WorldWideScience

Sample records for bounded downside risk

  1. Downside Variance Risk Premium

    OpenAIRE

    Feunou, Bruno; Jahan-Parvar, Mohammad R.; Okou, Cédric

    2015-01-01

    We propose a new decomposition of the variance risk premium in terms of upside and downside variance risk premia. The difference between upside and downside variance risk premia is a measure of skewness risk premium. We establish that the downside variance risk premium is the main component of the variance risk premium, and that the skewness risk premium is a priced factor with significant prediction power for aggregate excess returns. Our empirical investigation highlights the positive and s...

  2. Portfolio Diversification Effects of Downside Risk

    NARCIS (Netherlands)

    N. Hyung (Namwon); C.G. de Vries (Casper)

    2004-01-01

    textabstractRisk managers use portfolios to diversify away the un-priced risk of individual securities. In this paper we compare the benefits of portfolio diversification for downside risk in case returns are normally distributed with the case fat tailed distributed returns. The downside risk of a

  3. Portfolio Diversification Effects of Downside Risk

    NARCIS (Netherlands)

    N. Hyung (Namwon); C.G. de Vries (Casper)

    2004-01-01

    textabstractRisk managers use portfolios to diversify away the un-priced risk of individual securities. In this paper we compare the benefits of portfolio diversification for downside risk in case returns are normally distributed with the case fat tailed distributed returns. The downside risk of a s

  4. Conditional Downside Risk and the CAPM

    NARCIS (Netherlands)

    G.T. Post (Thierry); P. van Vliet (Pim)

    2004-01-01

    textabstractThe mean-semivariance CAPM strongly outperforms the traditional mean-variance CAPM in terms of its ability to explain the cross-section of US stock returns. If regular beta is replaced by downside beta, the traditional risk-return relationship is restored. The downside betas of low-beta

  5. Measuring downside risk - realised semivariance

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole; Kinnebrock, Silja; Shephard, Neil

    We propose a new measure of risk, based entirely on downwards moves measured using high frequency data. Realised semivariances are shown to have important predictive qualities for future market volatility. The theory of these new measures is spelt out, drawing on some new results from probability...

  6. Downside to Gluten-Free Diets: Diabetes Risk?

    Science.gov (United States)

    ... medlineplus.gov/news/fullstory_164013.html Downside to Gluten-Free Diets: Diabetes Risk? People who ate least ... 9, 2017 THURSDAY, March 9, 2017 (HealthDay News) -- "Gluten-free" may be the latest diet fad, but ...

  7. Downside Risk analysis applied to the Hedge Funds universe

    Science.gov (United States)

    Perelló, Josep

    2007-09-01

    Hedge Funds are considered as one of the portfolio management sectors which shows a fastest growing for the past decade. An optimal Hedge Fund management requires an appropriate risk metrics. The classic CAPM theory and its Ratio Sharpe fail to capture some crucial aspects due to the strong non-Gaussian character of Hedge Funds statistics. A possible way out to this problem while keeping the CAPM simplicity is the so-called Downside Risk analysis. One important benefit lies in distinguishing between good and bad returns, that is: returns greater or lower than investor's goal. We revisit most popular Downside Risk indicators and provide new analytical results on them. We compute these measures by taking the Credit Suisse/Tremont Investable Hedge Fund Index Data and with the Gaussian case as a benchmark. In this way, an unusual transversal lecture of the existing Downside Risk measures is provided.

  8. Dynamic asset allocation and downside-risk aversion

    NARCIS (Netherlands)

    A.B. Berkelaar (Arjan); R.R.P. Kouwenberg (Roy)

    2000-01-01

    textabstractThis paper considers dynamic asset allocation in a mean versus downside-risk framework. We derive closed-form solutions for the optimal portfolio weights when returns are lognormally distributed. Moreover, we study the impact of skewed and fat-tailed return distributions. We find that th

  9. The Downside Risk of Heavy Tails induces Low Diversification

    NARCIS (Netherlands)

    N. Hyung (Namwon); C.G. de Vries (Casper)

    2010-01-01

    textabstractActual portfolios contain fewer stocks than are implied by standard financial analysis that balances the costs of diversification against the benefits in terms of the standard deviation of the returns. Suppose a safety first investor cares about downside risk and recognizes the heavy tai

  10. Hedging with stock index futures: downside risk versus the variance

    NARCIS (Netherlands)

    Brouwer, F.; Nat, van der M.

    1995-01-01

    In this paper we investigate hedging a stock portfolio with stock index futures.Instead of defining the hedge ratio as the minimum variance hedge ratio, we considerseveral measures of downside risk: the semivariance according to Markowitz [ 19591 andthe various lower partial moments according to Fis

  11. The Downside Risk of Heavy Tails induces Low Diversification

    NARCIS (Netherlands)

    N. Hyung (Namwon); C.G. de Vries (Casper)

    2010-01-01

    textabstractActual portfolios contain fewer stocks than are implied by standard financial analysis that balances the costs of diversification against the benefits in terms of the standard deviation of the returns. Suppose a safety first investor cares about downside risk and recognizes the heavy

  12. Downside Risk And Empirical Asset Pricing

    OpenAIRE

    Vliet, Pim

    2004-01-01

    textabstractCurrently, the Nobel prize winning Capital Asset Pricing Model (CAPM) celebrates its 40th birthday. Although widely applied in financial management, this model does not fully capture the empirical riskreturn relation of stocks; witness the beta, size, value and momentum effects. These problems may be caused by the use of variance as the relevant risk measure. This study analyzes if asset pricing models that use alternative risk measures better describe the empirical riskreturn tra...

