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Search Results: 1 - 10 of 297436 matches for " J. Moers "
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Hypothesis Testing in a Fractional Ornstein-Uhlenbeck Model
Michael Moers
International Journal of Stochastic Analysis , 2012, DOI: 10.1155/2012/268568
Abstract: Consider an Ornstein-Uhlenbeck process driven by a fractional Brownian motion. It is an interesting problem to find criteria for whether the process is stable or has a unit root, given a finite sample of observations. Recently, various asymptotic distributions for estimators of the drift parameter have been developed. We illustrate through computer simulations and through a Stein's bound that these asymptotic distributions are inadequate approximations of the finite-sample distribution for moderate values of the drift and the sample size. We propose a new model to obtain asymptotic distributions near zero and compute the limiting distribution. We show applications to regression analysis and obtain hypothesis tests and their asymptotic power. 1. Introduction Stability properties of the ordinary differential equation depend on the sign of the parameter : the equation is asymptotically stable if , neutrally stable if , and instable if . These stability results carry over to the stochastic process driven by noise . When the value of is not known and a trajectory of is observed over a finite time interval , a natural problem is to develop the zero-root test, that is, a statistical procedure for testing the hypothesis versus one of the possible alternatives , , or . While the classical solution to this problem is wellknown (to use the maximum likelihood estimator (MLE) of the parameter as the test statistic), further analysis is necessary because the exact distribution of the MLE is usually too complicated to allow an explicit computation of either the critical region or the power of the test. More specifically, an approximate distribution of the MLE must be introduced and investigated, both in the finite-sample asymptotic and in the limit . There are other potential complications, such as when MLE is not available (e.g., if is a stable Lévy process, see [1]) or when the MLE is difficult to implement numerically (e.g., if is a fractional Brownian motion, see [2]). The objective of this work is the analysis and implementation of the zero root test for (1.1) when , the fractional Brownian motion with the Hurst parameter , and . When , the integral transformation of Jost [3, Corollary 5.2] reduces the corresponding model back to (see [2]). Recall that the fractional Brownian motion , , is a Gaussian process with , mean zero, and covariance Direct computations show that, for every continuous process , (1.1) has a closed-form solution that does not involve stochastic integration When , let denote the corresponding fractional Ornstein-Uhlenbeck process: and let
On the cutoff frequency of clarinet-like instruments. Geometrical versus acoustical regularity
Elise Moers,Jean Kergomard
Physics , 2011,
Abstract: A characteristic of woodwind instruments is the cutoff frequency of their tone-hole lattice. Benade proposed a practical definition using the measurement of the input impedance, for which at least two frequency bands appear. The first one is a stop band, while the second one is a pass band. The value of this frequency, which is a global quantity, depends on the whole geometry of the instrument, but is rather independent of the fingering. This seems to justify the consideration of a woodwind with several open holes as a periodic lattice. However the holes on a clarinet are very irregular. The paper investigates the question of the acoustical regularity: an acoustically regular lattice of tone holes is defined as a lattice built with T-shaped cells of equal eigenfrequencies. Then the paper discusses the possibility of division of a real lattice into cells of equal eigenfrequencies. It is shown that it is not straightforward but possible, explaining the apparent paradox of Benade's theory. When considering the open holes from the input of the instrument to its output, the spacings between holes are enlarged together with their radii: this explains the relative constancy of the eigenfrequencies.
Strain determination in the Si channel above a single SiGe island inside a field effect transistor using nanobeam x-ray diffraction
N. Hrauda,J. J. Zhang,E. Wintersberger,T. Etzelstorfer,J. Stangl,D. Carbone,C. Biasotto,V. Jovanovic,L. K. Nanver,J. Moers,D. Grützmacher,G. Bauer
Physics , 2010,
Abstract: SiGe islands are used to induce tensile strain in the Si channel of Field Effect Transistors to achieve larger transconductance and higher current driveabilities. We report on x-ray diffraction experiments on a single fully-processed and functional device with a TiN+Al gate stack and source, gate, and drain contacts in place. The strain fields in the Si channel were explored using an x-ray beam focused to 400 nm diameter combined with finite element simulations. A maximum in-plane tensile strain of about 1% in the Si channel was found, which is by a factor of three to four higher than achievable for dislocation-free tensile strained Si in state-of-the-art devices.
