Some limit theorems for regenerative queues

We consider a single server queue with the interarrival times and the service times forming a regenerative sequence. This traffic class includes the standard models: lid, periodic, Markov modulated (e.g., BMAP model of Lucantoni [18]) and their superpositions. This class also includes the recently proposed traffic models in high speed networks, exhibiting long range dependence. Under minimal conditions we obtain the rates of convergence to stationary distributions, finiteness of stationary moments, various functional limit theorems and the continuity of stationary distributions and moments. We use the continuity results to obtain approximations for stationary distributions and moments of an MMPP/GI/1 queue where the modulating chain has a countable state space. We extend all our results to feedforward networks where the external arrivals to each queue can be regenerative. In the end we show that the output process of a leaky bucket is regenerative if the input process is and hence our results extend to a queue with arrivals controlled by a leaky bucket.

Elements of Volatility at High Frequency

Volatility is central in options pricing and risk management. It reflects the uncertainty of investors and the inherent instability of the economy. Time series methods are among the most widely applied scientific methods to analyze and predict volatility. Very frequently sampled data contain much valuable information about the different elements of volatility and may ultimately reveal the reasons for time varying volatility. The use of such ultra-high-frequency data is common to all three essays of the dissertation. The dissertation belongs to the field of financial econometrics. The first essay uses wavelet methods to study the time-varying behavior of scaling laws and long-memory in the five-minute volatility series of Nokia on the Helsinki Stock Exchange around the burst of the IT-bubble. The essay is motivated by earlier findings which suggest that different scaling laws may apply to intraday time-scales and to larger time-scales, implying that the so-called annualized volatility depends on the data sampling frequency. The empirical results confirm the appearance of time varying long-memory and different scaling laws that, for a significant part, can be attributed to investor irrationality and to an intraday volatility periodicity called the New York effect. The findings have potentially important consequences for options pricing and risk management that commonly assume constant memory and scaling. The second essay investigates modelling the duration between trades in stock markets. Durations convoy information about investor intentions and provide an alternative view at volatility. Generalizations of standard autoregressive conditional duration (ACD) models are developed to meet needs observed in previous applications of the standard models. According to the empirical results based on data of actively traded stocks on the New York Stock Exchange and the Helsinki Stock Exchange the proposed generalization clearly outperforms the standard models and also performs well in comparison to another recently proposed alternative to the standard models. The distribution used to derive the generalization may also prove valuable in other areas of risk management. The third essay studies empirically the effect of decimalization on volatility and market microstructure noise. Decimalization refers to the change from fractional pricing to decimal pricing and it was carried out on the New York Stock Exchange in January, 2001. The methods used here are more accurate than in the earlier studies and put more weight on market microstructure. The main result is that decimalization decreased observed volatility by reducing noise variance especially for the highly active stocks. The results help risk management and market mechanism designing.

An association and Wilson activity coefficient model for solubilities of aromatic solid pollutants in supercritical carbon dioxide

The solubilities of various solid pollutants in supercritical carbon dioxide were investigated. The intermolecular interactions play a significant role in determining the solubilities of solids in supercritical carbon dioxide. A new model equation was derived by using the concepts of association and activity coefficient model to correlate the solubilities of solids. The model equation combines the association and Wilson activity coefficient models and includes the interaction potentials between the molecules, which are useful in understanding the behavior of the solid solutes in SCCO2. The new model equation involves five adjustable parameters to correlate the solubilities of solids by incorporating the interactions between the molecules. The equation correlated 75 solid systems with an average AARD of around 9%, which was better than the correlations obtained from standard models such as Mendez Santiago-Teja (MT) model and association model. (C) 2012 Elsevier B.V. All rights reserved.

Modeling of Effect of Nucleation Rate and Electrodes' Resistance on Discharge Characteristics of Lead-Acid Batteries

Classical models are not successful in describing discharge characteristics of a lead-acid battery when the current density is varied over a wide range. A model is developed in this work to overcome this lacuna by introducing into the standard models two mechanisms that have not been used earlier. Lead sulfate particles nucleate and grow on active materials of electrodes during discharge, resulting in coverage of active area. Increasing rate of discharge builds supersaturation of lead sulfate rapidly, and causes increased extents of nucleation and coverage. Electrodes behave almost like an insulator due to deposition of lead sulfate when active materials are converted to a critical extent, and this can stop discharge process. Influence of this mechanism is also rate dependent. The new model developed is tested against data on polarization behavior, and capacity drawn as a function of current. The model successfully predicts both polarization curves and Peukert behavior. The model is used to predict charge that can be drawn at a current after partial discharge at a different current. Model suggests that altering nucleation behavior can be useful in enhancing capacity available for discharge. (C) 2015 The Electrochemical Society.

