Time Reversibility of Stationary Regular Finite State Markov Chains

We propose an alternate parameterization of stationary regular finite-state Markov chains, and a decomposition of the parameter into time reversible and time irreversible parts. We demonstrate some useful properties of the decomposition, and propose an index for a certain type of time irreversibility. Two empirical examples illustrate the use of the proposed parameter, decomposition and index. One involves observed states; the other, latent states.

Estimation of State Space Models and Stochastic Volatility

Ma thèse est composée de trois chapitres reliés à l'estimation des modèles espace-état et volatilité stochastique. Dans le première article, nous développons une procédure de lissage de l'état, avec efficacité computationnelle, dans un modèle espace-état linéaire et gaussien. Nous montrons comment exploiter la structure particulière des modèles espace-état pour tirer les états latents efficacement. Nous analysons l'efficacité computationnelle des méthodes basées sur le filtre de Kalman, l'algorithme facteur de Cholesky et notre nouvelle méthode utilisant le compte d'opérations et d'expériences de calcul. Nous montrons que pour de nombreux cas importants, notre méthode est plus efficace. Les gains sont particulièrement grands pour les cas où la dimension des variables observées est grande ou dans les cas où il faut faire des tirages répétés des états pour les mêmes valeurs de paramètres. Comme application, on considère un modèle multivarié de Poisson avec le temps des intensités variables, lequel est utilisé pour analyser le compte de données des transactions sur les marchés financières. Dans le deuxième chapitre, nous proposons une nouvelle technique pour analyser des modèles multivariés à volatilité stochastique. La méthode proposée est basée sur le tirage efficace de la volatilité de son densité conditionnelle sachant les paramètres et les données. Notre méthodologie s'applique aux modèles avec plusieurs types de dépendance dans la coupe transversale. Nous pouvons modeler des matrices de corrélation conditionnelles variant dans le temps en incorporant des facteurs dans l'équation de rendements, où les facteurs sont des processus de volatilité stochastique indépendants. Nous pouvons incorporer des copules pour permettre la dépendance conditionnelle des rendements sachant la volatilité, permettant avoir différent lois marginaux de Student avec des degrés de liberté spécifiques pour capturer l'hétérogénéité des rendements. On tire la volatilité comme un bloc dans la dimension du temps et un à la fois dans la dimension de la coupe transversale. Nous appliquons la méthode introduite par McCausland (2012) pour obtenir une bonne approximation de la distribution conditionnelle à posteriori de la volatilité d'un rendement sachant les volatilités d'autres rendements, les paramètres et les corrélations dynamiques. Le modèle est évalué en utilisant des données réelles pour dix taux de change. Nous rapportons des résultats pour des modèles univariés de volatilité stochastique et deux modèles multivariés. Dans le troisième chapitre, nous évaluons l'information contribuée par des variations de volatilite réalisée à l'évaluation et prévision de la volatilité quand des prix sont mesurés avec et sans erreur. Nous utilisons de modèles de volatilité stochastique. Nous considérons le point de vue d'un investisseur pour qui la volatilité est une variable latent inconnu et la volatilité réalisée est une quantité d'échantillon qui contient des informations sur lui. Nous employons des méthodes bayésiennes de Monte Carlo par chaîne de Markov pour estimer les modèles, qui permettent la formulation, non seulement des densités a posteriori de la volatilité, mais aussi les densités prédictives de la volatilité future. Nous comparons les prévisions de volatilité et les taux de succès des prévisions qui emploient et n'emploient pas l'information contenue dans la volatilité réalisée. Cette approche se distingue de celles existantes dans la littérature empirique en ce sens que ces dernières se limitent le plus souvent à documenter la capacité de la volatilité réalisée à se prévoir à elle-même. Nous présentons des applications empiriques en utilisant les rendements journaliers des indices et de taux de change. Les différents modèles concurrents sont appliqués à la seconde moitié de 2008, une période marquante dans la récente crise financière.

