First-principles study of the inversion thermodynamics and electronic structure of FeM2X4 (thio)spinels (M = Cr, Mn, Co, Ni; X = O, S)

FeM2X4 spinels, where M is a transition metal and X is oxygen or sulfur, are candidate materials for spin filters, one of the key devices in spintronics. We present here a computational study of the inversion thermodynamics and the electronic structure of these (thio)spinels for M = Cr, Mn, Co, Ni, using calculations based on the density functional theory with on-site Hubbard corrections (DFT+U). The analysis of the configurational free energies shows that different behaviour is expected for the equilibrium cation distributions in these structures: FeCr2X4 and FeMn2S4 are fully normal, FeNi2X4 and FeCo2S4 are intermediate, and FeCo2O4 and FeMn2O4 are fully inverted. We have analyzed the role played by the size of the ions and by the crystal field stabilization effects in determining the equilibrium inversion degree. We also discuss how the electronic and magnetic structure of these spinels is modified by the degree of inversion, assuming that this could be varied from the equilibrium value. We have obtained electronic densities of states for the completely normal and completely inverse cation distribution of each compound. FeCr2X4, FeMn2X4, FeCo2O4 and FeNi2O4 are half-metals in the ferrimagnetic state when Fe is in tetrahedral positions. When M is filling the tetrahedral positions, the Cr-containing compounds and FeMn2O4 are half-metallic systems, while the Co and Ni spinels are insulators. The Co and Ni sulfide counterparts are metallic for any inversion degree together with the inverse FeMn2S4. Our calculations suggest that the spin filtering properties of the FeM2X4 (thio)spinels could be modified via the control of the cation distribution through variations in the synthesis conditions.

On estimation and influence diagnostics for log-Birnbaum-Saunders Student-t regression models: Full Bayesian analysis

The purpose of this paper is to develop a Bayesian approach for log-Birnbaum-Saunders Student-t regression models under right-censored survival data. Markov chain Monte Carlo (MCMC) methods are used to develop a Bayesian procedure for the considered model. In order to attenuate the influence of the outlying observations on the parameter estimates, we present in this paper Birnbaum-Saunders models in which a Student-t distribution is assumed to explain the cumulative damage. Also, some discussions on the model selection to compare the fitted models are given and case deletion influence diagnostics are developed for the joint posterior distribution based on the Kullback-Leibler divergence. The developed procedures are illustrated with a real data set. (C) 2010 Elsevier B.V. All rights reserved.

An automatic correction method for the heel effect in digitized mammography images

The most significant radiation field nonuniformity is the well-known Heel effect. This nonuniform beam effect has a negative influence on the results of computer-aided diagnosis of mammograms, which is frequently used for early cancer detection. This paper presents a method to correct all pixels in the mammography image according to the excess or lack on radiation to which these have been submitted as a result of the this effect. The current simulation method calculates the intensities at all points of the image plane. In the simulated image, the percentage of radiation received by all the points takes the center of the field as reference. In the digitized mammography, the percentages of the optical density of all the pixels of the analyzed image are also calculated. The Heel effect causes a Gaussian distribution around the anode-cathode axis and a logarithmic distribution parallel to this axis. Those characteristic distributions are used to determine the center of the radiation field as well as the cathode-anode axis, allowing for the automatic determination of the correlation between these two sets of data. The measurements obtained with our proposed method differs on average by 2.49 mm in the direction perpendicular to the anode-cathode axis and 2.02 mm parallel to the anode-cathode axis of commercial equipment. The method eliminates around 94% of the Heel effect in the radiological image and the objects will reflect their x-ray absorption. To evaluate this method, experimental data was taken from known objects, but could also be done with clinical and digital images.

Approach to Equilibrium for a Class of Random Quantum Models of Infinite Range

We consider random generalizations of a quantum model of infinite range introduced by Emch and Radin. The generalizations allow a neat extension from the class l (1) of absolutely summable lattice potentials to the optimal class l (2) of square summable potentials first considered by Khanin and Sinai and generalised by van Enter and van Hemmen. The approach to equilibrium in the case of a Gaussian distribution is proved to be faster than for a Bernoulli distribution for both short-range and long-range lattice potentials. While exponential decay to equilibrium is excluded in the nonrandom l (1) case, it is proved to occur for both short and long range potentials for Gaussian distributions, and for potentials of class l (2) in the Bernoulli case. Open problems are discussed.

