Fokker-Planck equation approach to the description of soliton statistics in optical fiber transmission systems

We derive rigorously the Fokker-Planck equation that governs the statistics of soliton parameters in optical transmission lines in the presence of additive amplifier spontaneous emission. We demonstrate that these statistics are generally non-Gaussian. We present exact marginal probability-density functions for soliton parameters for some cases. A WKB approach is applied to describe the tails of the probability-density functions. © 2005 Optical Society of America.

Unifractality and multifractality in the Italian stock market

Tests for random walk behaviour in the Italian stock market are presented, based on an investigation of the fractal properties of the log return series for the Mibtel index. The random walk hypothesis is evaluated against alternatives accommodating either unifractality or multifractality. Critical values for the test statistics are generated using Monte Carlo simulations of random Gaussian innovations. Evidence is reported of multifractality, and the departure from random walk behaviour is statistically significant on standard criteria. The observed pattern is attributed primarily to fat tails in the return probability distribution, associated with volatility clustering in returns measured over various time scales. © 2009 Elsevier Inc. All rights reserved.

Inverse four-wave mixing and self-parametric amplification in optical fibre

An important group of nonlinear processes in optical fibre involve the mixing of four waves due to the intensity dependence of the refractive index. It is customary to distinguish between nonlinear effects that require external/pumping waves (cross-phase modulation and parametric processes such as four-wave mixing) and those arising from self-action of the propagating optical field (self-phase modulation and modulation instability). Here, we present a new nonlinear self-action effect—self-parametric amplification—which manifests itself as optical spectrum narrowing in normal dispersion fibre, leading to very stable propagation with a distinctive spectral distribution. The narrowing results from inverse four-wave mixing, resembling an effective parametric amplification of the central part of the spectrum by energy transfer from the spectral tails. Self-parametric amplification and the observed stable nonlinear spectral propagation with a random temporal waveform can find applications in optical communications and high-power fibre lasers with nonlinear intracavity dynamics.

Functional Transfer Theorems for Maxima of Stationary Processes

2000 Mathematics Subject Classification: 60G70, 60F12, 60G10.

Weak Convergence to the Tangent Process of the Linear Multifractional Stable Motion

2000 Mathematics Subject Classification: 60G18, 60E07

On the Lp-Norm Regression Models for Estimating Value-at-Risk

Analysis of risk measures associated with price series data movements and its predictions are of strategic importance in the financial markets as well as to policy makers in particular for short- and longterm planning for setting up economic growth targets. For example, oilprice risk-management focuses primarily on when and how an organization can best prevent the costly exposure to price risk. Value-at-Risk (VaR) is the commonly practised instrument to measure risk and is evaluated by analysing the negative/positive tail of the probability distributions of the returns (profit or loss). In modelling applications, least-squares estimation (LSE)-based linear regression models are often employed for modeling and analyzing correlated data. These linear models are optimal and perform relatively well under conditions such as errors following normal or approximately normal distributions, being free of large size outliers and satisfying the Gauss-Markov assumptions. However, often in practical situations, the LSE-based linear regression models fail to provide optimal results, for instance, in non-Gaussian situations especially when the errors follow distributions with fat tails and error terms possess a finite variance. This is the situation in case of risk analysis which involves analyzing tail distributions. Thus, applications of the LSE-based regression models may be questioned for appropriateness and may have limited applicability. We have carried out the risk analysis of Iranian crude oil price data based on the Lp-norm regression models and have noted that the LSE-based models do not always perform the best. We discuss results from the L1, L2 and L∞-norm based linear regression models. ACM Computing Classification System (1998): B.1.2, F.1.3, F.2.3, G.3, J.2.

Dark matter in dwarf irregular galaxies, DDO 210 and DDO 169

It has been proposed that dwarf irregular galaxies can be separated into two classes based on their formation mechanism; that they are the result of the collapse of a primordial gas cloud or that they are the product of condensation of gas in the tidal tails of interacting galaxies. Simulations of galaxy interactions indicate that one can differentiate between these two scenarios by the dark matter content, with a low dark matter content indicating a fossil tidal dwarf. The purpose of this dissertation was to explore the dark matter distribution of two dwarf irregular galaxies using optical and neutral atomic hydrogen data. For DDO 210, the method of mass-modelling was used to determine its dark matter. About 64% of the galaxy mass was calculated to be in the form of dark matter and hence it is unlikely to be a fossil tidal dwarf. The method of mass-modelling could not be used for DDO 169 as the galaxy shows evidence of being tidally disrupted and hence, has a disturbed velocity field. Instead, the suggestion that dark matter might be responsible for a pressure anomaly in DDO 169 was tested to determine its dark matter content. According to this method, a pressure anomaly does exist but without a concrete value for the scale-height, it is unclear whether the anomaly is due to the presence of dark matter. Hence one cannot say how much dark matter might actually be present in DDO 169. A rotation curve would be required to do this. ^

