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.

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.

Convergence of the mass-transport steepest descent scheme for the sub-critical Patlak-Keller-Segel model

Variational steepest descent approximation schemes for the modified Patlak-Keller-Segel equation with a logarithmic interaction kernel in any dimension are considered. We prove the convergence of the suitably interpolated in time implicit Euler scheme, defined in terms of the Euclidean Wasserstein distance, associated to this equation for sub-critical masses. As a consequence, we recover the recent result about the global in time existence of weak-solutions to the modified Patlak-Keller-Segel equation for the logarithmic interaction kernel in any dimension in the sub-critical case. Moreover, we show how this method performs numerically in one dimension. In this particular case, this numerical scheme corresponds to a standard implicit Euler method for the pseudo-inverse of the cumulative distribution function. We demonstrate its capabilities to reproduce easily without the need of mesh-refinement the blow-up of solutions for super-critical masses.

A Thomason model structure on the category of small n-fold categories

We construct a cofibrantly generated Thomason model structure on the category of small n-fold categories and prove that it is Quillen equivalent to the standard model structure on the category of simplicial sets. An n-fold functor is a weak equivalence if and only if the diagonal of its n-fold nerve is a weak equivalence of simplicial sets. We introduce an n-fold Grothendieck construction for multisimplicial sets, and prove that it is a homotopy inverse to the n-fold nerve. As a consequence, the unit and counit of the adjunction between simplicial sets and n-fold categories are natural weak equivalences.

Extended truncated Tweedie-Poisson model

It has been argued that by truncating the sample space of the negative binomial and of the inverse Gaussian-Poisson mixture models at zero, one is allowed to extend the parameter space of the model. Here that is proved to be the case for the more general three parameter Tweedie-Poisson mixture model. It is also proved that the distributions in the extended part of the parameter space are not the zero truncation of mixed poisson distributions and that, other than for the negative binomial, they are not mixtures of zero truncated Poisson distributions either. By extending the parameter space one can improve the fit when the frequency of one is larger and the right tail is heavier than is allowed by the unextended model. Considering the extended model also allows one to use the basic maximum likelihood based inference tools when parameter estimates fall in the extended part of the parameter space, and hence when the m.l.e. does not exist under the unextended model. This extended truncated Tweedie-Poisson model is proved to be useful in the analysis of words and species frequency count data.

A numerical model for the gamma-ray emission of the microquasar LS 5039

The possible association between the microquasar LS 5039 and the EGRET source 3EG J1824-1514 suggests that microquasars could also be sources of high energy gamma-rays. In this paper, we explore, with a detailed numerical model, if this system can produce the emission detected by EGRET (>100 MeV) through inverse Compton (IC) scattering. Our numerical approach considers a population of relativistic electrons entrained in a cylindrical inhomogeneous jet, interacting with both the radiation and the magnetic fields, taking into account the Thomson and Klein-Nishina regimes of interaction. The computed spectrum reproduces the observed spectral characteristics at very high energy.

Anisotropic fluid with SU(2) type structure in general relativity: A model of localized matter

A model of anisotropic fluid with three perfect fluid components in interaction is studied. Each fluid component obeys the stiff matter equation of state and is irrotational. The interaction is chosen to reproduce an integrable system of equations similar to the one associated to self-dual SU(2) gauge fields. An extension of the BelinskyZakharov version of the inverse scattering transform is presented and used to find soliton solutions to the coupled Einstein equations. A particular class of solutions that can be interpreted as lumps of matter propagating in empty space-time is examined.

Gamma-ray emission from microquasars: a numerical model for LSI+61º303

We explore the possible association between the microquasar LSI +61°303 and the EGRET source 2CG 135+01/3EG J0241+6103 by studying, with a detailed numerical model, whether this system can produce the emission and the variability detected by EGRET (>100 MeV) through inverse Compton (IC) scattering. Our numerical approach considers a population of relativistic electrons entrained in a cylindrical inhomogeneous jet, interacting with both the radiation and the magnetic fields, taking into account the Thomson and Klein-Nishina regimes of interaction. Our results reproduce the observed spectral characteristics and variability at γ-rays, thus strengthening the identification of LSI +61°303 as a high-energy γ-ray source.

Synaptic depression and slow oscillatory activity in a biophysical network model of the cerebral cortex

Short-term synaptic depression (STD) is a form of synaptic plasticity that has a large impact on network computations. Experimental results suggest that STD is modulated by cortical activity, decreasing with activity in the network and increasing during silent states. Here, we explored different activity-modulation protocols in a biophysical network model for which the model displayed less STD when the network was active than when it was silent, in agreement with experimental results. Furthermore, we studied how trains of synaptic potentials had lesser decay during periods of activity (UP states) than during silent periods (DOWN states), providing new experimental predictions. We next tackled the inverse question of what is the impact of modifying STD parameters on the emergent activity of the network, a question difficult to answer experimentally. We found that synaptic depression of cortical connections had a critical role to determine the regime of rhythmic cortical activity. While low STD resulted in an emergent rhythmic activity with short UP states and long DOWN states, increasing STD resulted in longer and more frequent UP states interleaved with short silent periods. A still higher synaptic depression set the network into a non-oscillatory firing regime where DOWN states no longer occurred. The speed of propagation of UP states along the network was not found to be modulated by STD during the oscillatory regime; it remained relatively stable over a range of values of STD. Overall, we found that the mutual interactions between synaptic depression and ongoing network activity are critical to determine the mechanisms that modulate cortical emergent patterns.

A broadband leptonic model for gamma-ray emitting microquasars

Observational and theoretical studies point to microquasars (MQs) as possible counterparts of a significant fraction of the unidentified gamma-ray sources detected so far. At present, a proper scenario to explain the emission beyond soft X-rays from these objects is not known, nor what the precise connection is between the radio and the high-energy radiation. We develop a new model where the MQ jet is dynamically dominated by cold protons and radiatively dominated by relativistic leptons. The matter content and power of the jet are both related with the accretion process. The magnetic field is assumed to be close to equipartition, although it is attached to and dominated by the jet matter. For the relativistic particles in the jet, their maximum energy depends on both the acceleration efficiency and the energy losses. The model takes into account the interaction of the relativistic jet particles with the magnetic field and all the photon and matter fields. Such interaction produces significant amounts of radiation from radio to very high energies through synchrotron, relativistic Bremsstrahlung, and inverse Compton (IC) processes. Variability of the emission produced by changes in the accretion process (e.g. via orbital eccentricity) is also expected. The effects of the gamma-ray absorption by the external photon fields on the gamma-ray spectrum have been taken into account, revealing clear spectral features that might be observed. This model is consistent to the accretion scenario, energy conservation laws, and current observational knowledge, and can provide deeper physical information of the source when tested against multiwavelength data.