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Jayakrishnan Nair, Indian Institute of Technology, Bombay,Adam Wierman, California Institute of Technology,Bert Zwart, Stichting Centrum voor Wiskunde en Informatica (CWI), Amsterdam
Jayakrishnan Nair, Indian Institute of Technology, Bombay,Adam Wierman, California Institute of Technology,Bert Zwart, Stichting Centrum voor Wiskunde en Informatica (CWI), Amsterdam
Jayakrishnan Nair, Indian Institute of Technology, Bombay,Adam Wierman, California Institute of Technology,Bert Zwart, Stichting Centrum voor Wiskunde en Informatica (CWI), Amsterdam
An introduction to the emergence of heavy-tailed distributions in the context of additive processes.Stable distributions are introduced and the generalized central limit theorem is presented.Further, an example of the emergence of heavy tails in random walks is included.
Jayakrishnan Nair, Indian Institute of Technology, Bombay,Adam Wierman, California Institute of Technology,Bert Zwart, Stichting Centrum voor Wiskunde en Informatica (CWI), Amsterdam
Jayakrishnan Nair, Indian Institute of Technology, Bombay,Adam Wierman, California Institute of Technology,Bert Zwart, Stichting Centrum voor Wiskunde en Informatica (CWI), Amsterdam
An introduction to the class of subexponential distributions and the important properties of this class, including the catastrophe principle. Examples applying subexponential distributions to random sums and random walks are included.
Surveillance data shows a geographical overlap between the early coronavirus disease 2019 (COVID-19) pandemic and the past Q fever epidemic (2007–2010) in the Netherlands. We investigated the relationship between past Q fever and severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) infection in 2020/2021, using a retrospective matched cohort study.
In January 2021, former Q fever patients received a questionnaire on demographics, SARS-CoV-2 test results and related hospital/intensive care unit (ICU) admissions. SARS-CoV-2 incidence with 95% confidence intervals (CI) in former Q fever patients and standardised incidence ratios (SIR) to compare to the age-standardised SARS-CoV-2 incidence in the general regional population were calculated.
Among 890 former Q fever patients (response rate: 68%), 66 had a PCR-confirmed SARS-CoV-2 infection. Of these, nine (14%) were hospitalised and two (3%) were admitted to ICU. From February to June 2020 the SARS-CoV-2 incidence was 1573/100 000 (95% CI 749–2397) in former Q fever patients and 695/100 000 in the general population (SIR 2.26; 95% CI 1.24–3.80). The incidence was not significantly higher from September 2020 to February 2021.
We found no sufficient evidence for a difference in SARS-CoV-2 incidence or an increased severity in former Q fever patients vs. the general population during the period with widespread SARS-CoV-2 testing availability (September 2020–February 2021). This indicates that former Q fever patients do not have a higher risk of SARS-CoV-2 infection.
A conjecture of Alon, Krivelevich and Sudakov states that, for any graph $F$, there is a constant $c_F \gt 0$ such that if $G$ is an $F$-free graph of maximum degree $\Delta$, then $\chi\!(G) \leqslant c_F \Delta/ \log\!\Delta$. Alon, Krivelevich and Sudakov verified this conjecture for a class of graphs $F$ that includes all bipartite graphs. Moreover, it follows from recent work by Davies, Kang, Pirot and Sereni that if $G$ is $K_{t,t}$-free, then $\chi\!(G) \leqslant (t + o(1)) \Delta/ \log\!\Delta$ as $\Delta \to \infty$. We improve this bound to $(1+o(1)) \Delta/\log\!\Delta$, making the constant factor independent of $t$. We further extend our result to the DP-colouring setting (also known as correspondence colouring), introduced by Dvořák and Postle.
This work is concerned with damage detection in a commercial 52-meter wind turbine blade during fatigue testing. Different artificial damages are introduced in the blade in the form of laminate cracks. The lengths of the damages are increased manually, and they all eventually propagate and develop into delaminations during fatigue loading. Strain gauges, acoustic emission sensors, distributed accelerometers, and an active vibration monitoring system are used to track different physical responses in healthy and damaged states of the blade. Based on the recorded data, opportunities and limitations of the different sensing systems for blade structural health monitoring are investigated.
Let ${\mathbb{G}(n_1,n_2,m)}$ be a uniformly random m-edge subgraph of the complete bipartite graph ${K_{n_1,n_2}}$ with bipartition $(V_1, V_2)$, where $n_i = |V_i|$, $i=1,2$. Given a real number $p \in [0,1]$ such that $d_1 \,{:\!=}\, pn_2$ and $d_2 \,{:\!=}\, pn_1$ are integers, let $\mathbb{R}(n_1,n_2,p)$ be a random subgraph of ${K_{n_1,n_2}}$ with every vertex $v \in V_i$ of degree $d_i$, $i = 1, 2$. In this paper we determine sufficient conditions on $n_1,n_2,p$ and m under which one can embed ${\mathbb{G}(n_1,n_2,m)}$ into $\mathbb{R}(n_1,n_2,p)$ and vice versa with probability tending to 1. In particular, in the balanced case $n_1=n_2$, we show that if $p\gg\log n/n$ and $1 - p \gg \left(\log n/n \right)^{1/4}$, then for some $m\sim pn^2$, asymptotically almost surely one can embed ${\mathbb{G}(n_1,n_2,m)}$ into $\mathbb{R}(n_1,n_2,p)$, while for $p\gg\left(\log^{3} n/n\right)^{1/4}$ and $1-p\gg\log n/n$ the opposite embedding holds. As an extension, we confirm the Kim–Vu Sandwich Conjecture for degrees growing faster than $(n \log n)^{3/4}$.
