Crosscorrelation properties between perfect sequences

Binary sequence, perfect sequence, autocorrelation, crosscorrelation, Hadamard transform

Hand gesture spotting and recognition using HMMs and CRFs in color image sequences

Magdeburg, Univ., Fak. für Elektrotechnik und Informationstechnik, Diss., 2010

Mutationsscreening im Gen für die Medium-chain Acyl-CoA Dehydrogenase unter 405 am SIDS verstorbenen Säuglingen

Magdeburg, Univ., Med. Fak., Diss., 2011

Vision-based representation and recognition of human activities in image sequences

Magdeburg, Univ., Fak. für Elektrotechnik und Informationstechnik, Diss., 2013

Regulation of nuclear factor kappa-light-chain-enhancer of activated B cells (NF-[kappa]B) by protein Kinase C theta (PKC-[theta]) and cylindromatosis (CYLD) in murine listeriosis and toxoplasmosis

Magdeburg, Univ., Fak. für Naturwiss., Diss., 2013

Low autocorrelation sequences and flat polynomials

Magdeburg, Univ., Fak. für Mathematik, Habil.-Schr., 2014

Vertical competition and multi-period interaction : a theoretical and behavioral analysis on the impact of strategic inventories in supply chain management

Otto-von-Guericke-Universtität Magdeburg, Fakultät für Wirtschaftswissenschaft, Univ., Dissertation, 2015

The Analysis of interval censoring and double censoring via Markov chain Monte Carlo methods

L'Anàlisi de la supervivència s'utilitza en diferents camps per analitzar el temps transcorregut entre dos esdeveniments. El que distingeix l'anàlisi de la supervivència d'altres àrees de l'estadística és que les dades normalment estan censurades. La censura en un interval apareix quan l'esdeveniment final d'interès no és directament observable i només se sap que el temps de fallada està en un interval concret. Un esquema de censura més complex encara apareix quan tant el temps inicial com el temps final estan censurats en un interval. Aquesta situació s'anomena doble censura. En aquest article donem una descripció formal d'un mètode bayesà paramètric per a l'anàlisi de dades censurades en un interval i dades doblement censurades així com unes indicacions clares de la seva utilització o pràctica. La metodologia proposada s'ilustra amb dades d'una cohort de pacients hemofílics que es varen infectar amb el virus VIH a principis dels anys 1980's.

Growth of positive words and lower bounds of the growth rate for Thompson's group (F)p

Vegeu el resum a l'inici del document del fitxer adjunt.

Chain conditions for Leavitt path algebras

In this paper, results known about the artinian and noetherian conditions for the Leavitt path algebras of graphs with finitely many vertices are extended to all row-finite graphs. In our first main result, necessary and sufficient conditions on a row-finite graph E are given so that the corresponding (not necessarily unital) Leavitt path K-algebra L(E) is semisimple. These are precisely the algebras L(E)for which every corner is left (equivalently, right)artinian. They are also precisely the algebras L(E) for which every finitely generated left (equivalently, right) L(E)-module is artinian. In our second main result, we give necessary and sufficient conditions for every corner of L(E) to be left (equivalently, right) noetherian. They also turn out to be precisely those algebras L(E) for which every finitely generated left(equivalently, right) L(E)-module is noetherian. In both situations, isomorphisms between these algebras and appropriate direct sums of matrix rings over K or K[x, x−1] are provided. Likewise, in both situations, equivalent graph theoretic conditions on E are presented.

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

Diagnostic d'embolie pulmonaire: problématique résiduelle des D-dimères faussement positifs [The unresolved issue of false-positive D-dimer results in the diagnostic workup of pulmonary embolism].

The unresolved issue of false-positive D-dimer results in the diagnostic workup of pulmonary embolism Pulmonary embolism (PE) remains a difficult diagnosis as it lacks specific symptoms and clinical signs. After the determination of the pretest PE probability by a validated clinical score, D-dimers (DD) is the initial blood test in the majority of patients whose probability is low or intermediate. The low specificity of DD results in a high number of false-positives that then require thoracic angio-CT. A new clinical decision rule, called the Pulmonary Embolism Rule-out criteria (PERC), identifies patients at such low risk that PE can be safely ruled-out without a DD test. Its safety has been confirmed in US emergency departments, but retrospective European studies showed that it would lead to 5-7% of undiagnosed PE. Alternative strategies are needed to reduce the proportion of false-positive DD results.