Finding the smallest eigenvalue by the inverse Monte Carlo method with refinement

Finding the smallest eigenvalue of a given square matrix A of order n is computationally very intensive problem. The most popular method for this problem is the Inverse Power Method which uses LU-decomposition and forward and backward solving of the factored system at every iteration step. An alternative to this method is the Resolvent Monte Carlo method which uses representation of the resolvent matrix [I -qA](-m) as a series and then performs Monte Carlo iterations (random walks) on the elements of the matrix. This leads to great savings in computations, but the method has many restrictions and a very slow convergence. In this paper we propose a method that includes fast Monte Carlo procedure for finding the inverse matrix, refinement procedure to improve approximation of the inverse if necessary, and Monte Carlo power iterations to compute the smallest eigenvalue. We provide not only theoretical estimations about accuracy and convergence but also results from numerical tests performed on a number of test matrices.

Can sentiment surveys pre-empt real estate market activities?

We evaluate a number of real estate sentiment indices to ascertain current and forward-looking information content that may be useful for forecasting the demand and supply activities. Our focus lies on sector-specific surveys targeting the players from the supply-side of both residential and non-residential real estate markets. Analyzing the dynamic relationships within a Vector Auto-Regression (VAR) framework, we test the efficacy of these indices by comparing them with other coincident indicators in predicting real estate returns. Overall, our analysis suggests that sentiment indicators convey important information which should be embedded in the modeling exercise to predict real estate market returns. Generally, sentiment indices show better information content than broad economic indicators. The goodness of fit of our models is higher for the residential market than for the non-residential real estate sector. The impulse responses, in general, conform to our theoretical expectations. Variance decompositions and out-of-sample predictions generally show desired contribution and reasonable improvement respectively, thus upholding our hypothesis. Quite remarkably, consistent with the theory, the predictability swings when we look through different phases of the cycle. This perhaps suggests that, e.g. during recessions, market players’ expectations may be more accurate predictor of the future performances, conceivably indicating a ‘negative’ information processing bias and thus conforming to the precautionary motive of consumer behaviour.

Maximin SNR beamforming strategies for two-way relay channels

In this letter, we consider beamforming strategies in amplified-and-forward (AF) two-way relay channels, where two terminals and the relay are equipped with multiple antennas. Our aim is to optimize the worse end-to-end signal-to-noise ratio of the two links so that the reliability of both terminals can be guaranteed. We show that the optimization problem can be recast as a generalized fractional programing and be solved by using the Dinkelbach-type procedure combined with semidefinite programming. Simulation results confirm the efficiency of the proposed strategies.

Power allocation strategies for distributed space-time codes in two-way relay networks

We study a two-way relay network (TWRN), where distributed space-time codes are constructed across multiple relay terminals in an amplify-and-forward mode. Each relay transmits a scaled linear combination of its received symbols and their conjugates,with the scaling factor chosen based on automatic gain control. We consider equal power allocation (EPA) across the relays, as well as the optimal power allocation (OPA) strategy given access to instantaneous channel state information (CSI). For EPA, we derive an upper bound on the pairwise-error-probability (PEP), from which we prove that full diversity is achieved in TWRNs. This result is in contrast to one-way relay networks, in which case a maximum diversity order of only unity can be obtained. When instantaneous CSI is available at the relays, we show that the OPA which minimizes the conditional PEP of the worse link can be cast as a generalized linear fractional program, which can be solved efficiently using the Dinkelback-type procedure.We also prove that, if the sum-power of the relay terminals is constrained, then the OPA will activate at most two relays.

Impact of I/Q imbalance on the performance of two-way CSI-assisted AF relaying

In this paper, we investigate half-duplex two-way dual-hop channel state information (CSI)-assisted amplify-and-forward (AF) relaying in the presence of in-phase and quadrature-phase (I/Q) imbalance. A compensation approach for the I/Q imbalance is proposed, which employs the received signals together with their conjugations to detect the desired signal. We also derive the average symbol error probability of the considered half-duplex two-way dual-hop CSI-assisted AF relaying networks with and without compensation for I/Q imbalance in Rayleigh fading channels. Numerical results are provided and show that the proposed compensation method mitigates the impact of I/Q imbalance to a certain extent.