Three essays on asset pricing

In this dissertation, I investigate three related topics on asset pricing: the consumption-based asset pricing under long-run risks and fat tails, the pricing of VIX (CBOE Volatility Index) options and the market price of risk embedded in stock returns and stock options. These three topics are fully explored in Chapter II through IV. Chapter V summarizes the main conclusions. In Chapter II, I explore the effects of fat tails on the equilibrium implications of the long run risks model of asset pricing by introducing innovations with dampened power law to consumption and dividends growth processes. I estimate the structural parameters of the proposed model by maximum likelihood. I find that the stochastic volatility model with fat tails can, without resorting to high risk aversion, generate implied risk premium, expected risk free rate and their volatilities comparable to the magnitudes observed in data. In Chapter III, I examine the pricing performance of VIX option models. The contention that simpler-is-better is supported by the empirical evidence using actual VIX option market data. I find that no model has small pricing errors over the entire range of strike prices and times to expiration. In general, Whaley’s Black-like option model produces the best overall results, supporting the simpler-is-better contention. However, the Whaley model does under/overprice out-of-the-money call/put VIX options, which is contrary to the behavior of stock index option pricing models. In Chapter IV, I explore risk pricing through a model of time-changed Lvy processes based on the joint evidence from individual stock options and underlying stocks. I specify a pricing kernel that prices idiosyncratic and systematic risks. This approach to examining risk premia on stocks deviates from existing studies. The empirical results show that the market pays positive premia for idiosyncratic and market jump-diffusion risk, and idiosyncratic volatility risk. However, there is no consensus on the premium for market volatility risk. It can be positive or negative. The positive premium on idiosyncratic risk runs contrary to the implications of traditional capital asset pricing theory.

Pattern of nutrient availability and plant community assemblage in Everglades Tree Islands, Florida, USA

We address the relative importance of nutrient availability in relation to other physical and biological factors in determining plant community assemblages around Everglades Tree Islands (Everglades National Park, Florida, USA). We carried out a one-time survey of elevation, soil, water level and vegetation structure and composition at 138 plots located along transects in three tree islands in the Park’s major drainage basin. We used an RDA variance partitioning technique to assess the relative importance of nutrient availability (soil N and P) and other factors in explaining herb and tree assemblages of tree island tail and surrounded marshes. The upland areas of the tree islands accumulate P and show low N concentration, producing a strong island-wide gradient in soil N:P ratio. While soil N:P ratio plays a significant role in determining herb layer and tree layer community assemblage in tree island tails, nevertheless part of its variance is shared with hydrology. The total species variance explained by the predictors is very low. We define a strong gradient in nutrient availability (soil N:P ratio) closely related to hydrology. Hydrology and nutrient availability are both factors influencing community assemblages around tree islands, nevertheless both seem to be acting together and in a complex mechanism. Future research should be focused on segregating these two factors in order to determine whether nutrient leaching from tree islands is a factor determining community assemblages and local landscape pattern in the Everglades, and how this process might be affected by water management.

Three Essays on Asset Pricing

In this dissertation, I investigate three related topics on asset pricing: the consumption-based asset pricing under long-run risks and fat tails, the pricing of VIX (CBOE Volatility Index) options and the market price of risk embedded in stock returns and stock options. These three topics are fully explored in Chapter II through IV. Chapter V summarizes the main conclusions. In Chapter II, I explore the effects of fat tails on the equilibrium implications of the long run risks model of asset pricing by introducing innovations with dampened power law to consumption and dividends growth processes. I estimate the structural parameters of the proposed model by maximum likelihood. I find that the stochastic volatility model with fat tails can, without resorting to high risk aversion, generate implied risk premium, expected risk free rate and their volatilities comparable to the magnitudes observed in data. In Chapter III, I examine the pricing performance of VIX option models. The contention that simpler-is-better is supported by the empirical evidence using actual VIX option market data. I find that no model has small pricing errors over the entire range of strike prices and times to expiration. In general, Whaley’s Black-like option model produces the best overall results, supporting the simpler-is-better contention. However, the Whaley model does under/overprice out-of-the-money call/put VIX options, which is contrary to the behavior of stock index option pricing models. In Chapter IV, I explore risk pricing through a model of time-changed Lévy processes based on the joint evidence from individual stock options and underlying stocks. I specify a pricing kernel that prices idiosyncratic and systematic risks. This approach to examining risk premia on stocks deviates from existing studies. The empirical results show that the market pays positive premia for idiosyncratic and market jump-diffusion risk, and idiosyncratic volatility risk. However, there is no consensus on the premium for market volatility risk. It can be positive or negative. The positive premium on idiosyncratic risk runs contrary to the implications of traditional capital asset pricing theory.

