Quantifying and modeling financial market fluctuations

Die Entstehung eines Marktpreises für einen Vermögenswert kann als Superposition der einzelnen Aktionen der Marktteilnehmer aufgefasst werden, die damit kumulativ Angebot und Nachfrage erzeugen. Dies ist in der statistischen Physik mit der Entstehung makroskopischer Eigenschaften vergleichbar, die von mikroskopischen Wechselwirkungen zwischen den beteiligten Systemkomponenten hervorgerufen werden. Die Verteilung der Preisänderungen an Finanzmärkten unterscheidet sich deutlich von einer Gaußverteilung. Dies führt zu empirischen Besonderheiten des Preisprozesses, zu denen neben dem Skalierungsverhalten nicht-triviale Korrelationsfunktionen und zeitlich gehäufte Volatilität zählen. In der vorliegenden Arbeit liegt der Fokus auf der Analyse von Finanzmarktzeitreihen und den darin enthaltenen Korrelationen. Es wird ein neues Verfahren zur Quantifizierung von Muster-basierten komplexen Korrelationen einer Zeitreihe entwickelt. Mit dieser Methodik werden signifikante Anzeichen dafür gefunden, dass sich typische Verhaltensmuster von Finanzmarktteilnehmern auf kurzen Zeitskalen manifestieren, dass also die Reaktion auf einen gegebenen Preisverlauf nicht rein zufällig ist, sondern vielmehr ähnliche Preisverläufe auch ähnliche Reaktionen hervorrufen. Ausgehend von der Untersuchung der komplexen Korrelationen in Finanzmarktzeitreihen wird die Frage behandelt, welche Eigenschaften sich beim Wechsel von einem positiven Trend zu einem negativen Trend verändern. Eine empirische Quantifizierung mittels Reskalierung liefert das Resultat, dass unabhängig von der betrachteten Zeitskala neue Preisextrema mit einem Anstieg des Transaktionsvolumens und einer Reduktion der Zeitintervalle zwischen Transaktionen einhergehen. Diese Abhängigkeiten weisen Charakteristika auf, die man auch in anderen komplexen Systemen in der Natur und speziell in physikalischen Systemen vorfindet. Über 9 Größenordnungen in der Zeit sind diese Eigenschaften auch unabhängig vom analysierten Markt - Trends, die nur für Sekunden bestehen, zeigen die gleiche Charakteristik wie Trends auf Zeitskalen von Monaten. Dies eröffnet die Möglichkeit, mehr über Finanzmarktblasen und deren Zusammenbrüche zu lernen, da Trends auf kleinen Zeitskalen viel häufiger auftreten. Zusätzlich wird eine Monte Carlo-basierte Simulation des Finanzmarktes analysiert und erweitert, um die empirischen Eigenschaften zu reproduzieren und Einblicke in deren Ursachen zu erhalten, die zum einen in der Finanzmarktmikrostruktur und andererseits in der Risikoaversion der Handelsteilnehmer zu suchen sind. Für die rechenzeitintensiven Verfahren kann mittels Parallelisierung auf einer Graphikkartenarchitektur eine deutliche Rechenzeitreduktion erreicht werden. Um das weite Spektrum an Einsatzbereichen von Graphikkarten zu aufzuzeigen, wird auch ein Standardmodell der statistischen Physik - das Ising-Modell - auf die Graphikkarte mit signifikanten Laufzeitvorteilen portiert. Teilresultate der Arbeit sind publiziert in [PGPS07, PPS08, Pre11, PVPS09b, PVPS09a, PS09, PS10a, SBF+10, BVP10, Pre10, PS10b, PSS10, SBF+11, PB10].

Correlations and Quantum Dynamics of 1D Fermionic Models: New Results for the Kitaev Chain with Long-Range Pairing

In the first part of the thesis, we propose an exactly-solvable one-dimensional model for fermions with long-range p-wave pairing decaying with distance as a power law. We studied the phase diagram by analyzing the critical lines, the decay of correlation functions and the scaling of the von Neumann entropy with the system size. We found two gapped regimes, where correlation functions decay (i) exponentially at short range and algebraically at long range, (ii) purely algebraically. In the latter the entanglement entropy is found to diverge logarithmically. Most interestingly, along the critical lines, long-range pairing breaks also the conformal symmetry. This can be detected via the dynamics of entanglement following a quench. In the second part of the thesis we studied the evolution in time of the entanglement entropy for the Ising model in a transverse field varying linearly in time with different velocities. We found different regimes: an adiabatic one (small velocities) when the system evolves according the instantaneous ground state; a sudden quench (large velocities) when the system is essentially frozen to its initial state; and an intermediate one, where the entropy starts growing linearly but then displays oscillations (also as a function of the velocity). Finally, we discussed the Kibble-Zurek mechanism for the transition between the paramagnetic and the ordered phase.

