Perfect Simulation of a Coupling Achieving the (d)over-bar-distance Between Ordered Pairs of Binary Chains of Infinite Order

We explicitly construct a stationary coupling attaining Ornstein`s (d) over bar -distance between ordered pairs of binary chains of infinite order. Our main tool is a representation of the transition probabilities of the coupled bivariate chain of infinite order as a countable mixture of Markov transition probabilities of increasing order. Under suitable conditions on the loss of memory of the chains, this representation implies that the coupled chain can be represented as a concatenation of i.i.d. sequences of bivariate finite random strings of symbols. The perfect simulation algorithm is based on the fact that we can identify the first regeneration point to the left of the origin almost surely.

The low-lying electronic states of BeP: a reliable and accurate quantum mechanical prediction

A very high level of theoretical treatment (complete active space self-consistent field CASSCF/MRCI/aug-cc-pV5Z) was used to characterize the spectroscopic properties of a manifold of quartet and doublet states of the species BeP, as yet experimentally unknown. Potential energy curves for 11 electronic states were obtained, as well as the associated vibrational energy levels, and a whole set of spectroscopic constants. Dipole moment functions and vibrationally averaged dipole moments were also evaluated. Similarities and differences between BeN and BeP were analysed along with the isovalent SiB species. The molecule BeP has a X (4)Sigma(-) ground state, with an equilibrium bond distance of 2.073 angstrom, and a harmonic frequency of 516.2 cm(-1); it is followed closely by the states (2)Pi (R(e) = 2.081 angstrom, omega(e) = 639.6 cm(-1)) and (2)Sigma(-) (R(e) = 2.074 angstrom, omega(e) = 536.5 cm(-1)), at 502 and 1976 cm(-1), respectively. The other quartets investigated, A (4)Pi (R(e) = 1.991 angstrom, omega(e) = 555.3 cm(-1)) and B (4)Sigma(-) (R(e) = 2.758 angstrom, omega(e) = 292.2 cm(-1)) lie at 13 291 and 24 394 cm(-1), respectively. The remaining doublets ((2)Delta, (2)Sigma(+)(2) and (2)Pi(3)) all fall below 28 000 cm(-1). Avoided crossings between the (2)Sigma(+) states and between the (2)Pi states add an extra complexity to this manifold of states.

Excited states of the CaAl molecule: An MRCI study

Accurate potential energy curves, dissociation energies and spectroscopic constants for several low-lying doublet and quartet electronic states of CaAl were investigated using the CASSCF/MRCI methodology, and the cc-pVQZ basis set. Our results represent an improvement over a previous theoretical description, and also characterizes new higher excited states not previously investigated, thus confirming the assignment of four excited states investigated experimentally. With the theoretical transition moment functions, transition probabilities and radiative lifetimes were estimated via Einstein spontaneous emission coefficients. (c) 2008 Elsevier B. V. All rights reserved.

Mudanças de regimes na função de reação do Banco Central do Brasil : uma abordagem utilizando Markov Regime Switching

O presente trabalho busca identificar a ocorrência, duração e probabilidades de transição de diferentes regimes na condução da política monetária no Brasil a partir da implantação do sistema de metas de inflação em 1999. A estimação da função de reação do Banco Central do Brasil é realizada a partir de uma Regra de Taylor forward looking para uma economia aberta, onde utilizamos a metodologia Markov Regime Switching para caracterizar de forma endógena os diferentes regimes de política monetária. Os resultados obtidos indicam a ocorrência de três regimes distintos de política monetária a partir da implantação do sistema de metas de inflação no Brasil. O primeiro regime ocorre durante 21% do período estudado e se caracteriza pela não aderência ao princípio de Taylor e discricionariedade da autoridade monetária, que reage demonstrando maior sensibilidade ao hiato do produto. O segundo regime é o de maior duração, ocorre durante 67% do período estudado, e se caracteriza pela aderência ao princípio de Taylor e equilíbrio nos pesos atribuídos pelo Banco Central tanto ao hiato do produto como ao desvio das expectativas de inflação com relação à meta. Já o terceiro regime ocorre durante 12% do período estudado e se caracteriza não somente pela aderência ao princípio de Taylor, como também por uma maior aversão ao desvio das expectativas de inflação com relação à meta.