  13. Downside Risk analysis applied to Hedge Funds universe

    CERN Document Server

    Perello, J

    2006-01-01

    Hedge Funds are considered as one of the portfolio management sectors which shows a fastest growing for the past decade. An optimal Hedge Fund management requires a high precision risk evaluation and an appropriate risk metrics. The classic CAPM theory and its Ratio Sharpe fail to capture some crucial aspects due to the strong non-Gaussian character of Hedge Funds statistics. A possible way out to this problem while keeping CAPM simplicity is the so-called Downside Risk analysis. One important benefit lies in distinguishing between good and bad returns, that is: returns greater (or lower) than investor's goal. We study several risk indicators using the Gaussian case as a benchmark and apply them to the Credit Suisse/Tremont Investable Hedge Fund Index Data.

  14. Ratio Spread with Calls- Creating a Zero Downside Risk Strategy in Stock Market

    Directory of Open Access Journals (Sweden)

    Priyanka Vashisht

    2012-04-01

    Full Text Available There is a general perception that whenever a Stockgoes down, traders in that stock aredoomed. This was probably true before 2001, when derivatives were not introduced in the IndianStock Markets. Nowadays, there are many strategiesavailable in the derivatives segment, whicheither make huge amounts of money for the traders whenever the market goes down, or there is Zerorisk on the downside. One such strategy in optionssegment of derivatives is Ratio spread with Calls.This strategy has Zero Risk on the downside (with chosen strike prices and entry time, and if theMarket is mildly bullish, profits can also be madeon the upside. This Research paper examines theresults of Ratio spread with Calls as applied on Nifty in 42 monthly F&O series, with the aim tocreate a Zero Downside Risk Strategy which can be easily understood by even a beginner in StockMarket.

  15. Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC

    NARCIS (Netherlands)

    D.E. Allen (David); M.J. McAleer (Michael); R.J. Powell (Robert); A.K. Singh (Abhay)

    2015-01-01

    textabstractThis paper features an analysis of the effectiveness of a range of portfolio diversification strategies, with a focus on down-side risk metrics, as a portfolio diversification strategy in a European market context. We apply these measures to a set of daily arithmetically compounded retur

  16. Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC

    NARCIS (Netherlands)

    D.E. Allen (David); M.J. McAleer (Michael); R.J. Powell (Robert); A.K. Singh (Abhay)

    2015-01-01

    textabstractThis paper features an analysis of the effectiveness of a range of portfolio diversification strategies, with a focus on down-side risk metrics, as a portfolio diversification strategy in a European market context. We apply these measures to a set of daily arithmetically compounded

  17. Sorting out Downside Beta

    NARCIS (Netherlands)

    G.T. Post (Thierry); P. van Vliet (Pim); S.D. Lansdorp (Simon)

    2009-01-01

    textabstractDownside risk, when properly defined and estimated, helps to explain the cross-section of US stock returns. Sorting stocks by a proper estimate of downside market beta leads to a substantially larger cross-sectional spread in average returns than sorting on regular market beta. This

  18. Volatility Forecasting: Downside Risk, Jumps and Leverage Effect

    Directory of Open Access Journals (Sweden)

    Francesco Audrino

    2016-02-01

    Full Text Available We provide empirical evidence of volatility forecasting in relation to asymmetries present in the dynamics of both return and volatility processes. Using recently-developed methodologies to detect jumps from high frequency price data, we estimate the size of positive and negative jumps and propose a methodology to estimate the size of jumps in the quadratic variation. The leverage effect is separated into continuous and discontinuous effects, and past volatility is separated into “good” and “bad”, as well as into continuous and discontinuous risks. Using a long history of the S & P500 price index, we find that the continuous leverage effect lasts about one week, while the discontinuous leverage effect disappears after one day. “Good” and “bad” continuous risks both characterize the volatility persistence, while “bad” jump risk is much more informative than “good” jump risk in forecasting future volatility. The volatility forecasting model proposed is able to capture many empirical stylized facts while still remaining parsimonious in terms of the number of parameters to be estimated.

  19. A Numerical Study for Robust Active Portfolio Management with Worst-Case Downside Risk Measure

    Directory of Open Access Journals (Sweden)

    Aifan Ling

    2014-01-01

    Full Text Available Recently, active portfolio management problems are paid close attention by many researchers due to the explosion of fund industries. We consider a numerical study of a robust active portfolio selection model with downside risk and multiple weights constraints in this paper. We compare the numerical performance of solutions with the classical mean-variance tracking error model and the naive 1/N portfolio strategy by real market data from China market and other markets. We find from the numerical results that the tested active models are more attractive and robust than the compared models.

  20. Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis

    Directory of Open Access Journals (Sweden)

    David E. Allen

    2016-06-01

    Full Text Available This paper features an analysis of the effectiveness of a range of portfolio diversification strategies, with a focus on down-side risk metrics, as a portfolio diversification strategy in a European market context. We apply these measures to a set of daily arithmetically-compounded returns, in U.S. dollar terms, on a set of ten market indices representing the major European markets for a nine-year period from the beginning of 2005 to the end of 2013. The sample period, which incorporates the periods of both the Global Financial Crisis (GFC and the subsequent European Debt Crisis (EDC, is a challenging one for the application of portfolio investment strategies. The analysis is undertaken via the examination of multiple investment strategies and a variety of hold-out periods and backtests. We commence by using four two-year estimation periods and a subsequent one-year investment hold out period, to analyse a naive 1/N diversification strategy and to contrast its effectiveness with Markowitz mean variance analysis with positive weights. Markowitz optimisation is then compared to various down-side investment optimisation strategies. We begin by comparing Markowitz with CVaR, and then proceed to evaluate the relative effectiveness of Markowitz with various draw-down strategies, utilising a series of backtests. Our results suggest that none of the more sophisticated optimisation strategies appear to dominate naive diversification.