Chiral properties of two-flavour QCD at zero and non-zero temperature

Lattice Quantum Chromodynamics (LQCD) is the preferred tool for obtaining non-perturbative results from QCD in the low-energy regime. It has by nowrnentered the era in which high precision calculations for a number of phenomenologically relevant observables at the physical point, with dynamical quark degrees of freedom and controlled systematics, become feasible. Despite these successes there are still quantities where control of systematic effects is insufficient. The subject of this thesis is the exploration of the potential of todays state-of-the-art simulation algorithms for non-perturbativelyrn$\mathcal{O}(a)$-improved Wilson fermions to produce reliable results in thernchiral regime and at the physical point both for zero and non-zero temperature. Important in this context is the control over the chiral extrapolation. Thisrnthesis is concerned with two particular topics, namely the computation of hadronic form factors at zero temperature, and the properties of the phaserntransition in the chiral limit of two-flavour QCD.rnrnThe electromagnetic iso-vector form factor of the pion provides a platform to study systematic effects and the chiral extrapolation for observables connected to the structure of mesons (and baryons). Mesonic form factors are computationally simpler than their baryonic counterparts but share most of the systematic effects. This thesis contains a comprehensive study of the form factor in the regime of low momentum transfer $q^2$, where the form factor is connected to the charge radius of the pion. A particular emphasis is on the region very close to $q^2=0$ which has not been explored so far, neither in experiment nor in LQCD. The results for the form factor close the gap between the smallest spacelike $q^2$-value available so far and $q^2=0$, and reach an unprecedented accuracy at full control over the main systematic effects. This enables the model-independent extraction of the pion charge radius. The results for the form factor and the charge radius are used to test chiral perturbation theory ($\chi$PT) and are thereby extrapolated to the physical point and the continuum. The final result in units of the hadronic radius $r_0$ is rn$$ \left\langle r_\pi^2 \right\rangle^{\rm phys}/r_0^2 = 1.87 \: \left(^{+12}_{-10}\right)\left(^{+\:4}_{-15}\right) \quad \textnormal{or} \quad \left\langle r_\pi^2 \right\rangle^{\rm phys} = 0.473 \: \left(^{+30}_{-26}\right)\left(^{+10}_{-38}\right)(10) \: \textnormal{fm} \;, $$rn which agrees well with the results from other measurements in LQCD and experiment. Note, that this is the first continuum extrapolated result for the charge radius from LQCD which has been extracted from measurements of the form factor in the region of small $q^2$.rnrnThe order of the phase transition in the chiral limit of two-flavour QCD and the associated transition temperature are the last unkown features of the phase diagram at zero chemical potential. The two possible scenarios are a second order transition in the $O(4)$-universality class or a first order transition. Since direct simulations in the chiral limit are not possible the transition can only be investigated by simulating at non-zero quark mass with a subsequent chiral extrapolation, guided by the universal scaling in the vicinity of the critical point. The thesis presents the setup and first results from a study on this topic. The study provides the ideal platform to test the potential and limits of todays simulation algorithms at finite temperature. The results from a first scan at a constant zero-temperature pion mass of about 290~MeV are promising, and it appears that simulations down to physical quark masses are feasible. Of particular relevance for the order of the chiral transition is the strength of the anomalous breaking of the $U_A(1)$ symmetry at the transition point. It can be studied by looking at the degeneracies of the correlation functions in scalar and pseudoscalar channels. For the temperature scan reported in this thesis the breaking is still pronounced in the transition region and the symmetry becomes effectively restored only above $1.16\:T_C$. The thesis also provides an extensive outline of research perspectives and includes a generalisation of the standard multi-histogram method to explicitly $\beta$-dependent fermion actions.

Dichtefunktionaltheorie für eine Flüssigkeit harter Scheiben auf Grafikkarten

Zweidimensionale Flüssigkeiten harter Scheiben sind in der Regel einfach zu simulieren, jedoch überraschend schwer theoretisch zu beschreiben. Trotz ihrer hohen Relevanz bleiben die meisten theoretischen Ansätze qualitativ. Hier wird eine Dichtefunktionaltheorie (DFT) vorgestellt, die erstmalig die Struktur solcher Flüssigkeiten bei hohen Dichten korrekt beschreibt und den Ansatz des Gefrierübergangs abbildet.rnEs wird gezeigt, dass der Ansatz der Fundamentalmaßtheorie zu einem solchen Funktional führt. Dabei werden sowohl Dichteverteilungen um ein Testteilchen als auch Zweiteilchen-Korrelationsfunktionen untersucht.rnGrafikkarten bieten sehr hohe Recheneffizienz und ihr Einsatz in der Wissenschaft nimmt stetig zu. In dieser Arbeit werden die Vor- und Nachteile der Grafikkarte für wissenschaftliche Berechnungen erörtert und es wird gezeigt, dass die Berechnung der DFT auf Grafikkarten effizient ausgeführt werden kann. Es wird ein Programm entwickelt, dass dies umsetzt. Dabei wird gezeigt, dass die Ergebnisse einfacher (bekannter) Funktionale mit denen von CPU-Berechnungen übereinstimmen, so dass durch die Nutzung der Grafikkarte keine systematischen Fehler zu erwarten sind.

