Amphibia, Anura, Centrolenidae, Hyalinobatrachium carlesvilai Castroviejo-Fisher, Padial, Chaparro, Aguayo and de la Riva, 2009: First country record, Brazil

We present the first Brazilian record of the recently-described glassfrog Hyalinobatrachium carlesvilai Castroviejo-Fisher, Padial, Chaparro, Aguayo and de la Riva, 2009. This species, previously known in Peru and Bolivia, was collected at two localities at the municipality of Aripuanã, northern state of Mato Grosso, Brazil. © 2010 Check List and Authors.

Desenvolvimento de aplicativo para o método de discriminação de Fisher e seu uso na experimentação agronômica: Carlos Roberto Pereira Padovani. -

Pós-graduação em Agronomia (Energia na Agricultura) - FCA

Modelo de Fisher-Kolmogorov em dinâmica populacional com capacidade de suporte espacialmente dependente

Pós-graduação em Física - IFT

The full Fisher matrix for galaxy surveys

Starting from the Fisher matrix for counts in cells, we derive the full Fisher matrix for surveys of multiple tracers of large-scale structure. The key step is the classical approximation, which allows us to write the inverse of the covariance of the galaxy counts in terms of the naive matrix inverse of the covariance in a mixed position-space and Fourier-space basis. We then compute the Fisher matrix for the power spectrum in bins of the 3D wavenumber , the Fisher matrix for functions of position (or redshift z) such as the linear bias of the tracers and/or the growth function and the cross-terms of the Fisher matrix that expresses the correlations between estimations of the power spectrum and estimations of the bias. When the bias and growth function are fully specified, and the Fourier-space bins are large enough that the covariance between them can be neglected, the Fisher matrix for the power spectrum reduces to the widely used result that was first derived by Feldman, Kaiser & Peacock. Assuming isotropy, a fully analytical calculation of the Fisher matrix in the classical approximation can be performed in the case of a constant-density, volume-limited survey.

Morphological analysis of Mecosarthron Buquet and Xixuthrus Thomson and Reevaluation of Generic Assignment of Xixuthrus domingoensis Fisher (Coleoptera, Cerambycidae, Prioninae)

The characters defining Mecosarthron Buquet, 1840 and Xixuthrus Thomson 1864 are discussed, along with a historical review of the literature that described and classified these taxa. Through morphological examination of these genera and most of the included species, we addressed the systematic placement of Xixuthrus domingoensis Fisher, 1932 that was placed in Mecosarthron by Ivie (1985). We restore its placement in the genus Xixuthrus. The first description of the female of X. domingoensis is provided, along with comparative redescriptions of Mecosarthron gounellei (Lameere, 1903), and M. buphagus Buquet, 1840. We include a key to the species currently in Mecosarthron.

Michael J. Fabricant and Robert Fisher: Settlement Houses Under Siege: The Struggle to Sustain Community Organisations in New York City

This is a fascinating book - clear, incisive, a lesson for our times. It focuses on the history and recent experience of Settlement Houses in New York and uses this as a vehicle for an analysis of the political economy of welfare agencies. I wanted to send copies to politicians and policy makers worldwide who, whilst claiming to support social inclusion, community regeneration and equal opportunities, formulate policies that fragment societies and oppress poor and vulnerable people.

Implementing fisher Black's simple discounting rule

We propose a simple implementation of Black’s (1988) elegant rule for discounting uncertain future cash flows. Black’s rule avoids the thorny problem of estimating an appropriate risk-adjusted discount rate. Instead, the rule calls for discounting conditional mean cash flows at appropriate riskless interest rates. Our contribution in this article is to describe and illustrate a method of estimating the conditional mean cash flows called for in Black’s rule. The method is quite flexible with respect to the types of information available concerning the distributions of future cash flows. We argue that this approach to computing present values offers a theoretically sound and generally feasible addition to the toolbox of financial managers.

The von Mises-Fisher distribution of the first exit point from the hypersphere of the drifted Brownian motion and the density of the first exit time

A characterization is provided for the von Mises–Fisher random variable, in terms of first exit point from the unit hypersphere of the drifted Wiener process. Laplace transform formulae for the first exit time from the unit hypersphere of the drifted Wiener process are provided. Post representations in terms of Bell polynomials are provided for the densities of the first exit times from the circle and from the sphere.