Cross-correlation-aided transport in stochastically driven accretion flows

The origin of linear instability resulting in rotating sheared accretion flows has remained a controversial subject for a long time. While some explanations of such non-normal transient growth of disturbances in the Rayleigh stable limit were available for magnetized accretion flows, similar instabilities in the absence of magnetic perturbations remained unexplained. This dichotomy was resolved in two recent publications by Chattopadhyay and co-workers [Mukhopadhyay and Chattopadhyay, J. Phys. A 46, 035501 (2013)1751-811310.1088/1751-8113/46/3/035501; Nath, Phys. Rev. E 88, 013010 (2013)PLEEE81539-375510.1103/PhysRevE.88.013010] where it was shown that such instabilities, especially for nonmagnetized accretion flows, were introduced through interaction of the inherent stochastic noise in the system (even a "cold" accretion flow at 3000 K is too "hot" in the statistical parlance and is capable of inducing strong thermal modes) with the underlying Taylor-Couette flow profiles. Both studies, however, excluded the additional energy influx (or efflux) that could result from nonzero cross correlation of a noise perturbing the velocity flow, say, with the noise that is driving the vorticity flow (or equivalently the magnetic field and magnetic vorticity flow dynamics). Through the introduction of such a time symmetry violating effect, in this article we show that nonzero noise cross correlations essentially renormalize the strength of temporal correlations. Apart from an overall boost in the energy rate (both for spatial and temporal correlations, and hence in the ensemble averaged energy spectra), this results in mutual competition in growth rates of affected variables often resulting in suppression of oscillating Alfven waves at small times while leading to faster saturations at relatively longer time scales. The effects are seen to be more pronounced with magnetic field fluxes where the noise cross correlation magnifies the strength of the field concerned. Another remarkable feature noted specifically for the autocorrelation functions is the removal of energy degeneracy in the temporal profiles of fast growing non-normal modes leading to faster saturation with minimum oscillations. These results, including those presented in the previous two publications, now convincingly explain subcritical transition to turbulence in the linear limit for all possible situations that could now serve as the benchmark for nonlinear stability studies in Keplerian accretion disks.

Análise quantitativa da distribuição de jogadores de futebol em campo durante jogos oficiais

Universidade Estadual de Campinas. Faculdade de Educação Física

Multifractality in the random parameter model for multivariate time series

The Random Parameter model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we explore the scaling properties of the model, as observed in the multifractal structure of the simulated time series. We use the Wavelet Transform Modulus Maxima technique to obtain the multifractal spectrum dependence with the parameters of the model. The model shows a scaling structure compatible with the stylized facts for a reasonable choice of the parameter values. (C) 2009 Elsevier B.V. All rights reserved.

A Novel Nonparametric Density Estimator

We present a novel nonparametric density estimator and a new data-driven bandwidth selection method with excellent properties. The approach is in- spired by the principles of the generalized cross entropy method. The pro- posed density estimation procedure has numerous advantages over the tra- ditional kernel density estimator methods. Firstly, for the first time in the nonparametric literature, the proposed estimator allows for a genuine incor- poration of prior information in the density estimation procedure. Secondly, the approach provides the first data-driven bandwidth selection method that is guaranteed to provide a unique bandwidth for any data. Lastly, simulation examples suggest the proposed approach outperforms the current state of the art in nonparametric density estimation in terms of accuracy and reliability.

The Fornax spectroscopic survey I. Survey strategy and preliminary results on the redshift distribution of a complete sample of stars and galaxies