USING AUTO- AND CROSS-CORRELATIONS FROM SEISMIC NOISE TO MONITOR VELOCITY CHANGES AT VILLARRICA VOLCANO, CHILE

We used the Green's functions from auto-correlations and cross-correlations of seismic ambient noise to monitor temporal velocity changes in the subsurface at Villarrica volcano in the Southern Andes of Chile. Campaigns were conducted from March to October 2010 and February to April 2011 with 8 broadband and 6 short-period stations, respectively. We prepared the data by removing the instrument response, normalizing with a root-mean-square method, whitening the spectra, and filtering from 1 to 10 Hz. This frequency band was chosen based on the relatively high background noise level in that range. Hour-long auto- and cross-correlations were computed and the Green's functions stacked by day and total time. To track the temporal velocity changes we stretched a 24 hour moving window of correlation functions from 90% to 110% of the original and cross correlated them with the total stack. All of the stations' auto-correlations detected what is interpreted as an increase in velocity in 2010, with an average increase of 0.13%. Cross-correlations from station V01, near the summit, to the other stations show comparable changes that are also interpreted as increases in velocity. We attribute this change to the closing of cracks in the subsurface due either to seasonal snow loading or regional tectonics. In addition to the common increase in velocity across the stations, there are excursions in velocity on the same order lasting several days. Amplitude decreases as the station's distance from the vent increases suggesting these excursions may be attributed to changes within the volcanic edifice. In at least two occurrences the amplitudes at stations V06 and V07, the stations farthest from the vent, are smaller. Similar short temporal excursions were seen in the auto-correlations from 2011, however, there was little to no increase in the overall velocity.

Campylobacter monitoring in German broiler flocks: an explorative time series analysis

Campylobacter, a major zoonotic pathogen, displays seasonality in poultry and in humans. In order to identify temporal patterns in the prevalence of thermophilic Campylobacter spp. in a voluntary monitoring programme in broiler flocks in Germany and in the reported human incidence, time series methods were used. The data originated between May 2004 and June 2007. By the use of seasonal decomposition, autocorrelation and cross-correlation functions, it could be shown that an annual seasonality is present. However, the peak month differs between sample submission, prevalence in broilers and human incidence. Strikingly, the peak in human campylobacterioses preceded the peak in broiler prevalence in Lower Saxony rather than occurring after it. Significant cross-correlations between monthly temperature and prevalence in broilers as well as between human incidence, monthly temperature, rainfall and wind-force were identified. The results highlight the necessity to quantify the transmission of Campylobacter from broiler to humans and to include climatic factors in order to gain further insight into the epidemiology of this zoonotic disease.

Bounds for the probability generating functional of a Gibbs point process

We derive explicit lower and upper bounds for the probability generating functional of a stationary locally stable Gibbs point process, which can be applied to summary statistics such as the F function. For pairwise interaction processes we obtain further estimates for the G and K functions, the intensity, and higher-order correlation functions. The proof of the main result is based on Stein's method for Poisson point process approximation.

Kubo relations and radiative corrections for lepton number washout

The rates for lepton number washout in extensions of the Standard Model containing right-handed neutrinos are key ingredients in scenarios for baryogenesis through leptogenesis. We relate these rates to real-time correlation functions at finite temperature, without making use of any particle approximations. The relations are valid to quadratic order in neutrino Yukawa couplings and to all orders in Standard Model couplings. They take into account all spectator processes, and apply both in the symmetric and in the Higgs phase of the electroweak theory. We use the relations to compute washout rates at next-to-leading order in g, where g denotes a Standard Model gauge or Yukawa coupling, both in the non-relativistic and in the relativistic regime. Even in the non-relativistic regime the parametrically dominant radiative corrections are only suppressed by a single power of g. In the non-relativistic regime radiative corrections increase the washout rate by a few percent at high temperatures, but they are of order unity around the weak scale and in the relativistic regime.

Measurement of long-range pseudorapidity correlations and azimuthal harmonics in √s_NN=5.02 TeV proton-lead collisions with the ATLAS detector

Measurements of two-particle correlation functions and the first five azimuthal harmonics, v 1 to v 5 , are presented, using 28 nb −1 of p+Pb collisions at a nucleon-nucleon center-of-mass energy of √s NN=5.02 TeV measured with the ATLAS detector at the LHC. Significant long-range “ridgelike” correlations are observed for pairs with small relative azimuthal angle (|Δϕ|<π/3 ) and back-to-back pairs (|Δϕ|>2π/3 ) over the transverse momentum range 0.4

correlations is Fourier decomposed to obtain the harmonics v n as a function of p T and event activity. The extracted v n values for n=2 to 5 decrease with n . The v 2 and v 3 values are found to be positive in the measured p T range. The v 1 is also measured as a function of p T and is observed to change sign around p T ≈1.5 –2.0 GeV and then increase to about 0.1 for p T >4 GeV. The v 2 (p T ) , v 3 (p T ) , and v 4 (p T ) are compared to the v n coefficients in Pb+Pb collisions at √s NN=2.76 TeV with similar event multiplicities. Reasonable agreement is observed after accounting for the difference in the average p T of particles produced in the two collision systems.