  1. Mean-downside risk versus mean-variance efficient asset class allocations in relation to the investment horizon

    NARCIS (Netherlands)

    Ruiter, de A.J.C.; Brouwer, F.

    1996-01-01

    In this paper we examine the difference between a Mean-Downside Risk (MDR) based asset allocation decision and a Mean-Variance (MV) based decision. Using a vector autoregressive specification, future return series, trom 1 month up to 10 years, of several US stock and bond asset classes have been gen

  2. Systematic Risk on Istanbul Stock Exchange: Traditional Beta Coefficient Versus Downside Beta Coefficient

    Directory of Open Access Journals (Sweden)

    Gülfen TUNA

    2013-03-01

    Full Text Available The aim of this study is to test the validity of Downside Capital Asset Pricing Model (D-CAPM on the ISE. At the same time, the explanatory power of CAPM's traditional beta and D-CAPM's downside beta on the changes in the average return values are examined comparatively. In this context, the monthly data for seventy three stocks that are continuously traded on the ISE for the period 1991-2009 is used. Regression analysis is applied in this study. The research results have shown that D-CAPM is valid on the ISE. In addition, it is obtained that the power of downside beta coefficient is higher than traditional beta coefficient on explaining the return changes. Therefore, it can be said that the downside beta is superior to traditional beta in the ISE for chosen period.

  3. Multi-objective portfolio optimization of mutual funds under downside risk measure using fuzzy theory

    Directory of Open Access Journals (Sweden)

    M. Amiri

    2012-10-01

    Full Text Available Mutual fund is one of the most popular techniques for many people to invest their funds where a professional fund manager invests people's funds based on some special predefined objectives; therefore, performance evaluation of mutual funds is an important problem. This paper proposes a multi-objective portfolio optimization to offer asset allocation. The proposed model clusters mutual funds with two methods based on six characteristics including rate of return, variance, semivariance, turnover rate, Treynor index and Sharpe index. Semivariance is used as a downside risk measure. The proposed model of this paper uses fuzzy variables for return rate and semivariance. A multi-objective fuzzy mean-semivariance portfolio optimization model is implemented and fuzzy programming technique is adopted to solve the resulted problem. The proposed model of this paper has gathered the information of mutual fund traded on Nasdaq from 2007 to 2009 and Pareto optimal solutions are obtained considering different weights for objective functions. The results of asset allocation, rate of return and risk of each cluster are also determined and they are compared with the results of two clustering methods.

  4. Do Generous Welfare States Generate Efficiency Gains Which Counterbalance Short Run Losses? Testing Downside Risk Theory with Economic Panel Data for the U.S., Germany and the Netherlands

    Science.gov (United States)

    Headey, Bruce; Muffels, Ruud

    2008-01-01

    The purpose of the paper is to assess the theory that the downside risk insurance provided by more generous welfare states generates long run efficiency gains, which counterbalance the short run efficiency losses caused by work disincentives in these states (Feldstein 1974, 1976; Sinn 1995, 1996). Testing downside risk theory requires long term…

  5. Application of downside beta for risk assessment based on the example of companies listed at warsaw stock exchange in the bull and bear market phases

    OpenAIRE

    Anna Rutkowska-Ziarko

    2010-01-01

    The main aim of research was to check if downside risk is priced at Warsaw Stock Exchange. The analyzing of changing in models parameters in different phase of economic situation was the additional aim. Semi-variance was better measure of risk then variance in capital asset pricing model. The best way is use semi-beta and classic beta together in one model.

  6. Inventory Financing’ s Buyback Contract Under the Bank’ s Downside-risk%存货质押融资中考虑银行 Downside-risk 的回购契约设计

    Institute of Scientific and Technical Information of China (English)

    辛玉红; 魏悦

    2015-01-01

    Considering the small and medium-sized enterprises’ liquidity funds shortage problem in supply chain coordination management, this paper combines SCF with contract design aiming at the unsure need, by control-ling the variable scope of the contract to help the system make a reasonable response to bank’ s downside-risk. We figure out the contract and the scope of the suppliers’ promotion cost sharing proportion under the bank’ s downside-risk, finding the lower limit affected by bank’ s related indexes and pledge amount greatly.Besides, by analyzing the upper limit of repurchase price and promotion cost sharing proportion’ s increase to ensure that the suppliers’ expect income won’ t reduce, it turns out the upper limit is positively related to the sellers’ order quantity.%本文研究供应链金融中存货质押融资模式下回购契约的设计问题,即在需求不确定和银行下侧风险( Downside-risk)规避的前提下,通过对契约合同中变量范围的控制实现供应链的协调。文中首先给出了考虑银行利息与风险规避在内的供应链契约模型,然后分别分析了银行下侧风险控制模型下供应商的促销成本分担比例的下限值和在不减少供应商期望收益原则下该比例的上限值,最终得出该下限值由银行下侧风险控制指标和质押量共同决定,而当销售商的订购量越多时,供应商愿意接受的努力成本分担比例上限值也越大,并给出相应的上下限值。

  7. Custo de capital próprio em mercados emergentes: uma abordagem empírica no Brasil com o downside risk

    Directory of Open Access Journals (Sweden)

    Graziela Xavier Fortunato

    2010-02-01

    Full Text Available Este artigo visa testar empiricamente a proposta de Estrada (2000 para as empresas que compoem o Ibovespa, avaliando se para mercados emergentes existem outras medidas de risco sistematico diferentes do beta do capital asset pricing model (CAPM. Dessa forma, testou-se o downside risk que capta a parte negativa do retorno. Alem de dados em cross section, utilizaram-se dados em painel, como uma contribuição adicional ao trabalho de Estrada (2000. Os resultados encontrados não confirmam que o downside risk seja uma medida apropriada ao mercado brasileiro. Outras medidas de risco apresentaram melhor correlacao com o retorno, permitindo o calculo do custo de capital com valor diferente daquele obtido pela aplicacao do beta. De acordo com Estrada (2000, os resultados sugerem que os mercados emergentes estao em posicao intermediaria entre os mercados integrados e segmentados, tal como confirmado para o mercado brasileiro.

