Second-order processes driven by dichotomous noise

We study free second-order processes driven by dichotomous noise. We obtain an exact differential equation for the marginal density p(x,t) of the position. It is also found that both the velocity ¿(t) and the position X(t) are Gaussian random variables for large t.

Realizations of Poincar group induced by second order differential systems. Non interaction theorem

A generalization of the predictive relativistic mechanics is studied where the initial conditions are taken on a general hypersurface of M4. The induced realizations of the Poincar group are obtained. The same procedure is used for the Galileo group. Noninteraction theorems are derived for both groups.

The Gaussian assumption in second-order estimation problems in digital communications

This paper deals with the goodness of the Gaussian assumption when designing second-order blind estimationmethods in the context of digital communications. The low- andhigh-signal-to-noise ratio (SNR) asymptotic performance of the maximum likelihood estimator—derived assuming Gaussiantransmitted symbols—is compared with the performance of the optimal second-order estimator, which exploits the actualdistribution of the discrete constellation. The asymptotic study concludes that the Gaussian assumption leads to the optimalsecond-order solution if the SNR is very low or if the symbols belong to a multilevel constellation such as quadrature-amplitudemodulation (QAM) or amplitude-phase-shift keying (APSK). On the other hand, the Gaussian assumption can yield importantlosses at high SNR if the transmitted symbols are drawn from a constant modulus constellation such as phase-shift keying (PSK)or continuous-phase modulations (CPM). These conclusions are illustrated for the problem of direction-of-arrival (DOA) estimation of multiple digitally-modulated signals.

A comparative analysis by means of quantum molecular similarity measures of density distributions derived from conventional ab initio and density functional methods

A procedure based on quantum molecular similarity measures (QMSM) has been used to compare electron densities obtained from conventional ab initio and density functional methodologies at their respective optimized geometries. This method has been applied to a series of small molecules which have experimentally known properties and molecular bonds of diverse degrees of ionicity and covalency. Results show that in most cases the electron densities obtained from density functional methodologies are of a similar quality than post-Hartree-Fock generalized densities. For molecules where Hartree-Fock methodology yields erroneous results, the density functional methodology is shown to yield usually more accurate densities than those provided by the second order Møller-Plesset perturbation theory

Asymptotic robust inferences in the analysis of mean and covariance structures

Structural equation models are widely used in economic, socialand behavioral studies to analyze linear interrelationships amongvariables, some of which may be unobservable or subject to measurementerror. Alternative estimation methods that exploit different distributionalassumptions are now available. The present paper deals with issues ofasymptotic statistical inferences, such as the evaluation of standarderrors of estimates and chi--square goodness--of--fit statistics,in the general context of mean and covariance structures. The emphasisis on drawing correct statistical inferences regardless of thedistribution of the data and the method of estimation employed. A(distribution--free) consistent estimate of $\Gamma$, the matrix ofasymptotic variances of the vector of sample second--order moments,will be used to compute robust standard errors and a robust chi--squaregoodness--of--fit squares. Simple modifications of the usual estimateof $\Gamma$ will also permit correct inferences in the case of multi--stage complex samples. We will also discuss the conditions under which,regardless of the distribution of the data, one can rely on the usual(non--robust) inferential statistics. Finally, a multivariate regressionmodel with errors--in--variables will be used to illustrate, by meansof simulated data, various theoretical aspects of the paper.

GNSS signal detection based on first-order absolute statistics

Aquest projecte es centra principalment en el detector no coherent d’un GPS. Per tal de caracteritzar el procés de detecció d’un receptor, es necessita conèixer l’estadística implicada. Pel cas dels detectors no coherents convencionals, l’estadística de segon ordre intervé plenament. Les prestacions que ens dóna l’estadística de segon ordre, plasmada en la ROC, són prou bons tot i que en diferents situacions poden no ser els millors. Aquest projecte intenta reproduir el procés de detecció mitjançant l’estadística de primer ordre com a alternativa a la ja coneguda i implementada estadística de segon ordre. Per tal d’aconseguir-ho, s’usen expressions basades en el Teorema Central del Límit i de les sèries Edgeworth com a bones aproximacions. Finalment, tant l’estadística convencional com l’estadística proposada són comparades, en termes de la ROC, per tal de determinar quin detector no coherent ofereix millor prestacions en cada situació.

Calculation of Franck-Condon factors including anharmonicity: simulation of the C2 H4+ X̃2B 3u←C2 H4X̃1 Ag band in the photoelectron spectrum of ethylene

Our new simple method for calculating accurate Franck-Condon factors including nondiagonal (i.e., mode-mode) anharmonic coupling is used to simulate the C2H4+X2B 3u←C2H4X̃1 Ag band in the photoelectron spectrum. An improved vibrational basis set truncation algorithm, which permits very efficient computations, is employed. Because the torsional mode is highly anharmonic it is separated from the other modes and treated exactly. All other modes are treated through the second-order perturbation theory. The perturbation-theory corrections are significant and lead to a good agreement with experiment, although the separability assumption for torsion causes the C2 D4 results to be not as good as those for C2 H4. A variational formulation to overcome this circumstance, and deal with large anharmonicities in general, is suggested

How does basis set superposition error change the potential surfaces for hydrogen-bonded dimers?