We're Chained: an analysis of systemic risk in finance

This dissertation presents two papers on how to deal with simple systemic risk measures to assess portfolio risk characteristics. The first paper deals with the Granger-causation of systemic risk indicators based in correlation matrices in stock returns. Special focus is devoted to the Eigenvalue Entropy as some previous literature indicated strong re- sults, but not considering different macroeconomic scenarios; the Index Cohesion Force and the Absorption Ratio are also considered. Considering the S&P500, there is not ev- idence of Granger-causation from Eigenvalue Entropies and the Index Cohesion Force. The Absorption Ratio Granger-caused both the S&P500 and the VIX index, being the only simple measure that passed this test. The second paper develops this measure to capture the regimes underlying the American stock market. New indicators are built using filtering and random matrix theory. The returns of the S&P500 is modelled as a mixture of normal distributions. The activation of each normal distribution is governed by a Markov chain with the transition probabilities being a function of the indicators. The model shows that using a Herfindahl-Hirschman Index of the normalized eigenval- ues exhibits best fit to the returns from 1998-2013.

Sum rules in the oscillator radiation processes

We consider the problem of a harmonic oscillator coupled to a scalar field in the framework of recently introduced dressed coordinates. We compute all the probabilities associated with the decay process of an excited level of the oscillator. Instead of doing direct quantum mechanical calculations we establish some sum rules from which we infer the probabilities associated to the different decay processes of the oscillator. Thus, the sum rules allows to show that the transition probabilities between excited levels follow a binomial distribution. (c) 2005 Published by Elsevier B.V.

Optical spectroscopy and frequency upconversion properties of Tm3+ doped tungstate fluorophosphate glasses

Tungstate fluorophosphate glasses of good optical quality were synthesized by fusion of the components and casting under air atmosphere. The absorption spectra from near-infrared to visible were obtained and the Judd-Ofelt parameters determined from the absorption bands. Transition probabilities, excited state lifetimes and transition branching ratios, were, determined from the measurements. Pumping with a 354.7 nm beam from a pulsed laser. resulted in emission at 450 nm. due to transition D-1(2)-->F-3(4) in Tm3+ ions and a broadband emission centered at approximate to 550 nm attributed to the glass matrix. When pumping at 650 nm, two emission bands at 450 nm (D-1(2)-->F-3(4)) and at 790 nm (H-3(4)-->H-3(6)) were observed. Excitation spectra were also obtained in order to understand the origin of both emissions. Theoretical and experimental lifetimes were determined and,the results were explained in terms of multiphonon relaxation. (C) 2003 American Institute of Physics.

Application of standard and modified Judd-Ofelt theories to thulium doped fluoroindate glass

Fluoroindate glasses of the following compositions: (40-x)InF3-20ZnF(2)-16BaF(2)-20SrF(2)-2GdF(3)-2NaF-xTmF(3) with x = 1,3 mol% were prepared in a dry box under an argon atmosphere. The absorption spectra at room temperature in the spectral range 350-2200 nm were obtained. The spectra obtained for each sample had similar absorption and only the amplitude of the different bands changed as the concentration of Tm3+. The experimental oscillator strengths were determined from the areas under the absorption bands. Using the standard and modified Judd-Ofelt theory, intensity parameters Ohm(lambda) (lambda = 2,4,6) and (lambda = 2,3,4,5,6), respectively for f-f transitions of Tm3+ ions as well as transition probabilities, branching ratios and radiative lifetimes for each band were determined. The results are compared with those of other glasses described in the literature. (C) 1999 Elsevier B.V. B.V. All rights reserved.

Optical spectroscopy and upconversion luminescence in Nd3+ doped Ga10Ge25S65 glass

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Estimation of crowd density using image processing

Human beings perceive images through their properties, like colour, shape, size, and texture. Texture is a fertile source of information about the physical environment. Images of low density crowds tend to present coarse textures, while images of dense crowds tend to present fine textures. This paper describes a new technique for automatic estimation of crowd density, which is a part of the problem of automatic crowd monitoring, using texture information based on grey-level transition probabilities on digitised images. Crowd density feature vectors are extracted from such images and used by a self organising neural network which is responsible for the crowd density estimation. Results obtained respectively to the estimation of the number of people in a specific area of Liverpool Street Railway Station in London (UK) are presented.

Filtering for discrete-time Markov jump systems with network transmitted mode

This paper is concerned with ℋ 2 and ℋ ∞ filter design for discrete-time Markov jump systems. The usual assumption of mode-dependent design, where the current Markov mode is available to the filter at every instant of time is substituted by the case where that availability is subject to another Markov chain. In other words, the mode is transmitted to the filter through a network with given transmission failure probabilities. The problem is solved by modeling a system with N modes as another with 2N modes and cluster availability. We also treat the case where the transition probabilities are not exactly known and demonstrate our conditions for calculating an ℋ ∞ norm bound are less conservative than the available results in the current literature. Numerical examples show the applicability of the proposed results. ©2010 IEEE.