The Fornax Spectroscopic Survey will use the Two degree Field spectrograph (2dF) of the Angle-Australian Telescope to obtain spectra for a complete sample of all 14000 objects with 16.5 less than or equal to b(j) less than or equal to 19.7 in a 12 square degree area centred on the Fornax Cluster. The aims of this project include the study of dwarf galaxies in the cluster (both known low surface brightness objects and putative normal surface brightness dwarfs) and a comparison sample of background field galaxies. We will also measure quasars and other active galaxies, any previously unrecognised compact galaxies and a large sample of Galactic stars. By selecting all objects-both stars and galaxies-independent of morphology, we cover a much larger range of surface brightness and scale size than previous surveys. In this paper we first describe the design of the survey. Our targets are selected from UK Schmidt Telescope sky survey plates digitised by the Automated Plate Measuring (APM) facility. We then describe the photometric and astrometric calibration of these data and show that the APM astrometry is accurate enough for use with the 2dF. We also describe a general approach to object identification using cross-correlations which allows us to identify and classify both stellar and galaxy spectra. We present results from the first 2dF field. Redshift distributions and velocity structures are shown for all observed objects in the direction of Fornax, including Galactic stars? galaxies in and around the Fornax Cluster, and for the background galaxy population. The velocity data for the stars show the contributions from the different Galactic components, plus a small tail to high velocities. We find no galaxies in the foreground to the cluster in our 2dF field. The Fornax Cluster is clearly defined kinematically. The mean velocity from the 26 cluster members having reliable redshifts is 1560 +/- 80 km s(-1). They show a velocity dispersion of 380 +/- 50 km s(-1). Large-scale structure can be traced behind the cluster to a redshift beyond z = 0.3. Background compact galaxies and low surface brightness galaxies are found to follow the general galaxy distribution.

Ambient noise tomography of the East African Rift in Mozambique

Seismic ambient noise tomography is applied to central and southern Mozambique, located in the tip of the East African Rift (EAR). The deployment of MOZART seismic network, with a total of 30 broad-band stations continuously recording for 26 months, allowed us to carry out the first tomographic study of the crust under this region, which until now remained largely unexplored at this scale. From cross-correlations extracted from coherent noise we obtained Rayleigh wave group velocity dispersion curves for the period range 5–40 s. These dispersion relations were inverted to produce group velocity maps, and 1-D shear wave velocity profiles at selected points. High group velocities are observed at all periods on the eastern edge of the Kaapvaal and Zimbabwe cratons, in agreement with the findings of previous studies. Further east, a pronounced slow anomaly is observed in central and southern Mozambique, where the rifting between southern Africa and Antarctica created a passive margin in the Mesozoic, and further rifting is currently happening as a result of the southward propagation of the EAR. In this study, we also addressed the question concerning the nature of the crust (continental versus oceanic) in the Mozambique Coastal Plains (MCP), still in debate. Our data do not support previous suggestions that the MCP are floored by oceanic crust since a shallow Moho could not be detected, and we discuss an alternative explanation for its ocean-like magnetic signature. Our velocity maps suggest that the crystalline basement of the Zimbabwe craton may extend further east well into Mozambique underneath the sediment cover, contrary to what is usually assumed, while further south the Kaapval craton passes into slow rifted crust at the Lebombo monocline as expected. The sharp passage from fast crust to slow crust on the northern part of the study area coincides with the seismically active NNE-SSW Urema rift, while further south the Mazenga graben adopts an N-S direction parallel to the eastern limit of the Kaapvaal craton. We conclude that these two extensional structures herald the southward continuation of the EAR, and infer a structural control of the transition between the two types of crust on the ongoing deformation.

Do institutions matter for economic fluctuations? Weak property rights in a business cycle model for Mexico

This paper shows that introducing weak property rights in the standard real business cycle (RBC) model can help to explain economic fluctuations. This is motivated by the empirical observation that changes in institutions in emerging markets are related to the evolution of the main macroeconomic variables. In particular, in Mexico, the movements in productivity in the data are associated with changes in institutions, so that we can explain productivity shocks to a large extent as shocks to the quality of institutions. We find that the model with shocks to the degree of protection of property rights only - without technology shocks - can match the second moments in the data for Mexico well. In particular, the fit is better than that of the standard neoclassical model with full protection of property rights regarding the auto-correlations and cross-correlations in the data, especially those related to labor. Viewing productivity shocks as shocks to institutions is also consistent with the stylized fact of falling productivity and non-decreasing labor hours in Mexico over 1980-1994, which is a feature that the neoclassical model cannot match.

The Rank Lecture: Has imaging told us anything new about human visual organisation?

The functional architecture of the occipital cortex is being studied with increasing detail. Functional and structural MR based imaging are altering views about the organisation of the human visual system. Recent advances have ranged from comparative studies with non-human primates to predictive scanning. The latter multivariate technique describes with sub-voxel resolution patterns of activity that are characteristic of specific visual experiences. One can deduce what a subject experienced visually from the pattern of cortical activity recorded. The challenge for the future is to understand visual functions in terms of cerebral computations at a mesoscopic level of description and to relate this information to electrophysiology. The principal medical application of this new knowledge has focused to a large extent on plasticity and the capacity for functional reorganisation. Crossmodality visual-sensory interactions and cross-correlations between visual and other cerebral areas in the resting state are areas of considerable current interest. The lecture will review findings over the last two decades and reflect on possible roles for imaging studies in the future.