Probing the moduli dependence of refined topological amplitudes

With the aim of providing a worldsheet description of the refined topological string, we continue the study of a particular class of higher derivative couplings Fg,n in the type II string effective action compactified on a Calabi–Yau threefold. We analyse first order differential equations in the anti-holomorphic moduli of the theory, which relate the Fg,n to other component couplings. From the point of view of the topological theory, these equations describe the contribution of non-physical states to twisted correlation functions and encode an obstruction for interpreting the Fg,n as the free energy of the refined topological string theory. We investigate possibilities of lifting this obstruction by formulating conditions on the moduli dependence under which the differential equations simplify and take the form of generalised holomorphic anomaly equations. We further test this approach against explicit calculations in the dual heterotic theory.

Intensive care noise and mean arterial blood pressure in ELBW neonates

Objective. Loud noises in neonatal intensive care units (NICUs) may impede growth and development for extremely low birthweight (ELBW, < 1000 grams) newborns. The objective of this study was to measure the association between NICU sound levels and ELBW neonates' arterial blood pressure to determine whether these newborns experience noise-induced stress. ^ Methods. Noise and arterial blood pressure recordings were collected for 9 ELBW neonates during the first week of life. Sound levels were measured inside the incubator, and each subject's arterial blood pressures were simultaneously recorded for 15 minutes (at 1 sec intervals). Time series cross-correlation functions were calculated for NICU noise and mean arterial blood pressure (MABP) recordings for each subject. The grand mean noise-MABP cross-correlation was calculated for all subjects and for lower and higher birthweight groups for comparison. ^ Results. The grand mean noise-MABP cross-correlation for all subjects was mostly negative (through 300 sec lag time) and nearly reached significance at the 95% level at 111 sec lag (mean r = -0.062). Lower birthweight newborns (454-709 g) experienced significant decreases in blood pressure with increasing NICU noise after 145 sec lag (peak r = -0.074). Higher birthweight newborns had an immediate negative correlation with NICU sound levels (at 3 sec lag, r = -0.071), but arterial blood pressures increased to a positive correlation with noise levels at 197 sec lag (r = 0.075). ^ Conclusions. ELBW newborns' arterial blood pressure was influenced by NICU noise levels during the first week of life. Lower birthweight newborns may have experienced an orienting reflex to NICU sounds. Higher birthweight newborns experienced an immediate orienting reflex to increasing sound levels, but arterial blood pressure increased approximately 3 minutes after increases in noise levels. Increases in arterial blood pressure following increased NICU sound levels may result from a stress response to noise. ^

Changes in spatial point patterns of pioneer woody plants across a large tropical landslide

We assessed whether the relative importance of positive and negative interactions in early successional communities varied across a large landslide on Casita Volcano (Nicaragua). We tested several hypotheses concerning the signatures of these processes in the spatial patterns of woody pioneer plants, as well as those of mortality and recruitment events, in several zones of the landslide differing in substrate stability and fertility, over a period of two years (2001 and 2002). We identified all woody individuals with a diameter >1 cm and mapped them in 28 plots measuring 10 × 10-m. On these maps, we performed a spatial point pattern analysis using univariate and bivariate pair-correlation functions; g (r) and g12 (r), and pairwise differences of univariate and bivariate functions. Spatial signatures of positive and negative interactions among woody plants were more prevalent in the most and least stressful zones of the landslide, respectively. Natural and human-induced disturbances such as the occurrence of fire, removal of newly colonizing plants through erosion and clearcutting of pioneer trees were also identified as potentially important pattern-creating processes. These results are in agreement with the stress-gradient hypothesis, which states that the relative importance of facilitation and competition varies inversely across gradients of abiotic stress. Our findings also indicate that the assembly of early successional plant communities in large heterogeneous landslides might be driven by a much larger array of processes than previously thought.

Negative density dependence and environmental heterogeneity effects on tree ferns across succession in a tropical montane forest.

