We prove that the passive scalar field in the Ornstein-Uhlenbeck velocity field with wave-number dependent correlation times converges, in the white-noise limit, to that of Kraichnan’s model with higher spatial regularity.

The inner Bremsstrahlung (I.B.) spectrum accompanying the /S-decay of 1 4 1 Ce (non-unique first forbidden /^-transition) was measured using a single channel scintillation spectrometer. The measured I.B. was analyzed by the variable width peeling-ofT method. This analyzed and corrected I.B. was compared with those calculated according to the original theories of Knipp and Uhlenbeck as well as o...

In spatial modeling the presence of measurement error, or “nugget”, can have a big impact on the sample behavior of the parameter estimates. This article investigates the nugget effect on maximum likelihood estimators for a onedimensional spatial model: Ornstein-Uhlenbeck plus additive white noise. Consistency and asymptotic distributions are obtained under infill asymptotics, in which a compac...

We study the problem of parameter estimation for Ornstein–Uhlenbeck processes driven by symmetric α-stable motions, based on discrete observations. A least squares estimator is obtained by minimizing a contrast function based on the integral form of the process. Let h be the length of time interval between two consecutive observations. For both the case of fixed h and that of h → 0, consistenci...

We investigate the large deviation properties of the maximum likelihood estimators for the Ornstein-Uhlenbeck process with shift. We propose a new approach to establish large deviation principles which allows us, via a suitable transformation, to circumvent the classical non-steepness problem. We estimate simultaneously the drift and shift parameters. On the one hand, we prove a large deviation...

An Ornstein-Uhlenbeck diffusion process is considered as a model for the membrane potential activity of a single neuron. We assume that the neuron is subject to a sequence of inhibitory and excitatory post-synaptic potentials that occur with time-dependent rates. The resulting process is characterized by time-dependent drift. For this model, we construct the return process describing the membra...

Braverman-Finkelberg [4] recently propose the geometric Satake correspondence for the affine Kac-Moody group Gaff . They conjecture that intersection cohomology sheaves on the Uhlenbeck compactification of the framed moduli space of Gcpt-instantons on R /Zr correspond to weight spaces of representations of the Langlands dual group G∨aff at level r. When G = SL(l), the Uhlenbeck compactification...

The paper presents a cointegration model in continuous time, where the linear combinations of the integrated processes are modeled by a multivariate Ornstein-Uhlenbeck process. The integrated processes are defined as vector-valued Lévy processes with an additional noise term. Hence, if we observe the process at discrete time points, we obtain a multiple regression model. As an estimator for the...

In this article, we propose several quantization based stratified sampling methods to reduce the variance of a Monte-Carlo simulation. Theoretical aspects of stratification lead to a strong link between the problem of optimal Lquantization of a random variable and the variance reduction that can be achieved. We first emphasize on the consistency of quantization for designing strata in stratifie...