A scalarization technique for computing the power and exponential moments of gaussian random matrices

We consider the problems of computing the power and exponential moments EXs and EetX of square Gaussian random matrices X=A+BWC for positive integer s and real t, where W is a standard normal random vector and A, B, C are appropriately dimensioned constant matrices. We solve the problems by a matrix product scalarization technique and interpret the solutions in system-theoretic terms. The results of the paper are applicable to Bayesian prediction in multivariate autoregressive time series and mean-reverting diffusion processes.

Time-Frequency Distribution Moments of Heart Rate Variability for Neonatal Seizure Detection

In this paper, we propose features extracted from the heart rate variability (HRV) based on the first and second conditional moments of time-frequency distribution (TFD) as an additional guide for seizure detection in newborn. The features of HRV in the low frequency band (LF: 0-0.07 Hz), mid frequency band (MF: 0.07-0.15 Hz), and high frequency band (HF: 0.15-0.6 Hz) have been obtained by means of the time-frequency analysis using the modified-B distribution (MBD). Results of ongoing time-frequency research are presented. Based on our preliminary results, the first conditional moment of HRV which is also known as the mean/central frequency in the LF band and the second conditional moment of HRV which is also known as the variance/instantaneous bandwidth (IB) in the HF band can be used as a good feature to discriminate the newborn seizure from the non-seizure

Integral Manifolds and Perturbations of the Nonlinear Part of Systems of Autonomous Differential Equations with Impulses at Fixed Moments

* This investigation was supported by the Bulgarian Ministry of Science and Education under Grant MM-7.

Multiple Dipole Source Models for Scalp-Recorded Event-Related Potentials: Example from Complex Visual Processing in the Human Brain

2000 Mathematics Subject Classification: 62P10, 92C20

International stock portfolio selection and performance measures recognizing higher moments of return distributions

Since the seminal works of Markowitz (1952), Sharpe (1964), and Lintner (1965), numerous studies on portfolio selection and performance measure have been based upon the mean-variance framework. However, several researchers (e.g., Arditti (1967, and 1971), Samuelson (1970), and Rubinstein (1973)) argue that the higher moments cannot be neglected unless there is reason to believe that: (i) the asset returns are normally distributed and the investor's utility function is quadratic, or (ii) the empirical evidence demonstrates that higher moments are irrelevant to the investor's decision. Based on the same argument, this dissertation investigates the impact of higher moments of return distributions on three issues concerning the 14 international stock markets.^ First, the portfolio selection with skewness is determined using: the Polynomial Goal Programming in which investor preferences for skewness can be incorporated. The empirical findings suggest that the return distributions of international stock markets are not normally distributed, and that the incorporation of skewness into an investor's portfolio decision causes a major change in the construction of his optimal portfolio. The evidence also indicates that an investor will trade expected return of the portfolio for skewness. Moreover, when short sales are allowed, investors are better off as they attain higher expected return and skewness simultaneously.^ Second, the performance of international stock markets are evaluated using two types of performance measures: (i) the two-moment performance measures of Sharpe (1966), and Treynor (1965), and (ii) the higher-moment performance measures of Prakash and Bear (1986), and Stephens and Proffitt (1991). The empirical evidence indicates that higher moments of return distributions are significant and relevant to the investor's decision. Thus, the higher moment performance measures should be more appropriate to evaluate the performances of international stock markets. The evidence also indicates that various measures provide a vastly different performance ranking of the markets, albeit in the same direction.^ Finally, the inter-temporal stability of the international stock markets is investigated using the Parhizgari and Prakash (1989) algorithm for the Sen and Puri (1968) test which accounts for non-normality of return distributions. The empirical finding indicates that there is strong evidence to support the stability in international stock market movements. However, when the Anderson test which assumes normality of return distributions is employed, the stability in the correlation structure is rejected. This suggests that the non-normality of the return distribution is an important factor that cannot be ignored in the investigation of inter-temporal stability of international stock markets. ^

Defining Moments: A Cuban Exile's Story about Discovery and the Search for a Better Future, Lecture by José I. Ramírez

This flyer promotes the event "Defining Moments: A Cuban Exile's Story about Discovery and the Search for a Better Future, Lecture by José I. Ramírez",sponsored by the FlU Libraries and the Cuban Research Institute.

Design and analysis of a folded meander dipole antenna using the MININEC program

The Mini-Numerical Electromagnetic Code (MININEC) program, a PC-Compatible version of the powerful NEC program, is used to design a new type of reduced-size antenna. The validity of the program to model simple well-known antennas, such as dipoles and monopoles, is first shown. More complex geometries such as folded dipoles, and meander dipole antennas are also analysed using the program. The final design geometry of a meander folded dipole is characterized with MININEC, yielding results that serve as the basis for the practical construction of the antenna. Finally, the laboratory work with a prototype antenna is described, and practical results are presented.

Regional flood frequency analysis for Newfoundland and Labrador using the L-Moments index-flood method

The L-moments based index-flood procedure had been successfully applied for Regional Flood Frequency Analysis (RFFA) for the Island of Newfoundland in 2002 using data up to 1998. This thesis, however, considered both Labrador and the Island of Newfoundland using the L-Moments index-flood method with flood data up to 2013. For Labrador, the homogeneity test showed that Labrador can be treated as a single homogeneous region and the generalized extreme value (GEV) was found to be more robust than any other frequency distributions. The drainage area (DA) is the only significant variable for estimating the index-flood at ungauged sites in Labrador. In previous studies, the Island of Newfoundland has been considered as four homogeneous regions (A,B,C and D) as well as two Water Survey of Canada's Y and Z sub-regions. Homogeneous regions based on Y and Z was found to provide more accurate quantile estimates than those based on four homogeneous regions. Goodness-of-fit test results showed that the generalized extreme value (GEV) distribution is most suitable for the sub-regions; however, the three-parameter lognormal (LN3) gave a better performance in terms of robustness. The best fitting regional frequency distribution from 2002 has now been updated with the latest flood data, but quantile estimates with the new data were not very different from the previous study. Overall, in terms of quantile estimation, in both Labrador and the Island of Newfoundland, the index-flood procedure based on L-moments is highly recommended as it provided consistent and more accurate result than other techniques such as the regression on quantile technique that is currently used by the government.

Moments of Collusion? Close readings of affective, hidden moments within feminist research

This paper addresses affective ‘moments of collusion’ present in feminist research relationships, and contextualises these seemingly personal encounters within a wider systematic framework of the early career researcher and the increasingly neoliberal climate of academia. Focusing on the temporal transition from doctoral research to postdoctorate research positions immediately post-PhD, this paper questions the concept of collusion within (immersive) fieldwork, and examines the delicate and complex question of who is colluding with whom, and for what purpose at different times within the early career academic journey. Specifically, this paper focuses on how the increasing pressures of the neoliberal university play out on our emotions and bodies during fieldwork, an area which still requires attention within the growing critiques of the affects of neo-liberalism in Higher Education. Using personal case studies as springboard for a far wider and important discussion, this paper situates such methodological dilemmas within a broader temporal framework of the increasingly precarious nature of early career academics, where ‘moments of collusion’ may be the only way to keep your head above water.