Least squares type estimations for discretely observed nonergodic Gaussian Ornstein-Uhlenbeck processes of the second kind

<abstract><p>We consider the nonergodic Gaussian Ornstein-Uhlenbeck processes of the second kind defined by $ dX_t = \theta X_tdt+dY_t^{(1)}, t\geq 0, X_0 = 0 $ with an unknown parameter $ \theta &gt; 0, $ where $ dY_t^{(1)} = e^{-t}dG_{a_{t}} $ and $ \{G_t, t\geq 0\} $ is a mean zero Gaussian process with the self-similar index $ \gamma\in (\frac{1}{2}, 1) $ and $ a_t = \gamma e^{\frac{t}{\gamma}} $. Based on the discrete observations $ \{X_{t_i}:t_i = i\Delta_n, i = 0, 1, \cdots, n\} $, two least squares type estimators $ \hat{\theta}_n $ and $ \tilde{\theta}_n $ of $ \theta $ are constructed and proved to be strongly consistent and rate consistent. We apply our results to the cases such as fractional Brownian motion, sub-fractional Brownian motion, bifractional Brownian motion and sub-bifractional Brownian motion. Moreover, the numerical simulations confirm the theoretical results.</p></abstract>

Introduction

The introductory chapter discusses the history of twentieth-century Britain told through the transformation of its built environment. It narrates a story about the rise of a developmental social infrastructure, and its privatization, demolition, and rearticulation under a new neoliberal consensus. The chapter reveals the types of subjects and visions of society that emerged alongside these transformations as well as the new relationships between Britain and the wider world that they entailed. It does so by charting the emergence and spread of six different types of urban space: the industrial estate, the shopping precinct, the council estate, the private housing estate, the shopping mall and the business park. Although the chapter opens in the skies above London, it draws up a similar index of almost every British town or city at the millennium using the six urban forms whose histories the book charts. Ultimately, the chapter outlines the fascinating histories of each of these spaces — hopefully showing the historical fragility and downright weirdness of places that have come to feel mundane and familiar to so many of us.

Generalized Self-Similar First Order Autoregressive Generator (GSFO-ARG) for Internet Traffic

Internet traffic data such as the number of transmitted packets and time spent on the transmission of Internet protocols (IPs) have been shown to exhibit self-similar property which can contain the long memory property, particularly in a heavy Internet traffic. Simulating this type of dataset is an important aspect of delay avoidance planning, especially when trying to mimic real-life processing of packets on the Internet. Most of the existing procedures often assumed the process follows a Gaussian distribution, and thus long memory processes such as Fractional Brownian Motion (FBM) and Fractional Gaussian Noise (FGN) among others are used. These approaches often result in estimation errors arising from the use of inappropriate distribution. However, it has been established that the distribution of Internet processes are heavy-tailed. Therefore, in this paper, a new method that is capable of generating heavy-tailed self-similar traffic is proposed based on the first-order autoregressive AR (1) process. The proposed method is compared with some of the existing methods at varying values of the self-similar index and sample sizes. The imposed self-similarity indices were estimated using the Range/Standard deviation statistic (R/S). Performance analysis was achieved using the absolute percentage errors. The results showed that the proposed method has a lower average error when compared with other competing methods.

Coat protein gene of a PStV-Bm isolate from West Nusa Tenggara, Indonesia

Julisaniah NI, Suharjono, Mastuti R, Arumingtyas EL. 2020. Coat protein gene of a PStV-Bm isolate from West Nusa Tenggara, Indonesia. Biodiversitas 21: 903-909. Peanut stripe virus (PStV) is a single-stranded positive-sense RNA virus capable of infecting peanut plants. An isolate of PStV (PStV-Bm) was collected from a peanut field in the Bima District, West Nusa Tenggara Province, Indonesia and the coat protein (CP) gene of this virus (CP-PStV) was extracted from the viral RNA and analyzed using reverse transcription-polymerase chain reaction methods. The CP-PStV gene of PStV-Bm was aligned with several PStV genes deposited in the Genbank (http://www.ncbi.nml.nih.gov). Based on the nucleotide sequence of the CP gene, PStV-Bm was grouped into a similar cluster with other PStVs that originated from Indonesia with a similar index, ranging from 96.8% to 98.9%. Genetic similarity (about 96.1%) was also observed between PStV-Bm and PStV from the USA. This genetic similarity indicated that viruses from adjacent regions have high genetic relationships. Some amino acid differences were observed in PStV-Bm that may be typical of this strain.

