The mean-variance model from the inverse of the variance-covariance matrix

En este artículo, a partir de la inversa de la matriz de varianzas y covarianzas se obtiene el modelo Esperanza-Varianza de Markowitz siguiendo un camino más corto y matemáticamente riguroso. También se obtiene la ecuación de equilibrio del CAPM de Sharpe.

Aggregate monotonic stable single-valued solutions for cooperative games

[cat] En aquest treball caracteritzem les solucions puntuals de jocs cooperatius d'utilitat transferible que compleixen selecció del core i monotonia agregada. També mostrem que aquestes dues propietats són compatibles amb la individualitat racional, la propietat del jugador fals i la propietat de simetria. Finalment, caracteritzem les solucions puntuals que compleixen les cinc propietats a l'hora.

Velocity fluctuations of fracturelike disruptions of associating polymer solutions

Velocity has been measured as a function of time for propagating crack tips as water is injected into solutions of end-capped associating polymers in a rectanguar Hele-Shaw cell. Measurements were performed for flows with different values of cell gap, channel width, polymer molecular weight, and polymer concentration. The condition for the onset of fracturelike behavior is well described by a Deborah number which uses the shear-thinning shear rate of the polymer solution as a characteristic frequency for network relaxation. At low molecular weight, the onset of fracturelike pattern evolution is accompanied by an abrupt jump in tip velocity, followed by a lower and approximately constant acceleration. At high molecular weight, the transition to fracturelike behavior involves passing through a regime that may be understood in terms of stick-slip dynamics. The crack-tip wanders from side to side and fluctuates (in both speed and velocity along the channel) with a characteristic frequency which depends linearly on the invading fluid injection rate.

Velocity-jump instabilities in Hele-Shaw flow of associating polymer solutions

We study fracturelike flow instabilities that arise when water is injected into a Hele-Shaw cell filled with aqueous solutions of associating polymers. We explore various polymer architectures, molecular weights, and solution concentrations. Simultaneous measurements of the finger tip velocity and of the pressure at the injection point allow us to describe the dynamics of the finger in terms of the finger mobility, which relates the velocity to the pressure gradient. The flow discontinuities, characterized by jumps in the finger tip velocity, which are observed in experiments with some of the polymer solutions, can be modeled by using a nonmonotonic dependence between a characteristic shear stress and the shear rate at the tip of the finger. A simple model, which is based on a viscosity function containing both a Newtonian and a non-Newtonian component, and which predicts nonmonotonic regions when the non-Newtonian component of the viscosity dominates, is shown to agree with the experimental data.

Chiroptical measurement of chiral aggregates at liquid-liquid interface in centrifugal liquid membrane cell by Mueller matrix and conventional circular dichroism methods

The centrifugal liquid membrane (CLM) cell has been utilized for chiroptical studies of liquid-liquid interfaces with a conventional circular dichroism (CD) spectropolarimeter. These studies required the characterization of optical properties of the rotating cylindrical CLM glass cell, which was used under the high speed rotation. In the present study, we have measured the circular and linear dichroism (CD and LD) spectra and the circular and linear birefringence (CB and LB) spectra of the CLM cell itself as well as those of porphyrine aggregates formed at the liquid-liquid interface in the CLM cell, applying Mueller matrix measurement method. From the results, it was confirmed that the CLM-CD spectra of the interfacial porphyrin aggregates observed by a conventional CD spectropolarimeter should be correct irrespective of LD and LB signals in the CLM cell.

Building a Social Accounting Matrix within the ESA95 Framework: Obtaining a Dataset for Applied General Equilibrium Modelling

This research provides a description of the process followed in order to assemble a "Social Accounting Matrix" for Spain corresponding to the year 2000 (SAMSP00). As argued in the paper, this process attempts to reconcile ESA95 conventions with requirements of applied general equilibrium modelling. Particularly, problems related to the level of aggregation of net taxation data, and to the valuation system used for expressing the monetary value of input-output transactions have deserved special attention. Since the adoption of ESA95 conventions, input-output transactions have been preferably valued at basic prices, which impose additional difficulties on modellers interested in computing applied general equilibrium models. This paper addresses these difficulties by developing a procedure that allows SAM-builders to change the valuation system of input-output transactions conveniently. In addition, this procedure produces new data related to net taxation information.

Chemical etching without acids: from early etching solutions to today's corrosive salts

Conferència impartida a l'Accademia di Belle Arti di Bologna en motiu de de les jornades "Atossico incisione e la sua introduzione in istruzione superiore", del 25 al 27 de gener del 2011 a Bologna

Shear thinning and thixotropy of HMHEC and HEC water solutions

Steady state viscosity and thixotropy of hydrophobically modified hydroxyethyl cellulose HMHEC and nonassociative cellulose water solutions are studied. Although all the samples are shear thinning, only the HMHEC is thixotropic, since the migration of hydrophobes to micelles is controlled by diffusion. The Cross model fits steady state curves. The Mewis model, a phenomenological model that proposes that the rate of change of viscosity when the shear rate is suddenly changed is related to the difference between the steady state and current values of viscosity raised to an exponent, fits structure construction experiments when the exponent, n, is estimated to be around 2. The Newtonian assumption used by Mewis cannot be used here, however. This seems to be related to the fact that the thickening is due to bridged micelle formation, which is a slow process, and also to topological constraints and entanglements, which are rapid processes. The kinetic parameter was redefined to kn in order to make it independent of initial conditions. So, kn depends only on how the shear affects the structure. kn reaches a plateau at shear rates too low to produce structure destruction and decreases at higher shear rates.

