A spectral-based cusum test of evolutionary change

We develop a test of evolutionary change that incorporates a null hypothesis of homogeneity, which encompasses time invariance in the variance and autocovariance structure of residuals from estimated econometric relationships. The test framework is based on examining whether shifts in spectral decomposition between two frames of data are significant. Rejection of the null hypothesis will point not only to weak nonstationarity but to shifts in the structure of the second-order moments of the limiting distribution of the random process. This would indicate that the second-order properties of any underlying attractor set has changed in a statistically significant way, pointing to the presence of evolutionary change. A demonstration of the test's applicability to a real-world macroeconomic problem is accomplished by applying the test to the Australian Building Society Deposits (ABSD) model.

Ladder operators for integrable one-dimensional lattice models

A generalised ladder operator is used to construct the conserved operators for any one-dimensional lattice model derived from the Yang-Baxter equation. As an example, the low order conserved operators for the XYh model are calculated explicitly.

The Western Alps from the Jurassic to Oligocene: spatio-temporal constraints and evolutionary reconstructions

Despite extensive research in the last 150 years, the regional tectonic reconstruction of the Western Alps has remained controversial. The curved orogenic belt consists of several ribbon-like continental terranes (Sesia/Austroalpine, Internal Crystalline Massifs, Brianconnais), which are separated by two or more ophiolitic sutures (Piemonte, Valais, Antrona?, Lanzo/ Canavese?). High-pressure (HP) metamorphism of each terrane occurred during distinct orogenic episodes: at similar to65 Ma in the Sesia/Austroalpine, at similar to45 Ma in the Piemonte zone and at similar to35 Ma in the Internal Crystalline Massifs. It is suggested that these events reflect individual accretionary episodes, which together with kinematic indicators and the speed and direction of plate motions, provide constraints for the discussed reconstruction model. The model involves a prolonged orogenic history that took place during relative convergence of Europe and Adria (here considered as a promontory of the African plate). The first accretionary event involved the Sesia/Austroalpine terrane. Final closure of the Piemonte Ocean occurred during the Eocene (similar to45 Ma) and involved ultra-high-pressure (UHP) metamorphism of the Piemonte oceanic crust. Incorporation of the Brianconnais terrane in the accretionary wedge occurred thereafter, possibly during or after subduction of the Valais Ocean in the late Eocene (45-35 Ma). This subduction was terminated at ca. 35 Ma, when the Internal Crystalline Massifs (i.e. the assumed internal parts of the Brianconnais terrane) were buried into great depths and underwent HP and UHP metamorphism. (C) 2004 Elsevier B.V. All rights reserved.