Although tree ferns are an important component of temperate and tropical forests, very little is known about their ecology. Their peculiar biology (e.g., dispersal by spores and two-phase life cycle) makes it difficult to extrapolate current knowledge on the ecology of other tree species to tree ferns. In this paper, we studied the effects of negative density dependence (NDD) and environmental heterogeneity on populations of two abundant tree fern species, Cyathea caracasana and Alsophila engelii, and how these effects change across a successional gradient. Species patterns harbor information on processes such as competition that can be easily revealed using point pattern analysis techniques. However, its detection may be difficult due to the confounded effects of habitat heterogeneity. Here, we mapped three forest plots along a successional gradient in the montane forests of Southern Ecuador. We employed homogeneous and inhomogeneous K and pair correlation functions to quantify the change in the spatial pattern of different size classes and a case-control design to study associations between juvenile and adult tree ferns. Using spatial estimates of the biomass of four functional tree types (short- and long-lived pioneer, shade- and partial shade-tolerant) as covariates, we fitted heterogeneous Poisson models to the point pattern of juvenile and adult tree ferns and explored the existence of habitat dependencies on these patterns. Our study revealed NDD effects for C. caracasana and strong environmental filtering underlying the pattern of A. engelii. We found that adult and juvenile populations of both species responded differently to habitat heterogeneity and in most cases this heterogeneity was associated with the spatial distribution of biomass of the four functional tree types. These findings show the effectiveness of factoring out environmental heterogeneity to avoid confounding factors when studying NDD and demonstrate the usefulness of covariate maps derived from mapped communities.

Estructura espacial y dinámica del bosque montano del sur del Ecuador. Interacciones bióticas y limitaciones abióticas