  8. 第三方负责回收的Dowrside-Risk闭环供应链协调性研究%Downside-risk Closed-Loop Supply Chain Coordination in the Circumstance of Third-Party Logistics Collecting

    Institute of Scientific and Technical Information of China (English)

    史成东; 陈菊红; 邢同卫; 程均谟; 殷秀清

    2011-01-01

    In the context of a risk-neutral supplier and a third-party logistics supplier and a downside-risk retailer, a downside-risk closed loop supply chain model is established by using game theory, and the impact of reve-nue-and-expense sharing contract is analyzed in the channel, which shows that the contract may not coordinate such a channel on the theory of downside-risk control. Also, a risk-sharing contract which is composed of reve-nue-and-expense contract and return policy is designed that offers the desired downside protection to the retailer, provides more profits to the agents, and accomplishes channel coordination. Moreover, an application example is given for testing the effectiveness and feasibility of the risk-sharing contract.In the context of a risk-neutral supplier and a third-party logistics supplier and a downside-risk retailer, a downside-risk closed loop supply chain model is established by using game theory, and the impact of reve-nue-and-expense sharing contract is analyzed in the channel, which shows that the contract may not coordinate such a channel on the theory of downside-risk control. Also, a risk-sharing contract which is composed of reve-nue-and-expense contract and return policy is designed that offers the desired downside protection to the retailer, provides more profits to the agents, and accomplishes channel coordination. Moreover, an application example is given for testing the effectiveness and feasibility of the risk-sharing contract.%以风险中性制造商、第三方物流服务商和具有下行风险特性的销售商组成的闭环供应链系统为背景,证明了在Downside-Risk约束下收益费用共享契约不能使闭环供应链协调.通过将补偿策略附加到该契约,设计了风险共享契约,既能满足下行风险约束,又保证供应链参与方利润均有增量,实现了Downside-Risk约束下闭环供应链的协调.最后通过应用算例说明了风险共享契约的有效性和可行性.

  9. Possible Downsides to Data Sharing in the Research Commons: Assets and Liabilities, Opportunities and Risks

    Directory of Open Access Journals (Sweden)

    Peter Schröder

    2007-06-01

    Full Text Available Large-scale data policies easily may have unplanned effects of "homogeneity" on the available data supply. A narrowing of the scope of the data supply tailored to established research paradigms could limit the opportunities for unconventional, but also adventurous, new research directions with the risk of slowing down scientific progress. A systematic assessment of data portfolios not only on the aspects of quality, accessibility and sustainability, but diversity as well, could help to diminish this risk.

  10. Risk Bounds for Infinitely Divisible Distribution

    CERN Document Server

    Zhang, Chao

    2012-01-01

    In this paper, we study the risk bounds for samples independently drawn from an infinitely divisible (ID) distribution. In particular, based on a martingale method, we develop two deviation inequalities for a sequence of random variables of an ID distribution with zero Gaussian component. By applying the deviation inequalities, we obtain the risk bounds based on the covering number for the ID distribution. Finally, we analyze the asymptotic convergence of the risk bound derived from one of the two deviation inequalities and show that the convergence rate of the bound is faster than the result for the generic i.i.d. empirical process (Mendelson, 2003).

  11. Study on Stackelberg Game of Supply Chain and Cooperation with Downside Risk Constraint%下游风险约束下的供应链博弈与合作研究

    Institute of Scientific and Technical Information of China (English)

    桂寿平; 王健龙

    2013-01-01

    考虑了由风险中立的单供应商和风险规避的单零售商组成的二级供应链,分别建立了分散决策下和回购契约下供应商占主导地位的Stackelberg博弈模型,求得了均衡解.并研究了零售商下游风险参数值对博弈决策的影响,研究发现当零售商期望目标利润较大时,风险约束下的回购契约机制将无效,且期望目标利润越大则供应商和零售商利润越小,最后用算例对这一结论进行了说明.%Considering a two-echelon supply chain consisting of a risk-neutral supplier and a downside-risk-averse retailer,a Stackelberg game model in which supplier is a leader is established with buyback contract,and the equilibrium solutions are gained.The influence of the retailer‘s downside-risk value on Stackelberg game decision is discussed.The study shows that when retailer‘s target profit is big,the buyback contract mechanism with downside-risk constrain is no longer effective,and the bigger the target profit is,the smaller supplier and retailer‘s profit is,the findings are illustrated by a numerical example.

  12. Downside Risk and Asset Pricing

    NARCIS (Netherlands)

    G.T. Post (Thierry); P. van Vliet (Pim)

    2004-01-01

    textabstractWe analyze if the value-weighted stock market portfolio is second-order stochastic dominance (SSD) efficient relative to benchmark portfolios formed on size, value, and momentum. In the process, we also develop several methodological improvements to the existing tests for SSD efficiency.

  13. Downside Risk and Asset Pricing

    NARCIS (Netherlands)

    G.T. Post (Thierry); P. van Vliet (Pim)

    2004-01-01

    textabstractWe analyze if the value-weighted stock market portfolio is second-order stochastic dominance (SSD) efficient relative to benchmark portfolios formed on size, value, and momentum. In the process, we also develop several methodological improvements to the existing tests for SSD efficiency.

