Convex combinations of long memory estimates from different sampling rates

Convex combinations of long memory estimates using the same data observed at different sampling rates can decrease the standard deviation of the estimates, at the cost of inducing a slight bias. The convex combination of such estimates requires a preliminary correction for the bias observed at lower sampling rates, reported by Souza and Smith (2002). Through Monte Carlo simulations, we investigate the bias and the standard deviation of the combined estimates, as well as the root mean squared error (RMSE), which takes both into account. While comparing the results of standard methods and their combined versions, the latter achieve lower RMSE, for the two semi-parametric estimators under study (by about 30% on average for ARFIMA(0,d,0) series).

Integral representation with convex capacities that are squeeze of (additive) probability measures

In this paper I will investigate the conditions under which a convex capacity (or a non-additive probability which exhibts uncertainty aversion) can be represented as a squeeze of a(n) (additive) probability measure associate to an uncertainty aversion function. Then I will present two alternatives forrnulations of the Choquet integral (and I will extend these forrnulations to the Choquet expected utility) in a parametric approach that will enable me to do comparative static exercises over the uncertainty aversion function in an easy way.

Convergence analysis of sampling-based decomposition methods for risk-averse multistage stochastic convex programs

We consider a class of sampling-based decomposition methods to solve risk-averse multistage stochastic convex programs. We prove a formula for the computation of the cuts necessary to build the outer linearizations of the recourse functions. This formula can be used to obtain an efficient implementation of Stochastic Dual Dynamic Programming applied to convex nonlinear problems. We prove the almost sure convergence of these decomposition methods when the relatively complete recourse assumption holds. We also prove the almost sure convergence of these algorithms when applied to risk-averse multistage stochastic linear programs that do not satisfy the relatively complete recourse assumption. The analysis is first done assuming the underlying stochastic process is interstage independent and discrete, with a finite set of possible realizations at each stage. We then indicate two ways of extending the methods and convergence analysis to the case when the process is interstage dependent.

Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures

We consider risk-averse convex stochastic programs expressed in terms of extended polyhedral risk measures. We derive computable con dence intervals on the optimal value of such stochastic programs using the Robust Stochastic Approximation and the Stochastic Mirror Descent (SMD) algorithms. When the objective functions are uniformly convex, we also propose a multistep extension of the Stochastic Mirror Descent algorithm and obtain con dence intervals on both the optimal values and optimal solutions. Numerical simulations show that our con dence intervals are much less conservative and are quicker to compute than previously obtained con dence intervals for SMD and that the multistep Stochastic Mirror Descent algorithm can obtain a good approximate solution much quicker than its nonmultistep counterpart. Our con dence intervals are also more reliable than asymptotic con dence intervals when the sample size is not much larger than the problem size.

Efficacy of linear and convex transducers for ultrasound-guided transvaginal follicle aspiration

A new device was developed to hold linear transducers for transvaginal follicle aspiration. Efficacy of follicle aspiration was compared using a linear 6 MHz and a convex 5 MHz transducer. Fifty-five cows were submitted to follicle aspiration at random days of the estrous cycle. Aspirations were conducted with linear (n = 28) and convex (n = 38) transducers with 18 G needles at a negative pressure corresponding to 13 ml H2O/min. A greater number of follicles were aspirated using convex than to linear probe (12.4 versus 7.8, respectively, P < 0.05). Mean number of oocytes and recovery rates were similar for convex (5.4 and 48.6%) and linear (4.6 and 59.3%) transducers. Limited space between the linear transducer and needle guide restricted access to some portions of the ovary, reducing the number of follicles aspirated using a linear transducer. The newly developed adaptor allowed greater stability, holding the ovaries firmly against the linear transducer. This diminished mobility permitted a similar number of oocytes to be recovered with both transducers. In conclusion, this new adaptor provided a low cost alternative for routine follicle aspiration and oocyte recovery in cattle. (C) 2002 Elsevier B.V. All rights reserved.

