Perturbative discrete-time multivariate fiber channel model with finite memory

We introduce a discrete-time fibre channel model that provides an accurate analytical description of signal-signal and signal-noise interference with memory defined by the interplay of nonlinearity and dispersion. Also the conditional pdf of signal distortion, which captures non-circular complex multivariate symbol interactions, is derived providing the necessary platform for the analysis of channel statistics and capacity estimations in fibre optic links.

Modelo para análise do ataque no futebol = : A model to analyze soccer offensive phase

Universidade Estadual de Campinas . Faculdade de Educação Física

Modelling world investment markets using threshold conditional correlation models

In this paper we propose a parsimonious regime-switching approach to model the correlations between assets, the threshold conditional correlation (TCC) model. This method allows the dynamics of the correlations to change from one state (or regime) to another as a function of observable transition variables. Our model is similar in spirit to Silvennoinen and Teräsvirta (2009) and Pelletier (2006) but with the appealing feature that it does not suffer from the course of dimensionality. In particular, estimation of the parameters of the TCC involves a simple grid search procedure. In addition, it is easy to guarantee a positive definite correlation matrix because the TCC estimator is given by the sample correlation matrix, which is positive definite by construction. The methodology is illustrated by evaluating the behaviour of international equities, govenrment bonds and major exchange rates, first separately and then jointly. We also test and allow for different parts in the correlation matrix to be governed by different transition variables. For this, we estimate a multi-threshold TCC specification. Further, we evaluate the economic performance of the TCC model against a constant conditional correlation (CCC) estimator using a Diebold-Mariano type test. We conclude that threshold correlation modelling gives rise to a significant reduction in portfolio´s variance.

Premartensitic and martensitic phase transitions in ferromagnetic Ni2MnGa

We present an experimental study of the premartensitic and martensitic phase transitions in a Ni2MnGa single crystal by using ultrasonic techniques. The effect of applied magnetic field and uniaxial compressive stress has been investigated. It has been found that they substantially modify the elastic and magnetic behavior of the alloy. These experimental findings are a consequence of magnetoelastic effects. The measured magnetic and vibrational behavior agrees with the predictions of a recently proposed Landau-type model [A. Planes et al., Phys. Rev. Lett. 79, 3926 (1997)] that incorporates a magnetoelastic coupling as a key ingredient.

Intrinsic noise-induced phase transitions: Beyond the noise interpretation

We discuss intrinsic noise effects in stochastic multiplicative-noise partial differential equations, which are qualitatively independent of the noise interpretation (Itô vs Stratonovich), in particular in the context of noise-induced ordering phase transitions. We study a model which, contrary to all cases known so far, exhibits such ordering transitions when the noise is interpreted not only according to Stratonovich, but also to Itô. The main feature of this model is the absence of a linear instability at the transition point. The dynamical properties of the resulting noise-induced growth processes are studied and compared in the two interpretations and with a reference Ginzburg-Landau-type model. A detailed discussion of a different numerical algorithm valid for both interpretations is also presented.

Premartensitic and martensitic phase transition in ferromagnetic Ni2MnGa

We present an experimental study of the premartensitic and martensitic phase transitions in a Ni2MnGa single crystal by using ultrasonic techniques. The effect of applied magnetic field and uniaxial compressive stress has been investigated. It has been found that they substantially modify the elastic and magnetic behavior of the alloy. These experimental findings are a consequence of magnetoelastic effects. The measured magnetic and vibrational behavior agrees with the predictions of a recently proposed Landau-type model [A. Planes et al., Phys. Rev. Lett. 79, 3926 (1997)] that incorporates a magnetoelastic coupling as a key ingredient.

The structural effects of divalent cations and insulin on phospholipid model membranes /

It is well accepted that structural studies with model membranes are of considerable value in understanding the structure of biological membranes. Many studies with models of pure phospholipids have been done; but the effects of divalent cations and protein on these models would make these studies more applicable to intact membrane. The present study, performed with above view, is a structural analysis of divalent io~cardio1ipin complexes using the technique of x-ray diffraction. Cardiolipin, precipitated from dilute solution by divalent ionscalcium, magnesium and barium, contains little water and the structure formed is similar to the structure of pure cardiolipin with low water content. The calcium-cardiolipin complex forms a pure hexagonal type II phase that exists from 40 to 400 C. The molar ratio of calcium and cardiolipin in the complex is 1 : 1. Cardiolipin, precipitated with magnesium and barium forms two co-existing phases, lamellar and hexagonal, the relative quantity of the two phases being dependent on temperature. The hexagonal phase type II consisting of water filled channels formed by adding calcium to cardiolipin may have a remarkable permeability property in intact membrane. Pure cardiolipin and insulin at pH 3.0 and 4.0 precipitate but form no organised structure. Lecithin/cardiolipin and insulin precipitated at pH 3.0 give a pure lamellar phase. As the lecithin/cardiolipin molar ratio changes from 93/7 to SO/50, (a) the repeat distance of the lamellar changes from 72.8 X to 68.2 A; (b) the amount of protein bound increases in such a way that cardiolipin/insulin molar ratio in the complex reaches a maximum constant value at lecithin/cardiolipin molar ratio 70/30. A structural model based on these data shows that the molecular arrangement of lipid and protein is a lipid bilayer coated with protein molecules. The lipid-protein interaction is chiefly electrostatic and little, if any, hydrophobic bonding occurs in this particular system. So, the proposed model is essentially the same as Davson-Daniellifs model of biological membrane.