Sequences of non-decreasing (non-increasing) lower (upper) bounds for the renewal-type equation as well as for the renewal function which are improvements of the famous corresponding bounds of Marshal [(1973). Linear bounds on the renewal function. SIAM Journal on Applied Mathematics 24(2): 245–250] are given. Also, sequences such bounds converging to the ordinary renewal function are obtained for several reliability classes of the lifetime distributions of the inter-arrival times, which are refinements of all of the existing known corresponding bounds. For the first time, a lower bound for the renewal function with DMRL lifetimes is given. Finally, sequences of such improved bounds are given for the ordinary renewal density as well as for the right-tail of the distribution of the forward recurrence time.
In this paper, the classical compound Poisson model under periodic observation is studied. Different from the random observation assumption widely used in the literature, we suppose that the inter-observation time is a constant. In this model, both the finite-time and infinite-time Gerber-Shiu functions are studied via the Laguerre series expansion method. We show that the expansion coefficients can be recursively determined and also analyze the approximation errors in detail. Numerical results for several claim size density functions are given to demonstrate effectiveness of our method, and the effect of some parameters is also studied.
We consider high-frequency observations from a one-dimensional time-homogeneous diffusion process Y. We assume that the diffusion coefficient $\sigma $ is continuously differentiable in y, but with a jump discontinuity at some level y, say $y=0$. We first study sign-constrained kernel estimators of functions of the left and right limits of $\sigma $ at $0$. These functions intricately depend on both limits. We propose a method to extricate these functions by searching for bandwidths where the kernel estimators are stable by iteration. We finally provide an estimator of the discontinuity jump size. We prove its convergence in probability and discuss its rate of convergence. A Monte Carlo study shows the finite sample properties of this estimator.
The rapid development of new infrastructure programmes requires an accelerated deployment of new materials in new environments. Materials 4.0 is crucial to achieve these goals. The application of digital to the field of materials has been at the forefront of research for many years, but there does not exist a unified means to describe a framework for this area creating pockets of development. This is confounded by the broader expectations of a digital twin (DT) as the possible answer to all these problems. The issue being that there is no accepted definition of a component DT, and what information it should contain and how it can be implemented across the product lifecycle exist. Within this position paper, a clear distinction is made between the “manufacturing DT” and the “component DT”; the former being the starting boundary conditions of the latter. In order to achieve this, we also discuss the introduction of a digital thread as a key concept in passing data through manufacturing and into service. The stages of how to define a framework around the development of DTs from a materials perspective is given, which acknowledges the difference between creating new understanding within academia and the application of this knowledge on a per-component basis in industry. A number of challenges are identified to the broad application of a component DT; all lead to uncertainty in properties and locations, resolving these requires judgments to be made in the provision of safety-dependent materials property data.
We derive the asymptotic behavior of the total, active, and inactive branch lengths of the seed bank coalescent when the initial sample size grows to infinity. These random variables have important applications for populations evolving under some seed bank effects, such as plants and bacteria, and for some cases of structured populations like metapopulations. The proof relies on the analysis of the tree at a stopping time corresponding to the first time a deactivated lineage is reactivated. We also give conditional sampling formulas for the random partition, and we study the system at the time of the first reactivation of a lineage. All these results provide a good picture of the different regimes and behaviors of the block-counting process of the seed bank coalescent.
Probabilistic numerical computation formalises the connection between machine learning and applied mathematics. Numerical algorithms approximate intractable quantities from computable ones. They estimate integrals from evaluations of the integrand, or the path of a dynamical system described by differential equations from evaluations of the vector field. In other words, they infer a latent quantity from data. This book shows that it is thus formally possible to think of computational routines as learning machines, and to use the notion of Bayesian inference to build more flexible, efficient, or customised algorithms for computation. The text caters for Masters' and PhD students, as well as postgraduate researchers in artificial intelligence, computer science, statistics, and applied mathematics. Extensive background material is provided along with a wealth of figures, worked examples, and exercises (with solutions) to develop intuition.
Taylor’s power law (or fluctuation scaling) states that on comparable populations, the variance of each sample is approximately proportional to a power of the mean of the population. The law has been shown to hold by empirical observations in a broad class of disciplines including demography, biology, economics, physics, and mathematics. In particular, it has been observed in problems involving population dynamics, market trading, thermodynamics, and number theory. In applications, many authors consider panel data in order to obtain laws of large numbers. Essentially, we aim to consider ergodic behaviors without independence. We restrict our study to stationary time series, and develop different Taylor exponents in this setting. From a theoretical point of view, there has been a growing interest in the study of the behavior of such a phenomenon. Most of these works focused on the so-called static Taylor’s law related to independent samples. In this paper we introduce a dynamic Taylor’s law for dependent samples using self-normalized expressions involving Bernstein blocks. A central limit theorem (CLT) is proved under either weak dependence or strong mixing assumptions for the marginal process. The limit behavior of the estimation involves a series of covariances, unlike the classic framework where the limit behavior involves the marginal variance. We also provide an asymptotic result for a goodness-of-fit procedure suitable for checking whether the corresponding dynamic Taylor’s law holds in empirical studies.
The practically important classes of equal-input and of monotone Markov matrices are revisited, with special focus on embeddability, infinite divisibility, and mutual relations. Several uniqueness results for the classic Markov embedding problem are obtained in the process. To achieve our results, we need to employ various algebraic and geometric tools, including commutativity, permutation invariance, and convexity. Of particular relevance in several demarcation results are Markov matrices that are idempotents.