20,348 research outputs found

    Some results on rational surfaces and Fano varieties

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    The goal of this article is to study the equations and syzygies of embeddings of rational surfaces and certain Fano varieties. Given a rational surface X and an ample and base-point-free line bundle L on X, we give an optimal numerical criterion for L to satisfy property Np. This criterion turns out to be a characterization of property Np if X is anticanonical. We also prove syzygy results for adjunction bundles and a Reider type theorem for higher syzygies. For certain Fano varieties we also prove results on very ampleness and higher syzygies.Comment: 26 pages, AMSTe

    Growth curve based on scale mixtures of skew-normal distributions to model the age-length relationship of Cardinalfish (Epigonus Crassicaudus)

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    Our article presents a robust and flexible statistical modeling for the growth curve associated to the age-length relationship of Cardinalfish (Epigonus Crassicaudus). Specifically, we consider a non-linear regression model, in which the error distribution allows heteroscedasticity and belongs to the family of scale mixture of the skewnormal (SMSN) distributions, thus eliminating the need to transform the dependent variable into many data sets. The SMSN is a tractable and flexible class of asymmetric heavy-tailed distributions that are useful for robust inference when the normality assumption for error distribution is questionable. Two well-known important members of this class are the proper skew-normal and skew-t distributions. In this work emphasis is given to the skew-t model. However, the proposed methodology can be adapted for each of the SMSN models with some basic changes. The present work is motivated by previous analysis about of Cardinalfish age, in which a maximum age of 15 years has been determined. Therefore, in this study we carry out the mentioned methodology over a data set that include a long-range of ages based on an otolith sample where the determined longevity is higher than 54 years.Comment: 16 pages, 6 figure

    Efficient simulation of strong system-environment interactions

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    Multi-component quantum systems in strong interaction with their environment are receiving increasing attention due to their importance in a variety of contexts, ranging from solid state quantum information processing to the quantum dynamics of bio-molecular aggregates. Unfortunately, these systems are difficult to simulate as the system-bath interactions cannot be treated perturbatively and standard approaches are invalid or inefficient. Here we combine the time dependent density matrix renormalization group methods with techniques from the theory of orthogonal polynomials to provide an efficient method for simulating open quantum systems, including spin-boson models and their generalisations to multi-component systems

    A Minimalist Model of Characteristic Earthquakes

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    In a spirit akin to the sandpile model of self-organized criticality, we present a simple statistical model of the cellular-automaton type which produces an avalanche spectrum similar to the characteristic-earthquake behavior of some seismic faults. This model, that has no parameter, is amenable to an algebraic description as a Markov Chain. This possibility illuminates some important results, obtained by Monte Carlo simulations, such as the earthquake size-frequency relation and the recurrence time of the characteristic earthquake.Comment: 9 pages, 4 figure

    Multivariate Gram-Charlier Densities

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    This paper introduces a new family of multivariate distributions based on Gram-Charlier and Edgeworth expansions. This family encompasses many of the univariate seminonparametric densities proposed in the financial econometrics as marginal distributions of the different formulations. Within this family, we focus on the specifications that guarantee positivity so obtaining a well-defined multivariate density. We compare different "positive" multivariate distributions of the family with the multivariate Edgeworth-Sargan, Normal and Student’s t in an in- and out-sample framework for financial returns data. Our results show that the proposed specifications provide a quite reasonably good performance being so of interest for applications involving the modelling and forecasting of heavy-tailed distributions.Multivariate distributions; Gram-Charlier and Edgeworth-Sargan densities; MGARCH models; financial data
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