We calculate the large-q expansion of the second moment correlation length at the first order phase transition point of the q-state Potts model in two dimensions both in the ordered and disordered phases to order 21 in 1/ √ q. They coincide with each other to the third term of the series but differ a little in higher orders. Numerically the ratio of the second moment correlation length in the t...

In this paper, we propose a methodology for estimating the crowd speed using WiFi devices, and without relying on people to carry any device (passively). Our approach not only enables speed estimation in the region where WiFi links are, but also in the adjacent possibly WiFi-free regions where there may be no WiFi signal available. More specifically, we use a pair of WiFi links in one region, w...

Longitudinal data refers to datasets with multiple measurements of a response variable on the same experimental unit made over a period of time. These types of data require special attention because they involve correlated data. The relationships between repeated measurements are important in assessing reliability and tracking of those measurements. The proper variancecovariance structure in th...

In this paper, we consider a more general form of generalized abstract economy with a fuzzy constraint correspondence studied in [15, 17]. We establish some existence results for an equilibrium of our generalized abstract economy. We also consider a system of quasi-minimax inequalities and note that it is a unified model of several problems. As applications of our equilibrium existence results,...

In geophysical and environmental problems, it is common to have multiple variables of interest measured at the same location and time. These multiple variables typically have dependence over space (and/or time). As a consequence, there is a growing interest in developing models for multivariate spatial processes, in particular, the cross-covariance models. On the other hand, many data sets thes...

At present, alert correlation techniques do not make full use of the information that is available. We propose a data model for IDS alert correlation called M2D2. It supplies four information types: information related to the characteristics of the monitored information system, information about the vulnerabilities, information about the security tools used for the monitoring, and information a...

To match the NBER business cycle features it is necessary to employ Generalised dynamic categorical (GDC) models that impose certain phase restrictions and permit multiple indexes. Theory suggests additional shape restrictions in the form of monotonicity and boundedness of certain transition probabilities. Maximum likelihood and constraint weighted bootstrap estimators are developed to impose t...

This paper proposes a novel method for identifying carriage errors. A general mathematical model of a guideway system is developed, based on the multi-body system method. Based on the proposed model, most error sources in the guideway system can be measured. The flatness of a workpiece measured by the PGI1240 profilometer is represented by a wavelet. Cross-correlation analysis performed to iden...

A new method to deal with variable distortions of speech during the operation of the system is proposed. First, multiple processing streams are formed by extracting different spectral and temporal modulation components from the speech signal. Information in each stream is used to estimate posterior probabilities of phonemes. Initial values for a weighted integration of these individual estimate...

We model the conditional mean and volatility of stock returns as a latent vector autoregressive (VAR) process to study the contemporaneous and intertemporal relationship between expected returns and risk in a flexible statistical framework and without relying on exogenous predictors. We find a strong and robust negative correlation between the innovations to the conditional moments that leads t...