O paradoxo da superdifusão de uma caminhada aleatória com memória exponencial

The random walk models with temporal correlation (i.e. memory) are of interest in the study of anomalous diffusion phenomena. The random walk and its generalizations are of prominent place in the characterization of various physical, chemical and biological phenomena. The temporal correlation is an essential feature in anomalous diffusion models. These temporal long-range correlation models can be called non-Markovian models, otherwise, the short-range time correlation counterparts are Markovian ones. Within this context, we reviewed the existing models with temporal correlation, i.e. entire memory, the elephant walk model, or partial memory, alzheimer walk model and walk model with a gaussian memory with profile. It is noticed that these models shows superdiffusion with a Hurst exponent H > 1/2. We study in this work a superdiffusive random walk model with exponentially decaying memory. This seems to be a self-contradictory statement, since it is well known that random walks with exponentially decaying temporal correlations can be approximated arbitrarily well by Markov processes and that central limit theorems prohibit superdiffusion for Markovian walks with finite variance of step sizes. The solution to the apparent paradox is that the model is genuinely non-Markovian, due to a time-dependent decay constant associated with the exponential behavior. In the end, we discuss ideas for future investigations.

Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers

The paper develops a novel realized matrix-exponential stochastic volatility model of multivariate returns and realized covariances that incorporates asymmetry and long memory (hereafter the RMESV-ALM model). The matrix exponential transformation guarantees the positivedefiniteness of the dynamic covariance matrix. The contribution of the paper ties in with Robert Basmann’s seminal work in terms of the estimation of highly non-linear model specifications (“Causality tests and observationally equivalent representations of econometric models”, Journal of Econometrics, 1988, 39(1-2), 69–104), especially for developing tests for leverage and spillover effects in the covariance dynamics. Efficient importance sampling is used to maximize the likelihood function of RMESV-ALM, and the finite sample properties of the quasi-maximum likelihood estimator of the parameters are analysed. Using high frequency data for three US financial assets, the new model is estimated and evaluated. The forecasting performance of the new model is compared with a novel dynamic realized matrix-exponential conditional covariance model. The volatility and co-volatility spillovers are examined via the news impact curves and the impulse response functions from returns to volatility and co-volatility.

Synchronised firing patterns in a random network of adaptive exponential integrate-and-fire

Acknowledgements This study was possible by partial financial support from the following Brazilian government agencies: CNPq, CAPES, and FAPESP (2011/19296-1 and 2015/07311-7). We also wish thank Newton Fund and COFAP.

[N]pT ensemble and finite-size-scaling study of the critical isostructural transition in the generalized exponential model of index 4.

First-order transitions of system where both lattice site occupancy and lattice spacing fluctuate, such as cluster crystals, cannot be efficiently studied by traditional simulation methods, which necessarily fix one of these two degrees of freedom. The difficulty, however, can be surmounted by the generalized [N]pT ensemble [J. Chem. Phys. 136, 214106 (2012)]. Here we show that histogram reweighting and the [N]pT ensemble can be used to study an isostructural transition between cluster crystals of different occupancy in the generalized exponential model of index 4 (GEM-4). Extending this scheme to finite-size scaling studies also allows us to accurately determine the critical point parameters and to verify that it belongs to the Ising universality class.

Madrepora oculata and Lophelia pertusa mass and 210Pb-226Ra chronology, Røst Reef, Norway, 2011