Muchos estudios han descrito la composición y diversidad de los bosques montanos tropicales, pero los patrones espaciales y las diferentes tipos de relaciones de estos, entre especies o entre grupos funcionales ha sido poco documentada. El presente trabajo se realizó en tres parcelas completamente censadas del bosque de la Estación Biológica “Chamusquin” (Zamora Chinchipe, Ecuador), y se plantea como objetivo principal conocer la estructura espacial y dinámica del bosque montano tropical del sur del Ecuador, así como las interacciones bióticas y limitaciones abióticas que influyen en esta dinámica, para ello se planteó cuatro objetivos de estudio que son: conocer los patrones espaciales de los gremios ecológicos dentro de la zona de estudio; conocer la influencia de la dependencia negativa de la densidad sobre dos especies de helechos arborescentes (Cyatheaceae); conocer si existen especies o grupos ecológicos acumuladoras o repulsoras de diversidad en el área de estudio; y conocer cómo influyen la diversidad filogenética y la densidad del vecindario en la incidencia de herbivoría y parasitismo sobre las fases iniciales del establecimiento forestal (brinzales) así como en la supervivencia de los mismos Como paso previo para el análisis del resto de objetivos, dentro de cada parcela se marcaron todos los individuos con DAP ≥5 cm y se tomaron sus coordenadas (X, Y). Además se tomaron datos de variables superficiales y muestras del suelo. Las especies encontradas se clasificaron de acuerdo a sus características biológicas, asignándolas a cada uno de los cuatro gremios forestales usualmente distinguidos en los bosques tropicales: tolerantes a la sombra (TS), tolerantes parciales a la sombra (TPS), pioneras de vida larga (PVL) y pioneras de vida corta (PVC). Para el estudio del primer objetivo tas se emplearon funciones K de Ripley inhomogéneas, ajustando la heterogeneidad en base a la variación espacial de las variables ambientales registradas . Los resultados demostraron que tanto la frecuencia relativa como el patrón espacial de las diferentes estrategias funcionales varían a lo largo de la sucesión y que éste además está influido por la variación ambiental. En adición, tanto el patrón espacial como la respuesta a la variación ambiental de los diferentes gremios es distinta entre adultos y juveniles. Todo ello sugiere que el ensamblaje de la diversidad en los bosque montanos andinos está controlado por procesos deterministas más que por procesos neutrales. Para responder el segundo objetivo se estudiaron los efectos de la dependencia negativa de la densidad (DND) y la heterogeneidad ambiental en las poblaciones de dos especies de helechos arborescentes abundantes, Cyathea caracasana y Alsophila engelii, y cómo estos efectos cambian a través de un gradiente sucesional. Los patrones de especies albergan información sobre procesos tales como la competencia que puede ser revelado fácilmente utilizando técnicas de análisis de patrones punto. Sin embargo, su detección puede ser difícil debido a los efectos de factores de confusión heterogeneidad del hábitat. Aquí, empleamos funciones K y funciones de correlación de par homogéneas y no homogéneas para cuantificar el cambio en el patrón espacial de diferentes clases de tamaño con un diseño de casos-controles para estudiar las asociaciones entre helechos arborescentes jóvenes y adultos. Usando estimaciones espaciales de la biomasa de los cuatro tipos de gremios ecológicos (PVC, PVL, TPS, TS) como covariables, hemos ajustado modelos de Poisson heterogéneos a los patrones de puntos de de los helechos juveniles y los adultos y hemos explorado además la existencia de dependencia del hábitat en estos patrones. Nuestro estudio reveló efectos de la DND para C. caracasana y un fuerte filtrado ambiental que subyace al patrón de A. engelii. Encontramos también que las poblaciones de adultos y juveniles de ambas especies respondieron de manera diferente a la heterogeneidad del hábitat y en la mayoría de los casos esta heterogeneidad se asoció con la distribución espacial de la biomasa de los cuatro tipos de gremios. Estos resultados muestran la eficacia de controlar los efectos de la heterogeneidad ambiental para evitar su confusión con los patrones derivados de interacciones biológicas cuando se estudia la DND y demuestran la utilidad de los mapas de covariables derivados de comunidades biológicas como resumen de la heterogeneidad ambiental. Para nuestro tercer objetivo nos centramos en explorar cómo influyen las especies más abundantes en la organización espacial de la diversidad a lo largo de un gradiente sucesional en el bosque montano del sur del Ecuador. Para ello utilizamos la función ISAR (Individual Species Area Relationship). Encontramos que la frecuencia de especies neutras, repulsoras y acumuladoras de diversidad taxonómica varía dependiendo del grado de sucesión. Además se comprobó que la mayoría de los gremios forestales se comportó de forma neutral, pero la proporción de acumuladores, aumentó al avanzar la sucesión hacia estados más maduros, lo que indica el establecimiento de fuertes procesos competitivos a medida que avanza la sucesión y la mayor importancia del papel de las especies individuales en dichos estados. Finalmente, examinamos el efecto de la vecindad taxonómica y filogenética, así como la estrategia de vida, sobre la incidencia de la herbivoría y el parasitismo en las poblaciones de brinzales de tres fragmentos forestales en una secuencia sucesional del bosque montano húmedo. Evaluamos además los efectos de herbivoría, parasitismo, estrategia de vida y diferentes indicadores de la vecindad sobre la supervivencia de los brinzales. Por último contrastamos la posible existencia de una tendencia compensatoria de la comunidad (CCT) a nivel de fragmento forestal. Nuestros análisis no consiguieron detectar una CCT pero si pusieron de manifiesto la existencia de efectos locales de dependencia negativa de la densidad. Por ejemplo, la presencia de herbivoría y parasitismo sobre los brinzales se relacionó significativamente con una menor supervivencia de estos. Por otro lado, indicadores del efecto de la vecindad como la densidad de brinzales del mismo