  14. 基于下方风险控制的动态投资组合优化研究%Research on Dynamic Optimal Portfolio under a Downside-risk Constraint

    Institute of Scientific and Technical Information of China (English)

    郭建华; 肖庆宪

    2009-01-01

    In a Jump-Diffusion setting, a downside-risk constraint is imposed. Based on historic return sequence, we gained everyday's optimal portfolios by randomizing the allocation ratios and making use of MCMC method. Further more, with the data-windows' rolling, we can achieve variable optimal portfolios and promptly adjust our investment strategies which ensure us to higher return or ensure us from higher risk.%研究了跳扩散结构下带有下方风险控制的动态投资组合优化问题.基于投资组合中每一种资产的收益率观测序列,模型在不断变化的数据窗口下把组合比例看作向量值随机过程,利用马尔可夫链蒙特卡罗模拟方法得到随时间变化的动态投资组合最优配置,这样可以根据市场信息的变化及时做出策略调整,既达到了预期收益目标又控制了风险,使得组合投资更切实际.通过实例分析可以看出,该方法相对传统方法更行之有效而且操作简便.

  15. Decision Analysis on Prepayments Financing under Downside Risk Control Environment%风险下侧控制环境下预付账款融资决策分析

    Institute of Scientific and Technical Information of China (English)

    郭健; 余开朝; 秦睿

    2015-01-01

    In the model of supply chain prepayments financing, commercial banks can transferred the risk of financing enterprise to the core enterprise by setting the downside risk control of the bank and the buy-back guarantee of the core enterprise. Through the establishment of Stackelberg game mode-l, the expected revenue of core enterprise and financing enterprise were analyzed and the condition of the optimal strategies were studied. Research results showed that the buy-back price of core enterprise and the default cost of financing enterprise were the key factors affecting financing operations. When the strategy (guarantee, observe) was selected, Core enterprise' buy-back guarantee can prompt the risk-averse bank to boost the loan limit to capital-constrained retailers, which can enhance the purcha-sing power of retailers and increase the performance of supply chain.%在供应链预付账款融资模式下,银行通过下侧风险控制和核心企业回购担保将下游融资成员企业的风险转移到核心企业,根据一级Stackelberg博弈模型建立核心企业与融资成员企业期望收益矩阵,分析了核心企业回购担保与融资企业守约的条件,认为核心企业担保回购价格和融资成员违约成本是影响融资决策过程的关键因素,当策略(担保、守约)发生时,核心企业、融资成员企业以及供应链整体绩效能够得到提高。

  16. Downside Risk And Empirical Asset Pricing

    NARCIS (Netherlands)

    P. van Vliet (Pim)

    2004-01-01

    textabstractCurrently, the Nobel prize winning Capital Asset Pricing Model (CAPM) celebrates its 40th birthday. Although widely applied in financial management, this model does not fully capture the empirical riskreturn relation of stocks; witness the beta, size, value and momentum effects. These pr

  17. Downside Risk And Empirical Asset Pricing

    NARCIS (Netherlands)

    P. van Vliet (Pim)

    2004-01-01

    textabstractCurrently, the Nobel prize winning Capital Asset Pricing Model (CAPM) celebrates its 40th birthday. Although widely applied in financial management, this model does not fully capture the empirical riskreturn relation of stocks; witness the beta, size, value and momentum effects. These

  18. Optimal portfolio selection for cashflows with bounded capital at risk

    NARCIS (Netherlands)

    Vyncke, D.; Goovaerts, M.J.; Dhaene, J.L.M.; Vanduffel, S.

    2005-01-01

    We consider a continuous-time Markowitz type portfolio problem that consists of minimizing the discounted cost of a given cash-fl ow under the constraint of a restricted Capital at Risk. In a Black-Scholes setting, upper and lower bounds are obtained by means of simple analytical expressions that

  19. Global uniform risk bounds for wavelet deconvolution estimators

    CERN Document Server

    Lounici, Karim; 10.1214/10-AOS836

    2011-01-01

    We consider the statistical deconvolution problem where one observes $n$ replications from the model $Y=X+\\epsilon$, where $X$ is the unobserved random signal of interest and $\\epsilon$ is an independent random error with distribution $\\phi$. Under weak assumptions on the decay of the Fourier transform of $\\phi,$ we derive upper bounds for the finite-sample sup-norm risk of wavelet deconvolution density estimators $f_n$ for the density $f$ of $X$, where $f:\\mathbb{R}\\to \\mathbb{R}$ is assumed to be bounded. We then derive lower bounds for the minimax sup-norm risk over Besov balls in this estimation problem and show that wavelet deconvolution density estimators attain these bounds. We further show that linear estimators adapt to the unknown smoothness of $f$ if the Fourier transform of $\\phi$ decays exponentially and that a corresponding result holds true for the hard thresholding wavelet estimator if $\\phi$ decays polynomially. We also analyze the case where $f$ is a "supersmooth"/analytic density. We finall...

  20. The formation of bound residues of diazinon in four UK soils: Implications for risk assessment

    Energy Technology Data Exchange (ETDEWEB)

    Fenlon, Katie A., E-mail: katefenlon@hotmail.com [Lancaster Environment Centre, Lancaster University, Lancaster LA1 4YQ (United Kingdom); Andreou, Kostas; Jones, Kevin C.; Semple, Kirk T. [Lancaster Environment Centre, Lancaster University, Lancaster LA1 4YQ (United Kingdom)

    2011-03-15

    The behaviour of diazinon in the soil determines the likelihood of further pollution incidents, particularly leaching to water. The most significant processes in the control of the fate of diazinon in the soil are microbial degradation and the formation of bound residues. Soils from four sites in the UK were amended with diazinon and its {sup 14}C labelled analogue and incubated for 100 days. After 0, 10, 21, 50 and 100 days, the formation of bound residues was assessed by solvent extraction, and the microbial degradation of diazinon by mineralisation assay. In microbially active soils, diazinon is degraded rapidly, reducing the risk of future pollution incidents. However, where there was limited mineralisation there was also significantly lower formation of bound residues, which may lead to water pollution via leaching. The formation of bound residues was dependent on extraction type. Acetonitrile extraction identified bound residues in all soils, with the bound residue fraction increasing with increasing incubation time. - Research highlights: > Bound residues are defined by extraction method. > Microbial degradation is limited by the formation of bound residues. > Bioavailability of diazinon maybe estimated by chemical extraction. - The formation of bound residues and biodegradation of diazinon are dependent on soil type and the presence of degrading bacteria.

