Refine
Year of publication
- 2014 (42) (remove)
Document Type
- Preprint (42) (remove)
Language
- English (42) (remove)
Is part of the Bibliography
- yes (42)
Keywords
- singular perturbation (2)
- 2AFC (1)
- Betriebssysteme (1)
- Brownian motion (1)
- Carrera Digital D132 (1)
- Climate change (1)
- Climate variability (1)
- Echtzeit (1)
- Erfahrungsbericht (1)
- Fredholm property (1)
Institute
- Institut für Mathematik (12)
- Institut für Geowissenschaften (8)
- Department Psychologie (6)
- Institut für Physik und Astronomie (5)
- Institut für Chemie (4)
- Institut für Biochemie und Biologie (3)
- Department Linguistik (1)
- Hasso-Plattner-Institut für Digital Engineering gGmbH (1)
- Institut für Informatik und Computational Science (1)
Comment on "Bias correction, quantile mapping, and downscaling: revisiting the inflation issue"
(2014)
In a recent paper, Maraun describes the adverse effects of quantile mapping on downscaling. He argues that when large-scale GCM variables are rescaled directly to small-scale fields or even station data, genuine small-scale covariability is lost and replaced by uniform variability inherited from the larger scales. This leads to a misrepresentation mainly of areal means and long-term trends. This comment acknowledges the former point, although the argument is relatively old, but disagrees with the latter, showing that grid-size long-term trends can be different from local trends. Finally, because it is partly incorrectly addressed, some clarification is added regarding the inflation issue, stressing that neither randomization nor inflation is free of unverified assumptions.
Processes having the same bridges as a given reference Markov process constitute its reciprocal class. In this paper we study the reciprocal class of compound Poisson processes whose jumps belong to a finite set A in R^d. We propose a characterization of the reciprocal class as the unique set of probability measures on which a family of time and space transformations induces the same density, expressed in terms of the reciprocal invariants. The geometry of A plays a crucial role in the design of the transformations, and we use tools from discrete geometry to obtain an optimal characterization. We deduce explicit conditions for two Markov jump processes to belong to the same class. Finally, we provide a natural interpretation of the invariants as short-time asymptotics for the probability that the reference process makes a cycle around its current state.
We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be neither small or continuous, nor Markov. On the initial law we only assume that it admits a finite specific entropy. Our result strongly improves the previous ones obtained for free dynamics with a small perturbative drift. The originality of our method leads in the use of the specific entropy as a tightness tool and on a description of such stochastic differential equation as solution of a variational problem on the path space.
We develop a new approach to the analysis of pseudodifferential operators with small parameter 'epsilon' in (0,1] on a compact smooth manifold X. The standard approach assumes action of operators in Sobolev spaces whose norms depend on 'epsilon'. Instead we consider the cylinder [0,1] x X over X and study pseudodifferential operators on the cylinder which act, by the very nature, on functions depending on 'epsilon' as well. The action in 'epsilon' reduces to multiplication by functions of this variable and does not include any differentiation. As but one result we mention asymptotic of solutions to singular perturbation problems for small values of 'epsilon'.