Effets du vieillissement sur les index électrophysiologiques de l’évaluation des relations spatiales en mémoire de travail visuelle

Le processus de vieillissement humain est un processus complexe qui varie grandement d’une personne à l’autre. Malgré l’ampleur des recherches faites sur le sujet, il reste encore beaucoup à explorer et à comprendre. Cette thèse propose trois expériences qui nous permettent d’améliorer notre compréhension des changements qui s’opèrent dans la mémoire de travail visuelle et l’attention visuospatiale avec la prise en âge. La première expérience propose d’examiner les changements dans les capacités de mémoire de travail visuelle entre des jeunes adultes, des adultes âgés sains et des personnes atteintes de trouble cognitif léger (TCL). De plus, grâce à un suivi fait avec les personnes ayant un TCL, nous avons pu examiner si des différences existaient au niveau comportemental entre les âgés qui ont déclinés vers un type de démence et ceux dont l’état est resté stable. Plusieurs techniques peuvent être utilisées pour étudier les effets du vieillissement sur le cerveau. Les tests neuropsychologiques et les tâches comportementales présentées dans la première expérience en sont un exemple. La neuroimagerie peut aussi s’avérer particulièrement utile. En effet, certaines mesures électrophysiologiques, aussi appelées potentiels reliés aux évènements (PRE), sont associées à des fonctions cognitives précises. Ces composantes nous permettent de suivre ces processus et d’observer les modulations causées par les caractéristiques des stimuli ou l’âge par exemple. C’est le cas de la N2pc (négativité 2 postérieure controlatérale) et de la SPCN (sustained posterior contralateral negativity), des composantes électrophysiologiques liées respectivement à l’attention visuospatiale et la mémoire de travail visuelle. On connait bien ces deux composantes ainsi que les facteurs qui les modulent, or elles sont peu utilisées pour les changements qui occurrent dans l’attention et la mémoire de travail visuelle dans le cadre du processus de vieillissement. Les deuxième et troisième expériences proposent d’utiliser une tâche de recherche visuelle (nombre d’items de couleur et identification d’une relation spatiale entre deux items de couleur) afin d’explorer les changements observables sur ces composantes électrophysiologiques. La deuxième expérience examine l’efficacité d’un paradigme à présentations multiples (‘multiple frame’) afin de mesurer la N2pc et la SPCN chez de jeunes adultes. La troisième expérience a pour but d’examiner les effets du vieillissement normal sur l’amplitude et la latence de la N2pc et la SPCN en utilisant le même type de tâche de recherche visuelle.

The Steady-State and Transient Characteristic Analysis of Thermal Fixing a Photorefractive Hologram Grating in Lithium Niobate

The transient interaction between a refraction index grating and light beams during simultaneous writing and thermal fixing of a photorefractive hologram is investigated. With a diffusion- and photovoltaic-dominated carrier transport mechanism and carrier thermal activation (temperature dependent) considered in Fe:LiNbO3 crystal, from the standpoint of field-material coupling, the theoretical thermal fixing time and the space-charge field buildup, spatial distribution, and temperature dependence are given numerically by combining the band transport model with mobile ions with the coupled-wave equation

Studies on food and feeding of marine demersal finfishes with special reference to trophic interactions

Food and feeding habits of fourteen demersal finfishes exploited off the Karnataka coast were studied to investigate trophic interactions within the marine food web. Index of Relative Importance (lRI),Ontogenetic, seasonal (pre-monsoon, monsoon and post-monsoon) variation in feeding and prey-predator relationship studies were conducted.The results of prey-predator trophic interaction studies identified four major trophic guilds based on the predators feeding similarity.Trophic guild I is 'copepod and detritus fceders'with an average group similarity of 61.4%. The second trophic guild, 'prawn and crab feeders'with an average similarity of 52.7%. 'Acetes feeders', the largest trophic guild with an average group similarity of 62.5%, composed of six demersal finfish species.The guild 'piscivores' is constituted by C. limba/us and P. arsius with an average similarity of 45%.For each predator, ontogenetic diet shift is common and is characterized by prey of low to high trophic level.Strong selection of certain prey types was observed in some predators while most of them avoided abundant prey.In addition to Acetes spp, strong predation impact was observed for penaeid prawns, epibenthic crabs and detritus.This information on trophic guilds and prey-predator interactions can be used to construct trophic model on the benthic ecosystem off Karnataka and to investigate fishery induced changes as well as predation impact of different animals on commercially important demersals