Performance analysis of AF cooperative systems with HPA nonlinearity in semi-blind relays

In this paper, dual-hop amplify-and-forward (AF) cooperative systems in the presence of high-power amplifier (HPA) nonlinearity at semi-blind relays, are investigated. Based on the modified AF cooperative system model taking into account the HPA nonlinearity, the expression for the output signal-to-noise ratio (SNR) at the destination node is derived, where the interference due to both the AF relaying mechanism and the HPA nonlinearity is characterized. The performance of the AF cooperative system under study is evaluated in terms of average symbol error probability (SEP), which is derived using the moment-generating function (MGF) approach, considering transmissions over Nakagami-m fading channels. Numerical results are provided and show the effects of some system parameters, such as the HPA parameters, numbers of relays, quadrature amplitude modulation (QAM) order, Nakagami parameters, on performance.

An infrared desert dust index for the Along-Track Scanning Radiometers

A new aerosol index for the Along-Track Scanning Radiometers (ATSRs) is presented that provides a means to detect desert dust contamination in infrared SST retrievals. The ATSR Saharan dust index (ASDI) utilises only the thermal infrared channels and may therefore be applied consistently to the entire ATSR data record (1991 to present), for both day time and night time observations. The derivation of the ASDI is based on a principal component (PC) analysis (PCA) of two unique pairs of channel brightness temperature differences (BTDs). In 2-D space (i.e. BTD vs BTD), it is found that the loci of data unaffected by aerosol are confined to a single axis of variability. In contrast, the loci of aerosol-contaminated data fall off-axis, shifting in a direction that is approximately orthogonal to the clear-sky axis. The ASDI is therefore defined to be the second PC, where the first PC accounts for the clear-sky variability. The primary ASDI utilises the ATSR nadir and forward-view observations at 11 and 12 μm (ASDI2). A secondary, three-channel nadir-only ASDI (ASDI3) is also defined for situations where data from the forward view are not available. Empirical and theoretical analyses suggest that ASDI is well correlated with aerosol optical depth (AOD: correlation r is typically > 0.7) and provides an effective tool for detecting desert mineral dust. Overall, ASDI2 is found to be more effective than ASDI3, with the latter being sensitive only to very high dust loading. In addition, use of ASDI3 is confined to night time observations as it relies on data from the 3.7 μm channel, which is sensitive to reflected solar radiation. This highlights the benefits of having data from both a nadir- and a forward-view for this particular approach to aerosol detection.

Video stimuli reduce object-directed imitation accuracy: a novel two-person motion-tracking approach

Imitation is an important form of social behavior, and research has aimed to discover and explain the neural and kinematic aspects of imitation. However, much of this research has featured single participants imitating in response to pre-recorded video stimuli. This is in spite of findings that show reduced neural activation to video vs. real life movement stimuli, particularly in the motor cortex. We investigated the degree to which video stimuli may affect the imitation process using a novel motion tracking paradigm with high spatial and temporal resolution. We recorded 14 positions on the hands, arms, and heads of two individuals in an imitation experiment. One individual freely moved within given parameters (moving balls across a series of pegs) and a second participant imitated. This task was performed with either simple (one ball) or complex (three balls) movement difficulty, and either face-to-face or via a live video projection. After an exploratory analysis, three dependent variables were chosen for examination: 3D grip position, joint angles in the arm, and grip aperture. A cross-correlation and multivariate analysis revealed that object-directed imitation task accuracy (as represented by grip position) was reduced in video compared to face-to-face feedback, and in complex compared to simple difficulty. This was most prevalent in the left-right and forward-back motions, relevant to the imitator sitting face-to-face with the actor or with a live projected video of the same actor. The results suggest that for tasks which require object-directed imitation, video stimuli may not be an ecologically valid way to present task materials. However, no similar effects were found in the joint angle and grip aperture variables, suggesting that there are limits to the influence of video stimuli on imitation. The implications of these results are discussed with regards to previous findings, and with suggestions for future experimentation.

Two-way CSI-assisted AF relaying with HPA nonlinearity

In this paper, we investigate half-duplex two-way dual-hop channel state information (CSI)-assisted amplify-and-forward (AF) relaying in the presence of high-power amplifier (HPA) nonlinearity at relays. The expression for the end-to-end signal-to-noise ratio (SNR) is derived as per the modified system model by taking into account the interference caused by relaying scheme and HPA nonlinearity. The system performance of the considered relaying network is evaluated in terms of average symbol error probability (SEP) in Nakagami-$m$ fading channels, by making use of the moment-generating function (MGF) approach. Numerical results are provided and show the effects of several parameters, such as quadrature amplitude modulation (QAM) order, number of relays, HPA parameters, and Nakagami parameter, on performance.

