• Title/Summary/Keyword: Watson

Search Result 235, Processing Time 0.022 seconds

The 1930s in Film and Novel: Miss Pettigrew Lives for a Day

  • Choi, Young Sun
    • Journal of English Language & Literature
    • /
    • v.57 no.3
    • /
    • pp.515-527
    • /
    • 2011
  • Miss Pettigrew Lives for a Day, Winifred Watson's novel of 1938, is a fairytale in novel form. Set in London of 1938, the story revolves around a one-day adventure of an ill-starred but truthful governess who is granted a second chance. This light-hearted comedy of manners was turned into a film by director Bharat Nalluri in 2008. An Anglo-American collaboration, co-scripted by Simon Beaufoy and David McGee, the film converts Watson's quaint novel into an edged heritage piece that encapsulates the 1930s, the problematic decade between the two World Wars. The film, while sustaining the narrative core of Watson's Cinderella story, attempts to place it firmly within a wider current of the novel's setting or London in 1938, tapping into the major concerns of the interwar years that engage with characters in one way or another. Stylistically, the film presents Art Deco as a main visual idiom to convey the prevailing mood of nihilism and decadence of the day. The setting here takes on significance in that it offers a telling counterpoint to the giddy superficial world of the novel. The 1930s was a highly charged decade under the threat of fascism and the Great Depression, fraught with economic and socio-political tensions and apprehensions. The film makes an explicit reference to the dismal context which is suppressed in the original text. The thirties is, therefore, portrayed as a decade of contradiction. It features gay buoyant festivity, rampant consumerism, and shifting morals and attitudes towards love, marriage and sexuality. Yet lurking beneath the surface glamour are the symptoms of crises and the deep-seated anxieties on the eve of World War II. In this way, Watson's novel of manners has been recreated into a defining film on the 1930s with its period feel propped by the atmospheric lighting, the exuberant Jazz score, and the splendid Art Deco costume and production design.

GENERALIZATION OF WHIPPLE'S THEOREM FOR DOUBLE SERIES

  • RATHIE, ARJUN K.;GAUR, VIMAL K.;KIM, YONG SUP;PARK, CHAN BONG
    • Honam Mathematical Journal
    • /
    • v.26 no.1
    • /
    • pp.119-132
    • /
    • 2004
  • In 1965, Bhatt and Pandey have obtained an analogue of the Whipple's theorem for double series by using Watson's theorem on the sum of a $_3F_2$. The aim of this paper is to derive twenty five results for double series closely related to the analogue of the Whipple's theorem for double series obtained by Bhatt and Pandey. The results are derived with the help of twenty five summation formulas closely related to the Watson's theorem on the sum of a $_3F_2$ obtained recently by Lavoie, Grondin, and Rathie.

  • PDF

NOTE ON THE CLASSICAL WATSON'S THEOREM FOR THE SERIES 3F2

  • Choi, Junesang;Agarwal, P.
    • Honam Mathematical Journal
    • /
    • v.35 no.4
    • /
    • pp.701-706
    • /
    • 2013
  • Summation theorems for hypergeometric series $_2F_1$ and generalized hypergeometric series $_pF_q$ play important roles in themselves and their diverse applications. Some summation theorems for $_2F_1$ and $_pF_q$ have been established in several or many ways. Here we give a proof of Watson's classical summation theorem for the series $_3F_2$(1) by following the same lines used by Rakha [7] except for the last step in which we applied an integral formula introduced by Choi et al. [3].

Generalized Durbin-Watson Statistics in the Nonstationary Seasonal Time Series Model

  • Cho, Sin-Sup;Kim, Byung-Soo;Park, Young J.
    • Journal of the Korean Statistical Society
    • /
    • v.26 no.3
    • /
    • pp.365-382
    • /
    • 1997
  • In this paper we study the behaviors of the generalized Durbin-Watson (DW) statistics when the nonstationary seasonal time series regression model is misspecified. It is observed that when the series is seasonally integrated the generalized DW statistic for the seasonal period order autocorrelation converges in probability to zero while teh generalized DW statistic for the first order autocorrelation has nondegenerate asymptotic distribution. When the series is regularly and seasonally integrated the generalized DW for the first order autocorrelation still converges in probability to zero.

  • PDF

Durbin-Watson Type Unit Root Test Statistics

  • Kim, Byung-Soo;Cho, Sin-Sup
    • Journal of the Korean Statistical Society
    • /
    • v.27 no.1
    • /
    • pp.57-66
    • /
    • 1998
  • In the analysis of time series it is an important issue to determine whether a time series under study is stationary. For the test of the stationary of the time series the Dickey-Fuller (DF) type tests have been mainly used. In this paper, we consider the regular unit root tests and seasonal unit root tests based on the generalized Durbin-Watson (DW) statistics when the errors are independent. The limiting distributions of the proposed DW-type test statistics are the functionals of standard Brownian motions. We also obtain the finite distributions and powers of the DW-type test statistics and compare the performances with the DF-type tests. It is observed that the DW-type test statistics have good behaviors against the DF-type test statistics especially in the nonzero (seasonal) mean model.