What trees tell us: dendrochronological and statistical analysis of the data

Trees are a great bank of data, named sometimes for this reason as the "silentwitnesses" of the past. Due to annual formation of rings, which is normally influenced directly by of climate parameters (generally changes in temperature and moisture or precipitation) and other environmental factors; these changes, occurred in the past, are"written" in the tree "archives" and can be "decoded" in order to interpret what hadhappened before, mainly applied for the past climate reconstruction.Using dendrochronological methods for obtaining samples of Pinus nigra fromthe Catalonian PrePirineous region, the cores of 15 trees with total time spine of about 100 - 250 years were analyzed for the tree ring width (TRW) patterns and had quite high correlation between them (0.71 ¿ 0.84), corresponding to a common behaviour for the environmental changes in their annual growth.After different trials with raw TRW data for standardization in order to take outthe negative exponential growth curve dependency, the best method of doubledetrending (power transformation and smoothing line of 32 years) were selected for obtaining the indexes for further analysis.Analyzing the cross-correlations between obtained tree ring width indexes andclimate data, significant correlations (p<0.05) were observed in some lags, as forexample, annual precipitation in lag -1 (previous year) had negative correlation with TRW growth in the Pallars region. Significant correlation coefficients are between 0.27- 0.51 (with positive or negative signs) for many cases; as for recent (but very short period) climate data of Seu d¿Urgell meteorological station, some significant correlation coefficients were observed, of the order of 0.9.These results confirm the hypothesis of using dendrochronological data as aclimate signal for further analysis, such as reconstruction of climate in the past orprediction in the future for the same locality.

Diffusive transport properties in monovalent and divalent metal-ion halide melts: A computer simulation study

Self- and cross-velocity correlation functions and related transport coefficients of molten salts are studied by molecular-dynamics simulation. Six representative systems are considered, i.e., NaCl and KCl alkali halides, CuCl and CuBr noble-metal halides, and SrCl2 and ZnCl2 divalent metal-ion halides. Computer simulation results are compared with experimental self-diffusion coefficients and electrical conductivities. Special attention is paid to dynamic cross correlations and their dependence on the Coulomb interactions as well as on the size and mass differences between anions and cations.

A two-dimensional doppler-radiometer for earth observation

Compared to synthetic aperture radars (SARs), the angular resolution of microwave radiometers is quite poor. Traditionally, it has been limited by the physical size of the antenna. However, the angular resolution can be improved by means of aperture synthesis interferometric techniques. A narrow beam is synthesized during the image formation processing of the cross-correlations measured at zero-lag between pairs of signals collected by an array of antennas. The angular resolution is then determined by the maximum antenna spacing normalized to the wavelength (baseline). The next step in improving the angular resolution is the Doppler-Radiometer, somehow related to the super-synthesis radiometers and the Radiometer-SAR. This paper presents the concept of a three-antenna Doppler-Radiometer for 2D imaging. The performance of this instrument is evaluated in terms of angular/spatial resolution and radiometric sensitivity, and an L-band illustrative example is presented.

Les tests de causalité en variance entre deux séries chronologiques multivariées

Les modèles de séries chronologiques avec variances conditionnellement hétéroscédastiques sont devenus quasi incontournables afin de modéliser les séries chronologiques dans le contexte des données financières. Dans beaucoup d'applications, vérifier l'existence d'une relation entre deux séries chronologiques représente un enjeu important. Dans ce mémoire, nous généralisons dans plusieurs directions et dans un cadre multivarié, la procédure dévéloppée par Cheung et Ng (1996) conçue pour examiner la causalité en variance dans le cas de deux séries univariées. Reposant sur le travail de El Himdi et Roy (1997) et Duchesne (2004), nous proposons un test basé sur les matrices de corrélation croisée des résidus standardisés carrés et des produits croisés de ces résidus. Sous l'hypothèse nulle de l'absence de causalité en variance, nous établissons que les statistiques de test convergent en distribution vers des variables aléatoires khi-carrées. Dans une deuxième approche, nous définissons comme dans Ling et Li (1997) une transformation des résidus pour chaque série résiduelle vectorielle. Les statistiques de test sont construites à partir des corrélations croisées de ces résidus transformés. Dans les deux approches, des statistiques de test pour les délais individuels sont proposées ainsi que des tests de type portemanteau. Cette méthodologie est également utilisée pour déterminer la direction de la causalité en variance. Les résultats de simulation montrent que les tests proposés offrent des propriétés empiriques satisfaisantes. Une application avec des données réelles est également présentée afin d'illustrer les méthodes