We describe a simple method to automate the geometric optimization of molecular orbital calculations of supermolecules on potential surfaces that are corrected for basis set superposition error using the counterpoise (CP) method. This method is applied to the H-bonding complexes HF/HCN, HF/H2O, and HCCH/H2O using the 6-31G(d,p) and D95 + + (d,p) basis sets at both the Hartree-Fock and second-order Møller-Plesset levels. We report the interaction energies, geometries, and vibrational frequencies of these complexes on the CP-optimized surfaces; and compare them with similar values calculated using traditional methods, including the (more traditional) single point CP correction. Upon optimization on the CP-corrected surface, the interaction energies become more negative (before vibrational corrections) and the H-bonding stretching vibrations decrease in all cases. The extent of the effects vary from extremely small to quite large depending on the complex and the calculational method. The relative magnitudes of the vibrational corrections cannot be predicted from the H-bond stretching frequencies alone

Ab initio benchmark study for the oxidative addition of CH4 to Pd: importance of basis-set flexibility and polarization

To obtain a state-of-the-art benchmark potential energy surface (PES) for the archetypal oxidative addition of the methane C-H bond to the palladium atom, we have explored this PES using a hierarchical series of ab initio methods (Hartree-Fock, second-order Møller-Plesset perturbation theory, fourth-order Møller-Plesset perturbation theory with single, double and quadruple excitations, coupled cluster theory with single and double excitations (CCSD), and with triple excitations treated perturbatively [CCSD(T)]) and hybrid density functional theory using the B3LYP functional, in combination with a hierarchical series of ten Gaussian-type basis sets, up to g polarization. Relativistic effects are taken into account either through a relativistic effective core potential for palladium or through a full four-component all-electron approach. Counterpoise corrected relative energies of stationary points are converged to within 0.1-0.2 kcal/mol as a function of the basis-set size. Our best estimate of kinetic and thermodynamic parameters is -8.1 (-8.3) kcal/mol for the formation of the reactant complex, 5.8 (3.1) kcal/mol for the activation energy relative to the separate reactants, and 0.8 (-1.2) kcal/mol for the reaction energy (zero-point vibrational energy-corrected values in parentheses). This agrees well with available experimental data. Our work highlights the importance of sufficient higher angular momentum polarization functions, f and g, for correctly describing metal-d-electron correlation and, thus, for obtaining reliable relative energies. We show that standard basis sets, such as LANL2DZ+ 1f for palladium, are not sufficiently polarized for this purpose and lead to erroneous CCSD(T) results. B3LYP is associated with smaller basis set superposition errors and shows faster convergence with basis-set size but yields relative energies (in particular, a reaction barrier) that are ca. 3.5 kcal/mol higher than the corresponding CCSD(T) values

On the closed-form approximation of short-time random strike options

In this paper we propose a general technique to develop first and second order closed-form approximation formulas for short-time options withrandom strikes. Our method is based on Malliavin calculus techniques andallows us to obtain simple closed-form approximation formulas dependingon the derivative operator. The numerical analysis shows that these formulas are extremely accurate and improve some previous approaches ontwo-assets and three-assets spread options as Kirk's formula or the decomposition mehod presented in Alòs, Eydeland and Laurence (2011).

Anàlisi factorial confirmatòria per a variables categòriques: Aplicació al qüestionari de discapacitat WHODAS-II

Objective: To describe the methodology of Confirmatory Factor Analyis for categorical items and to apply this methodology to evaluate the factor structure and invariance of the WHO-Disability Assessment Schedule (WHODAS-II) questionnaire, developed by the World HealthOrganization.Methods: Data used for the analysis come from the European Study of Mental Disorders(ESEMeD), a cross-sectional interview to a representative sample of the general population of 6 european countries (n=8796). Respondents were administered a modified version of theWHODAS-II, that measures functional disability in the previous 30 days in 6 differentdimensions: Understanding and Communicating; Self-Care, Getting Around, Getting Along withOthers, Life Activities and Participation. The questionnaire includes two types of items: 22severity items (5 points likert) and 8 frequency items (continuous). An Exploratory factoranalysis (EFA) with promax rotation was conducted on a random 50% of the sample. Theremaining half of the sample was used to perform a Confirmatory Factor Analysis (CFA) inorder to compare three different models: (a) the model suggested by the results obtained in theEFA; (b) the theoretical model suggested by the WHO with 6 dimensions; (c) a reduced modelequivalent to model b where 4 of the frequency items are excluded. Moreover, a second orderfactor was also evaluated. Finally, a CFA with covariates was estimated in order to evaluatemeasurement invariance of the items between Mediterranean and non-mediterranean countries.Results: The solution that provided better results in the EFA was that containing 7 factors. Twoof the frequency items presented high factor loadings in the same factor, and one of thempresented factor loadings smaller than 0.3 with all the factors. With regard to the CFA, thereduced model (model c) presented the best goodness of fit results (CFI=0.992,TLI=0.996,RMSEA=0.024). The second order factor structure presented adequate goodness of fit (CFI=0.987,TLI=0.991, RMSEA=0.036). Measurement non-invariance was detected for one of the items of thequestionnaire (FD20 ¿ Embarrassment due to health problems).Conclusions: AFC confirmed the initial hypothesis about the factorial structure of the WHODAS-II in 6factors. The second order factor supports the existence of a global dimension of disability. The use of 4of the frequency items is not recommended in the scoring of the corresponding dimensions.

