998 resultados para Interval exchange transformations


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This article offers a reconsideration of planning and development in
English towns and cities after the Black Death (1348). Conventional historical
accounts have stressed the occurrence of urban ‘decay’ in the later fourteenth and fifteenth centuries. Here, instead, a case is made that after 1350 urban planning continued to influence towns and cities in England through the transformation of their townscapes. Using the conceptual approaches of urban morphologists in particular, the article demonstrates that not only did the foundation of new towns and creation of new suburbs characterize the period 1350–1530, but so too did the redevelopment of existing urban landscapes through civic improvements and public works. These reveal evidence for the particular ‘agents of change’ involved in the planning and development process, such as surveyors, officials, patrons and architects, and also the role played by maps and drawn surveys. In this reappraisal, England’s urban experiences can be seen to have been closely connected with those instances of urban planning after the Black Death occurring elsewhere in contemporary continental Europe.

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Reducible diffusions (RDs) are nonlinear transformations of analytically solvable Basic Diffusions (BDs). Hence, by construction RDs are analytically tractable and flexible diffusion processes. Existing literature on RDs has mostly focused on time-homogeneous transformations, which to a significant extent fail to explore the full potential of RDs from both theoretical and practical points of view. In this paper, we propose flexible and economically justifiable time variations to the transformations of RDs. Concentrating on the Constant Elasticity Variance (CEV) RDs, we consider nonlinear dynamics for our time-varying transformations with both deterministic and stochastic designs. Such time variations can greatly enhance the flexibility of RDs while maintaining sufficient tractability of the resulting models. In the meantime, our modeling approach enjoys the benefits of classical inferential techniques such as the Maximum Likelihood (ML). Our application to the UK and the US short-term interest rates suggests that from an empirical point of view time-varying transformations are highly relevant and statistically significant. We expect that the proposed models can describe more truthfully the dynamic time-varying behavior of economic and financial variables and potentially improve out-of-sample forecasts significantly.

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Design and operation of Fe0 permeable reactive barriers (PRBs) can be improved by understanding the long-term mineralogical transformations that occur within PRBs. Changes in mineral precipitates, cementation, and corrosion of Fe0 filings within an in situ pilot-scale PRB were examined after the first 30 months of operation and compared with results of a previous study of the PRB conducted 15 months earlier using X-ray diffraction and scanning electron microscopy employing energy dispersive X-ray and backscatter electron analyses. Iron (oxy)hydroxides, aragonite, and maghemite and/or magnetite occurred throughout the cores collected 30 mo after installation. Goethite, lepidocrocite, mackinawite, aragonite, calcite, and siderite were associated with oxidized and cemented areas, while green rusts were detected in more reduced zones. Basic differences from our last detailed investigation include (i) mackinawite crystallized from amorphous FeS, (ii) aragonite transformed into calcite, (iii) akaganeite transformed to goethite and lepidocrocite, (iv) iron (oxy)hydroxides and calcium and iron carbonate minerals increased, (v) cementation was greater in the more recent study, and (vi) oxidation, corrosion, and disintegration of Fe0 filings were greater, especially in cemented areas, in the more recent study. If the degree of corrosion and cementation that was observed from 15 to 30 mo after installation continues, certain portions of the PRB (i.e., up-gradient entrance of the ground water to the Fe0 section of the PRB) may last less than five more years, thus reducing the effectiveness of the PRB to mitigate contaminants.

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The ability to exchange keys between users is vital in any wireless based security system. A key generation technique exploits the randomness of the wireless channel is a promising alternative to existing key distribution techniques, e.g., public key cryptography. In this paper a secure key generation scheme based on the subcarriers’ channel responses in orthogonal frequencydivision multiplexing (OFDM) systems is proposed. We first implement a time-variant multipath channel with its channel impulse response modelled as a wide sense stationary (WSS) uncorrelated scattering random process and demonstrate that each subcarrier’s channel response is also a WSS random process. We then define the X% coherence time as the time required to produce an X% correlation coefficient in the autocorrelation function (ACF) of each channel tap, and find that when all the channel taps have the same Doppler power spectrum, all subcarriers’ channel responses has the same ACF as the channel taps. The subcarrier’s channel response is then sampled every X% coherence time and quantized into key bits. All the key sequences’ randomness is tested using National Institute of Standards and Technology (NIST) statistical test suite and the results indicate that the commonly used sampling interval as 50% coherence time cannot guarantee the randomness of the key sequence.

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Kuznetsov independence of variables X and Y means that, for any pair of bounded functions f(X) and g(Y), E[f(X)g(Y)]=E[f(X)] *times* E[g(Y)], where E[.] denotes interval-valued expectation and *times* denotes interval multiplication. We present properties of Kuznetsov independence for several variables, and connect it with other concepts of independence in the literature; in particular we show that strong extensions are always included in sets of probability distributions whose lower and upper expectations satisfy Kuznetsov independence. We introduce an algorithm that computes lower expectations subject to judgments of Kuznetsov independence by mixing column generation techniques with nonlinear programming. Finally, we define a concept of conditional Kuznetsov independence, and study its graphoid properties.

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An investigation into exchange-traded fund (ETF) outperforrnance during the period 2008-2012 is undertaken utilizing a data set of 288 U.S. traded securities. ETFs are tested for net asset value (NAV) premium, underlying index and market benchmark outperformance, with Sharpe, Treynor, and Sortino ratios employed as risk-adjusted performance measures. A key contribution is the application of an innovative generalized stepdown procedure in controlling for data snooping bias. We find that a large proportion of optimized replication and debt asset class ETFs display risk-adjusted premiums with energy and precious metals focused funds outperforming the S&P 500 market benchmark. 

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Using first principles calculations for O vacancy diffusion on CeO2(111), we locate a surface diffusion mechanism, the two-step O vacancy exchange one, which is more favored than the most common hopping mechanism. By analyzing the results, we identify quantitatively the physical origin of why the two-step exchange mechanism is preferred.

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