Evaluating solutions to process, view and listen mathematical formula within an accessible context

Proves de conversió de fòrmules matemàtiques des d'editors de text ofimàtics i des de Làtex. Visionat en HTML i MathML. El millor resultat s'aconsegueix amb MSWord+MathType i IE+MathPlayer.

Long-term fertilizer field trials: comparison of three mathematical response models

Selostus: Lannoituksen pitkäaikaiset kenttäkokeet: kolmen matemaattisen mallin vertailu

Ispol'zovanie metodov teorii vosstanovleniia v modeliakh optimal'nogo dobyvaniia pishchi [Restoration theory in models of optimal feeding behavior]

The method of stochastic dynamic programming is widely used in ecology of behavior, but has some imperfections because of use of temporal limits. The authors presented an alternative approach based on the methods of the theory of restoration. Suggested method uses cumulative energy reserves per time unit as a criterium, that leads to stationary cycles in the area of states. This approach allows to study the optimal feeding by analytic methods.

Towards a theory of the credit-risk balance sheet

This article designs what it calls a Credit-Risk Balance Sheet (the risk being that of default by customers), a tool which, in principle, can contribute to revealing, controlling and managing the bad debt risk arising from a company¿s commercial credit, whose amount can represent a significant proportion of both its current and total assets.To construct it, we start from the duality observed in any credit transaction of this nature, whose basic identity can be summed up as Credit = Risk. ¿Credit¿ is granted by a company to its customer, and can be ranked by quality (we suggest the credit scoring system) and ¿risk¿ can either be assumed (interiorised) by the company itself or transferred to third parties (exteriorised).What provides the approach that leads to us being able to talk with confidence of a real Credit-Risk Balance Sheet with its methodological robustness is that the dual vision of the credit transaction is not, as we demonstrate, merely a classificatory duality (a double risk-credit classification of reality) but rather a true causal relationship, that is, a risk-credit causal duality.Once said Credit-Risk Balance Sheet (which bears a certain structural similarity with the classic net asset balance sheet) has been built, and its methodological coherence demonstrated, its properties ¿static and dynamic¿ are studied.Analysis of the temporal evolution of the Credit-Risk Balance Sheet and of its applications will be the object of subsequent works.

Towards a theory of the credit-risk balance sheet (II). The evolution of its structure

This article has an immediate predecessor, upon which it is based and with which readers must necessarily be familiar: Towards a Theory of the Credit-Risk Balance Sheet (Vallverdú, Somoza and Moya, 2006). The Balance Sheet is conceptualised on the basis of the duality of a credit-based transaction; it deals with its theoretical foundations, providing evidence of a causal credit-risk duality, that is, a true causal relationship; its characteristics, properties and its static and dynamic characteristics are analyzed. This article, which provides a logical continuation to the previous one, studies the evolution of the structure of the Credit-Risk Balance Sheet as a consequence of a business¿s dynamics in the credit area. Given the Credit-Risk Balance Sheet of a company at any given time, it attempts to estimate, by means of sequential analysis, its structural evolution, showing its usefulness in the management and control of credit and risk. To do this, it bases itself, with the necessary adaptations, on the by-now classic works of Palomba and Cutolo. The establishment of the corresponding transformation matrices allows one to move from an initial balance sheet structure to a final, future one, to understand its credit-risk situation trends, as well as to make possible its monitoring and control, basic elements in providing support for risk management.