Here we show the use of the 210Pb-226Ra excess method to determine the growth rate of corals from one of the world's largest known cold-water coral reef, the Røst Reef off Norway. Two large branching framework-forming cold-water coral specimens, one Lophelia pertusa and one Madrepora oculata were collected alive at 350 m water depth from the Røst Reef at ~67° N and ~9° E. Pb and Ra isotopes were measured along the major growth axis of both specimens using low level alpha and gamma spectrometry and the corals trace element compositions were studied using ICP-QMS. Due to the different chemical behaviors of Pb and Ra in the marine environment, 210Pb and 226Ra were not incorporated the same way into the aragonite skeleton of those two cold-water corals. Thus to assess of the growth rates of both specimens we have here taken in consideration the exponential decrease of initially incorporated 210Pb as well as the ingrowth of 210Pb from the decay of 226Ra. Moreover a~post-depositional 210Pb incorporation is found in relation to the Mn-Fe coatings that could not be entirely removed from the oldest parts of the skeletons. The 226Ra activities in both corals were fairly constant, then assuming constant uptake of 210Pb through time the 210Pb-226Ra chronology can be applied to calculate linear growth rate. The 45.5 cm long branch of M. oculata reveals an age of 31 yr and a~linear growth rate of 14.4 ± 1.1 mm yr-1, i.e. 2.6 polyps per year. However, a correction regarding a remaining post-depositional Mn-Fe oxide coating is needed for the base of the specimen. The corrected age tend to confirm the radiocarbon derived basal age of 40 yr (using 14C bomb peak) with a mean growth rate of 2 polyps yr-1. This rate is similar to the one obtained in Aquaria experiments under optimal growth conditions. For the 80 cm-long specimen of L. pertusa a remaining contamination of metal-oxides is observed for the middle and basal part of the coral skeleton, inhibiting similar accurate age and growth rate estimates. However, the youngest branch was free of Mn enrichment and this 15 cm section reveals a growth rate of 8 mm yr-1 (~1 polyp every two to three years). However, the 210Pb growth rate estimate is within the lowermost ranges of previous growth rate estimates and may thus reflect that the coral was not developing at optimal growth conditions. Overall, 210Pb-226Ra dating can be successfully applied to determine the age and growth rate of framework-forming cold-water corals, however, removal of post-depositional Mn-Fe oxide deposits is a prerequisite. If successful, large branching M. oculata and L. pertusa coral skeletons provide unique oceanographic archive for studies of intermediate water environmentals with an up to annual time resolution and spanning over many decades.

Background Measurement Techniques and Sensitivity Studies for the SNO+ Neutrinoless Double Beta Decay Search

The control of radioactive backgrounds will be key in the search for neutrinoless double beta decay at the SNO+ experiment. Several aspects of the SNO+ back- grounds have been studied. The SNO+ tellurium purification process may require ultra low background ethanol as a reagent. A low background assay technique for ethanol was developed and used to identify a source of ethanol with measured 238U and 232Th concentrations below 2.8 10^-13 g/g and 10^-14 g/g respectively. It was also determined that at least 99:997% of the ethanol can be removed from the purified tellurium using forced air ow in order to reduce 14C contamination. In addition, a quality-control technique using an oxygen sensor was studied to monitor 222Rn contamination due to air leaking into the SNO+ scintillator during transport. The expected sensitivity of the technique is 0.1mBq/L or better depending on the oxygen sensor used. Finally, the dependence of SNO+ neutrinoless double beta decay sensitivity on internal background levels was studied using Monte Carlo simulation. The half-life limit to neutrinoless double beta decay of 130Te after 3 years of operation was found to be 4.8 1025 years under default conditions.

Energy level decay and excited state absorption processes in erbium-doped tellurium glass

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

Energy level decay and excited state absorption processes in dysprosium-doped fluoride glass

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

Energy transfer and energy level decay processes in Tmsup(3+)-doped tellurite glass

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

Contrived Dereliction: Employing an aesthetic of decay at mining heritage sites

Conventional descriptions place conservation activities between the two poles of active restorative intervention and passive abandonment. This paper proposes that site stewards at mining heritage sites often follow presentation strategies that sit outside this neat dualism. Drawing on material presented in the form of three case studies, this paper identifies the actions these strategies entail and considers the results in terms of an aesthetic of decay. To consolidate the argument, a new overarching term is introduced to describe this strategy: contrived dereliction, in order to foreground its essential features. The paper then outlines the advantages, limitations and requirements of contrived dereliction as a heritage management and presentation practice.

Finite Sampling Exponential Bounds

Thesis (Ph.D.)--University of Washington, 2016-08