The Markov property is a fundamental property in time series analysis and is often assumed in economic and …nancial modelling. We develop a test for the Markov property using the conditional characteristic function embedded in a frequency domain approach, which checks the implication of the Markov property in every conditional moment (if exist) and over many lags. The proposed test is applicabl...

The San Diego/Tijuana border region has several environmental challenges with regard to assessing water quality impacts resulting from local coastal ocean discharges for which transport is not hindered by political boundaries. While an understanding of the fate and transport of these discharged plumes has a broad audience, the spatial and temporal scales of the physical processes present numero...

We prove local limit theorems for Gibbs-Markov processes in the domain of attraction of normal distributions. x1 Introduction It is well known that a random variable X belongs to the domain of attraction of a normal distribution DA(2) if its characteristic function satisses () log E exppitX] = itt ? 1 2 t 2 L(1=jtj) for some slowly varying function L : R + ! R + which is bounded below and some ...

Loosely speaking, the goal of property testing is to determine whether a certain object has a certain property. Let us represent our objects as functions f . Then a property P can be represented as the set of functions F having the property in question. For example, we might encode a graph G as the indicator function f for the edges in G. The property of, say, bipartiteness of a graph is then r...

modern vehicle bodies make intensive use of high strength steel grades to meet the contradicting demand of lighter weight and simultaneously better mechanical performance. for many steel grades microalloying by niobium is the key to achieve their characteristic property profile. in hsla steels niobium enhances the strength primarily by grain refinement. in interstitial free high strength steels...