On the efficiency of recursive evaluations with applications to risk theory

On the efficiency of recursive evaluations with applications to risk theoryCette thèse est composée de trois essais qui portent sur l'efficacité des évaluations récursives de la distribution du montant total des sinistres d'un portefeuille de polices d'assurance au cours d'un période donnée. Le calcul de sa fonction de probabilité ou de quantités liées à cette distribution apparaît fréquemment dans la plupart des domaines de la pratique actuarielle.C'est le cas notamment pour le calcul du capital de solvabilité en Suisse ou pour modéliser la perte d'une assurance vie au cours d'une année. Le principal problème des évaluations récursives est que la propagation des erreurs provenant de la représentation des nombres réels par l'ordinateur peut être désastreuse. Mais, le gain de temps qu'elles procurent en réduisant le nombre d'opérations arithmétiques est substantiel par rapport à d'autres méthodes.Dans le premier essai, nous utilisons certaines propriétés d'un outil informatique performant afin d'optimiser le temps de calcul tout en garantissant une certaine qualité dans les résultats par rapport à la propagation de ces erreurs au cours de l'évaluation.Dans le second essai, nous dérivons des expressions exactes et des bornes pour les erreurs qui se produisent dans les fonctions de distribution cumulatives d'un ordre donné lorsque celles-ci sont évaluées récursivement à partir d'une approximation de la transformée de De Pril associée. Ces fonctions cumulatives permettent de calculer directement certaines quantités essentielles comme les primes stop-loss.Finalement, dans le troisième essai, nous étudions la stabilité des évaluations récursives de ces fonctions cumulatives par rapport à la propagation des erreurs citées ci-dessus et déterminons la précision nécessaire dans la représentation des nombres réels afin de garantir des résultats satisfaisants. Cette précision dépend en grande partie de la transformée de De Pril associée.

Quality coding by neural populations in the early olfactory pathway: analysis using information theory

In this article, we analyze the ability of the early olfactory system to detect and discriminate different odors by means of information theory measurements applied to olfactory bulb activity images. We have studied the role that the diversity and number of receptor neuron types play in encoding chemical information. Our results show that the olfactory receptors of the biological system are low correlated and present good coverage of the input space. The coding capacity of ensembles of olfactory receptors with the same receptive range is maximized when the receptors cover half of the odor input space - a configuration that corresponds to receptors that are not particularly selective. However, the ensemble's performance slightly increases when mixing uncorrelated receptors of different receptive ranges. Our results confirm that the low correlation between sensors could be more significant than the sensor selectivity for general purpose chemo-sensory systems, whether these are biological or biomimetic.

BPSK to ASK signal conversion using injection-locked oscillators-Part I: theory

This paper presents a new method and circuit for the conversion of binary phase-shift keying (BPSK) signals into amplitude shift keying signals. The basic principles of the conversion method are the superharmonic injection and locking of oscillator circuits, and interference phenomena. The first one is used to synchronize the oscillators, while the second is used to generate an amplitude interference pattern that reproduces the original phase modulation. When combined with an envelope detector, the proposed converter circuit allows the coherent demodulation of BPSK signals without need of any explicit carrier recovery system. The time response of the converter circuit to phase changes of the input signal, as well as the conversion limits, are discussed in detail.

Semiclassical theory of shot noise in ballistic n+in+ semiconductor structures: relevance of Pauli and long range Coulomb interactions

We work out a semiclassical theory of shot noise in ballistic n+-i-n+ semiconductor structures aiming at studying two fundamental physical correlations coming from Pauli exclusion principle and long-range Coulomb interaction. The theory provides a unifying scheme which, in addition to the current-voltage characteristics, describes the suppression of shot noise due to Pauli and Coulomb correlations in the whole range of system parameters and applied bias. The whole scenario is summarized by a phase diagram in the plane of two dimensionless variables related to the sample length and contact chemical potential. Here different regions of physical interest can be identified where only Coulomb or only Pauli correlations are active, or where both are present with different relevance. The predictions of the theory are proven to be fully corroborated by Monte Carlo simulations.

Max-convex decompositions for cooperative TU games

We show that any cooperative TU game is the maximum of a finite collection of convex games. This max-convex decomposition can be refined by using convex games with non-negative dividends for all coalitions of at least two players. As a consequence of the above results we show that the class of modular games is a set of generators of the distributive lattice of all cooperative TU games. Finally, we characterize zero-monotonic games using a strong max-convex decomposition