H ∞ state feedback control of discrete-time Markov jump linear systems through linear matrix inequalities

This paper addresses the H ∞ state-feedback control design problem of discretetime Markov jump linear systems. First, under the assumption that the Markov parameter is measured, the main contribution is on the LMI characterization of all linear feedback controllers such that the closed loop output remains bounded by a given norm level. This results allows the robust controller design to deal with convex bounded parameter uncertainty, probability uncertainty and cluster availability of the Markov mode. For partly unknown transition probabilities, the proposed design problem is proved to be less conservative than one available in the current literature. An example is solved for illustration and comparisons. © 2011 IFAC.

Demographic bottlenecks in tropical plant regeneration: A comparative analysis of causal influences

Mortality factors that act sequentially through the demographic transitions from seed to sapling may have critical effects on recruitment success. Understanding how habitat heterogeneity influences the causal factors that limit propagule establishment in natural populations is central to assess these demographic bottlenecks and their consequences. Bamboos often influence forest structure and dynamics and are a major factor in generating landscape complexity and habitat heterogeneity in tropical forests. To understand how patch heterogeneity influences plant recruitment we studied critical establishment stages during early recruitment of Euterpe edulis, Sloanea guianensis and Virola bicuhyba in bamboo and non-bamboo stands in the Brazilian Atlantic forest. We combined observational studies of seed rain and seedling emergence with seed addition experiments to evaluate the transition probabilities among regeneration stages within bamboo and non-bamboo stands. The relative importance of each mortality factor was evaluated by determining how the loss of propagules affected stage-specific recruitment success. Our results revealed that the seed addition treatment significantly increased seedling survivorship for all three species. E. edulis seedling survival probability increased in the addition treatment in the two stand types. However, for S. guianensis and V. bicuhyba this effect depended strongly on artificially protecting the seeds, as both species experienced increased seed and seedling losses due to post-dispersal seed predators and herbivores. Propagules of all three species had a greater probability of reaching subsequent recruitment stages when protected. The recruitment of large-seeded V. bicuhyba and E. edulis appears to be much more limited by post-dispersal factors than by dispersal limitation, whereas the small-seeded S. guianensis showed an even stronger effect of post-dispersal factors causing recruitment collapse in some situations. We demonstrated that E. edulis, S. guianensis and V. bicuhyba are especially susceptible to predation during early compared with later establishment stages and this early stage mortality can be more crucial than stand differences as determinants of successful regeneration. Among-species differences in the relative importance of dispersal vs. establishment limitation are mediated by variability in species responses to patch heterogeneity. Thus, bamboo effects on the early recruitment of non-bamboo species are patchy and species-specific, with successional bamboo patches exerting a far-reaching influence on the heterogeneity of plant species composition and abundance. © 2012 Perspectives in Plant Ecology, Evolution and Systematics.

Estudo do método Monte Carlo e sua aplicação no modelo SIR

In this work we present a discussion and the results of the simulation of disease spread using the Monte Carlo method. The dissemination model is the SIR model and presents as main characteristic the disease evolution among individuals of the population subdivided into three groups: susceptible (S), infected (I) and recovered (R). The technique used is based on the introduction of transition probabilities S-> I and I->R to do the spread of the disease, they are governed by a Poisson distribution. The simulation of the spread of disease was based on the randomness introduced, taking into account two basic parameters of the model, the power of infection and average time of the disease. Considering appropriate values of these parameters, the results are presented graphically and analysis of these results gives information on a group of individuals react to the changes of these parameters and what are the chances of a disease becoming a pandemic

Evaluation of effective nucleon-nucleon potential and description of α-cluster type nuclei in restricted dynamics approach

The application of the Restricted Dynamics Approach in nuclear theory, based on the approximate solution of many-particle Schrödinger equation, which accounts for all conservation laws in many-nucleon system, is discussed. The Strictly Restricted Dynamics Model is used for the evaluation of binding energies, level schemes, E2 and Ml transition probabilities as well as the electric quadrupole and magnetic dipole momenta of light a-cluster type nuclei in the region 4 ≤ A ≤ 40. The parameters of effective nucleonnucleon interaction potential are evaluated from the ground state binding energies of doubly magic nuclei 4He, 16O and 40Ca.