Development, validation and evaluation of a rapid PCR-nucleic acid lateral flow immuno-assay for the detection of Plasmodium and the differentiation between Plasmodium falciparum and Plasmodium vivax
Mens Petra F,Moers AntoinePHA,de Bes Laura M,Flint Jonathan
Malaria Journal , 2012, DOI: 10.1186/1475-2875-11-279
Abstract: Background Molecular tools are very sensitive and specific and could be an alternative for the diagnosis of malaria. The complexity and need for expensive equipment may hamper implementation and, therefore, simplifications to current protocols are warranted. Methods A PCR detecting the different Plasmodium species and differentiating between Plasmodium falciparum and Plasmodium vivax was developed and combined with a nucleic acid lateral flow immuno-assay (PCR-NALFIA) for amplicon detection. The assay was thoroughly evaluated for the analytical sensitivity and specificity in the laboratory, the robustness and reproducibility in a ring trial and accuracy and predictive value in a field trial. Results The analytical sensitivity and specificity were 0.978 (95% CI: 0.932–0.994) and 0.980 (95% CI: 0.924-0.997), respectively, and were slightly less sensitive for the detection of P. vivax than for P. falciparum. The reproducibility tested in three laboratories was very good (k = 0.83). This evaluation showed that the PCR machine used could influence the results. Accuracy was evaluated in Thailand and compared to expert microscopy and rapid diagnostic tests (RDTs). The overall and P. falciparum-specific sensitivity and specificity was good ranging from 0.86-1 and 0.95-0.98 respectively, compared to microscopy. Plasmodium vivax detection was better than the sensitivity of RDT, but slightly less than microscopy performed in this study. Conclusion PCR-NALFIA is a sensitive, specific and robust assay able to identify Plasmodium species with good accuracy. Extensive testing including a ring trial can identify possible bottlenecks before implementation and is therefore essential to perform in additon to other evaluations.
Simultaneous Localization of Electrons in different $Δ$-valleys in Ge/Si Quantum Dot Structures
Aigul Zinovieva,Natalia Stepina,Anatoly Dvurechenskii,Leonid Kulik,Gregor Mussler,Juergen Moers,Detlev Gruetzmacher
Physics , 2015,
Abstract: In the present work the possibility of simultaneous localization of two electrons in $\Delta^{100}$ and $\Delta^{001}$ valleys in ordered structures with Ge/Si(001) quantum dots (QD) was verified experimentally by the electron spin resonance (ESR) method. The ESR spectra obtained for the ordered ten-layered QD structure in the dark show the signal corresponding to electron localization in Si at the Ge QD base edges in $\Delta^{100}$, $\Delta^{010}$ valleys ($g_{zz}$=1.9985, $g_{in-plane}$=1.999). Light illumination causes the appearance of a new ESR line ($g_{zz}$=1.999) attributed to electrons in the $\Delta^{001}$ valley localized at QD apexes. The observed effect is explained by enhancement of electron confinement near the QD apex by Coloumb attraction to the photogenerated hole trapped in a Ge QD.
