Recently, He and Yesha gave an algorithm for recognizing directed series parallel graphs, in time O(log n) with linearly many EREW processors. We give a new algorithm for this problem, based on a structural characterization of series parallel graphs in terms of their ear decompositions. Our algorithm can recognize undirected as well as directed series parallel graphs. It can be implemented in t...

Pyrolysis experiments of a low-mature bitumen sample originated from Cambrian was conducted in gold capsules. Abundance and distribution of phenanthrene series compounds in pyrolysis products were measured by GC-MS to investigate their changes with thermal maturity. Several maturity parameters based on the distribution of phenanthrene series compounds have been discussed. The results indicate t...

This paper is an introduction to the new package in R called [smoots](https://CRAN.R-project.org/package=smoots) (smoothing time series), developed for data-driven local polynomial smoothing of trend-stationary series. Functions estimation first and second derivatives trend are also built-in. It applied monthly changes global temperature. The quarterly US-GDP series shows that this can be well ...

For every positive integer n, consider the linear operator Un on polynomials of degree at most d with integer coefficients defined as follows: if we write h(t) (1−t)d+1 = P m≥0 g(m) t , for some polynomial g(m) with rational coefficients, then Un h(t) (1−t)d+1 = P m≥0 g(nm) t . We show that there exists a positive integer nd, depending only on d, such that if h(t) is a polynomial of degree at m...

Bayesian dynamic models, stochastic simulation and Bayesian econometrics. of Rio de Janeiro in 1993 and is presently a lecturer of Statistics at Federal University of Parann a (Brazil). Research interests include Bayesian inference, stochastic simulatio n and Bayesian dynamic models. Abstract Forecasting the levels of vector autoregressive (VAR) log-transformed time series has shown to be awkwa...

In the present paper, which is the third in a series of four papers, we study the theory surrounding the log-theta-lattice, a highly noncommutative two-dimensional diagram of “miniature models of conventional scheme theory”, called Θ±ellNF-Hodge theaters, that were associated, in the first paper of the series, to certain data, called initial Θ-data, that includes an elliptic curve EF over a num...

[1] We use four-year time series of precipitable water (PW) and zenith neutral delay (ZND) derived from a GPS network in Hawaii to show that the statistical distributions of these quantities are closely approximated by the lognormal distribution. The long term average and median values of precipitable water decline exponentially with height, or very nearly so. The arithmetic standard deviation ...

Introduction: It has been known for over 20 years that certain meteorites originated on the moon and Mars. The launch and delivery of these stones is understood qualitatively as a consequence of impact events on those bodies. One of the puzzling features of the sample population is the relative abundance of lunar vs. Martian meteorites. One would think that lunar meteorites should be much more ...

This paper introduces, investigates, and discusses the γ-order generalized lognormal distribution (γ-GLD). Under certain values of the extra shape parameter γ, the usual lognormal, log-Laplace, and log-uniform distribution, are obtained, as well as the degenerate Dirac distribution.The shape of all themembers of the γ-GLD family is extensively discussed.The cumulative distribution function is e...

The estimation of the memory parameter in perturbed long memory series has recently attracted attention motivated especially by the strong persistence of the volatility of many financial and economic time series and the use of Long Memory in Stochastic Volatility (LMSV) processes to model such a behaviour. This paper proposes an extension of the log periodogram regression which explicitly accou...