Purity and entanglement of two-photon polarization states generated by spontaneous parametric down-conversion

We elucidate the dependence of purity and entanglement of two-photon states generated by spontaneous parametric down-conversion on the parameters of the source, such as crystal length, pump beam divergence, frequency bandwidth, and detectors angular aperture. The effect of crystal anisotropy is taken into account. Numerical simulations are presented for two types of commonly used source configurations. (C) 2009 Elsevier B.V. All rights reserved.

A non-parametric vessel detection method for complex vascular structures

Modern medical imaging techniques enable the acquisition of in vivo high resolution images of the vascular system. Most common methods for the detection of vessels in these images, such as multiscale Hessian-based operators and matched filters, rely on the assumption that at each voxel there is a single cylinder. Such an assumption is clearly violated at the multitude of branching points that are easily observed in all, but the Most focused vascular image studies. In this paper, we propose a novel method for detecting vessels in medical images that relaxes this single cylinder assumption. We directly exploit local neighborhood intensities and extract characteristics of the local intensity profile (in a spherical polar coordinate system) which we term as the polar neighborhood intensity profile. We present a new method to capture the common properties shared by polar neighborhood intensity profiles for all the types of vascular points belonging to the vascular system. The new method enables us to detect vessels even near complex extreme points, including branching points. Our method demonstrates improved performance over standard methods on both 2D synthetic images and 3D animal and clinical vascular images, particularly close to vessel branching regions. (C) 2008 Elsevier B.V. All rights reserved.

Genericity of Nondegenerate Critical Points and Morse Geodesic Functionals

We consider a family of variational problems on a Hilbert manifold parameterized by an open subset of a Banach manifold, and we discuss the genericity of the nondegeneracy condition for the critical points. Using classical techniques, we prove an abstract genericity result that employs the infinite dimensional Sard-Smale theorem, along the lines of an analogous result of B. White [29]. Applications are given by proving the genericity of metrics without degenerate geodesics between fixed endpoints in general (non compact) semi-Riemannian manifolds, in orthogonally split semi-Riemannian manifolds and in globally hyperbolic Lorentzian manifolds. We discuss the genericity property also in stationary Lorentzian manifolds.

GENERICITY OF NONDEGENERATE GEODESICS WITH GENERAL BOUNDARY CONDITIONS

Let M be a possibly noncompact manifold. We prove, generically in the C(k)-topology (2 <= k <= infinity), that semi-Riemannian metrics of a given index on M do not possess any degenerate geodesics satisfying suitable boundary conditions. This extends a result of L. Biliotti, M. A. Javaloyes and P. Piccione [6] for geodesics with fixed endpoints to the case where endpoints lie on a compact submanifold P subset of M x M that satisfies an admissibility condition. Such condition holds, for example, when P is transversal to the diagonal Delta subset of M x M. Further aspects of these boundary conditions are discussed and general conditions under which metrics without degenerate geodesics are C(k)-generic are given.

The role of no-arbitrage on forecasting: lessons from a parametric term structure model

Parametric term structure models have been successfully applied to innumerous problems in fixed income markets, including pricing, hedging, managing risk, as well as studying monetary policy implications. On their turn, dynamic term structure models, equipped with stronger economic structure, have been mainly adopted to price derivatives and explain empirical stylized facts. In this paper, we combine flavors of those two classes of models to test if no-arbitrage affects forecasting. We construct cross section (allowing arbitrages) and arbitrage-free versions of a parametric polynomial model to analyze how well they predict out-of-sample interest rates. Based on U.S. Treasury yield data, we find that no-arbitrage restrictions significantly improve forecasts. Arbitrage-free versions achieve overall smaller biases and Root Mean Square Errors for most maturities and forecasting horizons. Furthermore, a decomposition of forecasts into forward-rates and holding return premia indicates that the superior performance of no-arbitrage versions is due to a better identification of bond risk premium.

A (semi-)parametric functional coefficient autoregressive conditional duration model

In this paper, we propose a class of ACD-type models that accommodates overdispersion, intermittent dynamics, multiple regimes, and sign and size asymmetries in financial durations. In particular, our functional coefficient autoregressive conditional duration (FC-ACD) model relies on a smooth-transition autoregressive specification. The motivation lies on the fact that the latter yields a universal approximation if one lets the number of regimes grows without bound. After establishing that the sufficient conditions for strict stationarity do not exclude explosive regimes, we address model identifiability as well as the existence, consistency, and asymptotic normality of the quasi-maximum likelihood (QML) estimator for the FC-ACD model with a fixed number of regimes. In addition, we also discuss how to consistently estimate using a sieve approach a semiparametric variant of the FC-ACD model that takes the number of regimes to infinity. An empirical illustration indicates that our functional coefficient model is flexible enough to model IBM price durations.

