On Boas-Type Problem

R.P. Boas has found necessary and sufficient conditions of belonging of function to Lipschitz class. From his findings it turned out, that the conditions on sine and cosine coefficients for belonging of function to Lip α(0 & α & 1) are the same, but for Lip 1 are different. Later his results were generalized by many authors in the viewpoint of generalization of condition on the majorant of modulus of continuity. The aim of this paper is to obtain Boas-type theorems for generalized Lipschitz classes. To define generalized Lipschitz classes we use the concept of modulus of smoothness of fractional order.

Limit cycles for cubic systems with a symmetry of order 4 and without in nite critical points

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On the upper bound of the number of limit cycles obtained by the second order averaging method I

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On the upper bound of the number of limit cycles obtained by the second order averaging method II

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El Riesgo y las estrategias en la evaluación de los fondos de inversión de renta variable

El objetivo de este trabajo consiste en proponer una medida de performance adecuada para los fondos de inversión de renta variable. Las características específicas de este tipo de carteras inducen a tomar un enfoque basado en la L.M.C., por lo que se escoge como medida de riesgo el riesgo total de la cartera (pσ). Se introducen las estrategias pasivas y activas en el análisis, con lo que se consigue desarrollar una medida de performance que, además de medir la rentabilidad por gestión efectiva, la pondera en función del grado de actividad asumido por la cartera a evaluar.

The third order Melnikov function of a quadratic center under quadratic perturbation

We study quadratic perturbations of the integrable system (1+x)dH; where H =(x²+y²)=2: We prove that the first three Melnikov functions associated to the perturbed system give rise at most to three limit cycles.

Dynamics of the third order Lyness' difference equation

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Anatomy and histology of Embolyntha batesi MacLahlan, 1877 (Embiidina)

The Embioptera are rather generalized insects whose internal anatomy is simple and not subject to great modifications. For this reason these insects form an ideal group for elementary anatomical and histological studies (fig. 2). The digestive tract is a long, simple tube without convolutions or diverticulae from the buccal cavity to the rectum. The buccal structures are of the chewing type. The oesophagus and ingluvia are differentiated only by slight dilation of their walls. In nymphs and females the proventriculus is very distinct due to folds which flatten as the structure becomes packed with food. The enteron is the largest in such forms and in both sexes limited caudally by the Malpighian tubules. The proctodeus has six large rectal papillae. The nervous system is complete with only the fifth abdominal segment lacking a ganglion in the metathorax includes the ganglion of the first abdominal segment. The brain exhibits very clear structure in histological sections. The tracheal system includes two pairs of thoracic spiracles and eight abdominal pairs. Only th metathoracic spiracle has an air expiration function; all others serve for inspiration. Various structures in the spiracles protect the atrium. The circulatory system includes a long, simple dorsal vessel which extends forward from the ninth abdominal segment into the cranium. It opens anteriorly near the circumoesophageal connectives. The dorsal vessel has a pair of ostia and valves corresponding to each abdominal and thoracic segment. It lacks the diverticulae or folds commonly found in more highly evolved insects. The excretory system is represented by Malphighian tubules, pericardial cells, and fat-body. The number and disposition of Malpighian tubules is variable within the order. The pericardial cells are localized around the entire dorsal vessel up to the opening of the aorta in the head. The fat-bodies form compact layers in the dorsal and ventral regions of the body. In males they are more developed in the abdominal region. The mandibles, maxillae, and salivary glands are of a simple type with very few cytological modifications. Only the salivary glands which extend into the mesothoracic region show appreciable specialization. The reproductive system is bi-sixual and shows considerable sexual dimorphism. Males have five pair of testes with a metameric disposition, two distinct ducts, two epidymis, and the ejaculatory organs. The accessory glands vary in number and size and open in the anterior portion of the ejaculatory duct. The female reproductive organs are of the panoistic type. The system includes five pairs of ovarioles, two long paired oviducts a small, unpaired oviduct and the spermatheca which opens in the vagina. Reproduction usually involves a union of male and female gametes, and eggs are usually laid in clusters attached to a substrate.

Clean Development Mechanism and Sustainable Development: a discussion on the link between the CDM and Sustainable Development, an analysis of the current status of the CDM portfolio, and an multicriteria evaluation of the effects of additional incentives in order to foster broad local Sustainable Development dividends from the CDM projects

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Estimation of dynamic latent variable models using simulated nonparametric moments

Given a model that can be simulated, conditional moments at a trial parameter value can be calculated with high accuracy by applying kernel smoothing methods to a long simulation. With such conditional moments in hand, standard method of moments techniques can be used to estimate the parameter. Since conditional moments are calculated using kernel smoothing rather than simple averaging, it is not necessary that the model be simulable subject to the conditioning information that is used to define the moment conditions. For this reason, the proposed estimator is applicable to general dynamic latent variable models. Monte Carlo results show that the estimator performs well in comparison to other estimators that have been proposed for estimation of general DLV models.