A negociação coletiva como instrumento de efetividade do direito fundamental à igualdade

Equality as a principle and as a legal rule, integrates brazilian constitutional order since the Constitution of 1891, constituting the target always be sought, built and promoted by the state and society as a whole. Also e xs urgem for protection of equality and non - discrimination, declarations and international treaties, mostly ratified by Brazil. The international protection of human beings with intrinsic value began in the UN Declaration of 1948, which declared the equality of all men in rights and dignity, followed by more specific international documents, in a growing movement of ratification of international standards protection of human rights occurs after the atrocities during the Second World War. Within the Internation al Labour Organisation (ILO), the theme of equality and non - discrimination in employment relationships integrates one of its main conventions, to No. 111, ratified by Brazil since 1965, which aims to eliminate discrimination in respect of employment and oc cupation. In this context, lies the collective bargaining work, with her normative instruments arising from the collective agreement and the agreement recognized constitutionally and with full ability to create and establish standards and conditions for de tails of suitable work for each occupational category and economic having the unions the power and duty to use them as a means of effecting the postulates of equality and non - discrimination in employment relationships, filling gaps in state law and / or su pplementing it, molding them to existing events in the capital - job. Driven by greater freedom contained in the Constitution of 1988, trading, and with it, the private collective autonomy, in fact, have included the issue of equality and the right to differ ence between clauses created, scheduled to affirmative action and sealing exclusionary conduct, and reported some positive outcomes, such as greater diversity in work and training followed by admission of persons with disabilities environment. These attitu des of union entities and employers should be broadened because corroborate the fulfillment of constitutional requirements for compliance with the international declarations, adapting them to the reality of labor relations and contributing to the construct ion of equality in the pursuit of social justice with the recognition of the right to be different with respect to the inherent dignity of the human condition.

High resolution study of narrow tailed radio galaxies in clusters

Clusters of galaxies are the most massive and large gravitationally bounded systems in the whole Universe. Their study is of fundamental importance to constrain cosmological parameters and to obtain informations regarding various kind of emission in different wavebands. In particular, in the radio domain, beside the diffuse emission, the study is focused on the radio galaxies emission. Radio galaxies in clusters can have peculiar morphology, since they interact with the intracluster medium (ICM) in which they are embedded. Particularly, in this thesis we focused our attention on the so-called Narrow-Angle Tailed radio galaxies (NAT), which present radio jets that are bent at extreme angle, up to 90 degrees, from their original orientation. Some NAT show a narrow extended structure and the two radio tails are not resolved even with high resolution radio observations. An example is provided by the source IC310, in the Perseus Cluster, whose structure has been recently interpreted as due to Doppler boosting effects of a relativistic jet oriented at a small angle with respect to the line of sight. If the structure is due to relativistic effects, this implies that the jets are relativistic at about 400 kpc from the core, but this is in contrast with unified models, which predict that for low-power radio source (NAT are classified as FRI radio galaxies) the jets decelerate to sub-relativistic speed within a few kpc from the core. To investigate this scientific topic, in this thesis we have analyzed the innermost structure of a sample of eleven radio galaxies showing a very narrow NAT structure. We can conclude that the structure of these radio galaxies is different from that of IC310. These radio galaxies are indeed strongly influenced by environmental effects and are similar to classical NAT sources.

Are luminous radio-loud active galactic nuclei triggered by galaxy interactions?

We present the results of a comparison between the optical morphologies of a complete sample of 46 southern 2 Jy radio galaxies at intermediate redshifts (0.05 < z < 0.7) and those of two control samples of quiescent early-type galaxies: 55 ellipticals at redshifts z ≤ 0.01 from the Observations of Bright Ellipticals at Yale (OBEY) survey, and 107 early-type galaxies at redshifts 0.2 < z < 0.7 in the Extended Groth Strip (EGS). Based on these comparisons, we discuss the role of galaxy interactions in the triggering of powerful radio galaxies (PRGs). We find that a significant fraction of quiescent ellipticals at low and intermediate redshifts show evidence for disturbed morphologies at relatively high surface brightness levels, which are likely the result of past or on-going galaxy interactions. However, the morphological features detected in the galaxy hosts of the PRGs (e.g. tidal tails, shells, bridges, etc.) are up to 2 mag brighter than those present in their quiescent counterparts. Indeed, if we consider the same surface brightness limits, the fraction of disturbed morphologies is considerably smaller in the quiescent population (53 per cent at z < 0.2 and 48 per cent at 0.2 ≤ z < 0.7) than in the PRGs (93 per cent at z < 0.2 and 95 per cent at 0.2 ≤ z < 0.7 considering strong-line radio galaxies only). This supports a scenario in which PRGs represent a fleeting active phase of a subset of the elliptical galaxies that have recently undergone mergers/interactions. However, we demonstrate that only a small proportion (≲20 per cent) of disturbed early-type galaxies are capable of hosting powerful radio sources.