3D solutions in transmission electron (Cryo) -microscopy in biology

One of the main problems in transmission electron microscopy in thebiological field is the tri-dimensionality. This article explains the technicalprocedures and requirements to prepare biological specimens preserving themclosest to their native state to perform 3D reconstruction of the macromolecularcomplexes and cellular structures in their natural environment.

Silicon quantum dots embedded in a SiO2 matrix: From structural study to carrier transport properties

We study the details of electronic transport related to the atomistic structure of silicon quantum dots embedded in a silicon dioxide matrix using ab initio calculations of the density of states. Several structural and composition features of quantum dots (QDs), such as diameter and amorphization level, are studied and correlated with transport under transfer Hamiltonian formalism. The current is strongly dependent on the QD density of states and on the conduction gap, both dependent on the dot diameter. In particular, as size increases, the available states inside the QD increase, while the QD band gap decreases due to relaxation of quantum confinement. Both effects contribute to increasing the current with the dot size. Besides, valence band offset between the band edges of the QD and the silica, and conduction band offset in a minor grade, increases with the QD diameter up to the theoretical value corresponding to planar heterostructures, thus decreasing the tunneling transmission probability and hence the total current. We discuss the influence of these parameters on electron and hole transport, evidencing a correlation between the electron (hole) barrier value and the electron (hole) current, and obtaining a general enhancement of the electron (hole) transport for larger (smaller) QD. Finally, we show that crystalline and amorphous structures exhibit enhanced probability of hole and electron current, respectively.

On periodic solutions of 2-periodic Lyness difference equations

We study the existence of periodic solutions of the non--autonomous periodic Lyness' recurrence u_{n+2}=(a_n+u_{n+1})/u_n, where {a_n} is a cycle with positive values a,b and with positive initial conditions. It is known that for a=b=1 all the sequences generated by this recurrence are 5-periodic. We prove that for each pair (a,b) different from (1,1) there are infinitely many initial conditions giving rise to periodic sequences, and that the family of recurrences have almost all the even periods. If a is not equal to b, then any odd period, except 1, appears.

The use of the SeDeM diagram expert system for the formulation of Captopril SR matrix tablets by direct compression

The SeDeM Diagram Expert System has been used to study excipients, Captopril and designed formulations for their galenic characterization and to ascertain the critical points of the formula affecting product quality to obtain suitable formulations of Captopril Direct Compression SR Matrix Tablets. The application of the Sedem Diagram Expert System enables selecting excipients with in order to optimize the formula in the preformulation and formulation studies. The methodology is based on the implementation of ICH Q8, establishing the design space of the formula with the use of experiment design, using the parameters of the SeDeM Diagram Expert System as system responses.

Robust power allocation algorithms for MIMO OFDM systems with imperfect CSI

This paper presents a Bayesian approach to the design of transmit prefiltering matrices in closed-loop schemes robust to channel estimation errors. The algorithms are derived for a multiple-input multiple-output (MIMO) orthogonal frequency division multiplexing (OFDM) system. Two different optimizationcriteria are analyzed: the minimization of the mean square error and the minimization of the bit error rate. In both cases, the transmitter design is based on the singular value decomposition (SVD) of the conditional mean of the channel response, given the channel estimate. The performance of the proposed algorithms is analyzed,and their relationship with existing algorithms is indicated. As withother previously proposed solutions, the minimum bit error rate algorithmconverges to the open-loop transmission scheme for very poor CSI estimates.

Practical algorithms for a family of waterfilling solutions

Many engineering problems that can be formulatedas constrained optimization problems result in solutionsgiven by a waterfilling structure; the classical example is thecapacity-achieving solution for a frequency-selective channel.For simple waterfilling solutions with a single waterlevel and asingle constraint (typically, a power constraint), some algorithmshave been proposed in the literature to compute the solutionsnumerically. However, some other optimization problems result insignificantly more complicated waterfilling solutions that includemultiple waterlevels and multiple constraints. For such cases, itmay still be possible to obtain practical algorithms to evaluate thesolutions numerically but only after a painstaking inspection ofthe specific waterfilling structure. In addition, a unified view ofthe different types of waterfilling solutions and the correspondingpractical algorithms is missing.The purpose of this paper is twofold. On the one hand, itoverviews the waterfilling results existing in the literature from aunified viewpoint. On the other hand, it bridges the gap betweena wide family of waterfilling solutions and their efficient implementationin practice; to be more precise, it provides a practicalalgorithm to evaluate numerically a general waterfilling solution,which includes the currently existing waterfilling solutions andothers that may possibly appear in future problems.

Average performance analysis of circular and hyperbolic geolocation

A comparative performance analysis of four geolocation methods in terms of their theoretical root mean square positioning errors is provided. Comparison is established in two different ways: strict and average. In the strict type, methods are examined for a particular geometric configuration of base stations(BSs) with respect to mobile position, which determines a givennoise profile affecting the respective time-of-arrival (TOA) or timedifference-of-arrival (TDOA) estimates. In the average type, methodsare evaluated in terms of the expected covariance matrix ofthe position error over an ensemble of random geometries, so thatcomparison is geometry independent. Exact semianalytical equationsand associated lower bounds (depending solely on the noiseprofile) are obtained for the average covariance matrix of the positionerror in terms of the so-called information matrix specific toeach geolocation method. Statistical channel models inferred fromfield trials are used to define realistic prior probabilities for therandom geometries. A final evaluation provides extensive resultsrelating the expected position error to channel model parametersand the number of base stations.