Classification et relations entre les traits fonctionnels des crustacés zooplanctoniques : de l’organisme à l’écosystème

Les écologistes reconnaissent depuis longtemps que les organismes sont soutenus par le flux, l’emmagasinage et le renouvellement d’énergie et de matériel de l’écosystème, puisqu’ils sont nécessaires au métabolisme biologique et à la construction de biomasse. L’importance des organismes dans la régularisation des processus écosystémiques est maintenant de plus en plus considérée. Situé au centre des chaînes trophiques aquatiques, le zooplancton influence les flux d’énergie et de matériel dans les écosystèmes. Plusieurs de leurs caractéristiques sont connues comme étant de bons indicateurs de leur effet sur l’environnement, notamment leur taille, contenu corporel et taux métabolique. La plupart de ces caractéristiques peuvent être appelées « traits fonctionnels ». Alors que l’emploi des traits devient de plus en plus populaire en écologie des communautés aquatiques, peu ont su utiliser cette approche afin de concrètement lier la structure des communautés zooplanctoniques aux processus écosystémiques. Dans cette étude, nous avons colligé les données provenant d’une grande variété de littérature afin de construire une base de données sur les traits du zooplancton crustacé contribuant directement ou indirectement aux flux de C, N et P dans les écosystèmes. Notre méta-analyse a permis d’assembler plus de 9000 observations sur 287 espèces et d’identifier par le fait même ce qu’il manque à nos connaissances. Nous avons examiné une série de corrélations croisées entre 16 traits, dont 35 étaient significatives, et avons exploré les relations entre les unités taxonomiques de même qu’entre les espèces marines et d’eaux douces. Notre synthèse a entre autres révélé des patrons significativement différents entre le zooplancton marin et dulcicole quant à leur taux de respiration et leur allométrie (masse vs. longueur corporelle). Nous proposons de plus une nouvelle classification de traits liant les fonctions des organismes à celles de l’écosystème. Notre but est d’offrir une base de données sur les traits du zooplancton, des outils afin de mieux lier les organismes aux processus écosystémiques et de stimuler la recherche de patrons généraux et de compromis entre les traits.

Diffusive transport properties in monovalent and divalent metal-ion halide melts: A computer simulation study

Self- and cross-velocity correlation functions and related transport coefficients of molten salts are studied by molecular-dynamics simulation. Six representative systems are considered, i.e., NaCl and KCl alkali halides, CuCl and CuBr noble-metal halides, and SrCl2 and ZnCl2 divalent metal-ion halides. Computer simulation results are compared with experimental self-diffusion coefficients and electrical conductivities. Special attention is paid to dynamic cross correlations and their dependence on the Coulomb interactions as well as on the size and mass differences between anions and cations.

Risk reduction and diversification in UK commercial property portfolios

The issue of diversification in direct real estate investment portfolios has been widely studied in academic and practitioner literature. Most work, however, has been done using either partially aggregated data or data for small samples of individual properties. This paper reports results from tests of both risk reduction and diversification that use the records of 10,000+ UK properties tracked by Investment Property Databank. It provides, for the first time, robust estimates of the diversification gains attainable given the returns, risks and cross‐correlations across the individual properties available to fund managers. The results quantify the number of assets and amount of money needed to construct both ‘balanced’ and ‘specialist’ property portfolios by direct investment. Target numbers will vary according to the objectives of investors and the degree to which tracking error is tolerated. The top‐level results are consistent with previous work, showing that a large measure of risk reduction can be achieved with portfolios of 30–50 properties, but full diversification of specific risk can only be achieved in very large portfolios. However, the paper extends previous work by demonstrating on a single, large dataset the implications of different methods of calculating risk reduction, and also by showing more disaggregated results relevant to the construction of specialist, sector‐focussed funds.