scholarly journals Local asymptotic mixed normality property for nonsynchronously observed diffusion processes

Bernoulli ◽  
2015 ◽  
Vol 21 (4) ◽  
pp. 2024-2072 ◽  
Author(s):  
Teppei Ogihara
Keyword(s):  
Diffusion Processes ◽  
Asymptotic Mixed Normality

scholarly journals ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES

2017 ◽  
Vol 34 (4) ◽  
pp. 896-946 ◽  
Author(s):  
Federico M. Bandi ◽  
Guillermo Moloche
Keyword(s):  
Nonparametric Estimation ◽  
Asymptotic Theory ◽  
Diffusion Processes ◽  
Diffusion Matrix ◽  
Multivariate System ◽  
Functional Estimation ◽  
Conditional Expectations ◽  
Harris Recurrence ◽  
Asymptotic Mixed Normality ◽  
Recurrent Type

We propose a nonparametric estimation theory for the occupation density, the drift vector, and the diffusion matrix of multivariate diffusion processes. The estimators are sample analogues to infinitesimal conditional expectations constructed as Nadaraya-Watson kernel averages. Mild assumptions are imposed on the statistical properties of the multivariate system to obtain limiting results. Harris recurrence is all that we require to show consistency and asymptotic (mixed) normality of the proposed functional estimators. The identification method and asymptotic theory apply to both stationary and nonstationary multivariate diffusion processes of the recurrent type.

Meridional Circulation, Turbulence, and Diffusion Processes in Stars

1976 ◽  
Vol 32 ◽  
pp. 109-116 ◽  
Author(s):  
S. Vauclair
Keyword(s):  
Convection Zone ◽  
Diffusion Processes ◽  
Meridional Circulation ◽  
Diffusion Time ◽  
Work In Progress ◽  
First Results ◽  
Stellar Envelopes ◽  
And Diffusion ◽  
Turbulence And Diffusion ◽  
Hr Diagram

This paper gives the first results of a work in progress, in collaboration with G. Michaud and G. Vauclair. It is a first attempt to compute the effects of meridional circulation and turbulence on diffusion processes in stellar envelopes. Computations have been made for a 2 Mʘstar, which lies in the Am - δ Scuti region of the HR diagram.Let us recall that in Am stars diffusion cannot occur between the two outer convection zones, contrary to what was assumed by Watson (1970, 1971) and Smith (1971), since they are linked by overshooting (Latour, 1972; Toomre et al., 1975). But diffusion may occur at the bottom of the second convection zone. According to Vauclair et al. (1974), the second convection zone, due to He II ionization, disappears after a time equal to the helium diffusion time, and then diffusion may happen at the bottom of the first convection zone, so that the arguments by Watson and Smith are preserved.

Ergodic Control of Diffusion Processes

2009 ◽  
Author(s):  
Ari Arapostathis ◽  
Vivek S. Borkar ◽  
Mrinal K. Ghosh
Keyword(s):  
Diffusion Processes ◽  
Ergodic Control

NMR-Study of Structure and Diffusion Processes in Li3N

1980 ◽  
Vol 41 (C6) ◽  
pp. C6-28-C6-31 ◽  
Author(s):  
R. Messer ◽  
H. Birli ◽  
K. Differt
Keyword(s):  
Diffusion Processes ◽  
Nmr Study ◽  
And Diffusion

Effect of cluster-gradient architecture of nanostructured topocomposites on features of tribointeraction with heterophased material

2020 ◽  
pp. 130-135
Author(s):  
D.N. Korotaev ◽  
K.N. Poleshchenko ◽  
E.N. Eremin ◽  
E.E. Tarasov
Keyword(s):  
Wear Resistance ◽  
Titanium Alloy ◽  
Energy Dissipation ◽  
Phase Structure ◽  
Diffusion Processes ◽  
Structural Phase ◽  
High Wear Resistance ◽  
Wear Characteristics ◽  
And Diffusion

The wear resistance and wear characteristics of cluster-gradient architecture (CGA) nanostructured topocomposites are studied. The specifics of tribocontact interaction under microcutting conditions is considered. The reasons for retention of high wear resistance of this class of nanostructured topocomposites are studied. The mechanisms of energy dissipation from the tribocontact zone, due to the nanogeometry and the structural-phase structure of CGA topocomposites are analyzed. The role of triboactivated deformation and diffusion processes in providing increased wear resistance of carbide-based topocomposites is shown. They are tested under the conditions of blade processing of heat-resistant titanium alloy.

The Influence of Isothermal Annealing and Structural Defects on Properties of Amorphous Fe78Si11B11 with High Magnetization Saturation

2017 ◽  
Vol 68 (3) ◽  
pp. 478-482 ◽  
Author(s):  
Katarzyna Bloch
Keyword(s):  
Numerical Analysis ◽  
Thermal Treatment ◽  
Saturation Magnetization ◽  
Isothermal Annealing ◽  
Diffusion Processes ◽  
Structural Defects ◽  
High Saturation Magnetization ◽  
Magnetization Curves ◽  
Magnetization Saturation ◽  
Very High

This paper presents the results of numerical analysis of the primary magnetization curves, which were obtained under the assumptions of the theory of approach to ferromagnetic saturation described in by H. Kronm�ller. Test samples of the Fe78Si11B11 alloy were tape-shaped materials, which were subjected to isothermal annealing, not causing their crystallization. The investigated ribbons (tapes) were characterized by a very high saturation magnetization value of approximately 2T, which the thermal treatment has increased by about 10%. It was found that reason for the change of saturation magnetization of the investigated samples was the local rearrangement of atoms due to diffusion processes leading to the release of free volumes to the surface and combining of them into larger unstable defects called pseudodislocational dipoles.

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