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End date: 2009 × Start date: 2000 × DDC: 530 × WGL Institute: WIAS ×

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    A propagation-separation approach to estimate the autocorrelation in a time-series
    (Göttingen : Copernicus, 2008) Divine, D.V.; Polzehl, J.; Godtliebsen, F.
    The paper presents an approach to estimate parameters of a local stationary AR(1) time series model by maximization of a local likelihood function. The method is based on a propagation-separation procedure that leads to data dependent weights defining the local model. Using free propagation of weights under homogeneity, the method is capable of separating the time series into intervals of approximate local stationarity. Parameters in different regions will be significantly different. Therefore the method also serves as a test for a stationary AR(1) model. The performance of the method is illustrated by applications to both synthetic data and real time-series of reconstructed NAO and ENSO indices and GRIP stable isotopes.
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    Modification of Newton's law of gravity at very large distances
    (Amsterdam : Elsevier, 2002) Kirillov, A.A.; Turaev, D.
    We discuss a Modified Field Theory (MOFT) in which the number of fields can vary. It is shown that when the number of fields is conserved MOFT reduces to the standard field theory but interaction constants undergo an additional renormalization and acquire a dependence on spatial scales. In particular, the renormalization of the gravitational constant leads to the deviation of the law of gravity from the Newton's law in some range of scales rmin < r < rmax, in which the gravitational potential shows essentially logarithmic ∼ ln r (instead of 1/r) behavior. In this range, the renormalized value of the gravitational constant G increases and at scales r > rmax acquires a new constant value G′ ∼ Grmax/rmin. From the dynamical standpoint this looks as if every point source is surrounded with a halo of dark matter. It is also shown that if the maximal scale rmax is absent, the homogeneity of the dark matter in the Universe is consistent with a fractal distribution of baryons in space, in which the luminous matter is located on thin two-dimensional surfaces separated by empty regions of ever growing size.