Variability in Modified Estimators of VaR and ES

Thesis (Master's)--University of Washington, 2016-06

Weathering geochronology by (U-Th)/He dating of goethite

Nine samples of supergene goethite (FeOOH) from Brazil and Australia were selected to rest the suitability of this mineral for (U-Th)/He dating. Measured He ages ranged from 61 to 8 Ma and were reproducible to better than a few percent despite very large Variations in [U] and [Th]. In all Samples with internal stratigraphy or independent age constraints, the He ages corroborated the expected relationship's. These data demonstrate that internally consistent He ages can be obtained on goethite. but do not prove quantitative 4 He retention. To assess possible diffusive He loss, stepped-heating experiments were performed on two goethite samples that were subjected to proton irradiation to produce a homogeneous distribution of spallogenic He-3. The He-3 release pattern indicates the presence of at least two diffusion domains, one with high helium retentivity and the other with very low retentivity at Earth surface conditions. The low retentivity domain, which accounts for similar to 5% of He-3, contains no natural He-4 and may represent poorly crystalline or intergranular material which has lost all radiogenic He-4 by diffusion in nature. Diffusive loss of He-3 from the high retentivity domain is independent of the macroscopic dimensions of the analyzed polycrystalline aggregate, so probably represents diffusion from individual micrometer-size goethite crystals. The He-2/He-3 evolution during the incremental heating experiments shows that the high retentivity domain has retained 90%-95% of its radiogenic helium. This degree of retentivity is in excellent agreement with that independently predicted from the helium diffusion coefficients extrapolated to Earth surface temperature and held for the appropriate duration. Considering both the high and low retentivity domains, these data indicate that one of the samples retained 90% of its radiogenic He-4 over 47.5 Ma and the other retained 86% over 12.3 Ma. Thus while diffusive-loss corrections to supergene goethite He ages are required. these initial results indicate that the corrections are not extremely large and can be rigorously quantified using the proton-irradiation He-4/He-3 method. Copyright (C) 2005 Elsevier Ltd.

Weathering Geochronology by (U-Th)/He Dating of Geothite

Ten samples of supergene goethite (FeOOH) from Brazil and Australia were selected to test the suitability of this mineral for (U-Th)/He dating. Measured He ages ranged from 8 to 61 Ma, and were reproducible to better than a few percent despite very large variations in [U] and [Th]. In all samples with internal stratigraphy or independent age constraints, the He ages honored the expected relationships. These data demonstrate that internally consistent He ages can be obtained on goethite, but do not prove quantitative 4He retention. To assess possible diffusive He loss, stepped-heating experiments were performed on two goethite samples that were subjected to proton irradiation to produce a homogeneous distribution of spallogenic 3He. The 3He release pattern indicates the presence of at least two diffusion domains, one with high helium retentivity and the other with very low retentivity at Earth surface conditions. The low retentivity domain, which accounts for ~ 5% of 3He, contains no natural 4He, and may represent poorly crystalline or intergranular material which has lost all radiogenic 4He by diffusion in nature. Diffusive loss of 3He from the high retentivity domain is independent of the macroscopic dimensions of the analyzed polycrystalline aggregate, so probably represents diffusion from individual micrometer-size goethite crystals. The 4He/3He evolution during the step heating experiments shows that the high retentivity domain has retained 90-95% of its radiogenic helium. This degree of retentivity is in excellent agreement with that independently predicted from the helium diffusion coefficients extrapolated to Earth surface temperature and held for the appropriate duration. These data indicate that one of the samples retained 90% of its radiogenic 4He over 46.8 Ma and the other retained 86% over 11.9 Ma. Thus while diffusive-loss corrections to supergene goethite He ages are required, these initial results indicate that the corrections are not extremely large and can be rigorously quantified using the proton-irradiation 4He/3He method.

Accommodative amplitude required for sustained near work

Purpose: Many practitioners base the prescription of near vision additions on the assertion that only one half or two-thirds of an individual’s amplitude of accommodation is sustainable for a prolonged period. To better understand how much eye focus needs to be restored for presbyopic corrections to be adequate, this study investigated the robustness of the pre-presbyopic human accommodative system during a sustained and intensive near vision task. Methods: Twenty-one pre-presbyopic volunteers (aged 26.1 ± 4.7 years) participated in the study. Binocular subjective amplitude of accommodation was measured before and after a prolonged reading exercise, using the RAF rule. During the 30 min reading task, the subject’s closest comfortable eye-to-text distance and pupil size was monitored. Accommodative accuracy to 0.2, 1.0, 2.0, 3.0 and 4.0 D stimuli was determined objectively using a validated binocular open-view autorefractor immediately before, and after the reading task. Results: Amplitude of accommodation (p = 0.09) and accommodative accuracy (p > 0.05) were statistically unchanged following the intensive near task. The mean proportion of accommodation exerted throughout the near exercise was 80.6% (range 45.3 ± 3.7 to 96.6 ± 4.3%), which increased as the task progressed (F = 2.24, p = 0.02). The mean percentage of accommodation utilised increased with subject age (r = 0.517, p = 0.016). Conclusion: The pre-presbyopic human accommodative system is robust to fatigue during intense and prolonged near work. A greater proportion of one’s amplitude of accommodation may be continuously exerted than previously suggested.