Regionalized Pathology Correlates with Augmentation of mtDNA Copy Numbers in a Patient with Myoclonic Epilepsy with Ragged-Red Fibers (MERRF-Syndrome)
Anja Brinckmann,Claudia Weiss,Friederike Wilbert,Arpad von Moers,Angelika Zwirner,Gisela Stoltenburg-Didinger,Ekkehard Wilichowski,Markus Schuelke
PLOS ONE , 2012, DOI: 10.1371/journal.pone.0013513
Abstract: Human patients with myoclonic epilepsy with ragged-red fibers (MERRF) suffer from regionalized pathology caused by a mutation in the mitochondrial DNA (m.8344A→G). In MERRF-syndrome brain and skeletal muscles are predominantly affected, despite mtDNA being present in any tissue. In the past such tissue-specificity could not be explained by varying mtDNA mutation loads. In search for a region-specific pathology in human individuals we determined the mtDNA/nDNA ratios along with the mutation loads in 43 different post mortem tissue samples of a 16-year-old female MERRF patient and in four previously healthy victims of motor vehicle accidents. In brain and muscle we further determined the quantity of mitochondrial proteins (COX subunits II and IV), transcription factors (NRF1 and TFAM), and VDAC1 (Porin) as a marker for the mitochondrial mass. In the patient the mutation loads varied merely between 89–100%. However, mtDNA copy numbers were increased 3–7 fold in predominantly affected brain areas (e.g. hippocampus, cortex and putamen) and in skeletal muscle. Similar increases were absent in unaffected tissues (e.g. heart, lung, kidney, liver, and gastrointestinal organs). Such mtDNA copy number increase was not paralleled by an augmentation of mitochondrial mass in some investigated tissues, predominantly in the most affected tissue regions of the brain. We thus conclude that “futile” stimulation of mtDNA replication per se or a secondary failure to increase the mitochondrial mass may contribute to the regionalized pathology seen in MERRF-syndrome.
New components of the mercury’s perihelion precession  [PDF]
J. J. Smulsky
Natural Science (NS) , 2011, DOI: 10.4236/ns.2011.34034
Abstract: The velocity of perihelion rotation of Mercury's orbit relatively motionless space is computed. It is prove that it coincides with that calculated by the Newtonian interaction of the planets and of the compound model of the Sun’s rotation.
Simple General Purpose Ion Beam Deceleration System Using a Single Electrode Lens  [PDF]
J. Lopes, J. Rocha
World Journal of Engineering and Technology (WJET) , 2015, DOI: 10.4236/wjet.2015.33014
Abstract: Ion beam deceleration properties of a newly developed low-energy ion beam implantation system were studied. The objective of this system was to produce general purpose low-energy (5 to 15 keV) implantations with high current beam of hundreds of μA level, providing the most wide implantation area possible and allowing continuously magnetic scanning of the beam over the sample(s). This paper describes the developed system installed in the high-current ion implanter at the Laboratory of Accelerators and Radiation Technologies of the Nuclear and Technological Cam-pus, Sacavém, Portugal (CTN).
Constraints on velocity anisotropy of spherical systems with separable augmented densities
J. An
Physics , 2011, DOI: 10.1088/0004-637X/736/2/151
Abstract: If the augmented density of a spherical anisotropic system is assumed to be multiplicatively separable to functions of the potential and the radius, the radial function, which can be completely specified by the behavior of the anisotropy parameter alone, also fixes the anisotropic ratios of every higher-order velocity moment. It is inferred from this that the non-negativity of the distribution function necessarily limits the allowed behaviors of the radial function. This restriction is translated into the constraints on the behavior of the anisotropy parameter. We find that not all radial variations of the anisotropy parameter satisfy these constraints and thus that there exist anisotropy profiles that cannot be consistent with any separable augmented density.
On the augmented density of a spherical anisotropic dynamic system
J. An
Physics , 2010, DOI: 10.1111/j.1365-2966.2011.18324.x
Abstract: This paper presents a set of new conditions on the augmented density of a spherical anisotropic system that is necessary for the underlying two-integral phase-space distribution function to be non-negative. In particular, it is shown that the partial derivatives of the Abel transformations of the augmented density must be non-negative. Applied for the separable augmented densities, this recovers the result of van Hese et al. (2011).
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