Large-deviation approximations to the distribution of scan statistics

1991 ◽  
Vol 23 (4) ◽  
pp. 751-771 ◽  
Author(s):  
Clive R. Loader
Keyword(s):  
Large Deviation ◽  
Two Dimensions ◽  
Unit Interval ◽  
Scan Statistics ◽  
Boundary Crossing ◽  
Two Dimensional ◽  
Likelihood Ratio Criterion ◽  
Scan Statistic ◽  
Window Width ◽  
Ratio Criterion

Suppose a Poisson process is observed on the unit interval. The scan statistic is defined as the maximum number of events observed as a window of fixed width is moved across the interval, and the distribution under homogeneity has been widely studied. Frequently, we may not wish to specify the window width in advance but to consider scan statistics with varying window widths. We propose a modification of the scan statistic based on a likelihood ratio criterion. This leads to a boundary-crossing problem for a two-dimensional random field, which we approximate using a large-deviation scaling under homogeneity. Similar results are obtained for Poisson processes observed in two dimensions. Numerical computations and simulations are used to illustrate the accuracy of the approximations.

Large-deviation approximations to the distribution of scan statistics

1991 ◽  
Vol 23 (04) ◽  
pp. 751-771 ◽  
Author(s):  
Clive R. Loader
Keyword(s):  
Large Deviation ◽  
Two Dimensions ◽  
Unit Interval ◽  
Scan Statistics ◽  
Boundary Crossing ◽  
Two Dimensional ◽  
Likelihood Ratio Criterion ◽  
Scan Statistic ◽  
Window Width ◽  
Ratio Criterion

Suppose a Poisson process is observed on the unit interval. The scan statistic is defined as the maximum number of events observed as a window of fixed width is moved across the interval, and the distribution under homogeneity has been widely studied. Frequently, we may not wish to specify the window width in advance but to consider scan statistics with varying window widths. We propose a modification of the scan statistic based on a likelihood ratio criterion. This leads to a boundary-crossing problem for a two-dimensional random field, which we approximate using a large-deviation scaling under homogeneity. Similar results are obtained for Poisson processes observed in two dimensions. Numerical computations and simulations are used to illustrate the accuracy of the approximations.

scholarly journals The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem

2019 ◽  
Vol 51 (03) ◽  
pp. 835-864 ◽  
Author(s):  
Yuqing Pan ◽  
Konstantin A. Borovkov
Keyword(s):  
Large Deviation ◽  
Risk Process ◽  
Boundary Crossing ◽  
Moment Condition ◽  
Two Dimensional ◽  
Exact Asymptotics ◽  
Negative Component ◽  
Positive Orthant ◽  
Mean Vector ◽  
Target Sets

AbstractFor a multivariate random walk with independent and identically distributed jumps satisfying the Cramér moment condition and having mean vector with at least one negative component, we derive the exact asymptotics of the probability of ever hitting the positive orthant that is being translated to infinity along a fixed vector with positive components. This problem is motivated by and extends results of Avram et al. (2008) on a two-dimensional risk process. Our approach combines the large deviation techniques from a series of papers by Borovkov and Mogulskii from around 2000 with new auxiliary constructions, enabling us to extend their results on hitting remote sets with smooth boundaries to the case of boundaries with a ‘corner’ at the ‘most probable hitting point’. We also discuss how our results can be extended to the case of more general target sets.

scholarly journals BOUNDS FOR THE DISTRIBUTION OF TWO-DIMENSIONAL BINARY SCAN STATISTICS

2003 ◽  
Vol 17 (4) ◽  
pp. 509-525 ◽  
Author(s):  
Michael V. Boutsikas ◽  
Markos V. Koutras
Keyword(s):  
Distribution Function ◽  
Present Article ◽  
Numerical Study ◽  
Double Sequence ◽  
Reliability Theory ◽  
Scan Statistics ◽  
Asymptotic Result ◽  
Two Dimensional ◽  
Scan Statistic ◽  
Binary Trials

In the present article, we develop some efficient bounds for the distribution function of a two-dimensional scan statistic defined on a (double) sequence of independent and identically distributed (i.i.d.) binary trials. The methodology employed here takes advantage of the connection between the scan statistic problem and an equivalent reliability structure and exploits appropriate techniques of reliability theory to establish tractable bounds for the distribution of the statistic of interest. An asymptotic result is established and a numerical study is carried out to investigate the efficiency of the suggested bounds.

