Diethelm Wuertz | Searcharxiv

arXiv2005

Precise finite-sample quantiles of the Jarque-Bera adjusted Lagrange multiplier test

It is well known that the finite-sample null distribution of the Jarque-Bera Lagrange Multiplier (LM) test for normality and its adjusted version (ALM) introduced by Urzua differ considerably from their asymptotic chi^2(2) limit. Here, we present results from Monte Carlo simulations using 10^7 replications which yield very precise numbers for the LM and ALM statistic over a wide range of critical values and sample sizes. This enables a precise implementation of the Jarque-Bera LM and ALM test for finite samples.

math.ST↗

arXiv1994

Thermodynamics and spin gap of the Heisenberg ladder calculated by the look-ahead Lanczos algorithm

We have developed an improved version of the quantum transfer matrix algorithm. The extreme eigenvalues and eigenvectors of the transfer matrix are calculated by the recently developed look-ahead Lanczos algorithm for non-Hermitian matrices with higher efficiency and accuracy than by the power method. We have applied this method to the Heisenberg ladder. The temperature dependence of the susceptibility, specific heat, correlation length and nuclear spin relaxation rate $1/T_1$ are calculated. Our results support the existence of a spin gap of about $0.5 J$. The preprint is submitted as a uuencoded compressed PostScript file. In case of printing problems the original TeX file (without figures) can be retrieved by anonymous ftp to 'maggia.ethz.ch' filename 'CSSP/preprints/hblad.tex'. Alternatively from June 1, 1994 by WWW: URL "http://www.ips.id.ethz.ch/CSSP/preprints.html"

cond-mat↗