Systematics, Life history traits, abundance andstock assessment of cobia, Rachycentron canadum ( Linnaeus, 1766) occurring in Indian waters with special reference to the north west coast in India

This thesis entitled Systematics,life history traits ,abundance and stock assessment of cobia rachycentron canadum (linnaeus ,1766) occurring in indian waters with special reference to the northwest coast of india.Cobia, Rachycentron canadum is a fast growing pelagic fish belonging to the monotypic family Rachycentridae. They show worldwide distribution in tropical and sub tropical waters. Cobia is exploited commercially in various countries like Taiwan, Pakistan, India, United State of America, Australia, Gulf of Mexico and the Caribbean. Recreational fishery of Cobia exists in different parts of the world. In India Cobia is caught as bycatch of trawlers, gillnet and hook and line fishery.This study also focuses on to bring out the distribution pattern and also to assess the biomass and estimate sustainable yield of Cobia inhabiting in Indian EEZ. In addition to above, present study standardised live collection methods and also reviewed culture prospects.Results of osteological study and morphological studies indicate its close resemblance to Remora and support the view that Cobia was evolved from Dolphin fishes and remoras followed it. Study also confirmed that Cobia does not have any relative or similar species and is a monotypic species belonging to the family Rachycentridae. Re description of the species was done based on the characters identified. In this study, feeding intensity was also assessed following methods like Gastrosomatic index, Mean index of feeding intensity and Index of fullness. Sex wise, month wise and length group wise fluctuations in the feeding intensity also were studied. Cobia actively fed during post monsoon period. In general, adult fed actively than the juveniles. Trophic level value estimated (4.36) indicates that Cobia occupy top level position in the food chain.

Effect of rural transportation system on agricultural productivity in Oyo State, Nigeria

Food farming in Oyo North, Nigeria is characterised by an increasing use of Intermediary Mode of Transportation (IMT) to ease inputs and outputs mobility and farm access. To assess the influence on food farmer’s productivity, a random sample of 230 respondents was selected and data collected on their socio-economic and farm specific characteristics. Descriptive statistics, Herfindhal Index and Technical Efficiency Approach were used to analyse the data. The results indicate that majority of food farmers were in their middle age with mean age of 50 years and most of them used one plot at a location between 5 and 10km to their village of residence. They acquired land by inheritance and practiced intensive crop diversification as risk management strategy. The transportation modes used in addition to walking include bicycle, motorcycle, and car with increasing trend in the use of motorcycle. The mean Technical Efficiency (TE) of food farmers was 0.82 with significant inefficiency effects. The inefficiency analysis indicates positive effect of distance, crop diversification and un-tarred type of road on farmer’s productivity, while poor level of education among farmers, use of bicycle; trekking and weekly working time negatively affect farmer’s efficiency. The negative effect of trekking and use of bicycle and the excess working time suggest the adoption of more IMT of motorized type to optimize farming time and increase farmer’s productivity.

