lattre de Tassigny, 75775 Paris Cedex 16, France Journal Communications in Mathematical Physics Online ISSN 1432-0916 Print ISSN 0010-3616
    Print ISSN: 0010-3616
    Digitale ISSN: 1432-0916
    Thema: Mathematik , Physik
    Publiziert von Springer
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  • 9
    facet.materialart.
    Unbekannt
    Springer
    In: Extremes
    Publikationsdatum: 2011-06-10
    Beschreibung:    In this paper, a new kind of location invariant Weiss-Hill estimator of the extreme value index γ  ∈ ℝ is proposed. The new estimator is a combination of two estimators proposed by Weiss (Nav Res Logist Q 1:111–114, 1971 ) and Fraga Alves (Extremes 4:199–217, 2001a ). The following properties of the new estimator are derived: weak consistency, strong consistency, and asymptotic expansions. A bias corrected version of the proposed estimator is given after determining an optimal sample fraction. Some finite simulation studies are performed. Content Type Journal Article Pages 1-34 DOI 10.1007/s10687-011-0134-x Authors Chengxiu Ling, Department of Actuarial Science, Faculty of Business and Economics, University of Lausanne, Bâtiment Extranef, UNIL-Dorigny, 1015 Lausanne, Switzerland Zuoxiang Peng, School of Mathematics and Statistics, Southwest University, Chongqing, 400715 China Saralees Nadarajah, School of Mathematics, University of Manchester, Manchester, UK Journal Extremes Online ISSN 1572-915X Print ISSN 1386-1999
    Print ISSN: 1386-1999
    Digitale ISSN: 1572-915X
    Thema: Mathematik
    Publiziert von Springer
    Standort Signatur Erwartet Verfügbarkeit
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  • 10
    facet.materialart.
    Unbekannt
    Springer
    Publikationsdatum: 2011-06-11
    Beschreibung:    Weak limits as the density tends to infinity of classical ground states of integrable pair potentials are shown to minimize the mean-field energy functional. By studying the latter we derive global properties of high-density ground state configurations in bounded domains and in infinite space. Our main result is a theorem stating that for interactions having a strictly positive Fourier transform the distribution of particles tends to be uniform as the density increases, while high-density ground states show some pattern if the Fourier transform is partially negative. The latter confirms the conclusion of earlier studies by Vlasov (in J. Phys. (USSR) IX:25–40, 1945 ), Kirzhnits and Nepomnyashchii (in Sov. Phys. JETP 32:1191–1197, 1971 ), and Likos et al . (in J. Chem. Phys. 126:224502, 2007 ). Other results include the proof that there is no Bravais lattice among high-density ground states of interactions whose Fourier transform has a negative part and the potential diverges or has a cusp at zero. We also show that in the ground state configurations of the penetrable sphere model particles are superimposed on the sites of a close-packed lattice. Content Type Journal Article Pages 1-54 DOI 10.1007/s00220-011-1276-z Authors András Sütő, Research Institute for Solid State Physics and Optics, Hungarian Academy of Sciences, P. O. B. 49, 1525 Budapest, Hungary Journal Communications in Mathematical Physics Online ISSN 1432-0916 Print ISSN 0010-3616
    Print ISSN: 0010-3616
    Digitale ISSN: 1432-0916
    Thema: Mathematik , Physik
    Publiziert von Springer
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