  1. The Downside of Right Ventricular Apical Pacing

    Directory of Open Access Journals (Sweden)

    Andrew Brenyo, MD

    2012-05-01

    Full Text Available The right ventricular (RV apex has been the standard pacing site since the development of implantable pacemaker technology. Although RV pacing was initially only utilized for the treatment of severe bradyarrhythmias usually due to complete heart block, today the indications for and implantation of RV pacing devices is dramatically larger. Recently, the adverse effects of chronic RV apical pacing have been described including an increased risk of heart failure and death. This review details the detrimental effects of RV apical pacing and their shared hemodynamic pathophysiology. In particular, the role of RV apical pacing induced ventricular dyssynchrony is highlighted with a specific focus on differential outcome based upon QRS morphology at implant.

  2. Exponential Bounds for Ruin Probability in Two Moving Average Risk Models with Constant Interest Rate

    Institute of Scientific and Technical Information of China (English)

    Ding Jun YAO; Rong Ming WANG

    2008-01-01

    The authors consider two discrete-time insurance risk models. Two moving average risk models are introduced to model the surplus process, and the probabilities of ruin are examined in models with a constant interest force. Exponential bounds for ruin probabilities of an infinite time horizon are derived by the martingale method.

  3. Risk Diversification by European Financial Conglomerates

    NARCIS (Netherlands)

    J.F. Slijkerman; D. Schoenmaker (Dirk); C.G. de Vries (Casper)

    2005-01-01

    textabstractWe study the dependence between the downside risk of European banks and insurers. Since the downside risk of banks and insurers differs, an interesting question from a supervisory point of view is the risk reduction that derives from diversification within large banks and financial

  4. Risk Diversification by European Financial Conglomerates

    NARCIS (Netherlands)

    J.F. Slijkerman; D. Schoenmaker (Dirk); C.G. de Vries (Casper)

    2005-01-01

    textabstractWe study the dependence between the downside risk of European banks and insurers. Since the downside risk of banks and insurers differs, an interesting question from a supervisory point of view is the risk reduction that derives from diversification within large banks and financial congl

  5. Sharper lower bounds on the performance of the empirical risk minimization algorithm

    CERN Document Server

    Lecué, Guillaume; 10.3150/09-BEJ225

    2011-01-01

    We present an argument based on the multidimensional and the uniform central limit theorems, proving that, under some geometrical assumptions between the target function $T$ and the learning class $F$, the excess risk of the empirical risk minimization algorithm is lower bounded by \\[\\frac{\\mathbb{E}\\sup_{q\\in Q}G_q}{\\sqrt{n}}\\delta,\\] where $(G_q)_{q\\in Q}$ is a canonical Gaussian process associated with $Q$ (a well chosen subset of $F$) and $\\delta$ is a parameter governing the oscillations of the empirical excess risk function over a small ball in $F$.

  6. Environmental risk assessment of acid rock drainage under uncertainty: The probability bounds and PHREEQC approach.

    Science.gov (United States)

    Betrie, Getnet D; Sadiq, Rehan; Nichol, Craig; Morin, Kevin A; Tesfamariam, Solomon

    2016-01-15

    Acid rock drainage (ARD) is a major environmental problem that poses significant environmental risks during and after mining activities. A new methodology for environmental risk assessment based on probability bounds and a geochemical speciation model (PHREEQC) is presented. The methodology provides conservative and non-conservative ways of estimating risk of heavy metals posed to selected endpoints probabilistically, while propagating data and parameter uncertainties throughout the risk assessment steps. The methodology is demonstrated at a minesite located in British Columbia, Canada. The result of the methodology for the case study minesite shows the fate-and-transport of heavy metals is well simulated in the mine environment. In addition, the results of risk characterization for the case study show that there is risk due to transport of heavy metals into the environment.

  7. Setting Optimal Bounds on Risk in Asset Allocation - a Convex Program

    Directory of Open Access Journals (Sweden)

    James E. Falk

    2002-10-01

    Full Text Available The 'Portfolio Selection Problem' is traditionally viewed as selecting a mix of investment opportunities that maximizes the expected return subject to a bound on risk. However, in reality, portfolios are made up of a few 'asset classes' that consist of similar opportunities. The asset classes are managed by individual `sub-managers', under guidelines set by an overall portfolio manager. Once a benchmark (the `strategic' allocation has been set, an overall manager may choose to allow the sub-managers some latitude in which opportunities make up the classes. He may choose some overall bound on risk (as measured by the variance and wish to set bounds that constrain the submanagers. Mathematically we show that the problem is equivalent to finding a hyper-rectangle of maximal volume within an ellipsoid. It is a convex program, albeit with potentially a large number of constraints. We suggest a cutting plane algorithm to solve the problem and include computational results on a set of randomly generated problems as well as a real-world problem taken from the literature.