género y el área basal de árboles vecinos del mismo género incrementaron la prevalencia de la herbivoría o el parasitismo en los brinzales. El incremento de la incidencia de la herbivoría o el parasitismo no está exclusivamente ligado a tener una vecindad taxonómicamente idéntica (vecinos de la misma especie) sino que categorías taxonómicas más laxas como el "género" o simplemente relaciones de semejanza filogenética son capaces de predecir los efectos negativos de la vecindad. Los efectos detectados variaron en los diferentes grupos funcionales distinguidos. Los resultados que hemos obtenido en este trabajo parecen indicar que el funcionamiento de las comunidades de brinzales del bosque montano tropical no difiere mucho del reportado para comunidades de plántulas en otros bosques tropicales y cumple las predicciones de la hipótesis de Janzen y Connell, aunque matizadas por la mayor resistencia de los brinzales al efecto de herbivoría y parasitismo. ABSTRACT Many studies have described the composition and diversity of tropical montane forests, but the different spatial patterns and types of relationships between species or between functional groups has been poorly documented. This work was made in three completely surveyed forest plots at Biological Station "Chamusquin" (Zamora Chinchipe, Ecuador). Our main objective was to know the spatial structure and dynamics of the tropical montane forest in southern Ecuador, as well as the biotic interactions and abiotic constraints affecting this dynamic. More specifically, we aimed to understand the spatial patterns of ecological guilds; to explore the influence of negative density dependence on two species of tree ferns (Cyatheaceae); to determine whether some species or ecological groups structure spatially plant diversity in these forests; and to test the effects of biological neighborhood on the incidence of herbivory and parasitism and on the survival of saplings. We mapped within each plot all trees with DBH ≥5 cm. Besides, surface data variables and soil samples they were taken. The species found were classified according to their biological characteristics in four forest guilds: shade-tolerant (ST), partial shade tolerant (PST), long-lived pioneer (LLP) and short-lived pioneer (SLP). To analyze the spatial patterns of the ecological guilds, we employed the inhomogeneous version of Ripley's K-function and adjusted heterogeneity surfaces based on the spatial variation of the measured environmental variables. The results showed that both the relative frequency of each functional guild as well as their spatial pattern varied throughout succession and that the spatial pattern is explained by environmental variation. In addition, both spatial pattern and the response to spatial variation of each guild varied throughout ontogeny. All in all suggest that diversity assembly in the studied forests is ruled by deterministic instead of neutral processes. We also addressed the negative effects of density dependence (NDD) and environmental heterogeneity in populations of two species of abundant tree ferns, Cyathea caracasana and Alsophila engelii, and how these effects change across a successional gradient.. Here, we used homogeneous and inhomogeneous K and pair-correlation functions to quantify the change in the spatial pattern of different size classes with a case-control design to study associations between young and adult tree ferns. Using spatial estimates of the biomass of the four types of ecological guilds (SLP, LLP, PST, ST) as co-variables, we fitted heterogeneous Poisson models to juvenile and adult tree fern point patterns and explored the existence of habitat dependence. Our study revealed NDD effects for C. caracasana and strong environmental filtering underlying the pattern of A. engelii. We found that adult and juvenile populations of both species responded differently to habitat heterogeneity and in most cases this heterogeneity was associated with the spatial distribution of biomass of the four functional tree types. These findings show the effectiveness of factoring out environmental heterogeneity to avoid confounding factors when studying NDD and demonstrate the usefulness of covariate maps derived from mapped communities. For our third objective we focused on exploring how the most abundant species influence the spatial organization of tree diversity in these forests. For this, we used the individual species-area relationship function (ISAR). We found that the proportion of accumulator, repeller and neutral species, varied depending on the degree of succession. We found also that most guilds behaved neutrally but the proportion of accumulator guilds increased as succession advanced to more mature stages. This point, to the existence of strong competitive effects mediated by individual species in these mature forests. Finally, we examined the effects of life strategies and taxonomic and phylogenetic neighborhood on the incidence of herbivory and parasitism in the communities of saplings in the same forest fragments. We evaluated also the effects of life strategies, herbivory, parasitism and some indicators of neighborhood on sapling survival. Finally we tested for the existences of a compensatory community trend at plot scale. We did not found a CCT but we found proof of local NND effects. For instance, the prevalence of herbivory and parasitism were related to lower sapling survival. On the other hand the density of con-generic saplings and the basal area of neighbor con-generic trees were related to a higher prevalence of herbivory or parasitism in the saplings. We demonstrated that the increase in the prevalence of herbivory or parasitism it s not exclusive of a conspecific neighborhood but instead larger taxonomic categories such as "genus" or simple phylogenetic relationships are also able to predict NND effects. The NND effects varied among functional guilds. Our results show that the dynamic of sapling communities in Ecuadorian montane forests is similar to seedling dynamics in other tropical forest and follows the predictions of Janzen-Connell hypothesis, although softened by the strong resilience of saplings in comparison to seedlings.