Développement et caractérisation de dérivés dipyrrométhène pour des applications dans le domaine du photovoltaïque

Ce projet de recherche mené en collaboration industrielle avec St-Jean Photochimie Inc. / PCAS Canada vise le développement et la caractérisation de dérivés dipyrrométhène pour des applications dans le domaine du photovoltaïque. La quête du récoltage des photons se situant dans le proche-infrarouge a été au centre des modifications structurales explorées afin d’augmenter l’efficacité de conversion des cellules solaires de type organique et à pigments photosensibles. Trois familles de composés intégrant le motif dipyrrométhène ont été synthétisées et caractérisées du point de vue spectroscopique, électrochimique, structural ainsi que par modélisation moléculaire afin d’établir des relations structures-propriétés. La première famille comporte six azadipyrrométhènes au potentiel de coordination tétradentate sur des centres métalliques. Le développement d’une nouvelle voie synthétique asymétrique combinée à l’utilisation d’une voie symétrique classique ont permis d’obtenir l’ensemble des combinaisons de substituants possibles sur les aryles proximaux incluant les noyaux 2-hydroxyphényle, 2-méthoxyphényle et 2- pyridyle. La modulation du maximum d’absorption dans le rouge a pu être faite entre 598 et 619 nm. De même, la présence de groupements méthoxyle ou hydroxyle augmente l’absorption dans le violet (~410 nm) tel que démontré par modélisation. La caractérisation électrochimique a montré que les dérivés tétradentates étaient en général moins stables aux processus redox que leur contre-parti bidentate. La deuxième famille comporte dix dérivés BODIPY fusionnés de façon asymétrique en position [b]. L’aryle proximal a été modifié de façon systématique afin de mieux comprendre l’impact des substituents riches en électron et de la fusion de cycles aromatiques. De plus, ces dérivés ont été mis en relation avec une vaste série de composés analogues. Les résultats empiriques ont montré que les propriétés optoélectroniques de la plateforme sont régies par le degré de communication électronique entre l’aryle proximal, le pyrrole sur lequel il est attaché et le noyau indolique adjacent à ce dernier. Les maximums d’absorption dans le rouge sont modulables entre 547 et 628 nm et la fluorescence des composés se situe dans le proche- infrarouge. L’un des composé s’est révélé souhaitable pour une utilisation en photovoltaïque ainsi qu’à titre de sonde à pH. La troisième famille comporte cinq complexes neutres de RuII basés sur des polypyridines et portant un ligand azadipyrrométhène cyclométalé. Les composés ont montré une forte absorption de photons dans la région de 600 à 800 nm (rouge à proche- infrarouge) et qui a pu être étendue au-delà de 1100 nm dans le cas des dérivés portant un ligand terpyridine. L’analyse des propriétés optoélectroniques de façon empirique et théorique a montré un impact significatif de la cyclométalation et ouvert la voie pour leur étude en tant que photosensibilisateurs en OPV et en DSSC. La capacité d’un des complexes à photo-injecter un électron dans la bande de conduction du semi-conducteur TiO2 a été démontré en collaboration avec le groupe du Pr Gerald J. Meyer à University of North Carolina at Chapel Hill, premier pas vers une utilisation dans les cellules solaires à pigments photosensibles. La stabilité des complexes en solution s’est toutefois avérée problématique et des pistes de solutions sont suggérées basées sur les connaissances acquises dans le cadre de cette thèse.

GIS technologies and spatial organization patterns among hunter-gatherers: an archaeological case study from Southern Patagonia (southern South America)

This paper discusses some aspects of hunter-gatherer spatial organization in southern South Patagonia, in later times to 10,000 cal yr BP. Various methods of spatial analysis, elaborated with a Geographic Information System (GIS) were applied to the distributional pattern of archaeological sites with radiocarbon dates. The shift in the distributional pattern of chronological information was assessed in conjunction with other lines of evidence within a biogeographic framework. Accordingly, the varying degrees of occupation and integration of coastal and interior spaces in human spatial organization are explained in association with the adaptive strategies hunter-gatherers have used over time. Both are part of the same human response to changes in risk and uncertainty variability in the region in terms of resource availability and environmental dynamics.