  8. Cancer risk evaluation of brick kiln workers exposed to dust bound PAHs in Punjab province (Pakistan).

    Science.gov (United States)

    Kamal, Atif; Malik, Riffat Naseem; Martellini, Tania; Cincinelli, Alessandra

    2014-09-15

    Principal objective of this study was to evaluate the health risks of brick kiln workers to dust bound PAHs exposure in Punjab province (Pakistan). To this aim, surface dust samples were collected from brick kiln units located in Chung Khurd (Lahore city), Gujranwala city and Sohra village (in the vicinity of Gujranwala). The highest ΣPAH levels were measured in the dust samples collected in Sohdra village (mean 2578 ng g(-1) d.w., range 302-6757 ng g(-1) d.w.) followed by Gujranwala city (mean 957, range 16.1-1963 ng g(-1) d.w.) and Chung Khurd (mean 882, range 692-1007 ng g(-1) d.w.). Source identification using diagnostic ratios and principal component analysis identified coal and wood combustion as the major PAHs sources. The cancer risk model (CR-Model 1) and the Incremental Lifetime Cancer Risk model (ILCR-Model 2) were used to evaluate the cancer risk assessment via ingestion, inhalation and dermal contact pathways. Both models suggested that brick kiln workers (including adults and children) were exposed to high-potential carcinogenic risk via both ingestion and dermal contact pathways during the brick making process. This study also emphasizes the need for pollution control in the brick kiln industry of Pakistan.

  9. Too little, too much - Downsides of multifunctionality in team-based work

    NARCIS (Netherlands)

    van den Beukel, AL; Molleman, E

    2002-01-01

    Not only is multifunctionality regarded as an indispensable design feature of team-based work being multifunctional is allegedly beneficial for employees, and it is presumed to increase job satisfaction and commitment. In this article we argue that multifunctionality also has its downsides and propo

  10. Managing risk and uncertainty

    OpenAIRE

    Coulson-Thomas, Colin

    2015-01-01

    Examines risk management and contemporary issues concerning risk governance from a board perspective, including risk tolerance, innovation, insurance, balancing risks and other factors, risk and strategies of diversification or focus, increasing flexibility to cope with uncertainty, periodic planning versus intelligent steering, and limiting downside risks and adverse consequences.

  11. Identifying a high-risk cohort in a complex and dynamic risk environment: out-of-bounds skiing--an example from avalanche safety.

    Science.gov (United States)

    Haegeli, Pascal; Gunn, Matt; Haider, Wolfgang

    2012-12-01

    The development of effective prevention initiatives requires a detailed understanding of the characteristics and needs of the target audience. To properly identify at-risk individuals, it is crucial to clearly delineate risky from acceptable behavior. Whereas health behavior campaigns commonly use single conditions (e.g., lack of condom use) to identify high-risk cohorts, many risk behaviors are more complex and context dependent, rendering a single condition approach inadequate. Out-of-bounds skiing, an activity associated with voluntary exposure to avalanche hazard, is an example of such a multifaceted risk-taking activity. Using a dataset from an extensive online survey on out-of-bounds skiing, we present an innovative approach for identifying at-risk individuals in complex risk environments. Based on a risk management framework, we first examine risk-taking preferences of out-of-bounds skiers with respect to exposure and preparedness--the two main dimensions of risk management--separately. Our approach builds on existing person-centered research and uses Latent Class Analysis to assign survey participants to mutually exclusive behavioral classes on these two dimensions. Discrete Choice Experiments are introduced as a useful method for examining exposure preferences in the context of variable external conditions. The two class designations are then combined using a risk matrix to assign overall risk levels to each survey participant. The present approach complements existing person-centered prevention research on the antecedents of risk-taking by offering a process-oriented method for examining behavioral patterns with respect to the activity itself. Together, the two approaches can offer a much richer perspective for informing the design of effective prevention initiatives.

  12. The Downside of Fat: Avoiding and Treating Complications.

    Science.gov (United States)

    Kim, Irene A; Keller, Gregory; Groth, Michael J; Nabili, Vishad

    2016-10-01

    Three-dimensional facial volume restoration using fat has become widely accepted as an essential component of facial rejuvenation. Transplanted fat has benefits due to its inherently nonallergenic nature. The versatility of fat grafts allows for their use in all types of facial enhancement-improving the appearance of nasolabial folds, mesolabial grooves, flattened cheeks and upper lips, glabellar furrows, lipoatrophy, acne scars, and temporal hollowing. Yet despite its virtues as the ideal filler, autologous fat has its shortcomings with risks of complications. Our objective in this article is to present a systematic approach demonstrating the complications that can occur with each step of autologous fat grafting in facial rejuvenation and offering pearls to avoid and treat these complications.

  13. The bottom-up approach to bounding potential low-dose cancer risks from formaldehyde: An update.

    Science.gov (United States)

    Starr, Thomas B; Swenberg, James A

    2016-06-01

    In 2013, we proposed a novel bottom-up approach to bounding low-dose cancer risks that may result from small exogenous exposures to chemicals that are always present in the body as a result of normal biological processes. The approach utilizes the background cancer risk and the background (endogenous) concentration of a cancer-related exposure biomarker in specific target tissues. After allowing for statistical uncertainty in these two parameters, the ratio of the background risk to background exposure provides a conservative slope factor estimate that can be utilized to bound the added risk that may be associated with incremental exogenous exposures. Our original bottom-up estimates were markedly smaller than those obtained previously by the US Environmental Protection Agency (USEPA) with a conventional top-down approach to modeling nasopharyngeal cancer and leukemia mortality data from a US worker cohort. Herein we provide updated bottom-up estimates of risk for these two cancers that are smaller still, and rely upon more robust estimates of endogenous and exogenous formaldehyde-DNA adducts in monkeys and a more robust estimate of the DNA adduct elimination half-life in rats, both obtained very recently. We also re-examine the worker mortality data used by USEPA in developing its estimate of human leukemia incidence from lifetime exposure to 1 ppm airborne formaldehyde. Finally, we compare a new bottom-up slope estimate of the risk of rat nasal cancer with conventional top-down estimates obtained with empirical dose-response modeling of rat nasal cancer bioassay data. Copyright © 2016 The Authors. Published by Elsevier Inc. All rights reserved.