Large deviations of Rouse polymer chain: first passage problem

The purpose of this paper is to investigate several analytical methods of solving first passage (FP) problem for the Rouse model, a simplest model of a polymer chain. We show that this problem has to be treated as a multi-dimensional Kramers' problem, which presents rich and unexpected behavior. We first perform direct and forward-flux sampling (FFS) simulations, and measure the mean first-passage time $\tau(z)$ for the free end to reach a certain distance $z$ away from the origin. The results show that the mean FP time is getting faster if the Rouse chain is represented by more beads. Two scaling regimes of $\tau(z)$ are observed, with transition between them varying as a function of chain length. We use these simulations results to test two theoretical approaches. One is a well known asymptotic theory valid in the limit of zero temperature. We show that this limit corresponds to fully extended chain when each chain segment is stretched, which is not particularly realistic. A new theory based on the well known Freidlin-Wentzell theory is proposed, where dynamics is projected onto the minimal action path. The new theory predicts both scaling regimes correctly, but fails to get the correct numerical prefactor in the first regime. Combining our theory with the FFS simulations lead us to a simple analytical expression valid for all extensions and chain lengths. One of the applications of polymer FP problem occurs in the context of branched polymer rheology. In this paper, we consider the arm-retraction mechanism in the tube model, which maps exactly on the model we have solved. The results are compared to the Milner-McLeish theory without constraint release, which is found to overestimate FP time by a factor of 10 or more.

Relevância das diferenças entre contratos futuros e a termo: o caso do trio

Visando estudar as diferenças entre contratos futuros e contratos a termo no mercado cambial brasileiro, este trabalho foca no contrato de Dólar Futuro negociado na BM&FBOVESPA que, para vencimentos sem liquidez, é marcado a mercado pelo preço teórico dos contratos a termo. Uma simulação por Monte Carlo de uma carteira hedgeada contendo contratos de Dólar Futuro, DI Futuro e DDI Futuro mostra claramente que essa metodologia de marcação a mercado deveria ao menos ser revista

Caracterização do Xote e do Baião dançados no interior do Estado de São Paulo

Ballroom dance and Forro are part of Brazilian culture, and Xote and Baiao are part of Forro. The aim of this study was to diagramate the dances Xote and Baiao they are danced inside São Paulo State and to describe rhythmly these movements. It was observed and filmed several college couples dancing Xote and Baiao for analysis and description of the movements of the dances, by a discursive way and by diagrams. It was identified two basic structures ("Lateral Basic Step" and "Forward and Back Basic Step"), and variation steps "Open" and "Change of places with Turn", very used by couples.

The upgraded DO detector

The DO experiment enjoyed a very successful data-collection run at the Fermilab Tevatron collider between 1992 and 1996. Since then, the detector has been upgraded to take advantage of improvements to the Tevatron and to enhance its physics capabilities. We describe the new elements of the detector, including the silicon microstrip tracker, central fiber tracker, solenoidal magnet, preshower detectors, forward muon detector, and forward proton detector. The uranium/liquid -argon calorimeters and central muon detector, remaining from Run 1, are discussed briefly. We also present the associated electronics, triggering, and data acquisition systems, along with the design and implementation of software specific to DO. (c) 2006 Elsevier B.V. All rights reserved.

Efeitos da manipulação do estímulo visual e da intenção na oscilação postural de idosas

Este estudo investigou a influência de características do estímulo visual e o efeito da intenção nas respostas do controle postural frente à manipulação visual de adultas idosas. As 20 participantes permaneceram em pé em uma sala móvel durante sete tentativas com duração de 1 minuto cada, olhando para um alvo fixo, medindo-se sua oscilação corporal. Na primeira tentativa não houve qualquer movimento da sala, porém a partir da segunda a sala foi movimentada no sentido ântero-posterior. Para dez participantes, a velocidade de pico da movimentação foi de 0,6 cm/s e, para as demais, de 1,0 cm/s. A partir da quinta tentativa, as participantes foram informadas do movimento da sala e orientadas a resistir à movimentação. Os resultados indicam que a oscilação corporal das idosas é induzida pelo movimento da sala móvel. Intenção e alteração da característica do estímulo visual reduzem a influência da informação visual na oscilação corporal, mas a manipulação de propriedade do estímulo (neste caso, velocidade), é menos efetiva que a intenção. Essa maior dependência da intenção para alterar a influência de um estímulo sensorial no controle postural indica que o funcionamento do sistema de controle postural em idosos não possibilita ajustes automáticos de respostas posturais frente a pequenas variações das condições ambientais. Iinformações sobre tais variações podem ser direcionadas de forma a compensar essa diferença.

Volume de aplicação na qualidade da deposição da pulverização na cutura do algodoeiro

Pós-graduação em Agronomia (Agricultura) - FCA