We study D-branes in the background of a gravitational shock wave. We consider the case of parallel D-branes located on opposite sides with respect to the shock wave. Their interaction is studied by evaluating the cylinder diagram using the boundary states technique. We check consistency with the flat space-time limit where the gravitational shock wave vanishes. e-mail: [email protected]...

Probability theory can be modified in essentially one way while maintaining consistency with the basic Bayesian framework. This modification results in copies of standard probability theory for real, complex or quaternion probabilities. These copies, in turn, allow one to derive quantum theory while restoring standard probability theory in the classical limit. This sequence is presented in some...

This paper introduces an extension of the balanced augmented empirical likelihood method for estimating simulation models. We analyze its performance empirically using MonteCarlo methods, and demonstrate that our new method increases the flexibility and accuracy of the empirical likelihood approach, while preserving both its limit distribution and its consistency for moment condition models. We...

We study the estimation of moments and joint moments of microstructure noise. Estimators of arbitrary order of (joint) moments are provided, for which we establish consistency as well as central limit theorems. In particular, we provide estimators of auto-covariances and auto-correlations of the noise. Simulation studies demonstrate excellent performance of our estimators even in the presence o...

We introduce and study the behavior of estimators of changes in the mean value of a sequence of independent random variables in the case of so called epidemic alternatives which is one of the variants of the change point problem. The consistency and the limit distribution of the estimators developed for this situation are shown. Moreover, the classical estimators used for ‘at most change’ are e...

Abstract : It has been recently shown that nonparametric estimates of the additive regression function could be obtained in presence of censored data by coupling the marginal integration method with initial kernel-type Inverse Probability of Censoring Weighted estimators of the multivariate regression function (7). In this paper, we get the exact rate of strong uniform consistency for such esti...

Using our recently developed Chebyshev expansion technique for finite-temperature dynamical correlation functions we numerically study the AC conductivity σ(ω) of the Anderson model on large cubic clusters of up to 100 sites. Extending previous results we focus on the role of the boundary conditions and check the consistency of the DC limit, ω → 0, by comparing with direct conductance calculati...

The paper uses empirical process techniques to study the asymptotics of the least-squares estimator for the fitting of a nonlinear regression function. By combining and extending ideas of Wu and Van de Geer, it establishes new consistency and central limit theorems that hold under only second moment assumptions on the errors. An application to a delicate example of Wu’s illustrates the use of t...

We investigate the hadronic description of the B 0 d → π + π − decay, with the aim to test the validity of quark-hadron duality, the factorization limit and the magnitude of the strong phases. We discuss the derivation of the dispersion relations in the Lehmann-Symanzik-Zimmermann formalism, the Goldberger-Treiman method to include inelastic effects in the spectral function and the consistency ...

Article history: Received 4 April 2013 Available online 27 November 2013 JEL classification: C70 D82