CMB as a probe of new physics and old times

Cosmic birefringence (CB)---a rotation of photon-polarization plane in vacuum---is a generic signature of new scalar fields that could provide dark energy. Previously, WMAP observations excluded a uniform CB-rotation angle larger than a degree.

In this thesis, we develop a minimum-variance--estimator formalism for reconstructing direction-dependent rotation from full-sky CMB maps, and forecast more than an order-of-magnitude improvement in sensitivity with incoming Planck data and future satellite missions. Next, we perform the first analysis of WMAP-7 data to look for rotation-angle anisotropies and report null detection of the rotation-angle power-spectrum multipoles below L=512, constraining quadrupole amplitude of a scale-invariant power to less than one degree. We further explore the use of a cross-correlation between CMB temperature and the rotation for detecting the CB signal, for different quintessence models. We find that it may improve sensitivity in case of marginal detection, and provide an empirical handle for distinguishing details of new physics indicated by CB.

We then consider other parity-violating physics beyond standard models---in particular, a chiral inflationary-gravitational-wave background. We show that WMAP has no constraining power, while a cosmic-variance--limited experiment would be capable of detecting only a large parity violation. In case of a strong detection of EB/TB correlations, CB can be readily distinguished from chiral gravity waves.

We next adopt our CB analysis to investigate patchy screening of the CMB, driven by inhomogeneities during the Epoch of Reionization (EoR). We constrain a toy model of reionization with WMAP-7 data, and show that data from Planck should start approaching interesting portions of the EoR parameter space and can be used to exclude reionization tomographies with large ionized bubbles.

In light of the upcoming data from low-frequency radio observations of the redshifted 21-cm line from the EoR, we examine probability-distribution functions (PDFs) and difference PDFs of the simulated 21-cm brightness temperature, and discuss the information that can be recovered using these statistics. We find that PDFs are insensitive to details of small-scale physics, but highly sensitive to the properties of the ionizing sources and the size of ionized bubbles.

Finally, we discuss prospects for related future investigations.

Environmental fiscal reform and unemployment in Spain in the presence of an informal sector

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Avaliação comparativa da alteração dimensional de diferentes materiais utilizados para a confecção de troquéis

Neste trabalho experimental, objetivou-se avaliar comparativamente a alteração dimensional de três diferentes materiais utilizados na confecção de troqueis: gesso tipo IV Fuji Rock (GC), resina epóxica industrial Sikadur 32 (Sika) e resina epóxica Tri-Epoxy Die Material (Tri-Dynamics). Foram confeccionados dois modelos-padrão em aço inoxidável. Um desses modelos foi confeccionado de modo a simular um preparo para coroa total em um pré-molar. O outro modelo foi confeccionado 2,0mm maior em todas as dimensões em relação ao primeiro de modo a proporcionar um alívio uniforme para a base leve do material de moldagem. Trinta troquéis foram obtidos a partir de moldes em silicona de adição (Aquasil Dentsply) utilizada com a técnica de dois passos. Os troqueis foram divididos em grupos de dez para cada material. As alterações foram mensuradas através das medições da altura e dos diâmetros da base e do topo dos troqueis obtidos, com o auxílio de um Projetor de Perfis Deltronic DV-114 com leitura em software. As medidas obtidas foram dispostas em tabelas e analisadas estatisticamente. Após avaliação pode-se concluir que houve diferença estatisticamente significante entre todos os grupos testados. Os troquéis de gesso tipo IV Fuji Rock (GC) contraíram nas medições da altura e do diâmetro do topo, e expandiram nas medições do diâmetro da base, apresentando diferença estatisticamente significativa em todas as comparações com o grupo controle (metal). Os troquéis de resina epóxica Tri-Epoxy (Tri-Dynamics) contraíram nas medições da altura e do diâmetro do topo, e expandiram nas medições diâmetro da base, apresentando diferença estatisticamente significante somente no diâmetro do topo nas comparações com o grupo controle (metal). Os troquéis de resina epóxica Sikadur 32 (Sika) contraíram nas medições da altura e do diâmetro do topo, e expandiram nas medições do diâmetro das base, apresentando diferença estatisticamente significante em todas as comparações com o grupo controle (metal).

