Dinâmica monetária eficiente sob encontros aleatórios: uma classe de métodos numéricos que exploram concavidade

A dificuldade em se caracterizar alocações ou equilíbrios não estacionários é uma das principais explicações para a utilização de conceitos e hipóteses que trivializam a dinâmica da economia. Tal dificuldade é especialmente crítica em Teoria Monetária, em que a dimensionalidade do problema é alta mesmo para modelos muito simples. Neste contexto, o presente trabalho relata a estratégia computacional de implementação do método recursivo proposto por Monteiro e Cavalcanti (2006), o qual permite calcular a sequência ótima (possivelmente não estacionária) de distribuições de moeda em uma extensão do modelo proposto por Kiyotaki e Wright (1989). Três aspectos deste cálculo são enfatizados: (i) a implementação computacional do problema do planejador envolve a escolha de variáveis contínuas e discretas que maximizem uma função não linear e satisfaçam restrições não lineares; (ii) a função objetivo deste problema não é côncava e as restrições não são convexas; e (iii) o conjunto de escolhas admissíveis não é conhecido a priori. O objetivo é documentar as dificuldades envolvidas, as soluções propostas e os métodos e recursos disponíveis para a implementação numérica da caracterização da dinâmica monetária eficiente sob a hipótese de encontros aleatórios.

Models of complexity in Robert Coover's John's wife and the adventures of Lucky Pierre

This doctoral dissertation analyzes two novels by the American novelist Robert Coover as examples of hypertextual writing on the book bound page, as tokens of hyperfiction. The complexity displayed in the novels, John's Wife and The Adventures of Lucky Pierre, integrates the cultural elements that characterize the contemporary condition of capitalism and technologized practices that have fostered a different subjectivity evidenced in hypertextual writing and reading, the posthuman subjectivity. The models that account for the complexity of each novel are drawn from the concept of strange attractors in Chaos Theory and from the concept of rhizome in Nomadology. The transformations the characters undergo in the degree of their corporeality sets the plane on which to discuss turbulence and posthumanity. The notions of dynamic patterns and strange attractors, along with the concept of the Body without Organs and Rhizome are interpreted, leading to the revision of narratology and to analytical categories appropriate to the study of the novels. The reading exercised throughout this dissertation enacts Daniel Punday's corporeal reading. The changes in the characters' degree of materiality are associated with the stages of order, turbulence and chaos in the story, bearing on the constitution of subjectivity within and along the reading process. Coover's inscription of planes of consistency to counter linearity and accommodate hypertextual features to the paper supported narratives describes the characters' trajectory as rhizomatic. The study led to the conclusion that narrative today stands more as a regime in a rhizomatic relation with other regimes in cultural practice than as an exclusively literary form and genre. Besides this, posthuman subjectivity emerges as class identity, holding hypertextual novels as their literary form of choice.

Tests of proportional hazards and proportional odds models for grouped survival data

In this paper, we derive score test statistics to discriminate between proportional hazards and proportional odds models for grouped survival data. These models are embedded within a power family transformation in order to obtain the score tests. In simple cases, some small-sample results are obtained for the score statistics using Monte Carlo simulations. Score statistics have distributions well approximated by the chi-squared distribution. Real examples illustrate the proposed tests.

Choosing between Cox proportional hazards and logistic models for interval-censored data via bootstrap

This work develops a new methodology in order to discriminate models for interval-censored data based on bootstrap residual simulation by observing the deviance difference from one model in relation to another, according to Hinde (1992). Generally, this sort of data can generate a large number of tied observations and, in this case, survival time can be regarded as discrete. Therefore, the Cox proportional hazards model for grouped data (Prentice & Gloeckler, 1978) and the logistic model (Lawless, 1982) can befitted by means of generalized linear models. Whitehead (1989) considered censoring to be an indicative variable with a binomial distribution and fitted the Cox proportional hazards model using complementary log-log as a link function. In addition, a logistic model can be fitted using logit as a link function. The proposed methodology arises as an alternative to the score tests developed by Colosimo et al. (2000), where such models can be obtained for discrete binary data as particular cases from the Aranda-Ordaz distribution asymmetric family. These tests are thus developed with a basis on link functions to generate such a fit. The example that motivates this study was the dataset from an experiment carried out on a flax cultivar planted on four substrata susceptible to the pathogen Fusarium oxysoprum. The response variable, which is the time until blighting, was observed in intervals during 52 days. The results were compared with the model fit and the AIC values.

Determining the shape of the universe using discrete sources

Suppose we have identified three clusters of galaxies as being topological copies of the same object. How does this information constrain the possible models for the shape of our universe? It is shown here that, if our universe has flat spatial sections, these multiple images can be accommodated within any of the six classes of compact orientable three-dimensional flat space forms. Moreover, the discovery of two more triples of multiple images in the neighbourhood of the first one would allow the determination of the topology of the universe, and in most cases the determination of its size.