Experimental evidence and model explanation for cell population characteristics modification when applying sequential photodynamic therapy

We present experimental evidence of the existence of cell variability in terms of threshold light dose for Hep G2 (liver cancer cells) cultured. Using a theoretical model to describe the effects caused by successive photodynamic therapy (PDT) sessions, and based on the consequences of a partial response we introduce the threshold dose distribution concept within a tumor. The experimental model consists in a stack of flasks, and simulates subsequent layers of a tissue exposed to PDT application. The result indicates that cells from the same culture could respond in different ways to similar PDT induced-damages. Moreover, the consequence is a partial killing of the cells submitted to PDT, and the death fraction decreased at each in vitro PDT session. To demonstrate the occurrence of cell population modification as a response to PDT, we constructed a simple theoretical model and assumed that the threshold dose distribution for a cell population of a tumor is represented by a modified Gaussian distribution.

A new class of survival regression models with heavy-tailed errors: robustness and diagnostics

Birnbaum-Saunders models have largely been applied in material fatigue studies and reliability analyses to relate the total time until failure with some type of cumulative damage. In many problems related to the medical field, such as chronic cardiac diseases and different types of cancer, a cumulative damage caused by several risk factors might cause some degradation that leads to a fatigue process. In these cases, BS models can be suitable for describing the propagation lifetime. However, since the cumulative damage is assumed to be normally distributed in the BS distribution, the parameter estimates from this model can be sensitive to outlying observations. In order to attenuate this influence, we present in this paper BS models, in which a Student-t distribution is assumed to explain the cumulative damage. In particular, we show that the maximum likelihood estimates of the Student-t log-BS models attribute smaller weights to outlying observations, which produce robust parameter estimates. Also, some inferential results are presented. In addition, based on local influence and deviance component and martingale-type residuals, a diagnostics analysis is derived. Finally, a motivating example from the medical field is analyzed using log-BS regression models. Since the parameter estimates appear to be very sensitive to outlying and influential observations, the Student-t log-BS regression model should attenuate such influences. The model checking methodologies developed in this paper are used to compare the fitted models.

Wrong-way risk in stock swaps : measuring counterparty credit risk and CVA

Uma forma interessante para uma companhia que pretende assumir uma posição comprada em suas próprias ações ou lançar futuramente um programa de recompra de ações, mas sem precisar dispor de caixa ou ter que contratar um empréstimo, ou então se protegendo de uma eventual alta no preço das ações, é através da contratação de um swap de ações. Neste swap, a companhia fica ativa na variação de sua própria ação enquanto paga uma taxa de juros pré ou pós-fixada. Contudo, este tipo de swap apresenta risco wrong-way, ou seja, existe uma dependência positiva entre a ação subjacente do swap e a probabilidade de default da companhia, o que precisa ser considerado por um banco ao precificar este tipo de swap. Neste trabalho propomos um modelo para incorporar a dependência entre probabilidades de default e a exposição à contraparte no cálculo do CVA para este tipo de swap. Utilizamos um processo de Cox para modelar o instante de ocorrência de default, dado que a intensidade estocástica de default segue um modelo do tipo CIR, e assumindo que o fator aleatório presente na ação subjacente e que o fator aleatório presente na intensidade de default são dados conjuntamente por uma distribuição normal padrão bivariada. Analisamos o impacto no CVA da incorporação do riscowrong-way para este tipo de swap com diferentes contrapartes, e para diferentes prazos de vencimento e níveis de correlação.