Urbanicity, City Delegations, and Two-Dimensional Liberalism

2018 ◽  
Author(s):  
Thomas K. Ogorzalek
Keyword(s):  
National Level ◽  
Two Dimensions ◽  
Political Order ◽  
Two Dimensional ◽  
Local Institutions ◽  
Horizontal Integration ◽  
National Politics ◽  
United Front ◽  
Strategies For Success

This theoretical chapter develops the argument that the conditions of cities—large, densely populated, heterogeneous communities—generate distinctive governance demands supporting (1) market interventions and (2) group pluralism. Together, these positions constitute the two dimensions of progressive liberalism. Because of the nature of federalism, such policies are often best pursued at higher levels of government, which means that cities must present a united front in support of city-friendly politics. Such unity is far from assured on the national level, however, because of deep divisions between and within cities that undermine cohesive representation. Strategies for success are enhanced by local institutions of horizontal integration developed to address the governance demands of urbanicity, the effects of which are felt both locally and nationally in the development of cohesive city delegations and a unified urban political order capable of contending with other interests and geographical constituencies in national politics.

scholarly journals Interface Roughening in Two Dimensions

2021 ◽  
Vol 182 (3) ◽  
Author(s):  
Gernot Münster ◽  
Manuel Cañizares Guerrero
Keyword(s):  
Field Theory ◽  
Monte Carlo ◽  
Capillary Wave ◽  
System Size ◽  
Two Dimensions ◽  
Two Dimensional ◽  
Wave Approximation ◽  
Statistical Field ◽  
Statistical Field Theory ◽  
Interface Roughening

AbstractRoughening of interfaces implies the divergence of the interface width w with the system size L. For two-dimensional systems the divergence of $$w^2$$ w 2 is linear in L. In the framework of a detailed capillary wave approximation and of statistical field theory we derive an expression for the asymptotic behaviour of $$w^2$$ w 2 , which differs from results in the literature. It is confirmed by Monte Carlo simulations.

scholarly journals Is contact angle a cause or an effect? – A cautionary tale

2020 ◽  
Vol 146 ◽  
pp. 03004
Author(s):  
Douglas Ruth
Keyword(s):  
Contact Angle ◽  
Solid Surface ◽  
Contact Angles ◽  
Two Dimensions ◽  
Experimental Results ◽  
Flow In Porous Media ◽  
Two Dimensional ◽  
Wide Range ◽  
Fluid Drop ◽  
Surrounding Fluid

The most influential parameter on the behavior of two-component flow in porous media is “wettability”. When wettability is being characterized, the most frequently used parameter is the “contact angle”. When a fluid-drop is placed on a solid surface, in the presence of a second, surrounding fluid, the fluid-fluid surface contacts the solid-surface at an angle that is typically measured through the fluid-drop. If this angle is less than 90°, the fluid in the drop is said to “wet” the surface. If this angle is greater than 90°, the surrounding fluid is said to “wet” the surface. This definition is universally accepted and appears to be scientifically justifiable, at least for a static situation where the solid surface is horizontal. Recently, this concept has been extended to characterize wettability in non-static situations using high-resolution, two-dimensional digital images of multi-component systems. Using simple thought experiments and published experimental results, many of them decades old, it will be demonstrated that contact angles are not primary parameters – their values depend on many other parameters. Using these arguments, it will be demonstrated that contact angles are not the cause of wettability behavior but the effect of wettability behavior and other parameters. The result of this is that the contact angle cannot be used as a primary indicator of wettability except in very restricted situations. Furthermore, it will be demonstrated that even for the simple case of a capillary interface in a vertical tube, attempting to use simply a two-dimensional image to determine the contact angle can result in a wide range of measured values. This observation is consistent with some published experimental results. It follows that contact angles measured in two-dimensions cannot be trusted to provide accurate values and these values should not be used to characterize the wettability of the system.

scholarly journals Calderón problem for Maxwell's equations in two dimensions

2016 ◽  
Vol 24 (3) ◽  
Author(s):  
Oleg Y. Imanuvilov ◽  
Masahiro Yamamoto
Keyword(s):  
Maxwell’S Equations ◽  
Maxwell Equations ◽  
Maxwell's Equations ◽  
Two Dimensions ◽  
Two Dimensional ◽  
Global Uniqueness ◽  
Calderón Problem ◽  
Dirichlet To Neumann Map

AbstractWe prove the global uniqueness in determination of the conductivity, the permeability and the permittivity of the two-dimensional Maxwell equations by the partial Dirichlet-to-Neumann map limited to an arbitrary subboundary.

Estimates of critical percolation probabilities for a set of two-dimensional lattices

1972 ◽  
Vol 71 (1) ◽  
pp. 97-106 ◽  
Author(s):  
D. G. Neal
Keyword(s):  
Monte Carlo ◽  
Two Dimensions ◽  
Two Dimensional ◽  
Critical Percolation ◽  
Site Percolation

AbstractThis paper describes new detailed Monte Carlo investigations into bond and site percolation problems on the set of eleven regular and semi-regular (Archimedean) lattices in two dimensions.

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