Non- parametric specification tests for conditional duration models

This paper deals with the estimation and testing of conditional duration models by looking at the density and baseline hazard rate functions. More precisely, we foeus on the distance between the parametric density (or hazard rate) function implied by the duration process and its non-parametric estimate. Asymptotic justification is derived using the functional delta method for fixed and gamma kernels, whereas finite sample properties are investigated through Monte Carlo simulations. Finally, we show the practical usefulness of such testing procedures by carrying out an empirical assessment of whether autoregressive conditional duration models are appropriate to oIs for modelling price durations of stocks traded at the New York Stock Exchange.

A conditional likelihood ratio test for structural models

This paper develops a general method for constructing similar tests based on the conditional distribution of nonpivotal statistics in a simultaneous equations model with normal errors and known reducedform covariance matrix. The test based on the likelihood ratio statistic is particularly simple and has good power properties. When identification is strong, the power curve of this conditional likelihood ratio test is essentially equal to the power envelope for similar tests. Monte Carlo simulations also suggest that this test dominates the Anderson- Rubin test and the score test. Dropping the restrictive assumption of disturbances normally distributed with known covariance matrix, approximate conditional tests are found that behave well in small samples even when identification is weak.

Distribution of neutral prilocaine in a phospholipid bilayer: Insights from molecular dynamics simulations

In this work, we report a 20-ns constant pressure molecular dynamics simulation of prilocaine (PLC), in amine-amide local anesthetic, in a hydrated liquid crystal bilayer of 1-palmitoyl-2-oleoyl-sn-glycero-3-phosphatidylcholine. The partition of PLC induces the lateral expansion of the bilayer and a concomitant contraction in its thickness. PLC molecules are preferentially found in the hydrophobic acyl chains region, with a maximum probability at similar to 12 angstrom from the center of the bilayer (between the C(4) and C(5) methylene groups). A decrease in the acyl chain segmental order parameter, vertical bar S-CD vertical bar, compared to neat bilayers, is found, in good agreement with experimental H-2-NMR studies. The decrease in vertical bar S-CD vertical bar induced by PLC is attributed to a larger accessible volume per lipid in the acyl chain region. (C) 2008 Wiley Periodicals, Inc.

Antenas de microfita com patch quase-fractal para aplicações em Redes WPAN/WLAN

The microstrip antennas are in constant evidence in current researches due to several advantages that it presents. Fractal geometry coupled with good performance and convenience of the planar structures are an excellent combination for design and analysis of structures with ever smaller features and multi-resonant and broadband. This geometry has been applied in such patch microstrip antennas to reduce its size and highlight its multi-band behavior. Compared with the conventional microstrip antennas, the quasifractal patch antennas have lower frequencies of resonance, enabling the manufacture of more compact antennas. The aim of this work is the design of quasi-fractal patch antennas through the use of Koch and Minkowski fractal curves applied to radiating and nonradiating antenna s edges of conventional rectangular patch fed by microstrip inset-fed line, initially designed for the frequency of 2.45 GHz. The inset-fed technique is investigated for the impedance matching of fractal antennas, which are fed through lines of microstrip. The efficiency of this technique is investigated experimentally and compared with simulations carried out by commercial software Ansoft Designer used for precise analysis of the electromagnetic behavior of antennas by the method of moments and the neural model proposed. In this dissertation a study of literature on theory of microstrip antennas is done, the same study is performed on the fractal geometry, giving more emphasis to its various forms, techniques for generation of fractals and its applicability. This work also presents a study on artificial neural networks, showing the types/architecture of networks used and their characteristics as well as the training algorithms that were used for their implementation. The equations of settings of the parameters for networks used in this study were derived from the gradient method. It will also be carried out research with emphasis on miniaturization of the proposed new structures, showing how an antenna designed with contours fractals is capable of a miniaturized antenna conventional rectangular patch. The study also consists of a modeling through artificial neural networks of the various parameters of the electromagnetic near-fractal antennas. The presented results demonstrate the excellent capacity of modeling techniques for neural microstrip antennas and all algorithms used in this work in achieving the proposed models were implemented in commercial software simulation of Matlab 7. In order to validate the results, several prototypes of antennas were built, measured on a vector network analyzer and simulated in software for comparison

Otimização de superfícies seletivas de frequência com elementos pré-fractais utilizando rede neural MLP e algoritmos de busca populacional