Contribution of matrix vesicles and alkaline phosphatase to ectopic bone formation

Endochondral calcification involves the participation of matrix vesicles (MVs), but it remains unclear whether calcification ectopically induced by implants of demineralized bone matrix also proceeds via MVs. Ectopic bone formation was induced by implanting rat demineralized diaphyseal bone matrix into the dorsal subcutaneous tissue of Wistar rats and was examined histologically and biochemically. Budding of MVs from chondrocytes was observed to serve as nucleation sites for mineralization during induced ectopic osteogenesis, presenting a diameter with Gaussian distribution with a median of 306 ± 103 nm. While the role of tissue-nonspecific alkaline phosphatase (TNAP) during mineralization involves hydrolysis of inorganic pyrophosphate (PPi), it is unclear how the microenvironment of MV may affect the ability of TNAP to hydrolyze the variety of substrates present at sites of mineralization. We show that the implants contain high levels of TNAP capable of hydrolyzing p-nitrophenylphosphate (pNPP), ATP and PPi. The catalytic properties of glycosyl phosphatidylinositol-anchored, polidocanol-solubilized and phosphatidylinositol-specific phospholipase C-released TNAP were compared using pNPP, ATP and PPi as substrates. While the enzymatic efficiency (k cat/Km) remained comparable between polidocanol-solubilized and membrane-bound TNAP for all three substrates, the k cat/Km for the phosphatidylinositol-specific phospholipase C-solubilized enzyme increased approximately 108-, 56-, and 556-fold for pNPP, ATP and PPi, respectively, compared to the membrane-bound enzyme. Our data are consistent with the involvement of MVs during ectopic calcification and also suggest that the location of TNAP on the membrane of MVs may play a role in determining substrate selectivity in this micro-compartment.

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

Testing option pricing with the Edgeworth expansion

There is a well-developed framework, the Black-Scholes theory, for the pricing of contracts based on the future prices of certain assets, called options. This theory assumes that the probability distribution of the returns of the underlying asset is a Gaussian distribution. However, it is observed in the market that this hypothesis is flawed, leading to the introduction of a fudge factor, the so-called volatility smile. Therefore, it would be interesting to explore extensions of the Black-Scholes theory to non-Gaussian distributions. In this paper, we provide an explicit formula for the price of an option when the distributions of the returns of the underlying asset is parametrized by an Edgeworth expansion, which allows for the introduction of higher independent moments of the probability distribution, namely skewness and kurtosis. We test our formula with options in the Brazilian and American markets, showing that the volatility smile can be reduced. We also check whether our approach leads to more efficient hedging strategies of these instruments. (C) 2004 Elsevier B.V. All rights reserved.

Collisional semiclassical approximations in phase-space representation

The Gaussian wave-packet phase-space representation is used to show that the expansion in powers of a of the quantum Liouville propagator leads, in the zeroth-order term, to results close to those obtained in the statistical quasiclassical method of Lee and Scully in the Weyl-Wigner picture. It is also verified that, propagating the Wigner distribution along the classical trajectories, the amount of error is less than that coming from propagating the Gaussian distribution along classical trajectories.

The gradually truncated Lévy flight: Stochastic process for complex systems

Power-law distributions, i.e. Levy flights have been observed in various economical, biological, and physical systems in high-frequency regime. These distributions can be successfully explained via gradually truncated Levy flight (GTLF). In general, these systems converge to a Gaussian distribution in the low-frequency regime. In the present work, we develop a model for the physical basis for the cut-off length in GTLF and its variation with respect to the time interval between successive observations. We observe that GTLF automatically approach a Gaussian distribution in the low-frequency regime. We applied the present method to analyze time series in some physical and financial systems. The agreement between the experimental results and theoretical curves is excellent. The present method can be applied to analyze time series in a variety of fields, which in turn provide a basis for the development of further microscopic models for the system. © 2000 Elsevier Science B.V. All rights reserved.

On the determination of epsilon during discriminative GMM training

Discriminative training of Gaussian Mixture Models (GMMs) for speech or speaker recognition purposes is usually based on the gradient descent method, in which the iteration step-size, ε, uses to be defined experimentally. In this letter, we derive an equation to adaptively determine ε, by showing that the second-order Newton-Raphson iterative method to find roots of equations is equivalent to the gradient descent algorithm. © 2010 IEEE.

Estudo de Lei de Potência em distribuições estatísticas de consumo de água

Pós-graduação em Física - IGCE

A distribuição estatística das notas do exame nacional do ensino médio (ENEM): um sistema complexo educacional

Pós-graduação em Física - IGCE