Statistical analysis on X-ray flares from the nucleus and HST-1 knot in the M87 jet

ABSTRACT The statistical properties of X-ray flares from two separate locations (nucleus and HST-1) in the M87 jet are investigated to reveal the physical origin of the flares. We analyse the archival Chandra data for M87, and identify 14 flares in the nucleus and nine flares in HST-1. The peak intensity (IP) and the flaring duration time (Tfl) for each flare are obtained. It is found that the distributions of both IP and Tfl for the nucleus obey a power law form with a similar index. A similar result is also obtained for HST-1, and no significant inconsistency between the nucleus and HST-1 is found for the indices. Similar to solar X-ray flares, the power-law distributions of the flare event parameters can be well explained by a self-organized criticality system, which are triggered by magnetic reconnection. Our results suggest that the flares from nucleus and HST-1 are possibly triggered by magnetic reconnection process. The consistent indices for the distributions of IP and Tfl in the nucleus and HST-1 indicate that the dimensions of the energy dissipation of the magnetic reconnection are identical in the two regions. A strong correlation between the flares in the two regions also suggests a similar physical origin for the flares.

Integrated modeling of compact power lines

The aim of the research presented in the article is to develop methods and means for integrated modeling of compact expanded capacity power lines. Algorithms for determining modes of electrical energy systems were used based on phase coordinates based on application of elements models in form of lacelike equivalent networks with fully-meshed topology. These models and methods were implemented in Fazonord-APC software application, ensuring modeling of EES sta-tionary modes, and determining strengths of electromagnetic fields generated by power lines of different design. We demonstrate results of modes and electromagnetic fields modeling on routes of 220 kV compact overhead power supply lines (COPL) with horizontal positioning of wires. For the purpose of comparison, similar calculations were performed for a typical overhead power line (TOPL). The modeling results allowed to formulate the following conclusions: when overall sections of COPL and TOPL are equal, the losses of active power in compact OPL are significantly lower; thus, when transmitted power is 375 MW, the losses in COPL are reduced by 45% compared to a typical 220 kV OPL; at compact OPL receiver end a lower unsymmetry is observed; COPL ensure better electromagnetic safety conditions; electrical field strength at a height of 1.8 m for COPL axis is less than a similar index for TOPL by approximately 1.5 times; magnetic field in the same point is reduced to 60%.

Local government innovation diffusion in China: an event history analysis of a performance-based reform programme