Premartensitic and martensitic phase transitions in ferromagnetic Ni2MnGa

We present an experimental study of the premartensitic and martensitic phase transitions in a Ni2MnGa single crystal by using ultrasonic techniques. The effect of applied magnetic field and uniaxial compressive stress has been investigated. It has been found that they substantially modify the elastic and magnetic behavior of the alloy. These experimental findings are a consequence of magnetoelastic effects. The measured magnetic and vibrational behavior agrees with the predictions of a recently proposed Landau-type model [A. Planes et al., Phys. Rev. Lett. 79, 3926 (1997)] that incorporates a magnetoelastic coupling as a key ingredient.

Queueing Models with Vacations and Working Vacations

The thesis entitled “Queueing Models with Vacations and Working Vacations" consists of seven chapters including the introductory chapter. In chapters 2 to 7 we analyze different queueing models highlighting the role played by vacations and working vacations. The duration of vacation is exponentially distributed in all these models and multiple vacation policy is followed.In chapter 2 we discuss an M/M/2 queueing system with heterogeneous servers, one of which is always available while the other goes on vacation in the absence of customers waiting for service. Conditional stochastic decomposition of queue length is derived. An illustrative example is provided to study the effect of the input parameters on the system performance measures. Chapter 3 considers a similar setup as chapter 2. The model is analyzed in essentially the same way as in chapter 2 and a numerical example is provided to bring out the qualitative nature of the model. The MAP is a tractable class of point process which is in general nonrenewal. In spite of its versatility it is highly tractable as well. Phase type distributions are ideally suited for applying matrix analytic methods. In all the remaining chapters we assume the arrival process to be MAP and service process to be phase type. In chapter 4 we consider a MAP/PH/1 queue with working vacations. At a departure epoch, the server finding the system empty, takes a vacation. A customer arriving during a vacation will be served but at a lower rate.Chapter 5 discusses a MAP/PH/1 retrial queueing system with working vacations.In chapter 6 the setup of the model is similar to that of chapter 5. The signicant dierence in this model is that there is a nite buer for arrivals.Chapter 7 considers an MMAP(2)/PH/1 queueing model with a nite retrial group

Premartensitic and martensitic phase transition in ferromagnetic Ni2MnGa

We present an experimental study of the premartensitic and martensitic phase transitions in a Ni2MnGa single crystal by using ultrasonic techniques. The effect of applied magnetic field and uniaxial compressive stress has been investigated. It has been found that they substantially modify the elastic and magnetic behavior of the alloy. These experimental findings are a consequence of magnetoelastic effects. The measured magnetic and vibrational behavior agrees with the predictions of a recently proposed Landau-type model [A. Planes et al., Phys. Rev. Lett. 79, 3926 (1997)] that incorporates a magnetoelastic coupling as a key ingredient.

Speculative bubbles and contagion: analysis of volatility's clusters during the DotCom bubble based on the dynamic conditional correlation model

Reviewing the de nition and measurement of speculative bubbles in context of contagion, this paper analyses the DotCom bubble in American and European equity markets using the dynamic conditional correlation (DCC) model proposed by (Engle and Sheppard 2001) as on one hand as an econometrics explanation and on the other hand the behavioral nance as an psychological explanation. Contagion is de ned in this context as the statistical break in the computed DCCs as measured by the shifts in their means and medians. Even it is astonishing, that the contagion is lower during price bubbles, the main nding indicates the presence of contagion in the di¤erent indices among those two continents and proves the presence of structural changes during nancial crisis

A Generalized Log-Normal Model for Grouped Survival Data

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A discrete finite-dimensional phase space approach for the description of Fe8 magnetic clusters: Wigner and Husimi functions

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Dynamics in discrete phase spaces and time interval operators

The von Neumann-Liouville time evolution equation is represented in a discrete quantum phase space. The mapped Liouville operator and the corresponding Wigner function are explicitly written for the problem of a magnetic moment interacting with a magnetic field and the precessing solution is found. The propagator is also discussed and a time interval operator, associated to a unitary operator which shifts the energy levels in the Zeeman spectrum, is introduced. This operator is associated to the particular dynamical process and is not the continuous parameter describing the time evolution. The pair of unitary operators which shifts the time and energy is shown to obey the Weyl-Schwinger algebra. (C) 1999 Elsevier B.V. B.V. All rights reserved.

Distributed generation modelling for unbalanced three-phase power flow calculations in smart grids

Distributed Generators (DG) are generally modeled as PQ or PV buses in power flow studies. But in order to integrate DG units into the distribution systems and control the reactive power injection it is necessary to know the operation mode and the type of connection to the system. This paper presents a single-phase and a three-phase mathematical model to integrate DG in power flow calculations in distribution systems, especially suited for Smart Grid calculations. If the DG is in PV mode, each step of the power flow algorithm calculates the reactive power injection from the DG to the system to keep the voltage in the bus in a predefined level, if the DG is in PQ mode, the power injection is considered as a negative load. The method is tested on two well known test system, presenting single-phase results on 85 bus system, and three-phase results in the IEEE 34 bus test system. © 2011 IEEE.