Os retornos no mercado acionário brasileiro e a distribuição hiperbólica - um estudo empírico

A pesquisa objetivou testar se a distribuição hiperbólica de Barndorff-Nielsen constitui representação adequada da distribuição de retornos no mercado acionário brasileiro. Foram considerados os retornos diários do Índice Bovespa e de 30 ações individuais, no período de 30 de junho de 1994 a 31 de dezembro de 1999 e em três subperíodos seus. Os resultados indicam que a distribuição hiperbólica constitui boa representação dos retornos do Índice Bovespa, tanto para o período global como para os três subperíodos, e constitui melhora substancial em relação à distribuição normal. Para as 30 ações analisadas, contudo, os resultados não são inequívocos. A depender do período considerado, a proporção de ações para as quais a distribuição hiperbólica se mostra adequada é variável - de um mínimo de 30 por cento a um máximo de 75 por cento. Mesmo no caso do Índice Bovespa, entretanto, a distribuição hiperbólica não parece captar retornos extremos.

Analysis of the four wave mixing effect (FWM) in a dispersion decreasing fiber (DDF) for a WDM system

We did a numerical investigation of the propagation of short light pulses in the region of 1.55 mu m and the conversion efficiency (CE) for the four wave mixing generation (FWM) of ordinary and dispersion decreasing fibers for use in wavelength division multiplexing (WDM) systems, Our simulations studies three different profiles, linear, hyperbolic. and constant, One conclude that for all the profiles there is decrease of the conversion efficiency with the increase in the channel separation. The hyperbolic profile present a higher efficiency of around 1000 above in magnitude compared with the others profiles at 0.2 nm of channel separation. We calculate the conversion efficiency versus the fiber length for the three profiles. The conversion efficiency for the hyperbolic profile is higher when compared to the constant and linear profiles. The other interesting point of the hyperbolic profile is that the increase of the CE in the beginning of the fiber does not show my oscillation in the CE value (log eta), which was observed for the constant and linear profiles. For all the profiles there is an increase of the conversion efficiency with the increase of the pump power. The compression factor C-i for the generated FWM signal at omega(3) was measured along the DDF's and the constant profile fibers. One can conclude that with the use of decreasing dispersion profile (DDF) fibers one can have a control of the (CE) conversion efficiency and the compression factor of the four wave mixing (FWM) generation in WDM systems. (c) 2005 Elsevier B.V. All rights reserved.

Comparação de alguns modelos matemáticos para ajuste à curva de lactação média de um rebanho da raça Caracu

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Comparação de alguns modelos matemáticos para o ajuste às curvas de lactação individuais de vacas da raça Caracu

Foram ajustadas 7239 curvas de lactação de vacas Caracu, controladas semanalmente entre os anos de 1978 a 1988, pertencentes à Fazenda Chiqueirão, Poços de Caldas, MG. As funções utilizadas foram a linear hiperbólica (FLH), a quadrática logarítmica (FQL), a gama incompleta (FGI) e a polinomial inversa (FPI). Os parâmetros foram estimados por meio de regressões não lineares, usando-se processos iterativos. A verificação da qualidade do ajuste baseou-se no coeficiente de determinação ajustado (R²A), no teste de Durbin-Watson (DW) e nas médias e desvios-padrão estimados para os parâmetros e funções dos parâmetros dos modelos. Para a curva média, os R²A foram superiores a 0,90 para todas as funções. Bons ajustes, baseados nos R²A>0,80 foram obtidos, respectivamente, por 25,2%, 39,1%, 31,1% e 28,4% das lactações ajustadas pelas funções FLH, FQL, FGI e FPI. de acordo com o teste de DW, bons ajustes foram proporcionados para 29,4% das lactações ajustadas pela FLH, 54,9% pela FQL, 34,9% pela FGI e 29,6% pela FPI. Para ambos os critérios, a FQL foi superior às demais funções, indicando grande variação nas formas das curvas de lactação geradas pelos ajustes individuais. Curvas atípicas foram estimadas pelas funções, com picos ocorrendo antes do parto e algumas vezes após o término da lactação. Todas as funções apresentaram problemas quando ajustaram dados individuais.

Geometrias não-eucludianas como anomalias: implicações para o ensino de geometria e medidas