Local government innovation diffusion in China: an event history analysis of a performance-based reform programme, International Review of Administrative Sciences, Volume 84, Number 1, March 2018, pp.63–81, DOI 10.1177/0020852315596211 A number of references to an article by Jiaqi Liang and Laura Langbein (2015) Performance management, high-powered incentives, and environmental policies in China. International Public Management Journal 18(3): pp.346–385 were omitted from the article. The following corrections apply. Due to errors by SAGE the article was corrected online but not in the print issue. The French and Chinese issues were corrected. Pages 66–67 China's centralised authoritarian regime is characterised by a monopolistic personnel management mechanism, the nomenklatura (Burns, 1987, 1994; Chan, 2004; Kung and Chen, 2011), which originated in the former Soviet Union and other Eastern Bloc communist countries (Manion, 1985; Liang and Langbein, 2015 ). The Department of Organisation of the CCP established and institutionalised China's contemporary cadre management system in 1979 (Chow, 1988; Liang and Langbein, 2015 ). Page 67 Under the Chinese nomenklatura system, cadre positions are divided into different ranks; members of the CCP Politburo have the highest ranking. The appointment, promotion, transfer or removal of any important party or state leader requires the approval of the party committee controlling the nomenklatura under which that leader's office is listed (Manion, 1985). Subordinate leading bureaucrats (i.e. party secretaries and government chiefs) are hierarchically accountable to the level of government immediately above, which exercises nomenklatura authority and makes personnel decisions about leadership positions (Edin, 2003; Liang and Langbein, 2015 ). Officials' personal performance records are used by their superiors to make decisions about appointments, transfer, removal, promotions, demotions and merit-based pay of bureaucrats, especially those in leadership positions ( Liang and Langbein, 2015 ). Political ambitions are the paramount motivations of individuals in the bureaucracy governed by the nomenklatura system in China, and career-oriented leading cadres desire to advance up the ladder of power and authority in the system (Liang and Langbein, 2015). It follows that the administrative behaviour of lower-tier bureaucrats who wish to advance will reflect the policy preferences of their hierarchical superiors making nomenklatura personnel decisions ( Liang and Langbein, 2015 ). Page 68 In addition, bureaucrats in different positions have different incentives under China’s nomenklatura mechanism. Top-level bureaucrats, who are already at the pinnacle of power and authority, have little incentive to pursue actions that are tied to career prospects; the marginal rewards they received for political and economic achievement diminish and the time value of additional rewards is lower due to their greater age (Liang and Langbein, 2015). Research has found that lower-level, alternate members of the Central Committee of the CCP have much stronger incentives to pursue political radicalism than full members (full members have the second-highest political rank and Politburo members have the highest) (Kung and Chen, 2011). Page 69 Not only did cadres’ differences in the position of authority lead to different estimates of political career prospects which can influence cadres’ enthusiasm for pursuing policy agendas (Kung and Chen, 2011; Liang and Langbein, 2015), but leaders working in different provinces can also have distinct prospects of political promotion despite their similar positions. Under the Chinese nomenklatura system, the Politburo lies on the top (Burns, 1987, 1994; Chan, 2004; Kung and Chen, 2011). Though regional representation in the Central Committee of the CCP is becoming increasingly balanced, politicians from more powerful provinces such as Beijing and Shanghai are more likely to become Politburo members than those from other provinces ( Liang and Langbein, 2015 ). Page 71 Independent variables. Relative age, Politburo incumbency, distance to the general election and chance of appointment to the Politburo are all coded according to provincial secretaries’ archives or the Chinese political cycle. A leader’s relative age is the difference between the year of the next NCCCP and the year of his birth as age in the year of the next general election is an important factor affecting a politician’s promotion. (A similar index was developed in Liang and Langbein, 2015). Furthermore, we develop an index to estimate the historical likelihood of promotion to the Politburo for each province which is calculated using the Politburo membership representation from 1997 (the 15th NCCCP) to 2007 (the 17th NCCCP). For each NCCCP, one province gets one point for an incumbent Politburo member who was working or was working as the party secretary, governor or both. We measure this variable with the average score per NCCCP for each province. (A similar index was developed in Liang and Langbein, 2015 ).

Spectral Gini Index for Quantifying the Depth of Consciousness

We propose indices that describe the depth of consciousness (DOC) based on electroencephalograms (EEGs) acquired during anesthesia. The spectral Gini index (SpG) is a novel index utilizing the inequality in the powers of the EEG spectral components; a similar index is the binarized spectral Gini index (BSpG), which has low computational complexity. A set of EEG data from 15 subjects was obtained during the induction and recovery periods of general anesthesia with propofol. The efficacy of the indices as indicators of the DOC was demonstrated by examining Spearman’s correlation coefficients between the indices and the effect-site concentration of propofol. A higher correlation was observed for SpG and BSpG (0.633 and 0.770, resp.,p<0.001) compared to the conventional indices. These results show that the proposed indices can achieve a reliable quantification of the DOC with simplified calculations.

An alternative index to the exchangeable sodium percentage for an explanation of dispersion occurring in soils

With the introduction of the cation ratio of soil stability (CROSS) to replace the sodium adsorption ratio (SAR) on the basis of differential effects of K and Mg to Na and Ca, respectively, there is a requirement for a similar index involving these cations to replace the exchangeable sodium percentage (ESP). The exchangeable dispersive percentage (EDP) is derived and proposed to replace ESP. This paper uses two datasets, one where exchangeable K concentration is relatively high and exchangeable Na low, and a further dataset where Mg dominates the cation exchange capacity. EDP is validated against these datasets and further mathematical investigation of the contribution of Mg to dispersion is undertaken. Mineralogy appears to affect turbidity results at a given dispersive index, and an improved criterion for assessment of Mg effect on dispersivity is presented.