X-ray your data with Rasch

By using the Rasch model, much detailed diagnostic information is available to developers of survey and assessment instruments and to the researchers who use them. We outline an approach to the analysis of data obtained from the administration of survey instruments that can enable researchers to recognise and diagnose difficulties with those instruments and then to suggest remedial actions that can improve the measurement properties of the scales included in questionnaires. We illustrate the approach using examples drawn from recent research and demonstrate how the approach can be used to generate figures that make the results of Rasch analyses accessible to non-specialists.

Comparison of high-speed videokeratoscopy and ultrasound distance sensing for measuring the longitudinal corneal apex movements

Two different methods to measure binocular longitudinal corneal apex movements were synchronously applied. High-speed videokeratoscopy at a sampling frequency of 15 Hz and a customdesigned ultrasound distance sensor at 100 Hz were used for the left and the right eye, respectively. Four healthy subjects participated in the study. Simultaneously, cardiac electric cycle (ECG) was registered for each subject at 100 Hz. Each measurement took 20 s. Subjects were asked to suppress blinking during the measurements. A rigid headrest and a bite-bar were used to minimize undesirable head movements. Time, frequency and time-frequency representations of the acquired signals were obtained to establish their temporal and spectral contents. Coherence analysis was used to estimate the correlation between the measured signals. The results showed close correlation between both corneal apex movements and the cardiopulmonary system. Unraveling these relationships could lead to better understanding of interactions between ocular biomechanics and vision. The advantages and disadvantages of the two methods in the context of measuring longitudinal movements of the corneal apex are outlined.

On the height of fall of dropping mass in SASW measurements for asphaltic road pavements

A number of spectral analysis of surface waves (SASW) tests were performed on asphaltic road pavements by dropping a metallic 6.5 kg sphere, from a height (H) ranging from 1 to 3 m. Various combinations of source to first receiver distance (S) and receiver spacing (X) were employed. By increasing the height of the fall of the dropping mass, the maximum wavelength (lambda(max)), up to which the shear wave velocity profile can be predicted with the usage of the SASW measurements, was found to increase continuously. The height of fall of the dropping mass also seems to affect the admissible range of the wavelength for given combinations of X and S. Irrespective of different chosen combinations of S, X and H, a unique combined dispersion curve was generated in all the cases for a given pavement site as long as the threshold minimum value of the coherence function is greater than 0.90.

Changes in the coherence of quasi-monochromatic electromagnetic Gaussian Schell-model beams propagating through turbulent atmosphere

Based on the extended Huygens-Fresnel principle, the mutual coherence function of quasi-monochromatic electromagnetic Gaussian Schell-model (EGSM) beams propagating through turbulent atmosphere is derived analytically. By employing the lateral and the longitudinal coherence length of EGSM beams to characterize the spatial and the temporal coherence of the beams, the behavior of changes in the spatial and the temporal coherence of those beams is studied. The results show that with a fixed set of beam parameters and under particular atmospheric turbulence model, the lateral coherence of an EGSM beam reaches its maximum value as the beam propagates a certain distance in the turbulent atmosphere, then it begins degrading and keeps decreasing along with the further distance. However, the longitudinal coherence length of an EGSM beam keeps unchanging in this propagation. Lastly, a qualitative explanation is given to these results. (c) 2007 Elsevier B.V. All rights reserved.

Detecting intraday periodicities with application to high frequency exchange rates

Many recent papers have documented periodicities in returns, return volatility, bid–ask spreads and trading volume, in both equity and foreign exchange markets. We propose and employ a new test for detecting subtle periodicities in time series data based on a signal coherence function. The technique is applied to a set of seven half-hourly exchange rate series. Overall, we find the signal coherence to be maximal at the 8-h and 12-h frequencies. Retaining only the most coherent frequencies for each series, we implement a trading rule that is based on these observed periodicities. Our results demonstrate in all cases except one that, in gross terms, the rules can generate returns that are considerably greater than those of a buy-and-hold strategy, although they cannot retain their profitability net of transactions costs. We conjecture that this methodology could constitute an important tool for financial market researchers which will enable them to detect, quantify and rank the various periodic components in financial data better.

