Distribuição estatística de um indexo econômico em mercado emergente - Bolsa de valores de São Paulo (IBOVESPA)

Pós-graduação em Física - IGCE

Distribuição de lei de potência gradualmente truncada aplicada na educação: vestibular da Academia da Força Aérea

Pós-graduação em Física - IGCE

A distribuição de lei de potência gradualmente truncada na educação: exame de vestibular da UNESP

Pós-graduação em Física - IGCE

Aplicação de modelos de agentes e redes complexas na caracterização e estudo da interação entre insetos sociais, com enfoque em formigas

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Distribuição espacial e plano amostragem seqüencial para a lagarta do minador-dos-citros Phyllocnistis citrella Stainton, 1856 (Lepidoptera: Gracillariidae), em laranjeira 'Pêra-Rio' Citrus sinensis (L.) Osbeck

Pós-graduação em Agronomia (Produção Vegetal) - FCAV

A statistical model of aggregate fragmentation

Processo FAPESP: 11/08171-3

Distribuição espacial, amostragem sequencial e dinâmica populacional de Leptopharsa heveae (Hemiptera: Tingidae) na cultura da seringueira

Pós-graduação em Agronomia (Produção Vegetal) - FCAV

Power laws, Discontinuities and Regional City Size Distributions

Urban systems are manifestations of human adaptation to the natural environment. City size distributions are the expression of hierarchical processes acting upon urban systems. In this paper, we test the entire city size distributions for the southeastern and southwestern United States (1990), as well as the size classes in these regions for power law behavior. We interpret the differences in the size of the regional city size distributions as the manifestation of variable growth dynamics dependent upon city size. Size classics in the city size distributions are snapshots of stable states within urban systems in flux.

A general threshold stress hybrid hazard model for lifetime data

In this paper we propose a hybrid hazard regression model with threshold stress which includes the proportional hazards and the accelerated failure time models as particular cases. To express the behavior of lifetimes the generalized-gamma distribution is assumed and an inverse power law model with a threshold stress is considered. For parameter estimation we develop a sampling-based posterior inference procedure based on Markov Chain Monte Carlo techniques. We assume proper but vague priors for the parameters of interest. A simulation study investigates the frequentist properties of the proposed estimators obtained under the assumption of vague priors. Further, some discussions on model selection criteria are given. The methodology is illustrated on simulated and real lifetime data set.

Critical behavior in a cross-situational lexicon learning scenario

The associationist account for early word learning is based on the co-occurrence between referents and words. Here we introduce a noisy cross-situational learning scenario in which the referent of the uttered word is eliminated from the context with probability gamma, thus modeling the noise produced by out-of-context words. We examine the performance of a simple associative learning algorithm and find a critical value of the noise parameter gamma(c) above which learning is impossible. We use finite-size scaling to show that the sharpness of the transition persists across a region of order tau(-1/2) about gamma(c), where tau is the number of learning trials, as well as to obtain the learning error (scaling function) in the critical region. In addition, we show that the distribution of durations of periods when the learning error is zero is a power law with exponent -3/2 at the critical point. Copyright (C) EPLA, 2012

Robust modeling using the generalized epsilon-skew-t distribution

In this paper, an alternative skew Student-t family of distributions is studied. It is obtained as an extension of the generalized Student-t (GS-t) family introduced by McDonald and Newey [10]. The extension that is obtained can be seen as a reparametrization of the skewed GS-t distribution considered by Theodossiou [14]. A key element in the construction of such an extension is that it can be stochastically represented as a mixture of an epsilon-skew-power-exponential distribution [1] and a generalized-gamma distribution. From this representation, we can readily derive theoretical properties and easy-to-implement simulation schemes. Furthermore, we study some of its main properties including stochastic representation, moments and asymmetry and kurtosis coefficients. We also derive the Fisher information matrix, which is shown to be nonsingular for some special cases such as when the asymmetry parameter is null, that is, at the vicinity of symmetry, and discuss maximum-likelihood estimation. Simulation studies for some particular cases and real data analysis are also reported, illustrating the usefulness of the extension considered.

Charge dynamics in half-filled Hubbard chains with finite on-site interaction

We study the charge dynamic structure factor of the one-dimensional Hubbard model with finite on-site repulsion U at half-filling. Numerical results from the time-dependent density matrix renormalization group are analyzed by comparison with the exact spectrum of the model. The evolution of the line shape as a function of U is explained in terms of a relative transfer of spectral weight between the two-holon continuum that dominates in the limit U -> infinity and a subset of the two-holon-two-spinon continuum that reconstructs the electron-hole continuum in the limit U -> 0. Power-law singularities along boundary lines of the spectrum are described by effective impurity models that are explicitly invariant under spin and eta-spin SU(2) rotations. The Mott-Hubbard metal-insulator transition is reflected in a discontinuous change of the exponents of edge singularities at U = 0. The sharp feature observed in the spectrum for momenta near the zone boundary is attributed to a van Hove singularity that persists as a consequence of integrability.