A reduction of order two for infinite-order Lagrangians

Given a Lagrangian system depending on the position derivatives of any order, and assuming that certain conditions are satisfied, a second-order differential system is obtained such that its solutions also satisfy the Euler equations derived from the original Lagrangian. A generalization of the singular Lagrangian formalism permits a reduction of order keeping the canonical formalism in sight. Finally, the general results obtained in the first part of the paper are applied to Wheeler-Feynman electrodynamics for two charged point particles up to order 1/c4.

Susceptibilitat genètica al càncer gàstric: caracterització de les interaccions de segon ordre entre gens i variants identificades en l’estudi EPIC‐EURGAST

En aquest Treball de Final de Grau s’exposen els resultats de l’anàlisi de les dades genètiques del projecte EurGast2 "Genetic susceptibility, environmental exposure and gastric cancer risk in an European population”, estudi cas‐control niat a la cohort europea EPIC “European Prospective lnvestigation into Cancer and Nutrition”, que té per objectiu l’estudi dels factors genètics i ambientals associats amb el risc de desenvolupar càncer gàstric (CG). A partir de les dades resultants de l’estudi EurGast2, en el què es van analitzar 1.294 SNPs en 365 casos de càncer gàstric i 1.284 controls en l’anàlisi Single SNP previ, la hipòtesi de partida del present Treball de Final de Grau és que algunes variants amb un efecte marginal molt feble, però que conjuntament amb altres variants estarien associades al risc de CG, podrien no haver‐se detectat. Així doncs, l’objectiu principal del projecte és la identificació d’interaccions de segon ordre entre variants genètiques de gens candidats implicades en la carcinogènesi de càncer gàstric. L’anàlisi de les interaccions s’ha dut a terme aplicant el mètode estadístic Model‐based Multifactor Dimensionality Reduction Method (MB‐MDR), desenvolupat per Calle et al. l’any 2008 i s’han aplicat dues metodologies de filtratge per seleccionar les interaccions que s’exploraran: 1) filtratge d’interaccions amb un SNP significatiu en el Single SNP analysis i 2) filtratge d’interaccions segons la mesura Sinèrgia. Els resultats del projecte han identificat 5 interaccions de segon ordre entre SNPs associades significativament amb un major risc de desenvolupar càncer gàstric, amb p‐valor inferior a 10‐4. Les interaccions identificades corresponen a interaccions entre els gens MPO i CDH1, XRCC1 i GAS6, ADH1B i NR5A2 i IL4R i IL1RN (que s’ha validat en les dues metodologies de filtratge). Excepte CDH1, cap altre d’aquests gens s’havia associat significativament amb el CG o prioritzat en les anàlisis prèvies, el que confirma l’interès d’analitzar les interaccions genètiques de segon ordre. Aquestes poden ser un punt de partida per altres anàlisis destinades a confirmar gens putatius i a estudiar a nivell biològic i molecular els mecanismes de carcinogènesi, i orientades a la recerca de noves dianes terapèutiques i mètodes de diagnosi i pronòstic més eficients.

System identification using a linear combination of cumulant slices

In this paper we develop a new linear approach to identify the parameters of a moving average (MA) model from the statistics of the output. First, we show that, under some constraints, the impulse response of the system can be expressed as a linear combination of cumulant slices. Then, thisresult is used to obtain a new well-conditioned linear methodto estimate the MA parameters of a non-Gaussian process. Theproposed method presents several important differences withexisting linear approaches. The linear combination of slices usedto compute the MA parameters can be constructed from dif-ferent sets of cumulants of different orders, providing a generalframework where all the statistics can be combined. Further-more, it is not necessary to use second-order statistics (the autocorrelation slice), and therefore the proposed algorithm stillprovides consistent estimates in the presence of colored Gaussian noise. Another advantage of the method is that while mostlinear methods developed so far give totally erroneous estimates if the order is overestimated, the proposed approach doesnot require a previous estimation of the filter order. The simulation results confirm the good numerical conditioning of thealgorithm and the improvement in performance with respect to existing methods.