  • PDF

A Continuously Tunable LC-VCO PLL with Bandwidth Linearization Techniques for PCI Express Gen2 Applications

  • Rhee, Woo-Geun;Ainspan, Herschel;Friedman, Daniel J.;Rasmus, Todd;Garvin, Stacy;Cranford, Clay
    • JSTS:Journal of Semiconductor Technology and Science
    • /
    • v.8 no.3
    • /
    • pp.200-209
    • /
    • 2008
  • This paper describes bandwidth linearization techniques in phase-locked loop (PLL) design for common-clock serial link applications. Utilizing a continuously tunable single-input dual-path LC VCO and a constant-gain phase detector, a proposed architecture is well suited to implementing PLLs that must be compliant with standards that specify minimum and maximum allowable bandwidths such as PCI Express Gen2 or FB-DIMM applications. A prototype 4.75 to 6.1-GHz PLL is implemented in 90-nm CMOS. Measurement results show that the PLL bandwidth and random jitter (RJ) variations are well regulated and that the use of a differentially controlled dual-path VCO is important for deterministic jitter (DJ) performance.

Tunneling Magnetoresistance: Physics and Applications for Magnetic Random Access Memory

  • Park, Stuart in;M. Samant;D. Monsma;L. Thomas;P. Rice;R. Scheuerlein;D. Abraham;S. Brown;J. Bucchigano
    • Proceedings of the Korean Magnestics Society Conference
    • /
    • 2000.09a
    • /
    • pp.5-32
    • /
    • 2000
  • MRAM, High performance MRAM using MTJS demostrated, fully integrated MTJ MRAM with CMOS circuits, write time ~2.3 nsec; read time ~3 nsec, Thermally stable up to ~350 C, Switching field distibution controlled by size & shape. Magnetic Tunnel Junction Properties, Magnetoresistance: ~50% at room temperature, enhanced by thermal treatment, Negative and Positive MR by interface modification, Spin Polarization: >55% at 0.25K, Insensitive ot FM composition, Resistance $\times$ Area product, ranging from ~20 to 10$^{9}$ $\Omega$(${\mu}{\textrm}{m}$)$^{2}$, Spin valve transistor, Tunnel injected spin polarization for "hot" electrons, Decrease of MTJMR at high bias originates from anode.

  • PDF

Stationary Bootstrapping for the Nonparametric AR-ARCH Model

  • Shin, Dong Wan;Hwang, Eunju
    • Communications for Statistical Applications and Methods
    • /
    • v.22 no.5
    • /
    • pp.463-473
    • /
    • 2015
  • We consider a nonparametric AR(1) model with nonparametric ARCH(1) errors. In order to estimate the unknown function of the ARCH part, we apply the stationary bootstrap procedure, which is characterized by geometrically distributed random length of bootstrap blocks and has the advantage of capturing the dependence structure of the original data. The proposed method is composed of four steps: the first step estimates the AR part by a typical kernel smoothing to calculate AR residuals, the second step estimates the ARCH part via the Nadaraya-Watson kernel from the AR residuals to compute ARCH residuals, the third step applies the stationary bootstrap procedure to the ARCH residuals, and the fourth step defines the stationary bootstrapped Nadaraya-Watson estimator for the ARCH function with the stationary bootstrapped residuals. We prove the asymptotic validity of the stationary bootstrap estimator for the unknown ARCH function by showing the same limiting distribution as the Nadaraya-Watson estimator in the second step.

GENERALIZED DOUBLE INTEGRAL INVOLVING KAMPÉ DE FÉRIET FUNCTION

  • Kim, Yong-Sup;Ali, Shoukat;Rathie, Navratna
    • Honam Mathematical Journal
    • /
    • v.33 no.1
    • /
    • pp.43-50
    • /
    • 2011
  • The aim of this paper is to obtain twenty five Eulerian type double integrals in the form of a general double integral involving Kamp$\'{e}$ de F$\'{e}$riet function. The results are derived with the help of the generalized classical Watson's theorem obtained earlier by Lavoie, Grondin and Rathie. A few interesting special cases of our main result are also given.

DNA Hybridization Simulation with Single Base Mismatches for DNA Computing (1-Base non Watson-Crick 결합을 허용하는 DNA Hybridization Simulation)

  • 장하영;신수용;장병탁
    • Proceedings of the Korean Information Science Society Conference
    • /
    • 2003.04c
    • /
    • pp.476-478
    • /
    • 2003
  • 1-Base의 non Watson-Crick 결합과, Dangling end(결합이 이루어진 두 개의 DNA strand 중 한쪽 끝이 다른 쪽 끝보다 짧은 경우)를 허용하는 nearest-neighbor model을 사용하여 DNA/DNA Hybridization 예측 시스템을 구현하였다. DNA 컴퓨팅을 기존의 실리콘 컴퓨터를 이용하여 접근하는 이러한 방법은 좀 더 효율적인 분자 알고리즘의 개발과 DNA 컴퓨팅에 사용될 수 있는 더욱 신뢰성 있는 DNA 시퀀스의 설계에 도움을 줄 수 있을 것이다.

  • PDF