Identification of literary movements using complex networks to represent texts

The use of statistical methods to analyze large databases of text has been useful in unveiling patterns of human behavior and establishing historical links between cultures and languages. In this study, we identified literary movements by treating books published from 1590 to 1922 as complex networks, whose metrics were analyzed with multivariate techniques to generate six clusters of books. The latter correspond to time periods coinciding with relevant literary movements over the last five centuries. The most important factor contributing to the distinctions between different literary styles was the average shortest path length, in particular the asymmetry of its distribution. Furthermore, over time there has emerged a trend toward larger average shortest path lengths, which is correlated with increased syntactic complexity, and a more uniform use of the words reflected in a smaller power-law coefficient for the distribution of word frequency. Changes in literary style were also found to be driven by opposition to earlier writing styles, as revealed by the analysis performed with geometrical concepts. The approaches adopted here are generic and may be extended to analyze a number of features of languages and cultures.

Confocal microscopy applied to the study of single entity fluorescence and light scattering

A sample scanning confocal optical microscope (SCOM) was designed and constructed in order to perform local measurements of fluorescence, light scattering and Raman scattering. This instrument allows to measure time resolved fluorescence, Raman scattering and light scattering from the same diffraction limited spot. Fluorescence from single molecules and light scattering from metallic nanoparticles can be studied. First, the electric field distribution in the focus of the SCOM was modelled. This enables the design of illumination modes for different purposes, such as the determination of the three-dimensional orientation of single chromophores. Second, a method for the calculation of the de-excitation rates of a chromophore was presented. This permits to compare different detection schemes and experimental geometries in order to optimize the collection of fluorescence photons. Both methods were combined to calculate the SCOM fluorescence signal of a chromophore in a general layered system. The fluorescence excitation and emission of single molecules through a thin gold film was investigated experimentally and modelled. It was demonstrated that, due to the mediation of surface plasmons, single molecule fluorescence near a thin gold film can be excited and detected with an epi-illumination scheme through the film. Single molecule fluorescence as close as 15nm to the gold film was studied in this manner. The fluorescence dynamics (fluorescence blinking and excited state lifetime) of single molecules was studied in the presence and in the absence of a nearby gold film in order to investigate the influence of the metal on the electronic transition rates. The trace-histogram and the autocorrelation methods for the analysis of single molecule fluorescence blinking were presented and compared via the analysis of Monte-Carlo simulated data. The nearby gold influences the total decay rate in agreement to theory. The gold presence produced no influence on the ISC rate from the excited state to the triplet but increased by a factor of 2 the transition rate from the triplet to the singlet ground state. The photoluminescence blinking of Zn0.42Cd0.58Se QDs on glass and ITO substrates was investigated experimentally as a function of the excitation power (P) and modelled via Monte-Carlo simulations. At low P, it was observed that the probability of a certain on- or off-time follows a negative power-law with exponent near to 1.6. As P increased, the on-time fraction reduced on both substrates whereas the off-times did not change. A weak residual memory effect between consecutive on-times and consecutive off-times was observed but not between an on-time and the adjacent off-time. All of this suggests the presence of two independent mechanisms governing the lifetimes of the on- and off-states. The simulated data showed Poisson-distributed off- and on-intensities, demonstrating that the observed non-Poissonian on-intensity distribution of the QDs is not a product of the underlying power-law probability and that the blinking of QDs occurs between a non-emitting off-state and a distribution of emitting on-states with different intensities. All the experimentally observed photo-induced effects could be accounted for by introducing a characteristic lifetime tPI of the on-state in the simulations. The QDs on glass presented a tPI proportional to P-1 suggesting the presence of a one-photon process. Light scattering images and spectra of colloidal and C-shaped gold nano-particles were acquired. The minimum size of a metallic scatterer detectable with the SCOM lies around 20 nm.

