Optimal Hoeffding bounds for discrete reversible Markov chains

We build optimal exponential bounds for the probabilities of large deviations of sums \sum_{k=1}^nf(X_k) where (X_k) is a finite reversible Markov chain and f is an arbitrary bounded function. These bounds depend only on the stationary mean E_{\pi}f, the end-points of the support of f, the sample size n and the second largest eigenvalue \lambda of the transition matrix

Paternal Psychosocial Characteristics and Corporal Punishment of their 3-Year Old Children

This study uses data from 2,309 biological fathers who participated in the Fragile Families and Child Wellbeing Study (FFCWS) to examine associations between psychosocial characteristics and levels of corporal punishment (CP) toward their 3-year old children over the past month. Results indicate that 61% of the fathers reported no CP over the past month, 23% reported using CP once or twice, and 16% reported using CP a few times in the past month or more. In multivariate models controlling for important socio-demographic factors as well as characteristics of the child, fathers’ parenting stress, major depression, alcohol use, and drug use were significantly associated with greater use of CP, whereas involvement with the child and generalized anxiety order were not. Girls were less likely to be the recipient of CP than boys, and child externalizing behavior problems but not internalizing behavior problems were associated with more CP.Fragile families, childbearing, nonmarital childbearing, fartherhood, fathers, corporal punishment, behavior problems, stress, depression

Financing sustainable agriculture and mitigation

Key messages: - Smallholder farmers and forestry producers have a crucial role to play in food security, sustainable land use and emissions reductions initiatives. - Producers and investors alike require appropriate incentive structures to facilitate participation in sustainable land use initiatives. - A networked financing approach—Inari—may provide an innovative response to financing sustainable land use via intelligent diversification and addressing the finance needs of smallholders. - Diversification requires the development of a more holistic risk model for investment in smallholder agriculture and forestry, which will be tested in a number of developing countries in 2013 and 2014

Heun Functions and the energy spectrum of a charged particle on a sphere under magnetic field and Coulomb force

We study the competitive action of magnetic field, Coulomb repulsion and space curvature on the motion of a charged particle. The three types of interaction are characterized by three basic lengths: l_{B} the magnetic length, l_{0} the Bohr radius and R the radius of the sphere. The energy spectrum of the particle is found by solving a Schr\"odinger equation of the Heun type, using the technique of continued fractions. It displays a rich set of functioning regimes where ratios \frac{R}{l_{B}} and \frac{R}{l_{0}} take definite values.Comment: 12 pages, 5 figures, accepted to JOPA, november 200

Robust Tests for Deterministic Seasonality and Seasonal Mean Shifts

We develop tests for the presence of deterministic seasonal behaviour and seasonal mean shifts in a seasonally observed univariate time series. These tests are designed to be asymptotically robust to the order of integration of the series at both the zero and seasonal frequencies. Motivated by the approach of Hylleberg, Engle, Granger and Yoo [1990, Journal of Econometrics vol. 44, pp. 215-238], we base our approach on linear filters of the data which remove any potential unit roots at the frequencies not associated with the deterministic component(s) under test. Test statistics are constructed using the filtered data such that they have well defined limiting null distributions regardless of whether the data are either integrated or stationary at the frequency associated with the deterministic component(s) under test. In the same manner as Vogelsang [1998, Econometrica vol. 66, pp. 123-148], Bunzel and Vogelsang [2005, Journal of Business and Economic Statistics vol. 23, pp. 381-394] and Sayginsoy and Vogelsang [2011, Econometric Theory vol. 27, pp. 992-1025], we scale these statistics by a function of an auxiliary seasonal unit root statistic. This allows us to construct tests which are asymptotically robust to the order of integration of the data at both the zero and seasonal frequencies. Monte Carlo evidence suggests that our proposed tests have good finite sample size and power properties. An empirical application to U.K. GDP indicates the presence of seasonal mean shifts in the data

A Generalization of the Convex Kakeya Problem

Given a set of line segments in the plane, not necessarily finite, what is a convex region of smallest area that contains a translate of each input segment? This question can be seen as a generalization of Kakeya's problem of finding a convex region of smallest area such that a needle can be rotated through 360 degrees within this region. We show that there is always an optimal region that is a triangle, and we give an optimal \Theta(n log n)-time algorithm to compute such a triangle for a given set of n segments. We also show that, if the goal is to minimize the perimeter of the region instead of its area, then placing the segments with their midpoint at the origin and taking their convex hull results in an optimal solution. Finally, we show that for any compact convex figure G, the smallest enclosing disk of G is a smallest-perimeter region containing a translate of every rotated copy of G.Comment: 14 pages, 9 figure

Velocity shear and current driven instability in a collisional F-region

We have studied how the presence of collisions affects the behavior of instabilities triggered by a combination of shears and parallel currents in the ionosphere under a variety of ion to electron temperature ratios. To this goal we have numerically solved a kinetic dispersion relation, using a relaxation model to describe the effects of ion and electron collisions. We have compared our solutions to expressions derived in a fluid limit which applied only to large electron to ion temperature ratios. We have limited our study to threshold conditions for the current density and the shears. We have studied how the threshold varies as a function of the wave-vector angle direction and as a function of frequency. As expected, we have found that for low frequencies and/or elevated ion to electron temperature ratios, the kinetic dispersion relation has to be used to evaluate the threshold conditions. We have also found that ion velocity shears can significantly lower the field-aligned threshold current needed to trigger the instability, especially for wave-vectors close to the perpendicular to the magnetic field. However the current density and shear requirements remain significantly higher than if collisions are neglected. Therefore, for ionospheric F-region applications, the effect of collisions should be included in the calculation of instabilities associated with horizontal shears in the vertical flow. Furthermore, in many situations of interest the kinetic solutions should be used instead of the fluid limit, in spite of the fact that the latter can be shown to produce qualitatively valid solutions

Understanding the Recent Growth in Consumer Loans and Credit Cards in Emerging Markets:Evidence from Turkey

In recent years, the surge in household indebtedness to historical heights has become a significant concern for developed economies. A similar trend has been witnessed in emerging market countries including Turkey. Our objective is to help further understand the dynamics of the recent growth in consumer loans and credit cards (CLCC) in Turkey. For this purpose, we investigate the long-term equilibrating relationships and short-term deviations from the equilibrium, and explore the determinants, directions, and strengths of causality relationships between CLCC and the selected macroeconomic variables, and analyze the dynamic interactions among the variables in the post-sample period by analyzing how CLCC responds to the shocks given to other macroeconomic variables and the contribution of each variable on the forecast variability of CLCC. We use monthly data for the period of January 2004—December 2013 of seven macroeconomic variables of money supply, interest rate, income, consumer confidence, inflation, stock market, and consumer goods imports. On empirical findings, we make suggestions about which policy tools should be used to influence, and if necessary to manage, the growth in CLCC. Copyright © Taylor & Francis Group, LLC

An algorithm to obtain global solutions of the double confluent Heun equation

A procedure is proposed to construct solutions of the double confluent Heun equation with a determinate behaviour at the singular points. The connection factors are expressed as quotients of Wronskians of the involved solutions. Asymptotic expansions are used in the computation of those Wronskians. The feasibility of the method is shown in an example, namely, the Schroedinger equation with a quasi-exactly-solvable potential