Stationary scattering from a nonlinear network

Transmission through a complex network of nonlinear one-dimensional leads is discussed by extending the stationary scattering theory on quantum graphs to the nonlinear regime. We show that the existence of cycles inside the graph leads to a large number of sharp resonances that dominate scattering. The latter resonances are then shown to be extremely sensitive to the nonlinearity and display multistability and hysteresis. This work provides a framework for the study of light propagation in complex optical networks.

Various techniques and procedures for refining ERS-1 orbits

The satellite ERS-1 was launched in July 1991 in a period of high solar activity. Sparse laser tracking and the failure of the experimental microwave system (PRARE) compounded the orbital errors which resulted from mismodelling of atmospheric density and hence surface forces. Three attempts are presented here to try and refine the coarse laser orbits of ERS-1, made prior to the availability of the full altimetric dataset. The results of the first attempt indicate that by geometrically modelling the satellite shape some improvement in orbital precision may be made for any satellite; especially one where no area tables already exist. The second and third refinement attempts are based on the introduction of data from some second satellite; in these examples SPOT-2 and TOPEX/Poseidon are employed. With SPOT-2 the method makes use of the orbital similarities to produce along-track corrections for the more fully tracked SPOT-2. Transferring these corrections to ERS-1 produces improvements in the precise orbits thus determined. With TOPEX/Poseidon the greater altitude results in a more precise orbit (gravity field and atmospheric errors are of less importance). Thus, by computing height differences at crossover points of the TOPEX/Poseidon and ERS-1 ground tracks the poorer orbit of ERS-1 may be improved by the addition of derived radial corrections. In the positive light of all three results several potential modification are suggested and some further avenues of investigation indicated.

Satellite laser ranging and the ETALON Geodetic satellites

The technique of Satellite Laser Ranging is today a mature, important tool with applications in many area of geodynamics, geodesy and satellite dynamics. A global network of some 40 stations regularly obtains range observations with sub-cm precision to more than twelve orbiting spacecraft. At such levels of precision it is important to minimise potential sources of range bias in the observations, and part of the thesis is a study of subtle effects caused by the extended nature of the arrays of retro-reflectors on the satellites. We develop models that give a precise correction of the range measurements to the centres of mass of the geodetic satellites Lageos and Etalon, appropriate to a variety of different ranging systems, and use the Etalon values, which were not determined during pre-launch tests, in an extended orbital analysis. We have fitted continuous 2.5 year orbits to range observations of the Etalons from the global network of stations, and analysed the results by mapping the range residuals from these orbits into equivalent corrections to orbital elements over short time intervals. From these residuals we have detected and studied large un-modelled along-track accelerations associated with periods during which the satellites are undergoing eclipse by the Earth's shadow. We also find that the eccentricity residuals are significantly different for the two satellites, with Etalon-2 undergoing a year-long eccentricity anomaly similar in character to that experienced at intervals by Lageos-1. The nodal residuals show that the satellites define a very stable reference frame for Earth rotation determination, with very little drift-off during the 2.5 year period. We show that an analysis of more than about eight years of tracking data would be required to derive a significant value for 2. The reference frame defined by the station coordinates derived from the analyses shows very good agreement with that of ITRF93.

The use of ERS-1 crossovers and TOPEX/Poseidon repeat pass data for global sea surface variability studies

In previous sea-surface variability studies, researchers have failed to utilise the full ERS-1 mission due to the varying orbital characteristics in each mission phase, and most have simply ignored the Ice and Geodetic phases. This project aims to introduce a technique which will allow the straightforward use of all orbital phases, regardless of orbit type. This technique is based upon single satellite crossovers. Unfortunately the ERS-1 orbital height is still poorly resolved (due to higher air drag and stronger gravitational effects) when compared with that of TOPEX/Poseidon (T/P), so to make best use of the ERS-1 crossover data corrections to the ERS-1 orbital heights are calculated by fitting a cubic-spline to dual-crossover residuals with T/P. This correction is validated by comparison of dual satellite crossovers with tide gauge data. The crossover processing technique is validated by comparing the extracted sea-surface variability information with that from T/P repeat pass data. The two data sets are then combined into a single consistent data set for analysis of sea-surface variability patterns. These patterns are simplified by the use of an empirical orthogonal function decomposition which breaks the signals into spatial modes which are then discussed separately. Further studies carried out on these data include an analysis of the characteristics of the annual signal, discussion of evidence for Rossby wave propagation on a global basis, and finally analysis of the evidence for global mean sea level rise.