[Ressenya del llibre Power/resistance: local politics and the chaotic state d’Andrew Kirby]

Ressenya del llibre Power/resistance: local politics and the chaotic state. Es tracta d’una reflexió serena i meditada sobre l’essència i la presència de -i resistència a- l’estat en les societats occidentals contemporànies des d’una perspectiva espacial

Administrative Structure of the Sovereign State of Boyacá (1857-1886)

The present article has as objectives to show the organization and the functioning of the central administration of the state of Boyacá, as manifested through the President of the state and the secretaries of dispatch, to examine how they operated and which functions were assigned to them during the period of 1857 to 1886. These will be examined through the lenses of the 1857, 1863 and 1869 constitutions and their subsequent normative development as well as through the roles given them by the Legislative Assembly and the State President. Likewise, it will study the progress of the state as seen through the reports presented by the president and the secretaries of dispatch. It must be kept in mind that until now nothing has been written on this topic; the text is innovative in that it allows us to reconstruct a part of our national documentary heritage.

Description and analysis of pulmonary rehabilitation care programs current state in four cities of Colombia

Purpose: there are many studies reporting the benefits of pulmonary rehabilitation, but few of them exhibit the behavior and activities of these services. This article presents the characteristics of services, parts management and training level of team members, in addition to the variables or instruments used to measure the effectiveness and impact in these programs. Method: it was made a cross sectional convenience sample which included seven pulmonary rehabilitation services in four Colombian cities (Bogotá, Medellín, Manizales and Cali), selected by the coverage, for having at least one year of experience and for being formally established and recognized nationwide. The interdisciplinary team of each service answered a survey that was validated through a pilot test and expert consensus. Participation was voluntary. Results: labor onset pulmonary rehabilitation services correspond to an average of a decade, with COPD and asthma pathologies of attention. The programs are characterized by an outpatient treatment with an average duration of eight to twelve weeks, with a frequency of an hour three times a week. Also, the director of the service is regularly a pulmonologist and the coordinator a physiotherapist (57.14%). The posgradual training of these professionals is notable, and they report to have procedural, administrative and communicative skills, but qualify regular there research skills. The physical and technological resources are well tested. 71.42% have done impact studies, but only 28.57% have been published. All have in common training in upper limbs, lower limbs, respiratory muscles, counseling, functional assessment and quality of life. The effectiveness and impact of programs is measured by the walking test, quality of life questionnaires and activities of daily living.

Point of inflexion between the companies and the universities as opposed to the relation University, Company and State in Colombia

The Relation University, Company and State UEE defined through the eight committees created in Colombia to position the investigation like central axis of the triad one, impliesthe revision of the paper that in ahead must assume the companies and the universities for the success of the nexus. The scene raises the debt that both estates show as opposed to the definition of the subjects that in particular force them to work jointly within the triad one. The systemic methodology, drawn up under the epilogue of the order of the organizations, stipulates that these can work in unison or in key when they are understood like structure, and recognize what they do to each other. However, slope has left all a leaf of conciliations, understandings and repairs that they will have to be reviewed to the light of spirit UEE.

Women, rights and the city: notes for the construction of a state of art from the feminist thought and theory

The modern citieshave been born of the processes of industrialization, urbanization, which have been characterized by violence, resulting in social inequality, spatial segregation, the struggle for survival, the authoritarianism of the government and the establishment of exclusive orders genre, which has  prevented the enjoyment of the rights differential. In order to understand these complexities and  transform power relations that develop and reproduce it, this article analyzes the main theoretical  contributions and methodological approaches that feminist and gender studies have been conducted on the city, urban space and the right to city, which are valuable contributions to the definition of  the right to the city of women as a collective right to universal construction

The Proliferation of Paramilitary Groups in Southern Mexico: State Strategy or Struggle between Local Political Elites?

