The exponentiated generalized inverse Gaussian distribution

The modeling and analysis of lifetime data is an important aspect of statistical work in a wide variety of scientific and technological fields. Good (1953) introduced a probability distribution which is commonly used in the analysis of lifetime data. For the first time, based on this distribution, we propose the so-called exponentiated generalized inverse Gaussian distribution, which extends the exponentiated standard gamma distribution (Nadarajah and Kotz, 2006). Various structural properties of the new distribution are derived, including expansions for its moments, moment generating function, moments of the order statistics, and so forth. We discuss maximum likelihood estimation of the model parameters. The usefulness of the new model is illustrated by means of a real data set. (c) 2010 Elsevier B.V. All rights reserved.

Studies in non-Gaussian analysis

This thesis presents general methods in non-Gaussian analysis in infinite dimensional spaces. As main applications we study Poisson and compound Poisson spaces. Given a probability measure μ on a co-nuclear space, we develop an abstract theory based on the generalized Appell systems which are bi-orthogonal. We study its properties as well as the generated Gelfand triples. As an example we consider the important case of Poisson measures. The product and Wick calculus are developed on this context. We provide formulas for the change of the generalized Appell system under a transformation of the measure. The L² structure for the Poisson measure, compound Poisson and Gamma measures are elaborated. We exhibit the chaos decomposition using the Fock isomorphism. We obtain the representation of the creation, annihilation operators. We construct two types of differential geometry on the configuration space over a differentiable manifold. These two geometries are related through the Dirichlet forms for Poisson measures as well as for its perturbations. Finally, we construct the internal geometry on the compound configurations space. In particular, the intrinsic gradient, the divergence and the Laplace-Beltrami operator. As a result, we may define the Dirichlet forms which are associated to a diffusion process. Consequently, we obtain the representation of the Lie algebra of vector fields with compact support. All these results extends directly for the marked Poisson spaces.

Affine and curvature collineations in space-time

Graham Hall

Hillslope curvature, clay mineralogy, and phosphorus adsorption in an Alfisol cultivated with sugarcane

As curvaturas do relevo promovem pedoambientes específicos que condicionam os atributos químicos e mineralógicos do solo e podem auxiliar na definição de zonas específicas de manejo. O fósforo (P) é um dos principais elementos limitantes ao desenvolvimento e longevidade do canavial. O teor e a constituição mineralógica da fração argila assumem papel importante na disponibilidade do P, sendo que a gibbsita (Gb), quando presente em altas proporções no solo, pode ser a principal responsável pela sua adsorção e indisponibilidade. Investigaram-se as relações e a variabilidade espacial da adsorção de P e a ocorrência de caulinita (Ct) e gibbsita na fração argila de um Argissolo Vermelho-Amarelo eutrófico originado de rochas areníticas sob diferentes curvaturas do relevo em área sob cultivo de cana-de-açúcar. Duas malhas de 1 ha foram delimitadas numa área côncava e outra área convexa. Foram coletadas 121 amostras em cada área para realização das análises granulométricas, químicas e mineralógicas. A capacidade máxima de adsorção de P foi obtida em seis amostras escolhidas ao acaso em cada área. Os resultados foram submetidos às análises estatísticas descritiva e geoestatística. Os menores valores médios de P disponível encontraram-se na área convexa. Nesta área, a proporção de gibbsita, expressa pelos valores da razão [Gb/(Gb+Ct)] e os valores de capacidade máxima de adsorção de fósforo foram maiores do que na área côncava.

Efeitos não-gaussianos em astrofísica e cosmologia

The recent astronomical observations indicate that the universe has null spatial curvature, is accelerating and its matter-energy content is composed by circa 30% of matter (baryons + dark matter) and 70% of dark energy, a relativistic component with negative pressure. However, in order to built more realistic models it is necessary to consider the evolution of small density perturbations for explaining the richness of observed structures in the scale of galaxies and clusters of galaxies. The structure formation process was pioneering described by Press and Schechter (PS) in 1974, by means of the galaxy cluster mass function. The PS formalism establishes a Gaussian distribution for the primordial density perturbation field. Besides a serious normalization problem, such an approach does not explain the recent cluster X-ray data, and it is also in disagreement with the most up-to-date computational simulations. In this thesis, we discuss several applications of the nonextensive q-statistics (non-Gaussian), proposed in 1988 by C. Tsallis, with special emphasis in the cosmological process of the large structure formation. Initially, we investigate the statistics of the primordial fluctuation field of the density contrast, since the most recent data from the Wilkinson Microwave Anisotropy Probe (WMAP) indicates a deviation from gaussianity. We assume that such deviations may be described by the nonextensive statistics, because it reduces to the Gaussian distribution in the limit of the free parameter q = 1, thereby allowing a direct comparison with the standard theory. We study its application for a galaxy cluster catalog based on the ROSAT All-Sky Survey (hereafter HIFLUGCS). We conclude that the standard Gaussian model applied to HIFLUGCS does not agree with the most recent data independently obtained by WMAP. Using the nonextensive statistics, we obtain values much more aligned with WMAP results. We also demonstrate that the Burr distribution corrects the normalization problem. The cluster mass function formalism was also investigated in the presence of the dark energy. In this case, constraints over several cosmic parameters was also obtained. The nonextensive statistics was implemented yet in 2 distinct problems: (i) the plasma probe and (ii) in the Bremsstrahlung radiation description (the primary radiation from X-ray clusters); a problem of considerable interest in astrophysics. In another line of development, by using supernova data and the gas mass fraction from galaxy clusters, we discuss a redshift variation of the equation of state parameter, by considering two distinct expansions. An interesting aspect of this work is that the results do not need a prior in the mass parameter, as usually occurs in analyzes involving only supernovae data.Finally, we obtain a new estimate of the Hubble parameter, through a joint analysis involving the Sunyaev-Zeldovich effect (SZE), the X-ray data from galaxy clusters and the baryon acoustic oscillations. We show that the degeneracy of the observational data with respect to the mass parameter is broken when the signature of the baryon acoustic oscillations as given by the Sloan Digital Sky Survey (SDSS) catalog is considered. Our analysis, based on the SZE/X-ray data for a sample of 25 galaxy clusters with triaxial morphology, yields a Hubble parameter in good agreement with the independent studies, provided by the Hubble Space Telescope project and the recent estimates of the WMAP