Effect of disability glare on visual performance

The object of the study was to investigate, establish and quantify the relationship between contrast sensitivity, intraocular light scatter and glare. The aim was to establish the effects on vision, in an effort to provide a more comprehensive understanding of the visual world of subjects prone to increased light scatter in the eye. Disability glare refers to the reduction in visual performance produced by a glare source. The reduction in visual performance can be explained by intraocular scattered light producing a veiling luminance which is superimposed upon the retinal image. This veiling luminance lowers contrast thus sensitivity to the stimulus declines. The effect of glare of luminance and colour contrast sensitivity for young and elderly subjects was examined. For both age groups, disability glare was greatest for the red-green stimulus and least for the blue-yellow. The precise effect of a glare source on colour discrimination depends upon the interaction between the chromaticity of the glare source and that of the stimulus. The effect of a long wavelength pass (red) and a short wavelength pass filter (blue) on disability glare was examined. Disability glare was not significantly different with the red and blue filters, even in the presence of wavelength dependent scatter. An equation was derived which allowed an intrinsic Light Scatter Factor (LSF) to be determined for any given glare angle (Paulsson and Sjöstrand, 1980). Corrections to the formula to account for factors such as pupil size changes are unnecessary. The results confirm the suitability of measuring the LSF using contrast threshold with and without glare, provided that appropriate methods are used. Using this formula an investigation into the amount of wavelength dependent scatter indicated that wavelength dependent scatter in normal young, elderly or cataractous eyes is of little or no significance. Finally, it seemed desirable to investigate the effect ultraviolet (UV) radiation has on intraocular light scatter and subsequently visual performance. Overall the results indicated that the presence or absence of UV radiation has relatively little effect on visual function for the young, elderly or cataract patient.

Pre-conception care : current practice and methods of provision

This thesis examines the present provisions for pre-conception care and the views of the providers of services. Pre-conception care is seen by some clinicians and health educators as a means of making any necessary changes in life style, corrections to imbalances in the nutritional status of the prospective mother (and father) and the assessment of any medical problems, thus maximizing the likelihood of the normal development of the baby. Pre-conception care may be described as a service to bridge the gap between the family planning clinic and the first ante-natal booking appointment. There were three separate foci for the empirical research - the Foresight organisation (a charity which has pioneered pre-conception care in Britain); the pre-conception care clinic at the West London Hospital, Hammersmith; and the West Midlands Regional Health Authority. The six main sources of data were: twenty five clinicians operating Foresight pre-conception clinics, couples attending pre-conception clinics, committee members of the Foresight organisation, staff of the West London Hospital pre-conception clinic, Hammersmith, District Health Education Officers working in the West Midlands Regional Health Authority and the members of the Ante-Natal Care Action Group, a sub-group of the Regional Health Advisory Group on Health Promotion and Preventive Medicine. A range of research methods were adopted. These were as follows: questionnaires and report forms used in co-operation with the Foresight clinicians, interviews, participant observation discussions and informal meetings and, finally, literature and official documentation. The research findings illustrated that pre-conception care services provided at the predominantly private Foresight clinics were of a rather `ad hoc' nature. The type of provision varied considerably and clearly reflected the views held by its providers. The protocol which had been developed to assist in the standardization of results was not followed by the clinicians. The pre-conception service provided at the West London Hospital shared some similarities in its approach with the Foresight provision; a major difference was that it did not advocate the use of routine hair trace metal analysis. Interviews with District Health Education Officers and with members of the Ante Natal Care Action Group revealed a tentative and cautious approach to pre-conception care generally and to the Foresight approach in particular. The thesis concludes with a consideration of the future of pre-conception care and the prospects for the establishment of a comprehensive pre-conception care service.