This present research the aim to show to the reader the Geometry non-Euclidean while anomaly indicating the pedagogical implications and then propose a sequence of activities, divided into three blocks which show the relationship of Euclidean geometry with non-Euclidean, taking the Euclidean with respect to analysis of the anomaly in non-Euclidean. PPGECNM is tied to the line of research of History, Philosophy and Sociology of Science in the Teaching of Natural Sciences and Mathematics. Treat so on Euclid of Alexandria, his most famous work The Elements and moreover, emphasize the Fifth Postulate of Euclid, particularly the difficulties (which lasted several centuries) that mathematicians have to understand him. Until the eighteenth century, three mathematicians: Lobachevsky (1793 - 1856), Bolyai (1775 - 1856) and Gauss (1777-1855) was convinced that this axiom was correct and that there was another geometry (anomalous) as consistent as the Euclid, but that did not adapt into their parameters. It is attributed to the emergence of these three non-Euclidean geometry. For the course methodology we started with some bibliographical definitions about anomalies, after we ve featured so that our definition are better understood by the readers and then only deal geometries non-Euclidean (Hyperbolic Geometry, Spherical Geometry and Taxicab Geometry) confronting them with the Euclidean to analyze the anomalies existing in non-Euclidean geometries and observe its importance to the teaching. After this characterization follows the empirical part of the proposal which consisted the application of three blocks of activities in search of pedagogical implications of anomaly. The first on parallel lines, the second on study of triangles and the third on the shortest distance between two points. These blocks offer a work with basic elements of geometry from a historical and investigative study of geometries non-Euclidean while anomaly so the concept is understood along with it s properties without necessarily be linked to the image of the geometric elements and thus expanding or adapting to other references. For example, the block applied on the second day of activities that provides extend the result of the sum of the internal angles of any triangle, to realize that is not always 180° (only when Euclid is a reference that this conclusion can be drawn)

A performance do suicídio em Ariel, de Sylvia Plath

This dissertation aims at investigating the book Ariel (1965), written by Sylvia Plath, as a kind of performative and ritual poetry that fragments and reconstructs the personal experience, manipulating the memory of the autobiographical body as a way to rehearse and restore subjectivity. We propose that, in Ariel, the hyperbolic, transcendent and parodic transfiguration of real episodes, used as literary substance, corrupts and subverts the specular idea of a confessional truth usually related to the writer s work. Our objective is to examine signs of confluence between Sylvia Plath s poetry and performance art, departing from de idea that the spectacularization of the self, the exhibition of private rituals, the theatricalization of autobiographical circumstances and the undressing of one s craziness and vulnerability are mutual procedures to the poet and the perfomer. Simultaneously unfolding between the inside and the outside of the poem, Sylvia Plath s real suicide and the death and rebirth rituals performed in the literary text appear as symbolic elements that might reveal the performer s liminal space, where reality and representation coexist, and where the performative testimony does not frame only the real subject s body but also his/her infinite possibilities of being restored through art.

PERIODIC PERTURBATION of QUADRATIC SYSTEMS WITH TWO INFINITE HETEROCLINIC CYCLES

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Time-periodic perturbation of a Lienard equation with an unbounded homoclinic loop

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Periodic perturbations of quadratic planar polynomial vector fields

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Efeitos das inomogeneidades da matéria em Cosmologias Aceleradas

The recent observational advances of Astronomy and a more consistent theoretical framework turned Cosmology in one of the most exciting frontiers of contemporary science. In this thesis, homogeneous and inhomogeneous Universe models containing dark matter and different kinds of dark energy are confronted with recent observational data. Initially, we analyze constraints from the existence of old high redshift objects, Supernovas type Ia and the gas mass fraction of galaxy clusters for 2 distinct classes of homogeneous and isotropic models: decaying vacuum and X(z)CDM cosmologies. By considering the quasar APM 08279+5255 at z = 3.91 with age between 2-3 Gyr, we obtain 0,2 < OM < 0,4 while for the j3 parameter which quantifies the contribution of A( t) is restricted to the intervalO, 07 < j3 < 0,32 thereby implying that the minimal age of the Universe amounts to 13.4 Gyr. A lower limit to the quasar formation redshift (zJ > 5,11) was also obtained. Our analyzes including flat, closed and hyperbolic models show that there is no an age crisis for this kind of decaying A( t) scenario. Tests from SN e Ia and gas mass fraction data were realized for flat X(z)CDM models. For an equation of state, úJ(z) = úJo + úJIZ, the best fit is úJo = -1,25, úJl = 1,3 and OM = 0,26, whereas for models with úJ(z) = úJo+úJlz/(l+z), we obtainúJo = -1,4, úJl = 2,57 and OM = 0,26. In another line of development, we have discussed the influence of the observed inhomogeneities by considering the Zeldovich-Kantowski-DyerRoeder (ZKDR) angular diameter distance. By applying the statistical X2 method to a sample of angular diameter for compact radio sources, the best fit to the cosmological parameters for XCDM models are OM = O, 26,úJ = -1,03 and a = 0,9, where úJ and a are the equation of state and the smoothness parameters, respectively. Such results are compatible with a phantom energy component (úJ < -1). The possible bidimensional spaces associated to the plane (a , OM) were restricted by using data from SNe Ia and gas mass fraction of galaxy clusters. For Supernovas the parameters are restricted to the interval 0,32 < OM < 0,5(20") and 0,32 < a < 1,0(20"), while to the gas mass fraction we find 0,18 < OM < 0,32(20") with alI alIowed values of a. For a joint analysis involving Supernovas and gas mass fraction data we obtained 0,18 < OM < 0,38(20"). In general grounds, the present study suggests that the influence of the cosmological inhomogeneities in the matter distribution need to be considered with more detail in the analyses of the observational tests. Further, the analytical treatment based on the ZKDR distance may give non-negligible corrections to the so-calIed background tests of FRW type cosmologies