Real estate markets and the macroeconomy: a dynamic coherence framework

This paper analyzes the dynamic interactions between real estate markets, in the US and the UK and their macroeconomic environments. We apply a new approach based on a dynamic coherence function (DCF) to study these interactions bringing together different real estate markets (the securitized market, the commercial market and the residential market). The results suggest that there is a common trend that drives the different real estate markets in the UK and the US, particularly in the long run, since they have a similar shape of the DCF. We also find that, in the US, wealth and housing expenditure channels are very conductive during real estate crises. However, in the UK, only the wealth effect is significant as a transmission channel during real estate market downturns. In addition, real estate markets in the UK and the US react differently to institutional shocks. This brings some insights on the conduct of monetary policy in order to avoid disturbances in real estate markets.

Higher order turán inequalities for the Riemann ξ-function

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

Clustering of ad-hoc microphone arrays for robust blind beamforming

This paper proposes a clustered approach for blind beamfoming from ad-hoc microphone arrays. In such arrangements, microphone placement is arbitrary and the speaker may be close to one, all or a subset of microphones at a given time. Practical issues with such a configuration mean that some microphones might be better discarded due to poor input signal to noise ratio (SNR) or undesirable spatial aliasing effects from large inter-element spacings when beamforming. Large inter-microphone spacings may also lead to inaccuracies in delay estimation during blind beamforming. In such situations, using a cluster of microphones (ie, a sub-array), closely located both to each other and to the desired speech source, may provide more robust enhancement than the full array. This paper proposes a method for blind clustering of microphones based on the magnitude square coherence function, and evaluates the method on a database recorded using various ad-hoc microphone arrangements.

A study of the spectrum of an acoustic field in shallow water due to noise sources at the surface

An expression for the spectrum and cross spectrum of an acoustic field measured at two vertically separated sensors in shallow water has been obtained for any correlated noise sources distributed over the surface. Numerical results are presented for the case where the noise sources, white noise and wind-induced colored noise, are contained within a circular disk centered over the sensors. The acoustic field is generally inhomogeneous except when the channel is deep. The coherence function becomes real for a large disk, for a radius greater than 25 times the depth of the channel, decreases with further increase of the size of the disk, and finally tapers off after certain limiting size, approximately given by 1/alpha, where alpha is the attenuation coefficient.

SOLUTIONS OF A SYSTEM OF FORCED BURGERS EQUATION IN TERMS OF GENERALIZED LAGUERRE POLYNOMIALS

In this article, we obtain explicit solutions of a linear PDE subject to a class of radial square integrable functions with a monotonically increasing weight function |x|(n-1)e(beta vertical bar x vertical bar 2)/2, beta >= 0, x is an element of R-n. This linear PDE is obtained from a system of forced Burgers equation via the Cole-Hopf transformation. For any spatial dimension n > 1, the solution is expressed in terms of a family of weighted generalized Laguerre polynomials. We also discuss the large time behaviour of the solution of the system of forced Burgers equation.

大气湍流对斜程传输准单色高斯谢尔光束时间相干性的影响

由第一类零阶贝塞尔函数的级数展开推导出波结构函数在任意湍流条件下的近似表达式。由广义惠更斯菲涅耳原理、随高度变化的Hufnagel-Valley湍流廓线模型以及波结构函数在任意湍流条件下的近似表达式,导出了斜程传输时准单色高斯谢尔光束互相干函数的解析式。然后,利用表征光束时间相干性的纵向相干长度(可由互相干函数导出),研究了斜程传输时大气湍流对准单色高斯谢尔光束时间相干性的影响。研究结果表明,准单色高斯谢尔光束的时间相干性在整个斜程传输过程中保持不变。最后,对该结果在物理上给予了定性解释。

大气湍流对斜程传输准单色高斯-谢尔光束空间相干性的影响

由湍流大气中斜程传输时准单色高斯-谢尔(GSM)光束互相干函数的解析式导出了该光束的复相干度.然后,利用表征光束空间相干性的横向相干长度,研究了斜程传输时大气湍流对准单色GSM光束空间相干性的影响.研究结果表明:1)当传输路径偏离水平方向较大(即θ≤88°)时,准单色GSM光束横向相干长度随传输距离均为先迅速增加,后缓慢增加,最后基本保持不变.2)当传输路径接近水平方向(即θ≥89°)时,准单色GSM光束横向相干长度随传输距离均为先增大,达到一个最大值后开始下降并持续减小.3)空间相干性不同的准单色GSM光束在湍流大气中传输一定距离后空间相干性趋于相同.最后,对以上结果在物理上给予了解释.