Measurements of mantle velocities of P waves with a large array

A large array has been used to investigate the P-wave velocity structure of the lower mantle. Linear array processing methods are reviewed and a method of nonlinear processing is presented. Phase velocities, travel times, and relative amplitudes of P waves have been measured with the large array at the Tonto Forest Seismological Observatory in Arizona for 125 earthquakes in the distance range of 30 to 100 degrees. Various models are assumed for the upper 771 km of the mantle and the Wiechert-Herglotz method applied to the phase velocity data to obtain a velocity depth structure for the lower mantle. The phase velocity data indicates the presence of a second-order discontinuity at a depth of 840 km, another at 1150 km, and less pronounced discontinuities at 1320, 1700 and 1950 km. Phase velocities beyond 85 degrees are interpreted in terms of a triplication of the phase velocity curve, and this results in a zone of almost constant velocity between depths of 2670 and 2800 km. Because of the uncertainty in the upper mantle assumptions, a final model cannot be proposed, but it appears that the lower mantle is more complicated than the standard models and there is good evidence for second-order discontinuities below a depth of 1000 km. A tentative lower bound of 2881 km can be placed on the depth to the core. The importance of checking the calculated velocity structure against independently measured travel times is pointed out. Comparisons are also made with observed PcP times and the agreement is good. The method of using measured values of the rate of change of amplitude with distances shows promising results.

Entre linhas e redes: os pontos de cultura no tecido brasileiro

Nos últimos 30 anos, a Cultura tem exercido um papel cada vez mais determinante nas esferas políticas, econômicas e sociais. A indústria dos bens culturais demonstra uma força crescente, mesmo perante crises, e agências multinacionais, juntamente com Estados-Nação, têm utilizado de projetos culturais com o objetivo de desenvolvimento econômico e social de diversas regiões do mundo. Porém, ao mesmo tempo que a cultura exerce papel tão predominante, ela vem sendo moldada segundo os ditames da lógica de mercado. Por isso órgãos como a UNESCO apontam para a necessidade dos países de fomentarem uma produção cultural heterogênica, que fuja dos modelos únicos das indústrias culturais. O presente trabalho põe em análise o programa Cultura Viva, implementado no Governo Lula, que tem nos Pontos de Cultura sua principal ação. A partir de conceitos de Gilles Deleuze, Felix Guattari e Antonio Negri, esse trabalho visa discutir de que maneiras o Cultura Viva se constitui como uma alternativa ao modelo de fomentação de cultura regido por esses ditames mercadológicos. Ao propor uma diferente forma de produção, organização e gestão do meio cultural, o programa Cultura Viva se inscreve em uma política mais aberta a diferentes grupos e movimentos de nossa sociedade brasileira.

Growth dynamics of the spinner shark (Carcharhinus brevipinna) off the United States southeast and Gulf of Mexico coasts: a comparison of methods

The age and growth dynamics of the spinner shark (Carcharhinus brevipinna) in the northwest Atlantic Ocean off the southeast United States and in the Gulf of Mexico were examined and four growth models were used to examine variation in the ability to fit size-at-age data. The von Bertalanffy growth model, an alternative equation of the von Bertalanffy growth model with a size-at-birth intercept, the Gompertz growth model, and a logistic model were fitted to sex-specific observed size-at-age data. Considering the statistical criteria (e.g., lowest mean square error [MSE], high coefficient-of-determination, and greatest level of significance) we desired for this study, the logistic model provided the best overall fit to the size-at-age data, whereas the von Bertalanffy growth model gave the worst. For “biological validity,” the von Bertalanffy model for female sharks provided estimates similar to those reported in other studies. However, the von Bertalanffy model was deemed inappropriate for describing the growth of male spinner sharks because estimates of theoretical maximum size (L∞) indicated a size much larger than that observed in the field. However, the growth coefficient (k= 0.14/yr) from the Gompertz model provided an estimate most similar to that reported for other large coastal species. The analysis of growth for spinner shark in the present study demonstrates the importance of fitting alternative models when standard models fit the data poorly or when growth estimates do not appear to be realistic.