This study traces the origins of Mexican paramilitary groups and argues that, contrary to what most of the literature on the subject implies, they do not represent a state strategy to thwart leftist groups seeking social change. Rather, they represent battles between groups of national and local-level elites with different visions of democracy and of what constitutes good governance. The polarization inherent in this type of conflict leads local actors to have to side with one faction of elites or the other. The presence of radical leftist groups in recently colonized indigenous areas with scant state presence gives rise to a process of radicalization among local elites. There are multiple factors that explain the emergence of paramilitary groups. Aside from the post Cold War international context, there were national factors like a shift in its focus away from security matters between 1989 and 1993, and presidential policies between 1968 and 1993, that planted the seeds of leftist radicalism in a context of id modernization

The Construction of a State Peace Policy and the Process of Conflict Resolution

The academic literature specialized on processes of conflict resolution has focused on how third party intervention and mediation can contribute to end violent conflict, however it has also ignored the potential role of the state in countries affected by internal war. This article calls for a better understanding of the state, not only as a source of contemporary conflict but as a potential advocate of conflict resolution processes. It suggests that it is necessary and possible to involve the state in more effective processes of conflict resolution through the implementation of a State Peace Policy. The central argument is that some of the critical elements that should guide the state action when confronting the destructive logic of war and violence can be effectively undertaken through a public policy focused on building peace. After suggesting a general definition of State Peace Policy and highlighting some of its main attributes, the article recognizes that this sort of policy can also orientate the unfinished process of state consolidation in Colombia and other countries affected by internal conflict. The role of the state in the process of conflict resolution is crucial; however there are some issues normally ignored within the policy-making process, they must be seriously taken into account in order to eliminate the underlying structures that perpetuate conflict and delay the consolidation of sustainable peace.-----La literatura académica especializada en procesos de resolución de conflictos se ha centrado en el estudio de cómo la intervención de terceras partes y la labor de mediación pueden contribuir a poner fin a los conflictos violentos, sin embargo, también ha ignorado el rol potencial del estado en aquellos países afectados por la guerra interna. Este artículo llama la atención sobre la necesidad de estudiar al estado no sólo como la fuente de los conflictos contemporáneos, sino como un colaborador potencial en procesos de resolución de conflictos. Se sugiere que es necesario y también posible involucrar al estado en este tipo de procesos de una manera más efectiva a través de la implementación de una Política de Estado centrada en la Paz. El argumento central es que algunos de los elementos claves que deben guiar la acción del estado cuando éste se enfrenta a la lógica destructiva de la guerra y la violencia, pueden ser efectivamente tratados a través de una política pública que de prioridad a la construcción de la paz. Luego de sugerir una definición general y destacar algunos de los principales atributos de ésta clase de Política de Estado, el artículo reconoce que ésta podría también orientar el proceso inacabado de consolidación del estado en Colombia y en otros países afectados por conflictos internos. El rol del estado en el proceso para resolver los conflictos es crucial, sin embargo hay algunos aspectos normalmente ignorados durante el proceso de formulación de políticas que deben ser tomados en cuenta seriamente para eliminar las estructuras que perpetúan el conflicto y que retrasan la consolidación de la paz sostenible.

On the use of headline indices to link environmental quality and income at the level of the nation state

This paper deconstructs the relationship between the Environmental Sustainability Index (ESI) and national income. The ESI attempts to provide a single figure which encapsulates environmental sustainability' for each country included in the analysis, and this allied with a 'league table' format so as to name and shame bad performers, has resulted in widespread reporting within the popular presses of a number of countries. In essence, the higher the value of the ESI then the more 'environmentally sustainable' a country is deemed to be. A logical progression beyond the use of the ESI to publicise environmental sustainability is its use within a more analytical context. Thus an index designed to simplify in order to have an impact on policy is used to try and understand causes of good and bad performance in environmental sustainability. For example the creators of the ESI claim that ESI is related to GDP/capita (adjusted for Purchasing Power Parity) such that the ESI increases linearly with wealth. While this may in a sense be a comforting picture, do the variables within the ESI allow for alternatives to the story, and if they do then what are the repercussions for those producing such indices for broad consumption amongst the policy makers, mangers, the press, etc.? The latter point is especially important given the appetite for such indices amongst non-specialists, and for all their weaknesses the ESI and other such aggregated indices will not go away. (C) 2007 Elsevier Ltd. All rights reserved.