Confidence intervals for large non- centrality parameter

We use asymptotic linearity to derive confidence intervals for large noncentrality parameters. These results enable us to measure relevance of effects and interactions in multifactors models when we get highly statistically significant the values of F tests statistics. We show how to use our approach by considering two sets of data as application examples.

Non-ergodicity of inviscid two-dimensional flow on a beta-plane and on the surface of a rotating sphere

It is shown that, for a sufficiently large value of β, two-dimensional flow on a doubly-periodic beta-plane cannot be ergodic (phase-space filling) on the phase-space surface of constant energy and enstrophy. A corresponding result holds for flow on the surface of a rotating sphere, for a sufficiently rapid rotation rate Ω. This implies that the higher-order, non-quadratic invariants are exerting a significant influence on the statistical evolution of the flow. The proof relies on the existence of a finite-amplitude Liapunov stability theorem for zonally symmetric basic states with a non-vanishing absolute-vorticity gradient. When the domain size is much larger than the size of a typical eddy, then a sufficient condition for non-ergodicity is that the wave steepness ε < 1, where ε = 2[surd radical]2Z/βU in the planar case and $\epsilon = 2^{\frac{1}{4}} a^{\frac{5}{2}}Z^{\frac{7}{4}}/\Omega U^{\frac{5}{2}}$ in the spherical case, and where Z is the enstrophy, U the r.m.s. velocity, and a the radius of the sphere. This result may help to explain why numerical simulations of unforced beta-plane turbulence (in which ε decreases in time) seem to evolve into a non-ergodic regime at large scales.

Signatures of primordial non-Gaussianities in the matter power-spectrum and bispectrum: the time-RG approach

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

Internal standard for amorphous pharmaceuticals products quantification and an application of Parametric Rietveld refinement using time, temperature and relative humidity as 'non-crystallographic' parameters

Pós-graduação em Química - IQ

Study of the influence of simultaneous variation of magnetic material microstructural features on domain wall dynamics

The magnetic Barkhausen noise (MBN) is a phenomenon sensitive to several kinds of magnetic material microstructure changes, as well as to variations in material plastic deformation and stress. This fact stimulates the development of MBN-based non-destructive testing (NDT) techniques for analyzing magnetic materials, being the proposition of such a method, the main objective of the present study. The behavior of the MBN signal envelope, under simultaneous variations of carbon content and plastic deformation, is explained by the domain wall dynamics. Additionally, a non-destructive parameter for the characterization of each of these factors is proposed and validated through the experimental results. (C) 2010 Elsevier B.V. All rights reserved.

Loss of Ergodicity in the Transition from Annealed to Quenched Disorder in a Finite Kinetic Ising Model

We consider a kinetic Ising model which represents a generic agent-based model for various types of socio-economic systems. We study the case of a finite (and not necessarily large) number of agents N as well as the asymptotic case when the number of agents tends to infinity. The main ingredient are individual decision thresholds which are either fixed over time (corresponding to quenched disorder in the Ising model, leading to nonlinear deterministic dynamics which are generically non-ergodic) or which may change randomly over time (corresponding to annealed disorder, leading to ergodic dynamics). We address the question how increasing the strength of annealed disorder relative to quenched disorder drives the system from non-ergodic behavior to ergodicity. Mathematically rigorous analysis provides an explicit and detailed picture for arbitrary realizations of the quenched initial thresholds, revealing an intriguing ""jumpy"" transition from non-ergodicity with many absorbing sets to ergodicity. For large N we find a critical strength of annealed randomness, above which the system becomes asymptotically ergodic. Our theoretical results suggests how to drive a system from an undesired socio-economic equilibrium (e. g. high level of corruption) to a desirable one (low level of corruption).

Path-dependence, expectativas e regulação econômica : elementos de análise a partir de uma perspectiva pós-keynesiana

O artigo busca fazer uma relação entre a ocorrência de path-dependence, a natureza expectacional do investimento e as flutuações econômicas, a partir de um referencial pós-keynesiano de análise. Em um ambiente não-ergódico, a fim de que o sistema tenha uma relativa estabilidade no tempo, a regulação econômica requer muito mais do que simples ajustamentos incrementais. Tornam-se necessárias, e possíveis, modificações qualitativas do sistema econômico. Tais modificações são analisadas a partir do conceito de bifurcação.

Análise do sistema de tratamento de efluentes gasosos de uma central de valorização energética de resíduos sólidos urbanos

Trabalho Final de Mestrado para obtenção do grau de Mestre Em Engenharia Química e Biológica Ramo de processos Químicos

Persistence characteristics in financial prices: evidence from the portuguese stock market returns

The objective of this article is to provide additional knowledge to the discussion of long-term memory, leaning over the behavior of the main Portuguese stock index. The first four moments are calculated using time windows of increasing size and sliding time windows of fixed size equal to 50 days and suggest that daily returns are non-ergodic and non-stationary. Seeming that the series is best described by a fractional Brownian motion approach, we use the rescaled-range analysis (R/S) and the detrended fluctuation analysis (DFA). The findings indicate evidence of long term memory in the form of persistence. This evidence of fractal structure suggests that the market is subject to greater predictability and contradicts the efficient market hypothesis in its weak form. This raises issues regarding theoretical modeling of asset pricing. In addition, we carried out a more localized (in time) study to identify the evolution of the degree of long-term dependency over time using windows 200-days and 400-days. The results show a switching feature in the index, from persistent to anti-persistent, quite evident from 2010.

Long-term dependence in financial prices: evidence from the Belgian stock market returns

This article aims to contribute to the discussion of long-term dependence, focusing on the behavior of the main Belgian stock index. Non-parametric analyzes of the general characteristics of temporal frequency show that daily returns are non-ergodic and non-stationary. Therefore, we use the rescaled-range analysis (R/S) and the detrended fluctuation analysis (DFA), under the fractional Brownian motion approach, and we found slight evidence of long-term dependence. These results refute the random walk hypothesis with i.i.d. increments, which is the basis of the EMH in its weak form, and call into question some theoretical modeling of asset pricing. Other more localized complementary study, to identify the evolution of the degree of dependence over time windows, showed that the index has become less persistent from 2010. This may mean a maturing market by the extension of the effects of current financial crisis.

Long-term memory in financial prices: evidence from the Dutch stock market returns

Prepared for presentation at the Portuguese Finance Network International Conference 2014, Vilamoura, Portugal, June 18-20

Generalized low-density codes with BCH constituents for full-diversity near-outage performance

A new graph-based construction of generalized low density codes (GLD-Tanner) with binary BCH constituents is described. The proposed family of GLD codes is optimal on block erasure channels and quasi-optimal on block fading channels. Optimality is considered in the outage probability sense. Aclassical GLD code for ergodic channels (e.g., the AWGN channel,the i.i.d. Rayleigh fading channel, and the i.i.d. binary erasure channel) is built by connecting bitnodes and subcode nodes via a unique random edge permutation. In the proposed construction of full-diversity GLD codes (referred to as root GLD), bitnodes are divided into 4 classes, subcodes are divided into 2 classes, and finally both sides of the Tanner graph are linked via 4 random edge permutations. The study focuses on non-ergodic channels with two states and can be easily extended to channels with 3 states or more.

Full diversity product codes for block erasure and block fading channels

We show how to build full-diversity product codes under both iterative encoding and decoding over non-ergodic channels, in presence of block erasure and block fading. The concept of a rootcheck or a root subcode is introduced by generalizing the same principle recently invented for low-density parity-check codes. We also describe some channel related graphical properties of the new family of product codes, a familyreferred to as root product codes.