Merkmalsbezogene Verifikation hochaufgelöster Niederschlagsvorhersagen für Deutschland

Die Verifikation bewertet die Güte von quantitativen Niederschlagsvorhersagen(QNV) gegenüber Beobachtungen und liefert Hinweise auf systematische Modellfehler. Mit Hilfe der merkmals-bezogenen Technik SAL werden simulierte Niederschlagsverteilungen hinsichtlich (S)truktur, (A)mplitude und (L)ocation analysiert. Seit einigen Jahren werden numerische Wettervorhersagemodelle benutzt, mit Gitterpunktabständen, die es erlauben, hochreichende Konvektion ohne Parametrisierung zu simulieren. Es stellt sich jetzt die Frage, ob diese Modelle bessere Vorhersagen liefern. Der hoch aufgelöste stündliche Beobachtungsdatensatz, der in dieser Arbeit verwendet wird, ist eine Kombination von Radar- und Stationsmessungen. Zum einem wird damit am Beispiel der deutschen COSMO-Modelle gezeigt, dass die Modelle der neuesten Generation eine bessere Simulation des mittleren Tagesgangs aufweisen, wenn auch mit zu geringen Maximum und etwas zu spätem Auftreten. Im Gegensatz dazu liefern die Modelle der alten Generation ein zu starkes Maximum, welches erheblich zu früh auftritt. Zum anderen wird mit dem neuartigen Modell eine bessere Simulation der räumlichen Verteilung des Niederschlags, durch eine deutliche Minimierung der Luv-/Lee Proble-matik, erreicht. Um diese subjektiven Bewertungen zu quantifizieren, wurden tägliche QNVs von vier Modellen für Deutschland in einem Achtjahreszeitraum durch SAL sowie klassischen Maßen untersucht. Die höher aufgelösten Modelle simulieren realistischere Niederschlagsverteilungen(besser in S), aber bei den anderen Komponenten tritt kaum ein Unterschied auf. Ein weiterer Aspekt ist, dass das Modell mit der gröbsten Auf-lösung(ECMWF) durch den RMSE deutlich am besten bewertet wird. Darin zeigt sich das Problem des ‚Double Penalty’. Die Zusammenfassung der drei Komponenten von SAL liefert das Resultat, dass vor allem im Sommer das am feinsten aufgelöste Modell (COSMO-DE) am besten abschneidet. Hauptsächlich kommt das durch eine realistischere Struktur zustande, so dass SAL hilfreiche Informationen liefert und die subjektive Bewertung bestätigt. rnIm Jahr 2007 fanden die Projekte COPS und MAP D-PHASE statt und boten die Möglich-keit, 19 Modelle aus drei Modellkategorien hinsichtlich ihrer Vorhersageleistung in Südwestdeutschland für Akkumulationszeiträume von 6 und 12 Stunden miteinander zu vergleichen. Als Ergebnisse besonders hervorzuheben sind, dass (i) je kleiner der Gitter-punktabstand der Modelle ist, desto realistischer sind die simulierten Niederschlags-verteilungen; (ii) bei der Niederschlagsmenge wird in den hoch aufgelösten Modellen weniger Niederschlag, d.h. meist zu wenig, simuliert und (iii) die Ortskomponente wird von allen Modellen am schlechtesten simuliert. Die Analyse der Vorhersageleistung dieser Modelltypen für konvektive Situationen zeigt deutliche Unterschiede. Bei Hochdrucklagen sind die Modelle ohne Konvektionsparametrisierung nicht in der Lage diese zu simulieren, wohingegen die Modelle mit Konvektionsparametrisierung die richtige Menge, aber zu flächige Strukturen realisieren. Für konvektive Ereignisse im Zusammenhang mit Fronten sind beide Modelltypen in der Lage die Niederschlagsverteilung zu simulieren, wobei die hoch aufgelösten Modelle realistischere Felder liefern. Diese wetterlagenbezogene Unter-suchung wird noch systematischer unter Verwendung der konvektiven Zeitskala durchge-führt. Eine erstmalig für Deutschland erstellte Klimatologie zeigt einen einer Potenzfunktion folgenden Abfall der Häufigkeit dieser Zeitskala zu größeren Werten hin auf. Die SAL Ergebnisse sind für beide Bereiche dramatisch unterschiedlich. Für kleine Werte der konvektiven Zeitskala sind sie gut, dagegen werden bei großen Werten die Struktur sowie die Amplitude deutlich überschätzt. rnFür zeitlich sehr hoch aufgelöste Niederschlagsvorhersagen gewinnt der Einfluss der zeitlichen Fehler immer mehr an Bedeutung. Durch die Optimierung/Minimierung der L Komponente von SAL innerhalb eines Zeitfensters(+/-3h) mit dem Beobachtungszeit-punkt im Zentrum ist es möglich diese zu bestimmen. Es wird gezeigt, dass bei optimalem Zeitversatz die Struktur und Amplitude der QNVs für das COSMO-DE besser werden und damit die grundsätzliche Fähigkeit des Modells die Niederschlagsverteilung realistischer zu simulieren, besser gezeigt werden kann.