Unravelling the photodegradation mechanisms of a low bandgap polymer by combining experimental and modeling approaches

Large-scale introduction of Organic Solar Cells (OSCs) onto the market is currently limited by their poor stability in light and air, factors present in normal working conditions for these devices. Thus, great efforts have to be undertaken to understand the photodegradation mechanisms of their organic materials in order to find solutions that mitigate these effects. This study reports on the elucidation of the photodegradation mechanisms occurring in a low bandgap polymer, namely, Si-PCPDTBT (poly[(4,4′-bis(2-ethylhexyl)dithieno[3,2-b:2′,3′-d]silole)-2,6-diyl-alt-(4,7-bis(2-thienyl)-2,1,3-benzothiadiazole)-5,5′-diyl]). Complementary analytical techniques (AFM, HS-SPME-GC-MS, UV-vis and IR spectroscopy) have been employed to monitor the modification of the chemical structure of the polymer upon photooxidative aging and the subsequent consequences on its architecture and nanomechanical properties. Furthermore, these different characterization techniques have been combined with a theoretical approach based on quantum chemistry to elucidate the evolution of the polymer alkyl side chains and backbone throughout exposure. Si-PCPDTBT is shown to be more stable against photooxidation than the commonly studied p-type polymers P3HT and PCDTBT, while modeling demonstrated the benefits of using silicon as a bridging atom in terms of photostability. (Figure Presented).

Interaction of Kelvin waves and nonlocality of energy transfer in superfluids

We argue that the physics of interacting Kelvin Waves (KWs) is highly nontrivial and cannot be understood on the basis of pure dimensional reasoning. A consistent theory of KW turbulence in superfluids should be based upon explicit knowledge of their interactions. To achieve this, we present a detailed calculation and comprehensive analysis of the interaction coefficients for KW turbuelence, thereby, resolving previous mistakes stemming from unaccounted contributions. As a first application of this analysis, we derive a local nonlinear (partial differential) equation. This equation is much simpler for analysis and numerical simulations of KWs than the Biot-Savart equation, and in contrast to the completely integrable local induction approximation (in which the energy exchange between KWs is absent), describes the nonlinear dynamics of KWs. Second, we show that the previously suggested Kozik-Svistunov energy spectrum for KWs, which has often been used in the analysis of experimental and numerical data in superfluid turbulence, is irrelevant, because it is based upon an erroneous assumption of the locality of the energy transfer through scales. Moreover, we demonstrate the weak nonlocality of the inverse cascade spectrum with a constant particle-number flux and find resulting logarithmic corrections to this spectrum.

Avaliação e correções de testes de hipóteses em modelos de sobrevivência com fração de cura

Survival models deals with the modelling of time to event data. In certain situations, a share of the population can no longer be subjected to the event occurrence. In this context, the cure fraction models emerged. Among the models that incorporate a fraction of cured one of the most known is the promotion time model. In the present study we discuss hypothesis testing in the promotion time model with Weibull distribution for the failure times of susceptible individuals. Hypothesis testing in this model may be performed based on likelihood ratio, gradient, score or Wald statistics. The critical values are obtained from asymptotic approximations, which may result in size distortions in nite sample sizes. This study proposes bootstrap corrections to the aforementioned tests and Bartlett bootstrap to the likelihood ratio statistic in Weibull promotion time model. Using Monte Carlo simulations we compared the nite sample performances of the proposed corrections in contrast with the usual tests. The numerical evidence favors the proposed corrected tests. At the end of the work an empirical application is presented.

Comparison of available measurements of the absolute air-fluorescence yield and determination of its global average value

Experimental results of the absolute air-fluorescence yield are given very often in different units (photons/MeV or photons/m) and for different wavelength intervals. In this work we present a comparison of available results normalized to its value in photons/MeV for the 337 nm band at 1013 hPa and 293 K. The conversion of photons/m to photons/MeV requires an accurate determination of the energy deposited by the electrons in the field of view of the experimental set-up. We have calculated the energy deposition for each experiment by means of a detailed Monte Carlo simulation and the results have been compared with those assumed or calculated by the authors. As a result, corrections to the reported fluorescence yields are proposed. These corrections improve the compatibility between measurements in such a way that a reliable average value with uncertainty at the level of 5% is obtained.

Error tolerance of topological codes with independent bit-flip and measurement errors

Topological quantum error correction codes are currently among the most promising candidates for efficiently dealing with the decoherence effects inherently present in quantum devices. Numerically, their theoretical error threshold can be calculated by mapping the underlying quantum problem to a related classical statistical-mechanical spin system with quenched disorder. Here, we present results for the general fault-tolerant regime, where we consider both qubit and measurement errors. However, unlike in previous studies, here we vary the strength of the different error sources independently. Our results highlight peculiar differences between toric and color codes. This study complements previous results published in New J. Phys. 13, 083006 (2011).