We handle two major issues in applying extreme value analysis to nancial time series, bias and serial dependence, jointly. This is achieved by studying bias correction method when observations exhibit weakly serial dependence, namely the β−mixing series. For estimating the extreme value index, we propose an asymptotically unbiased estimator and prove its asymptotic normality under the β−mixing ...

We show that Chacon's nonsingular type III transformation T , 0 < 1, is power weakly mixing, i.e., for all sequences of nonzero integers fk1; : : : ; krg, T k1 : : : T kr is ergodic. We then show that in in nite measure, this condition is not implied by in nite ergodic index (having all nite Cartesian products ergodic), and that in nite ergodic index does not imply 2-recurrence.

CASE DESCRIPTION A 69-year-old male patient with nonischemic cardiomyopathy was admitted for biventricular systolic heart failure. Initial laboratory tests were cancelled due to a high lipemic index of 7 (Beckman UniCel® DxC). A redrawn sample yielded the same flag. The lipemic index did not change following ultracentrifugation in an airfuge. The sample was clear upon visual inspection but prec...

The logarithm of the Estrada index has been recently proposed as a spectral measure to characterize the robustness of complex networks. We derive novel analytic lower bounds for the logarithm of the Estrada index based on the Laplacian spectrum and the mixing times of random walks on the network. The main techniques employed are some inequalities, such as the thermodynamic inequality in statist...

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A parametric study was conducted to improve our understanding pertaining to the fundamental physics of electrokinetic instability (EKI) and to explore the effectiveness of manipulating EKI waves to control/enhance fluid mixing inside a Y-shaped microchannel. The dependence of the critical strength of the applied static electric field to trigger the EKI waves on the conductivity ratio of the two...

gas mixing in a t-shape micro mixer has been simulated using the direct simulation monte carlo (dsmc) method. it is considered that the adequate mixing occurs when the mass composition of the species, co or n2, deviates below 1 % from their equilibrium composition. the mixing coefficient is defined as the ratio of the mixing length to the main channel’s height. as the inlet kn increases, while ...

We have studied the nonlinear index of refraction of pink ruby between 565 nm and 610 nm using nondegenerate two wave mixing at 77 K and 294 K. Our new results support the model originally proposed by Venkatesan and McCall based on the large cross section of the transition from the Kramers doublets to the charge transfer band. In addition, we show that two-wave mixing can be used for accurate d...

The influence of dose rate, i.e., ion flux, on ion beam mixing in Nb-Si bilayer samples was measured at room temperature and 325 °C. At the higher temperature, an increase in dose rate of a factor of 20 caused a decrease in the thickness of the mixed layer by a factor of 1.6 for equal total doses. At room temperature, the same change in flux had no effect on mixing. These results are consistent...