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].

Between the scales: Water from different perspectives

In der vorliegenden Arbeit werden verschiedene Wassermodelle in sogenannten Multiskalen-Computersimulationen mit zwei Auflösungen untersucht, in atomistischer Auflösung und in einer vergröberten Auflösung, die als "coarse-grained" bezeichnet wird. In der atomistischen Auflösung wird ein Wassermolekül, entsprechend seiner chemischen Struktur, durch drei Atome beschrieben, im Gegensatz dazu wird ein Molekül in der coarse-grained Auflösung durch eine Kugel dargestellt.rnrnDie coarse-grained Modelle, die in dieser Arbeit vorgestellt werden, werden mit verschiedenen coarse-graining Methoden entwickelt. Hierbei kommen hauptsächlich die "iterative Boltzmann Inversion" und die "iterative Monte Carlo Inversion" zum Einsatz. Beides sind struktur-basierte Ansätze, die darauf abzielen bestimmte strukturelle Eigenschaften, wie etwa die Paarverteilungsfunktionen, des zugrundeliegenden atomistischen Systems zu reproduzieren. Zur automatisierten Anwendung dieser Methoden wurde das Softwarepaket "Versatile Object-oriented Toolkit for Coarse-Graining Applications" (VOTCA) entwickelt.rnrnEs wird untersucht, in welchem Maße coarse-grained Modelle mehrere Eigenschaftenrndes zugrundeliegenden atomistischen Modells gleichzeitig reproduzieren können, z.B. thermodynamische Eigenschaften wie Druck und Kompressibilität oder strukturelle Eigenschaften, die nicht zur Modellbildung verwendet wurden, z.B. das tetraedrische Packungsverhalten, welches für viele spezielle Eigenschaft von Wasser verantwortlich ist.rnrnMit Hilfe des "Adaptive Resolution Schemes" werden beide Auflösungen in einer Simulation kombiniert. Dabei profitiert man von den Vorteilen beider Modelle:rnVon der detaillierten Darstellung eines räumlich kleinen Bereichs in atomistischer Auflösung und von der rechnerischen Effizienz des coarse-grained Modells, die den Bereich simulierbarer Zeit- und Längenskalen vergrössert.rnrnIn diesen Simulationen kann der Einfluss des Wasserstoffbrückenbindungsnetzwerks auf die Hydration von Fullerenen untersucht werden. Es zeigt sich, dass die Struktur der Wassermoleküle an der Oberfläche hauptsächlich von der Art der Wechselwirkung zwischen dem Fulleren und Wasser und weniger von dem Wasserstoffbrückenbindungsnetzwerk dominiert wird.rn

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.

Scale bridging concepts in molecular simulation : coarse-graining and thermodynamic coupling

In dieser Arbeit wurden Simulation von Flüssigkeiten auf molekularer Ebene durchgeführt, wobei unterschiedliche Multi-Skalen Techniken verwendet wurden. Diese erlauben eine effektive Beschreibung der Flüssigkeit, die weniger Rechenzeit im Computer benötigt und somit Phänomene auf längeren Zeit- und Längenskalen beschreiben kann.rnrnEin wesentlicher Aspekt ist dabei ein vereinfachtes (“coarse-grained”) Modell, welches in einem systematischen Verfahren aus Simulationen des detaillierten Modells gewonnen wird. Dabei werden ausgewählte Eigenschaften des detaillierten Modells (z.B. Paar-Korrelationsfunktion, Druck, etc) reproduziert.rnrnEs wurden Algorithmen untersucht, die eine gleichzeitige Kopplung von detaillierten und vereinfachten Modell erlauben (“Adaptive Resolution Scheme”, AdResS). Dabei wird das detaillierte Modell in einem vordefinierten Teilvolumen der Flüssigkeit (z.B. nahe einer Oberfläche) verwendet, während der Rest mithilfe des vereinfachten Modells beschrieben wird.rnrnHierzu wurde eine Methode (“Thermodynamische Kraft”) entwickelt um die Kopplung auch dann zu ermöglichen, wenn die Modelle in verschiedenen thermodynamischen Zuständen befinden. Zudem wurde ein neuartiger Algorithmus der Kopplung beschrieben (H-AdResS) der die Kopplung mittels einer Hamilton-Funktion beschreibt. In diesem Algorithmus ist eine zur Thermodynamischen Kraft analoge Korrektur mit weniger Rechenaufwand möglich.rnrnAls Anwendung dieser grundlegenden Techniken wurden Pfadintegral Molekulardynamik (MD) Simulationen von Wasser untersucht. Mithilfe dieser Methode ist es möglich, quantenmechanische Effekte der Kerne (Delokalisation, Nullpunktsenergie) in die Simulation einzubeziehen. Hierbei wurde zuerst eine Multi-Skalen Technik (“Force-matching”) verwendet um eine effektive Wechselwirkung aus einer detaillierten Simulation auf Basis der Dichtefunktionaltheorie zu extrahieren. Die Pfadintegral MD Simulation verbessert die Beschreibung der intra-molekularen Struktur im Vergleich mit experimentellen Daten. Das Modell eignet sich auch zur gleichzeitigen Kopplung in einer Simulation, wobei ein Wassermolekül (beschrieben durch 48 Punktteilchen im Pfadintegral-MD Modell) mit einem vereinfachten Modell (ein Punktteilchen) gekoppelt wird. Auf diese Weise konnte eine Wasser-Vakuum Grenzfläche simuliert werden, wobei nur die Oberfläche im Pfadintegral Modell und der Rest im vereinfachten Modell beschrieben wird.

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

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. ^

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.

Protein fluctuations are sensed by stimulated infrared echoes of the vibrations of carbon monoxide and azide probes

The correlation functions of the fluctuations of vibrational frequencies of azide ions and carbon monoxide in proteins are determined directly from stimulated photon echoes generated with femtosecond infrared pulses. The asymmetric stretching vibration of azide bound to carbonic anhydrase II exhibits a pronounced evolution of its vibrational frequency distribution on the time scale of a few picoseconds, which is attributed to modifications of the ligand structure through interactions with the nearby Thr-199. When azide is bound in hemoglobin, a more complex evolution of the protein structure is required to interchange the different ligand configurations, as evidenced by the much slower relaxation of the frequency distribution in this case. The time evolution of the distribution of frequencies of carbon monoxide bound in hemoglobin occurs on the ≈10-ps time scale and is very nonexponential. The correlation functions of the frequency fluctuations determine the evolution of the protein structure local to the probe and the extent to which the probe can navigate those parts of the energy landscape where the structural configurations are able to modify the local potential energy function of the probe.