Conserved currents in gravitational models with quasi-invariant Lagrangians: Application to teleparallel gravity

Conservation laws in gravitational theories with diffeomorphism and local Lorentz symmetry are studied. Main attention is paid to the construction of conserved currents and charges associated with an arbitrary vector field that generates a diffeomorphism on the spacetime. We further generalize previous results for the case of gravitational models described by quasi-invariant Lagrangians, that is, Lagrangians that change by a total derivative under the action of the local Lorentz group. The general formalism is then applied to the teleparallel models, for which the energy and the angular momentum of a Kerr black hole are calculated. The subsequent analysis of the results obtained demonstrates the importance of the choice of the frame.

The flavor problem and discrete symmetries

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Additive genetic relationship of longevity with fertility and production traits in Nellore cattle based on bivariate models

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

Observed supersymmetry of hadrons and the tachyonless string models

The experimental mesonic density of states ρmeson(m)≃ρbaryon(m) from 0.9 to 1.3 GeV. In this region the ρmeson fits the ρ(m) deduced for it from discrete bag model states. Beyond 1.3 GeV one can expect exotic mesons. If ρmeson is replaced by the baryon density (as suggested by string model studies [D. Kutasov and N. Seiberg, Nucl. Phys. B 358 (1991) 600; P.G.O. Freund and J.L. Rosner, Phys. Rev. Lett. 68 (1992) 765]), agreement with theory is obtained up to 1.7 GeV. Beyond 1.7 GeV exotic baryons may be expected.

Toda and Volterra lattice equations from discrete symmetries of KP hierarchies

The discrete models of the Toda and Volterra chains are being constructed out of the continuum two-boson KP hierarchies. The main tool is the discrete symmetry preserving the Hamiltonian structure of the continuum models. The two-boson currents of KP hierarchy are being associated with sites of the corresponding chain by successive actions of discrete symmetry.

H2 and/or H∞-norm model reduction of uncertain discrete-time systems

This paper addresses the problem of model reduction for uncertain discrete-time systems with convex bounded (polytope type) uncertainty. A reduced order precisely known model is obtained in such a way that the H2 and/or the H∞ guaranteed norm of the error between the original (uncertain) system and the reduced one is minimized. The optimization problems are formulated in terms of coupled (non-convex) LMIs - Linear Matrix Inequalities, being solved through iterative algorithms. Examples illustrate the results.

Linear quadratic Gaussian control of discrete-time Markov jump linear systems with horizon defined by stopping times

The linear quadratic Gaussian control of discrete-time Markov jump linear systems is addressed in this paper, first for state feedback, and also for dynamic output feedback using state estimation. in the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (T N), or the occurrence of a crucial failure event (τ δ), after which the system paralyzed. From the constructive method used here a separation principle holds, and the solutions are given in terms of a Kalman filter and a state feedback sequence of controls. The control gains are obtained by recursions from a set of algebraic Riccati equations for the former case or by a coupled set of algebraic Riccati equation for the latter case. Copyright © 2005 IFAC.

H ∞ state feedback control of discrete-time Markov jump linear systems through linear matrix inequalities

This paper addresses the H ∞ state-feedback control design problem of discretetime Markov jump linear systems. First, under the assumption that the Markov parameter is measured, the main contribution is on the LMI characterization of all linear feedback controllers such that the closed loop output remains bounded by a given norm level. This results allows the robust controller design to deal with convex bounded parameter uncertainty, probability uncertainty and cluster availability of the Markov mode. For partly unknown transition probabilities, the proposed design problem is proved to be less conservative than one available in the current literature. An example is solved for illustration and comparisons. © 2011 IFAC.

Automatic code generation for microcontrollers from place-transition Petri net models

This paper describes a program for the automatic generation of code for Intel's 8051 microcontroller. The code is generated from a place-transition Petri net specification. Our goal is to minimize programming time. The code generated by our program has been observed to exactly match the net model. It has also been observed that no change is needed to be made to the generated code for its compilation to the target architecture. © 2011 IFAC.

Advances on statistical/thermodynamical models for unpolarized structure functions

During the eights and nineties many statistical/thermodynamical models were proposed to describe the nucleons' structure functions and distribution of the quarks in the hadrons. Most of these models describe the compound quarks and gluons inside the nucleon as a Fermi / Bose gas respectively, confined in a MIT bag[1] with continuous energy levels. Another models considers discrete spectrum. Some interesting features of the nucleons are obtained by these models, like the sea asymmetries d̄/ū and d̄-ū. © 2013 American Institute of Physics.