A flame surface density approach to large-eddy simulation of premixed turbulent combustion

The flame surface density approach to the modeling of premixed turbulent combustion is well established in the context of Reynolds-averaged simulations. For the future, it is necessary to consider large-eddy simulation (LES), which is likely to offer major advantages in terms of physical accuracy, particularly for unsteady combustion problems. LES relies on spatial filtering for the removal of unresolved phenomena whose characteristic length scales are smaller than the computational grid scale. Thus, there is a need for soundly based physical modeling at the subgrid scales. The aim of this paper is to explore the usefulness of the flame surface density concept as a basis for LES modeling of premixed turbulent combustion. A transport equation for the filtered flame surface density is presented, and models are proposed for unclosed terms. Comparison with Reynolds-averaged modeling is shown to reveal some interesting similarities and differences. These were exploited together with known physics and statistical results from experiment and from direct numerical stimulation in order to gain insight and refine the modeling. The model has been implemented in a combustion LES code together with standard models for scalar and momentum transport. Computational results were obtained for a simple three-dimensional flame propagation test problem, and the relative importance of contributing terms in the modeled equation for flame surface density was assessed. Straining and curvature are shown to have a major influence at both the resolved and subgrid levels.

Ultrafast Melting of Carbon Induced by Intense Proton Beams

Laser-produced proton beams have been used to achieve ultrafast volumetric heating of carbon samples at solid density. The isochoric melting of carbon was probed by a scattering of x rays from a secondary laser-produced plasma. From the scattering signal, we have deduced the fraction of the material that was melted by the inhomogeneous heating. The results are compared to different theoretical approaches for the equation of state which suggests modifications from standard models.

Domain annihilation due to temperature and thickness gradients in single-crystal BaTiO3

The manner in which 90? ferroelectric-ferroelastic domains respond to changes in temperature has been mapped in BaTiO3 single crystals using atomic force microscopy. Domain periodicity remains unaltered until approximately 2 ? C below the Curie temperature (TC ), whereupon domains coarsened dramatically. This behavior was successfully rationalized by considering the temperature dependence of the parameters associated with standard models of ferroelastic domain formation. However, while successful in describing the expected radical increase in equilibrium period with temperature, the model did not predict the unusual mechanism by which domain coarsening occurred; this was not continuous at a local level but instead involved discrete domain annihilation events. Subsequent insights from a combination of free energy analysis for the system and further experimental data from an analogous situation, in which domain period increases with increasing crystal thickness, suggested that domain annihilation is inevitable whenever a component of the relevant gradient that affects domain period is orientated parallel to the domain walls. Consistent with this thesis, we note that, for the observations presented herein, the thermal gradient possessed a significant component parallel to the domain walls. We suggest that domain annihilation is a general feature of domain structures in gradient fields.

Accessibility and Health: Towards Walkability Tools for Planning Practice

There is increasing research interest in how we can most effectively intervene in the built environment to change behaviours such as physical activity and improve health. Much of this work has focussed around the concept of walkability and the identification of those attributes of our cities that encourage pedestrian activity, including density, connectivity and the aesthetic of the urban realm (Saelens et al 2003, Frank et al 2010). Much of the existing research has clarified the strength of the relationships between various environmental attributes and the differential impact on different demographic groups (e.g. Panter et al 2011). This has not yet been effectively translated into tools to help integrate the concepts of walkability into decision-making by statutory authorities that can help shape the spatial development and delivery of public services which can support more active lifestyles. A key reason for this has been that standard models for transport planning and accessibility are based on networks of road infrastructure, which provides a weak basis for modelling pedestrian accessibility (Chin et al 2008).

This paper reports the findings of Knowledge Exchange project funded by UK’s Economic and Social Research Council (ES/J010588/1) and partners including Belfast and Derry City Councils and Northern Ireland’s Public Health Agency, the Department of Regional Development and Belfast Healthy Cities, that has attempted to address this problem. This project has mapped city-wide footpath networks and used these to assist partner organisations in developing the evidence base for making decisions on public services based on health impacts and pedestrian access. The paper describes the tool developed, uses a number of examples to highlight its impact on areas of decision-making and evaluates the benefits of further integrating walkability into planning and development practice.

Describing function of two masses with backlash

This paper analyzes the dynamical properties of systems with backlash and impact phenomena based on the describing function method. It is shown that this type of nonlinearity can be analyzed in the perspective of the fractional calculus theory. The fractional dynamics is compared with that of standard models.