Non- parametric specification tests for conditional duration models

This paper deals with the estimation and testing of conditional duration models by looking at the density and baseline hazard rate functions. More precisely, we foeus on the distance between the parametric density (or hazard rate) function implied by the duration process and its non-parametric estimate. Asymptotic justification is derived using the functional delta method for fixed and gamma kernels, whereas finite sample properties are investigated through Monte Carlo simulations. Finally, we show the practical usefulness of such testing procedures by carrying out an empirical assessment of whether autoregressive conditional duration models are appropriate to oIs for modelling price durations of stocks traded at the New York Stock Exchange.

Regulation and wage adjustment patterns : non parametric evidence from longitudinal data

This paper gives a first step toward a methodology to quantify the influences of regulation on short-run earnings dynamics. It also provides evidence on the patterns of wage adjustment adopted during the recent high inflationary experience in Brazil.The large variety of official wage indexation rules adopted in Brazil during the recent years combined with the availability of monthly surveys on labor markets makes the Brazilian case a good laboratory to test how regulation affects earnings dynamics. In particular, the combination of large sample sizes with the possibility of following the same worker through short periods of time allows to estimate the cross-sectional distribution of longitudinal statistics based on observed earnings (e.g., monthly and annual rates of change).The empirical strategy adopted here is to compare the distributions of longitudinal statistics extracted from actual earnings data with simulations generated from minimum adjustment requirements imposed by the Brazilian Wage Law. The analysis provides statistics on how binding were wage regulation schemes. The visual analysis of the distribution of wage adjustments proves useful to highlight stylized facts that may guide future empirical work.

Improved combinations of parametric and nonparametric Regression estimators

This paper provides a systematic and unified treatment of the developments in the area of kernel estimation in econometrics and statistics. Both the estimation and hypothesis testing issues are discussed for the nonparametric and semiparametric regression models. A discussion on the choice of windowwidth is also presented.

Parametric correlation functions to model the structure of permanent environmental (co)variances in milk yield random regression models

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Parametric analyses of anxiety in zebrafish scototaxis

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Population dynamics of Chrysomya megacephala (Diptera : Calliphoridae) at different temperatures

In this study we analysed the theoretical population dynamics of C. megacephala, an exotic blowfly, kept at 25 and 30degreesC, using a density-dependent mathematical model, with parametric estimates of survival and fecundity in the laboratory. No change in terms of oscillation patterns was found for the two temperatures. The populations exhibited a two-point limit cycle, i.e. oscillations between two fixed points, at 25 and 30degreesC. However a quantitative change was observed, indicating that at 25degreesC the number of immatures in equilibrium is 1176 and at 30degreesC, 1944. The implications of this difference in terms of equilibrium for population dynamics of C. megacephala are discussed.

NONDEGENERATE UMBILICS, THE PATH FORMULATION and GRADIENT BIFURCATION PROBLEMS

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Mean-field model for Josephson oscillation in a Bose-Einstein condensate on an one-dimensional optical trap

Using the axially-symmetric time-dependent Gross-Pitaevskii equation we study the phase coherence in a repulsive Bose-Einstein condensate (BEC) trapped by a harmonic and an one-dimensional optical lattice potential to describe the experiment by Cataliotti et al. on atomic Josephson oscillation [Science 293, 843 (2001)]. The phase coherence is maintained after the BEC is set into oscillation by a small displacement of the magnetic trap along the optical lattice. The phase coherence in the presence of oscillating neutral current across an array of Josephson junctions manifests in an interference pattern formed upon free expansion of the BEC. The numerical response of the system to a large displacement of the magnetic trap is a classical transition from a coherent superfluid to an insulator regime and a subsequent destruction of the interference pattern in agreement With the more recent experiment by Cataliotti et al. [New J. Phys. 5, 71 (2003)].

Resonance in Bose-Einstein condensate oscillation from a periodic variation in scattering length

Using the explicit numerical solution of the axially symmetric Gross-Pitaevskii equation, we study the oscillation of the Bose-Einstein condensate (BEC) induced by a periodic variation in the atomic scattering length a. When the frequency of oscillation of a is an even multiple of the radial or axial trap frequency, respectively, the radial or axial oscillation of the condensate exhibits resonance with a novel feature. In this nonlinear problem without damping, at resonance in the steady state the amplitude of oscillation passes through a maximum and minimum. Such a growth and decay cycle of the amplitude may keep on repeating. Similar behaviour is also observed in a rotating BEC.