Disseny de filtres passa banda en l'ordre dels GHz mitjançant acobladors ressonants

L’objectiu d’aquest projecte es basa en l’obtenció de filtres passa banda mitjançant acobladors ressonants en l’ordre dels GHz, amb un ampla de banda fraccional del 30%. En un primer disseny es presentarà l’estudi del coeficient d’acoblament entre partícules ressonants i tot seguit s’introduirà una capacitat interdigital per a augmentar l’acoblament. Mitjançant el nou disseny es demostrarà que es pot arribar a resultats òptims tant en simulacions com a l’hora de fabricar el dispositiu.

A nonlinear threshold model for the dependence of extremes of stationary sequences

One of the main implications of the efficient market hypothesis (EMH) is that expected future returns on financial assets are not predictable if investors are risk neutral. In this paper we argue that financial time series offer more information than that this hypothesis seems to supply. In particular we postulate that runs of very large returns can be predictable for small time periods. In order to prove this we propose a TAR(3,1)-GARCH(1,1) model that is able to describe two different types of extreme events: a first type generated by large uncertainty regimes where runs of extremes are not predictable and a second type where extremes come from isolated dread/joy events. This model is new in the literature in nonlinear processes. Its novelty resides on two features of the model that make it different from previous TAR methodologies. The regimes are motivated by the occurrence of extreme values and the threshold variable is defined by the shock affecting the process in the preceding period. In this way this model is able to uncover dependence and clustering of extremes in high as well as in low volatility periods. This model is tested with data from General Motors stocks prices corresponding to two crises that had a substantial impact in financial markets worldwide; the Black Monday of October 1987 and September 11th, 2001. By analyzing the periods around these crises we find evidence of statistical significance of our model and thereby of predictability of extremes for September 11th but not for Black Monday. These findings support the hypotheses of a big negative event producing runs of negative returns in the first case, and of the burst of a worldwide stock market bubble in the second example. JEL classification: C12; C15; C22; C51 Keywords and Phrases: asymmetries, crises, extreme values, hypothesis testing, leverage effect, nonlinearities, threshold models

An 40Ar/39Ar, Rb/Sr, and stable isotope study of micas in low-grade fold-and-thrust belt: An example from the Swiss Helvetic Alps

White micas in carbonate-rich tectonites and a few other rock types of large thrusts in the Swiss Helvetic fold-and-thrust belt have been analyzed by Ar-40/Ar-39 and Rb/Sr techniques to better constrain the timing of Alpine deformation for this region. Incremental Ar-40/Ar-39 heating experiments of 25 weakly metamorphosed (anchizone to low greenschist) samples yield plateau and staircase spectra. We interpret most of the staircase release spectra result from variable mixtures of syntectonic (neoformed) and detrital micas. The range in dates obtained within individual spectra depends primarily on the duration of mica nucleation and growth, and relative proportions of neoformed and detrital mica. Rb/Sr analyses of 12 samples yield dates of ca. 10-39 Ma (excluding one anomalously young sample). These dates are slightly younger than the Ar-40/Ar-39 total gas dates obtained for the same samples. The Rb/ Sr dates were calculated using initial Sr-87/Sr-86 ratios obtained from the carbonate-dominated host rocks, which are higher than normal Mesozoic carbonate values due to exchange with fluids of higher Sr-87/Sr-86 ratios (and lower O-18/O-16 ratios). Model dates calculated using Sr-87/Sr-86 values typical of Mesozoic marine carbonates more closely approximate the Ar-40/Ar-39 total gas dates for most of the samples. The similarities of Rb/Sr and Ar-40/Ar-39 total gas dates are consistent with limited amounts of detrital mica in the samples. The delta(18)O values range from 24-15%. (VSMOW) for 2-6 mum micas and 27-16parts per thousand for the carbonate host rocks. The carbonate values are significantly lower than their protolith values due to localized fluid-rock interaction and fluid flow along most thrust surfaces. Although most calcite-mica pairs are not in oxygen isotope equilibrium at temperatures of ca. 200-400 degreesC, their isotopic fractionations are indicative of either 1) partial exchange between the minerals and a common external fluid, or 2) growth or isotopic exchange of the mica with the carbonate after the carbonate had isotopically exchanged with an external fluid. The geological significance of these results is not easily or uniquely determined, and exemplifies the difficulties inherent in dating very fine-grained micas of highly deformed tectonites in low-grade metamorphic terranes. Two generalizations can be made regarding the dates obtained from the Helvetic thrusts: 1) samples from the two highest thrusts (Mt. Gond and Sublage) have all of their Ar-40/Ar-39 steps above 20 Ma, and 2) most samples from the deepest Helvetic thrusts have steps (often accounting for more than 80% of Ar-39 release) between 15 and 25 Ma. These dates are consistent with the order of thrusting in the foreland-imbricating system and increase proportions of neoformed to detrital mica in the more metamorphosed hinterland and deeply buried portions of the nappe pile. Individual thrusts accommodated the majority of their displacement during their initial incorporation into the foreland-imbricating system, and some thrusts remained active or were reactivated down to 15 Ma.