Projections Onto Convex Sets through Particle Swarm Optimization and its application for remote sensing image restoration

Image restoration attempts to enhance images corrupted by noise and blurring effects. Iterative approaches can better control the restoration algorithm in order to find a compromise of restoring high details in smoothed regions without increasing the noise. Techniques based on Projections Onto Convex Sets (POCS) have been extensively used in the context of image restoration by projecting the solution onto hyperspaces until some convergence criteria be reached. It is expected that an enhanced image can be obtained at the final of an unknown number of projections. The number of convex sets and its combinations allow designing several image restoration algorithms based on POCS. Here, we address two convex sets: Row-Action Projections (RAP) and Limited Amplitude (LA). Although RAP and LA have already been used in image restoration domain, the former has a relaxation parameter (A) that strongly depends on the characteristics of the image that will be restored, i.e., wrong values of A can lead to poorly restoration results. In this paper, we proposed a hybrid Particle Swarm Optimization (PS0)-POCS image restoration algorithm, in which the A value is obtained by PSO to be further used to restore images by POCS approach. Results showed that the proposed PSO-based restoration algorithm outperformed the widely used Wiener and Richardson-Lucy image restoration algorithms. (C) 2010 Elsevier B.V. All rights reserved.

On the entropy operator for the general SU(1,1) TFD formulation

In this Letter, an entropy operator for the general unitary SU(1, 1) TFD formulation is proposed and used to lead a bosonic system from zero to finite temperature. Namely, considering the closed bosonic string as the target system, the entropy operator is used to construct the thermal vacuum. The behaviour of such a state under the breve conjugation rules is analyzed and it was shown that the breve conjugation does not affect the thermal effects. From this thermal vacuum the thermal energy, the entropy and the free energy of the closed bosonic string are calculated and the appropriated thermal distribution for the system is found after the free energy minimization. (C) 2004 Elsevier B.V. All rights reserved.

Massive superstring vertex operator in D=10 superspace

Using the pure spinor formalism for the superstring, the vertex operator for the first massive states of the open superstring is constructed in a manifestly super-Poincare covariant manner. This vertex operator describes a massive spin-two multiplet in terms of ten-dimensional superfields.

Entanglement and entropy operator for strings in pp-wave time dependent background

In this Letter new aspects of string theory propagating in a pp-wave time dependent background with a null singularity are explored. It is shown the appearance of a 2d entanglement entropy dynamically generated by the background. For asymptotically flat observers, the vacuum close to the singularity is unitarily inequivalent to the vacuum at tau = -infinity and it is shown that the 2d entanglement entropy diverges close to this point. As a consequence. The positive time region is inaccessible for observers in tau = -infinity. For a stationary measure, the vacuum at finite time is seen by those observers as a thermal state and the information loss is encoded as a heat bath of string states. (c) 2006 Elsevier B.V. All rights reserved.

Tunneling time through a barrier using the local value of a time operator

A time for a quantum particle to traverse a barrier is obtained for stationary states by setting the local value of a time operator equal to a constant. This time operator, called the tempus operator because it is distinct from the time of evolution, is defined as the operator canonically conjugate to the energy operator. The local value of the tempus operator gives a complex time for a particle to traverse a barrier. The method is applied to a particle with a semiclassical wave function, which gives, in the classical limit, the correct classical traversal time. It is also applied to a quantum particle tunneling through a rectangular barrier. The resulting complex tunneling time is compared with complex tunneling times from other methods.

On the N=2 superstring BRST operator

We show that the BRST charge for the N = 2 superstring system can be written as Q = e(-R)(phi dz/2 pi ib gamma(+)gamma(-))e(R), when b and gamma(+/-) are super-reparametrizations ghosts. This provides a trivial proof of the nilpotence of this operator. (C) 2000 Published by Elsevier B.V. B.V. All rights reserved.

Operator ordering in quantum radiative processes

In this work we reexamine quantum electrodynamics of atomic electrons in the Coulomb gauge in the dipole approximation and calculate the shift of atomic energy levels in the context of Dalibard, Dupont-Roc and Cohen-Tannoudji formalism by considering the variation rates of physical observable. We then analyze the physical interpretation of the ordering of operators in the dipole approximation interaction Hamiltonian in terms of field fluctuations and self-reaction of atomic electrons, discussing the arbitrariness in the statistical functions in second-order bound-state perturbation theory. (C) 2002 Elsevier B.V. B.V. All rights reserved.

Discrete approximations for strict convex continuous time problems and duality

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

PHENOMENOLOGICAL APPLICATION OF THE PROJECTION-OPERATOR METHOD AND ITS CONNECTION WITH CRITICAL-DYNAMICS

We consider the dynamics of a system of interacting spins described by the Ginzburg-Landau Hamiltonian. The method used is Zwanzig's version of the projection-operator method, in contrast to previous derivations in which we used Mori's version of this method. It is proved that both methods produce the same answer for the Green's function. We also make contact between the projection-operator method and critical dynamics.