Elétrons fortemente correlacionados na vizinhança de uma transição de fase quântica

The aim of this work is to derive theWard Identity for the low energy effective theory of a fermionic system in the presence of a hyperbolic Fermi surface coupled with a U(1) gauge field in 2+1 dimensions. These identities are important because they establish requirements for the theory to be gauge invariant. We will see that the identity associated Ward Identity (WI) of the model is not preserved at 1-loop order. This feature signalizes the presence of a quantum anomaly. In other words, a classical symmetry is broken dynamically by quantum fluctuations. Furthermore, we are considering that the system is close to a Quantum Phase Transitions and in vicinity of a Quantum Critical Point the fermionic excitations near the Fermi surface, decay through a Landau damping mechanism. All this ingredients need to be take explicitly to account and this leads us to calculate the vertex corrections as well as self energies effects, which in this way lead to one particle propagators which have a non-trivial frequency dependence

Bound states of bosons and fermions in a mixed vector-scalar coupling with unequal shapes for the potentials

The Klein - Gordon and the Dirac equations with vector and scalar potentials are investigated under a more general condition, V(v) + V(s) = constant. These intrinsically relativistic and isospectral problems are solved in the case of squared hyperbolic potential functions and bound states for either particles or antiparticles are found. The eigenvalues and eigenfuntions are discussed in some detail and the effective Compton wavelength is revealed to be an important physical quantity. It is revealed that a boson is better localized than a fermion when they have the same mass and are subjected to the same potentials.

Hartman-Grobman decomposition when in presence of jumps in the relative degree of the dynamics in an energy harvesting device

This work deals with the nonlinear piezoelectric coupling in vibration-based energy harvesting, done by A. Triplett and D.D. Quinn in J. of Intelligent Material Syst. and Structures (2009). In that paper the first order nonlinear fundamental equation has a three dimensional state variable. Introducing both observable and control variables in such a way the controlled system became a SISO system, we can obtain as a corollary that for a particular choice of the observable variable it is possible to present an explicit functional relation between this variable one, and the variable representing the charge harvested. After-by observing that the structure in the Input-Output decomposition essentially changes depending on the relative degree changes, presenting bifurcation branches in its zero dynamics-we are able in to identify this type of bifurcation indicating its close relation with the Hartman - Grobman theorem telling about decomposition into stable and the unstable manifolds for hyperbolic points.

Systèmes de numération et automates

Let beta be an hyperbolic algebraic integer of modulus greater than 1. Lot A be a finite set of Q[beta] and D-beta = {(a(i), b(i))(igreater than or equal to0) is an element of (A x A)(N) \ Sigma(i=0)(infinity) a(i)beta(-i)}. We give a necessary and sufficient condition for D-beta to be sofic. As a consequence, we obtain a result due to Thurston (see Corollary 1). We also treat the case where the set of digits A is given by the greedy algorithm and study the connection with the beta-shift. (C) 2002 Academie des sciences/Editions scientifiques et medicales Elsevier SAS.

Evaluation of water beef buffalo from birth to two years using different growth curves

The buffalo is a domestic animal species of growing world-wide importance. Research to improve genetic improvement programs is important to maintain the productivity of buffalo. The objective this research was to evaluate the growth of Brazilian buffalo to two years of age with different growth curves. Growth curves consolidate the information contained in the weight-age data into three or four biologically meaningful parameters. The data included 31,452 weights at birth and 120, 205, 365, 550 and 730 days of buffalo (n = 5,178) raised on pasture without supplementation. Logistic, Gompertz, quadratic logarithmic, and linear hyperbolic curves (designated L, G, QL, and LH, respectively) were fitted to the data by using proc NUN of SAS (SAS Institute, Inc., Cary, NC, USA). The parameters estimates for L [WT= A * (((1 + exp (-k * AGE)))**-m)] were A = 865.1 +/- 5.42; k= 0.0028 +/- 0.00002; M= 3.808 +/- 0.007; R(2) = 0.95. For G [WT= A * exp (-b * exp (-k * age)] the parameters estimates were A= 967.6 +/- 7.23; k = 0.00217 +/- 0.000015; b = -2.8152 +/- 0.00532. For QL [WT= A + b*age + k*(age*age) + m*log (age)] parameters estimates were A= 37.41 +/- 0.48; k= 0.00019 +/- 6.4E(-6); b= 0.539 +/- 0.006; m= 2.32 +/- 0.23; R(2)=0.96. For LH [WT= A + b*AGE + k*(1/AGE)] the parameters estimates were A= 23.15 +/- 0.44; k=15.16 +/- 0.66; b= 0.707 +/- 0.001; R(2)= 0.96. Each of these curves fit these data equally well and could be used for characterizing growth to two years in beef buffalo.