Prolapse-free relativistic Gaussian basis sets for the superheavy elements up to Uuo (Z=118) and Lr (Z=103)

Prolapse-free basis sets suitable for four-component relativistic quantum chemical calculations are presented for the superheavy elements UP to (118)Uuo ((104)Rf, (105)Db, (106)Sg, (107)Bh, (108)Hs, (109)Mt, (110)Ds, (111)Rg, (112)Uub, (113)Uut, (114)Uuq, (115)Uup, (116)Uuh, (117)Uus, (118)Uuo) and Lr-103. These basis sets were optimized by minimizing the absolute values of the energy difference between the Dirac-Fock-Roothaan total energy and the corresponding numerical value at a milli-Hartree order of magnitude, resulting in a good balance between cost and accuracy. Parameters for generating exponents and new numerical data for some superheavy elements are also presented. (c) 2007 Elsevier B.V. All rights reserved.

Force system evaluation of symmetrical beta-titanium T-loop springs preactivated by curvature and concentrated bends

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Biological shape analysis by digital curvature

This paper reports the novel application of digital curvature as a feature for morphological characterization and classification of landmark shapes. By inheriting several unique features of the continuous curvature, the digital curvature provides invariance to translations, rotations, local shape deformations, and is easily made tolerant to scaling. In addition, the bending energy, a global shape feature, can be directly estimated from the curvature values. The application of these features to analyse patterns of cranial morphological geographic differentiation in the rodent species Thrichomys apereoides has led to encouraging results, indicating a close correspondence between the geographical and morphological distributions. (C) 2003 Pattern Recognition Society. Published by Elsevier Ltd. All rights reserved.

Gaussian quadrature rules with simple node-weight relations

In this paper, we consider the symmetric Gaussian and L-Gaussian quadrature rules associated with twin periodic recurrence relations with possible variations in the initial coefficient. We show that the weights of the associated Gaussian quadrature rules can be given as rational functions in terms of the corresponding nodes where the numerators and denominators are polynomials of degree at most 4. We also show that the weights of the associated L-Gaussian quadrature rules can be given as rational functions in terms of the corresponding nodes where the numerators and denominators are polynomials of degree at most 5. Special cases of these quadrature rules are given. Finally, an easy to implement procedure for the evaluation of the nodes is described.

Microscopic origin of non-Gaussian distributions of financial returns

In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the so-called stochastic volatility models. We study these models under an assumption, akin to the Born-Oppenheimer approximation, in which the volatility has already relaxed to its equilibrium distribution and acts as a background to the evolution of the price process. In this approximation, we show that all models of stochastic volatility should exhibit a scaling relation in the time lag of zero-drift modified log-returns. We verify that the Dow-Jones Industrial Average index indeed follows this scaling. We then focus on two popular stochastic volatility models, the Heston and Hull-White models. In particular, we show that in the Hull-White model the resulting probability distribution of log-returns in this approximation corresponds to the Tsallis (t-Student) distribution. The Tsallis parameters are given in terms of the microscopic stochastic volatility model. Finally, we show that the log-returns for 30 years Dow Jones index data is well fitted by a Tsallis distribution, obtaining the relevant parameters. (c) 2007 Elsevier B.V. All rights reserved.

Rational approximations of the Arrhenius integral using Jacobi fractions and gaussian quadrature

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Effects of varying curvature and width on the electronic states of GaAs quantum rings

Stationary states of an electron in thin GaAs elliptical quantum rings are calculated within the effective-mass approximation. The width of the ring varies smoothly along the centerline, which is an ellipse. The solutions of the Schrödinger equation with Dirichlet boundary conditions are approximated by a product of longitudinal and transversal wave functions. The ground-state probability density shows peaks: (i) where the curvature is larger in a constant-with ring, and (ii) in thicker parts of a circular ring. For rings of typical dimensions, it is shown that the effects of a varying width may be stronger than those of the varying curvature. Also, a width profile which compensates the main localization effects of the varying curvature is obtained.