Sequentially continuous non-linear fundamental systems of solutions of affine equations in locally convex spaces

According to the Mickael's selection theorem any surjective continuous linear operator from one Fr\'echet space onto another has a continuous (not necessarily linear) right inverse. Using this theorem Herzog and Lemmert proved that if $E$ is a Fr\'echet space and $T:E\to E$ is a continuous linear operator such that the Cauchy problem $\dot x=Tx$, $x(0)=x_0$ is solvable in $[0,1]$ for any $x_0\in E$, then for any $f\in C([0,1],E)$, there exists a continuos map $S:[0,1]\times E\to E$, $(t,x)\mapsto S_tx$ such that for any $x_0\in E$, the function $x(t)=S_tx_0$ is a solution of the Cauchy problem $\dot x(t)=Tx(t)+f(t)$, $x(0)=x_0$ (they call $S$ a fundamental system of solutions of the equation $\dot x=Tx+f$). We prove the same theorem, replacing "continuous" by "sequentially continuous" for locally convex spaces from a class which contains strict inductive limits of Fr\'echet spaces and strong duals of Fr\'echet--Schwarz spaces and is closed with respect to finite products and sequentially closed subspaces. The key-point of the proof is an extension of the theorem on existence of a sequentially continuous right inverse of any surjective sequentially continuous linear operator to some class of non-metrizable locally convex spaces.

Quantum criptography in optical fibers

As comunicações quânticas aplicam as leis fundamentais da física quântica para codificar, transmitir, guardar e processar informação. A mais importante e bem-sucedida aplicação é a distribuição de chaves quânticas (QKD). Os sistemas de QKD são suportados por tecnologias capazes de processar fotões únicos. Nesta tese analisamos a geração, transmissão e deteção de fotões únicos e entrelaçados em fibras óticas. É proposta uma fonte de fotões única baseada no processo clássico de mistura de quatro ondas (FWM) em fibras óticas num regime de baixas potências. Implementamos essa fonte no laboratório, e desenvolvemos um modelo teórico capaz de descrever corretamente o processo de geração de fotões únicos. O modelo teórico considera o papel das nãolinearidades da fibra e os efeitos da polarização na geração de fotões através do processo de FWM. Analisamos a estatística da fonte de fotões baseada no processo clássico de FWM em fibras óticas. Derivamos um modelo teórico capaz de descrever a estatística dessa fonte de fotões. Mostramos que a estatística da fonte de fotões evolui de térmica num regime de baixas potências óticas, para Poissoniana num regime de potências óticas moderadas. Validamos experimentalmente o modelo teórico, através do uso de fotodetetores de avalanche, do método estimativo da máxima verossimilhança e do algoritmo de maximização de expectativa. Estudamos o processo espontâneo de FWM como uma fonte condicional de fotões únicos. Analisamos a estatística dessa fonte em termos da função condicional de coerência de segunda ordem, considerando o espalhamento de Raman na geração de pares de fotões, e a perda durante a propagação de fotões numa fibra ótica padrão. Identificamos regimes apropriados onde a fonte é quase ideal. Fontes de pares de fotões implementadas em fibras óticas fornecem uma solução prática ao problema de acoplamento que surge quando os pares de fotões são gerados fora da fibra. Exploramos a geração de pares de fotões através do processo espontâneo de FWM no interior de guias de onda com suceptibilidade elétrica de terceira ordem. Descrevemos a geração de pares de fotões em meios com elevado coeficiente de absorção, e identificamos regimes ótimos para o rácio contagens coincidentes/acidentais (CAR) e para a desigualdade de Clauser, Horne, Shimony, and Holt (CHSH), para o qual o compromisso entre perda do guia de onda e não-linearidades maximiza esses parâmetros.