This thesis describes design methodologies for frequency selective surfaces (FSSs) composed of periodic arrays of pre-fractals metallic patches on single-layer dielectrics (FR4, RT/duroid). Shapes presented by Sierpinski island and T fractal geometries are exploited to the simple design of efficient band-stop spatial filters with applications in the range of microwaves. Initial results are discussed in terms of the electromagnetic effect resulting from the variation of parameters such as, fractal iteration number (or fractal level), fractal iteration factor, and periodicity of FSS, depending on the used pre-fractal element (Sierpinski island or T fractal). The transmission properties of these proposed periodic arrays are investigated through simulations performed by Ansoft DesignerTM and Ansoft HFSSTM commercial softwares that run full-wave methods. To validate the employed methodology, FSS prototypes are selected for fabrication and measurement. The obtained results point to interesting features for FSS spatial filters: compactness, with high values of frequency compression factor; as well as stable frequency responses at oblique incidence of plane waves. This thesis also approaches, as it main focus, the application of an alternative electromagnetic (EM) optimization technique for analysis and synthesis of FSSs with fractal motifs. In application examples of this technique, Vicsek and Sierpinski pre-fractal elements are used in the optimal design of FSS structures. Based on computational intelligence tools, the proposed technique overcomes the high computational cost associated to the full-wave parametric analyzes. To this end, fast and accurate multilayer perceptron (MLP) neural network models are developed using different parameters as design input variables. These neural network models aim to calculate the cost function in the iterations of population-based search algorithms. Continuous genetic algorithm (GA), particle swarm optimization (PSO), and bees algorithm (BA) are used for FSSs optimization with specific resonant frequency and bandwidth. The performance of these algorithms is compared in terms of computational cost and numerical convergence. Consistent results can be verified by the excellent agreement obtained between simulations and measurements related to FSS prototypes built with a given fractal iteration

Tests of proportional hazards and proportional odds models for grouped survival data

In this paper, we derive score test statistics to discriminate between proportional hazards and proportional odds models for grouped survival data. These models are embedded within a power family transformation in order to obtain the score tests. In simple cases, some small-sample results are obtained for the score statistics using Monte Carlo simulations. Score statistics have distributions well approximated by the chi-squared distribution. Real examples illustrate the proposed tests.

Likelihood approximations and discrete models for tied survival data

Ties among event times are often recorded in survival studies. For example, in a two week laboratory study where event times are measured in days, ties are very likely to occur. The proportional hazards model might be used in this setting using an approximated partial likelihood function. This approximation works well when the number of ties is small. on the other hand, discrete regression models are suggested when the data are heavily tied. However, in many situations it is not clear which approach should be used in practice. In this work, empirical guidelines based on Monte Carlo simulations are provided. These recommendations are based on a measure of the amount of tied data present and the mean square error. An example illustrates the proposed criterion.

Quantitative comparisons and models of time-averaging in bivalve and brachiopod shell accumulations

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

Nonequilibrium dynamics of quantum fields

The nonequilibrium effective equation of motion for a scalar background field in a thermal bath is studied numerically. This equation emerges from a microscopic quantum field theory derivation and it is suitable to a Langevin simulation on the lattice. Results for both the symmetric and broken phases are presented.

Dirac's hole theory versus quantum field theory

Dirac's hole theory and quantum field theory are usually considered equivalent to each other. The equivalence, however, does not necessarily hold, as we discuss in terms of models of a certain type. We further suggest that the equivalence may fail in more general models. This problem is closely related to the validity of the Pauli principle in intermediate states of perturbation theory.

Tunneling time through a barrier using the local value of a time operator

A time for a quantum particle to traverse a barrier is obtained for stationary states by setting the local value of a time operator equal to a constant. This time operator, called the tempus operator because it is distinct from the time of evolution, is defined as the operator canonically conjugate to the energy operator. The local value of the tempus operator gives a complex time for a particle to traverse a barrier. The method is applied to a particle with a semiclassical wave function, which gives, in the classical limit, the correct classical traversal time. It is also applied to a quantum particle tunneling through a rectangular barrier. The resulting complex tunneling time is compared with complex tunneling times from other methods.

Triple photon production at the Tevatron in technicolor models

We study the process p (p) over bar --> gammagammagamma as a signal for associated photon-technipion production at the Tevatron. This is a clean signature with relatively low background. Resonant and non-resonant contributions are included and we show that technicolor models can be effectively probed in this mode. (C) 2002 Elsevier B.V. B.V. All rights reserved.

Dynamical localization of matter-wave solitons in managed barrier potentials

The bright matter-wave soliton propagation through a barrier with a rapidly oscillating position is investigated. The averaged-over rapid oscillations Gross-Pitaevskii equation is derived, where the effective potential has the form of a finite well. Dynamical trapping and quantum tunneling of the soliton in the effective finite well are investigated. The analytical predictions for the effective soliton dynamics is confirmed by numerical simulations of the full Gross-Pitaevskii equation.

Tunneling time through a rectangular barrier

In this paper, we discuss the tunneling time of a quantum particle through a rectangular barrier. The reflection and transmission times associated with the wave packets representing the particle are discussed. By using an initial Gaussian momentum distribution, we carry out a comparative analysis of the stationary phases of the incident, reflected, and transmitted wave packets leading to the reflection and transmission times at, and Delta t(T), respectively. In the present treatment of this old and very known problem we take into account the deformations of the reflected and transmitted momentum distributions. These deformations produce a dependence of the reflection and transmission times on the location of the initial wave packet. In a parallel calculation, by numerically monitoring the time evolution of the system, we characterize a reflection and a transmission time. Such times agree with the ones obtained via the stationary phase method. [S1050-2947(98)07912-8].

STRONG COUPLING LIMITS and QUANTUM ISOMORPHISMS of THE GAUGED THIRRING MODEL

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)