Potencialidad de la modelización state-space y el filtro de Kalman para el anàlisis regional : una aplicación para el índice de actividad industrial

El déficit existente a nuestro país con respecto a la disponibilidad de indicadores cuantitativos con los que llevar a término un análisis coyuntural de la actividad industrial regional ha abierto un debate centrado en el estudio de cuál es la metodología más adecuada para elaborar indicadores de estas características. Dentro de este marco, en este trabajo se presentan las principales conclusiones obtenidas en anteriores estudios (Clar, et. al., 1997a, 1997b y 1998) sobre la idoneidad de extender las metodologías que actualmente se están aplicando a las regiones españolas para elaborar indicadores de la actividad industrial mediante métodos indirectos. Estas conclusiones llevan a plantear una estrategia distinta a las que actualmente se vienen aplicando. En concreto, se propone (siguiendo a Israilevich y Kuttner, 1993) un modelo de variables latentes para estimar el indicador de la producción industrial regional. Este tipo de modelo puede especificarse en términos de un modelo statespace y estimarse mediante el filtro de Kalman. Para validar la metodología propuesta se estiman unos indicadores de acuerdo con ella para tres de las cuatro regiones españolas que disponen d¿un Índice de Producción Industrial (IPI) elaborado mediante el método directo (Andalucía, Asturias y el País Vasco) y se comparan con los IPIs publicados (oficiales). Los resultados obtenidos muestran el buen comportamiento de l¿estrategia propuesta, abriendo así una línea de trabajo con la que subsanar el déficit al que se hacía referencia anteriormente

Potencialidad de la modelización state-space y el filtro de Kalman para el anàlisis regional : una aplicación para el índice de actividad industrial

El déficit existente a nuestro país con respecto a la disponibilidad de indicadores cuantitativos con los que llevar a término un análisis coyuntural de la actividad industrial regional ha abierto un debate centrado en el estudio de cuál es la metodología más adecuada para elaborar indicadores de estas características. Dentro de este marco, en este trabajo se presentan las principales conclusiones obtenidas en anteriores estudios (Clar, et. al., 1997a, 1997b y 1998) sobre la idoneidad de extender las metodologías que actualmente se están aplicando a las regiones españolas para elaborar indicadores de la actividad industrial mediante métodos indirectos. Estas conclusiones llevan a plantear una estrategia distinta a las que actualmente se vienen aplicando. En concreto, se propone (siguiendo a Israilevich y Kuttner, 1993) un modelo de variables latentes para estimar el indicador de la producción industrial regional. Este tipo de modelo puede especificarse en términos de un modelo statespace y estimarse mediante el filtro de Kalman. Para validar la metodología propuesta se estiman unos indicadores de acuerdo con ella para tres de las cuatro regiones españolas que disponen d¿un Índice de Producción Industrial (IPI) elaborado mediante el método directo (Andalucía, Asturias y el País Vasco) y se comparan con los IPIs publicados (oficiales). Los resultados obtenidos muestran el buen comportamiento de l¿estrategia propuesta, abriendo así una línea de trabajo con la que subsanar el déficit al que se hacía referencia anteriormente

Variational analysis of the Gross-Neveu model in an S^1 space

The Gross-Neveu model in an S^1 space is analyzed by means of a variational technique: the Gaussian effective potential. By making the proper connection with previous exact results at finite temperature, we show that this technique is able to describe the phase transition occurring in this model. We also make some remarks about the appropriate treatment of Grassmann variables in variational approaches.

Pairing in a two-component ultracold Fermi gas: Phases with broken-space symmetries

We explore the phase diagram of a two-component ultracold atomic Fermi gas interacting with zero-range forces in the limit of weak coupling. We focus on the dependence of the pairing gap and the free energy on the variations in the number densities of the two species while the total density of the system is held fixed. As the density asymmetry is increased, the system exhibits a transition from a homogenous Bardeen-Cooper-Schrieffer (BCS) phase to phases with spontaneously broken global space symmetries. One such realization is the deformed Fermi surface superfluidity (DFS) which exploits the possibility of deforming the Fermi surfaces of the species into ellipsoidal form at zero total momentum of Cooper pairs. The critical asymmetries at which the transition from DFS to the unpaired state occurs are larger than those for the BCS phase. In this precritical region the DFS phase lowers the pairing energy of the asymmetric BCS state. We compare quantitatively the DFS phase to another realization of superconducting phases with broken translational symmetry: the single-plane-wave Larkin-Ovchinnikov-Fulde-Ferrell phase, which is characterized by a nonvanishing center-of-mass momentum of the Cooper pairs. The possibility of the detection of the DFS phase in the time-of-flight experiments is discussed and quantified for the case of 6Li atoms trapped in two different hyperfine states.

Poincaré is a subgroup of Galilei in one space dimension more

Through an imaginary change of coordinates, the ordinary Poincar algebra is shown to be a subalgebra of the Galilei one in four space dimensions. Through a subsequent contraction the remaining Lie generators are eliminated in a natural way. An application of these results to connect Galilean and relativistic field equations is discussed.

Nonlinear filtering in object and Fourier space in a joint transform optical correlator: comparison and experimental realization

The use of different kinds of nonlinear filtering in a joint transform correlator are studied and compared. The study is divided into two parts, one corresponding to object space and the second to the Fourier domain of the joint power spectrum. In the first part, phase and inverse filters are computed; their inverse Fourier transforms are also computed, thereby becoming the reference in the object space. In the Fourier space, the binarization of the power spectrum is realized and compared with a new procedure for removing the spatial envelope. All cases are simulated and experimentally implemented by a compact joint transform correlator.

Massless minimally coupled fields in de Sitter space: O(4)-symmetric states versus de Sitter invariant vacuum

The issue of de Sitter invariance for a massless minimally coupled scalar field is examined. Formally, it is possible to construct a de Sitterinvariant state for this case provided that the zero mode of the field is quantized properly. Here we take the point of view that this state is physically acceptable, in the sense that physical observables can be computed and have a reasonable interpretation. In particular, we use this vacuum to derive a new result: that the squared difference between the field at two points along a geodesic observers spacetime path grows linearly with the observers proper time for a quantum state that does not break de Sitter invariance. Also, we use the Hadamard formalism to compute the renormalized expectation value of the energy-momentum tensor, both in the O(4)-invariant states introduced by Allen and Follaci, and in the de Sitterinvariant vacuum. We find that the vacuum energy density in the O(4)-invariant case is larger than in the de Sitterinvariant case.

Nucleation rates in flat and curved space

Nucleation rates for tunneling processes in Minkowski and de Sitter space are investigated, taking into account one loop prefactors. In particular, we consider the creation of membranes by an antisymmetric tensor field, analogous to Schwinger pair production. This can be viewed as a model for the decay of a false (or true) vacuum at zero temperature in the thin wall limit. Also considered is the spontaneous nucleation of strings, domain walls, and monopoles during inflation. The instantons for these processes are spherical world sheets or world lines embedded in flat or de Sitter backgrounds. We find the contribution of such instantons to the semiclassical partition function, including the one loop corrections due to small fluctuations around the spherical world sheet. We suggest a prescription for obtaining, from the partition function, the distribution of objects nucleated during inflation. This can be seen as an extension of the usual formula, valid in flat space, according to which the nucleation rate is twice the imaginary part of the free energy. For the case of pair production, the results reproduce those that can be obtained using second quantization methods, confirming the validity of instanton techniques in de Sitter space. Throughout the paper, both the gravitational field and the antisymmetric tensor field are assumed external.