Crecimiento forestal en el bosque tropical de montaña: efectos de la diversidad florística y de la manipulación de nutrientes

El bosque tropical de montaña, es considerado zona de mega diversidad y de alto grado de endemismo, por las diferentes zonas ecológicas que presenta. Durante las últimas décadas estos bosques han recibido mayor atención por parte de investigadores, sin embargo, aún existe poca investigación en determinar cuáles son las respuestas de los bosques a los cambios ambientales a los que son sometidos. Estos bosques están sufriendo serias amenazas como pérdida de cobertura vegetal y cambios en los ciclos de nutrientes. El trabajo se dividió en cuatro objetivos específicos. i) Caracterización y análisis de patrones altitudinales de la riqueza de especies en el bosque tropical de montaña en el sur del Ecuador; con el fin de conocer cómo varía la diversidad de especies riqueza lo largo de un gradiente altitudinal. ii) Conocer los patrones espaciales del crecimiento en tres remanentes boscosos de un bosque tropical de montaña para determinar cómo la vecindad y la semejanza funcional de ésta influyen en el crecimiento forestal. iii) Conocer los efectos de la fertilización en el crecimiento diamétrico de especies arbóreas, en el bosque tropical de montaña; se analizó cómo reaccionan los árboles a la adición de nutrientes N y P en tres tipos de bosque. iv) Saber la respuesta de la comunidad de árboles a la adición de nutrientes en el bosque montano andino; este objetivo se basó con el supuesto de la deficiencia de tres tipos de nutrientes N, P y Ca, en esta formación boscosa y cómo reaccionan los árboles a la adición de nutrientes. El presente trabajo se llevó a cabo, en el bosque tropical de montaña que se encuentra localizada en la parte adyacente del Parque Nacional Podocarpus (PNP) en la cordillera del Consuelo, forma parte de la cadena oriental de los Andes del sur del Ecuador El trabajo de desarrollo entre los años 2008 y 2014. Para abordar el primer objetivo se establecieron 54 parcelas ubicadas aleatoriamente a lo largo de un gradiente altitudinal (3 niveles de altitud) y se e midieron e identificaron todos los individuos mayores a 5cm de DAP. Se construyó una filogenia con Phylocom y se calcularon diferentes componentes de diversidad para cada parcela ( riqueza taxonómica, diversidad filogenética y edad media de las especies). Ajustando modelos lineares se contrastó el efecto de la altitud sobre dichos componentes y se vio que la riqueza taxonómica y la edad media de las especies aumentaron con la altitud, en sentido contrario a las predicciones de la "hipótesis del conservadurismo tropical" (Tropical Conservatism Hypothesis). Para abordar el segundo objetivo se realizó una remedición de todos los árboles cartografiados en tres parcelas permanentes de alrededor de 5000 m2 cada una, representativas de tres estados diferentes de la sucesión del bosque montano. A partir de las coordenadas y de los datos de registrados, y empleando diferentes funciones de correlación de marca se analizó la distribución espacial del tamaño y del crecimiento relativo y del tamaño. Se constató que mientras que el tamaño de los árboles presentó una correlación espacial negativa, el crecimiento presentó correlación espacial positiva, en ambos casos a distancias cortas. El rango y la magnitud de ambas correlaciones aumentaron al avanzar la sucesión. La distribución espacial del crecimiento mostró una correlación negativa con la distribución espacial de tamaños. Por otro lado, la distribución espacial del crecimiento mostró una correlación negativa para árboles semejantes funcionalmente y positiva cuando se calculó entre árboles con diferente estrategia funcional. En conjunto, los resultados obtenidos señalan un aumento de la importancia de procesos competitivos y una mayor estructuración espacial del crecimiento y de la distribución de tamaños al avanzar la sucesión. Para el tercer y cuarto objetivo se instalaron 52 parcelas distribuidas en bloques donde se fertilizaron dos veces al año durante 6,4 años, se identificaron todos los individuos mayores a 10 cm de DAP, y se midió el crecimiento diamétrico durante estos años Con la adición de nutrientes realizada a los diferentes tipos de bosque en la gradiente altitudinal, encontramos que el efecto sobre el crecimiento diamétrico en la comunidad varia con el rango altitudinal, y el tipo de nutriente, analizando a nivel de las especies, en la mayoría de los casos las especies comunes no tuvieron cambios significativos a la adición de nutrientes. Los resultados de este estudio aportan nuevas evidencias para el entendimiento de la diversidad, estructura y dinámica de los bosques tropicales de montaña. ABSTRACT The montane tropical forest is considered a megadiverse habitat that harbor an enormous degree of endemism. This is mainly due to the high degree of environmental heterogeneity found and the presence of different well defined ecological areas. These forests have received more attention during the last decades, however, the information regarding the responses of these forests to environmental change, is still scarce. These forests are seriously endangered and are suffering serious threats, such as loss of vegetative cover, changes in the nutrient cycles. The work was divided in four specific objectives: i) Characterization and analysis of the species richness altitudinal patterns in the montane tropical forest of south Ecuador. Specifically, how species diversity changes along altitudinal gradients. ii) Exploring the spatial patterns of tree growth in three remnants of a montane tropical forest, and analyze how tree neighborhood and functional similarity among trees influence tree growth. Tropical Conservatism Hypothesis iii) Understanding the effects of fertilization in arboreal species growth (increase in diameter) of the montane tropical forest. Specifically we studied the effects of P and N addition on three different forests across an altitudinal gradient. iv) Know the response of the community of trees to the addition of nutrients in the Andean montane forest; this objective was based on the supposition of deficiency of three types of nutrients: P, N and Ca in this forest all formation and how the trees react to the addition of these nutrients. The present work was carried out in the montane tropical forest located in Bombuscaro, San Francisco and Cajanuma close to Podocarpus National Park (PNP) on Consuelo mountain range (Andean oriental range) at South of Ecuador. Field work was carried out during 2008 and 2014. To address the first objective, we randomly placed 54 plots along an altitudinal gradient. In these plots, every individual larger than 5 cm of DBH was measured and identified. A phylogeny was build with Phylocom and different diversity components (taxonomic richness, phylogenetic diversity and average species age) were computed for each plot. Linear models were used to test the effects of altitude on the diversity components. Our results showed that, contrary to the Tropical Conservatism Hypothesis, both taxonomic richness and average species age increased with altitude. To address our second objective, all mapped trees in three successional permanent plots (around ~5000 m2 each) were re-measured. Using different mark correlation functions, we analyzed the spatial distribution of tree-size and tree relative growth rate. Whereas tree size showed negative spatial correlation at fine spatial scales, relative growth rate showed positive correlation at the same scales. The range and magnitude of those correlations increased along successional stage. The spatial distribution of the relative growth rate was negatively correlated with the spatial distribution of tree sizes. Additionally, we found that the spatial correlation of the relative growth rate was negative for functionally similar trees and positive when computed for functionally different trees. In synthesis, our results point to an increase of competitive processes and strong spatial structure of relative growth rate and tree size along succession. For the third and fourth objectives, 52 plots were placed in a block design and were fertilized twice a year for 6,4 years. In these plots all the individuals with DBH > 10 cm were identified, and the diametrical growth was measured during these years. The nutrient addition at the three different altitude forests, revealed that the effect on the diametrical growth in the community varied with the altitudinal range. When analyzed at species level, the addition of nutrients was no significant in most cases. These results represent new evidences that will improved our understanding of diversity patterns and structure, and the dynamics of tropical montane forests.