  14. Risk management of precious metals

    NARCIS (Netherlands)

    S.M. Hammoudeh (Shawkat); F. Malik (Farooq); M.J. McAleer (Michael)

    2010-01-01

    textabstractThis paper examines volatility and correlation dynamics in price returns of gold, silver, platinum and palladium, and explores the corresponding risk management implications for market risk and hedging. Value-at-Risk (VaR) is used to analyze the downside market risk associated with

  15. Transformation and accumulation of PAH and bound residues in soil under extreme conditions - a risk assessment approach

    Science.gov (United States)

    Eschenbach, Annette

    2010-05-01

    The degradation of PAH in contaminated soil does not proceed completely in the majority of cases. However microorganisms which are able to degrade PAH are present in PAH-contaminated soils normally. A total degradation of PAH in contaminated soils is often limited by a lack of bioavailability, which results from a lack of mass transfer. The analytical depletion of contaminants in soil is not only based on degradation processes but also on a fixation or immobilization of the xenobiotic substances as stronger adsorbed to or bound residues in the soil matrix. These bound residues were verified by using 14C-labelled PAH in different soil samples. To evaluate the long term fate of theses PAH-residues the stability and transformation of 14C-labelled non-extractable PAH-residues was investigated in detail under different extreme ecological and climate conditions such as biological stress, freezing and thawing cycles, and chemical worst case conditions. The transformation and remobilization of non-extractable PAH-residues was observed in long-time experiments and was very limited in general (Eschenbach et al. 2001). Only small amounts of non extractable residues were transformed and converted to CO2 and thereby detoxified. However the treatment with a complexing agent led to an increase of extractable 14C-activity. In a further set of experiments the long term risk of a groundwater contamination was assessed. Therefore the elution rate of 14C-PAH was investigated by a routinely usable column test system. It was found that the PAH elution was not solely controlled by desorption processes. The extractable PAH concentrations and elution rates were affected by the mineralization and formation of bound residues as well. For the assessment of the maximum PAH release rate the soil material was treated by extreme and worst case conditions as well. The impact of the elution of bidestillated water, of repeated freeze-thaw cycles and a simulation of acidic rain was investigated. The

  16. Insurance Sector Risk

    NARCIS (Netherlands)

    J.F. Slijkerman

    2006-01-01

    textabstractWe model and measure simultaneous large losses of the market value of insurers to understand the impact of shocks on the insurance sector. The downside risk of insurers is explicitly modelled by common and idiosyncratic risk factors. Since reinsurance is important for the capacity of ins

  17. Managing Risk and Opportunity

    DEFF Research Database (Denmark)

    Andersen, Torben Juul; Garvey, Maxine; Roggi, Oliviero

    . Hence, the book addresses the potential for upside gains as much as the threats of downside losses that represent the conventional risk perspectives. It states the simple fact that you must be willing to take risk to increase strategic responsiveness and corporate manoeuverability. The text builds...

  18. Atmospheric levels and health risk of polycyclic aromatic hydrocarbons (PAHs) bound to PM2.5 in Guangzhou, China.

    Science.gov (United States)

    Liu, Jingjing; Man, Ruilin; Ma, Shexia; Li, Juansheng; Wu, Qi; Peng, Juanying

    2015-11-15

    The polycyclic aromatic hydrocarbons (PAHs) in PM2.5 contribute significantly to health risk. The objectives of this study were to assess the occurrence and variation in the concentrations and sources of PM2.5-bound PAHs sampled from the atmosphere of a typical southeastern Chinese city (Guangzhou) from June 2012 to May 2013, with the potential risks being investigated. The annual average concentration of PM2.5 was 64.88μgm(-3). The annual average concentration of PAHs in PM2.5 was 33.89ngm(-3). Benzo(a)pyrene (BaP) was found to be the predominant PAH in all PM2.5 samples throughout the year, constituting approximately 8.78% of the total PAH content. The significant meteorological parameters for most of the PAHs were sunshine time, air pressure, and humidity, together representing 10.7-52.4% of the variance in atmospheric PAH concentrations. Motor-vehicle exhaust and coal combustion were probably the main sources of PAHs in PM2.5 in Guangzhou. The average inhalation cancer risk (ICR) for a lifetime of 70years was 5.98×10(-4) (ranging from 8.39×10(-5) to 1.95×10(-3)).

  19. Chemical Speciation and Health Risk Assessment of Fine Particulate Bound Trace Metals Emitted from Ota Industrial Estate, Nigeria

    Science.gov (United States)

    Anake, Winifred U.; Ana, Godson R. E. E.; Williams, Akan B.; Fred-Ahmadu, Omowunmi H.; Benson, Nsikak U.

    2017-05-01

    In this study carcinogenic and non-carcinogenic health risk due to exposure to PM2.5-bound trace metals from an industrial area in Southwestern Nigeria was estimated. A four-step chemical sequential extraction procedure was employed for the chemical extraction of arsenic (As), cadmium (Cd), chromium (Cr) copper (Cu), manganese (Mn), nickel (Ni), and zinc (Zn). Samples were analyzed using inductively coupled plasma mass spectrometry (ICP-MS). Results reveal Cr and Cu as the most dominant exchangeable fraction metals, indicating possibility of their being readily soluble once PM2.5 is inhaled. Cd and Cr record the highest bioavailability index of 0.7. The cumulative lifetime cancer risks due to inhalation exposure for adults (4.25×10-2), children 1-6 years old (4.87×10-3), and children 6-18 years old (1.46×10-2) were found above Environmental Protection Agency’s acceptable range of 1×10-6 to 1×10-4. The hazard index values for all studied trace metals suggest significant potential for non-carcinogenic health risks to adults and children. The choice of chemical speciation as an essential tool in facilitating a better predictive insight on metal bioavailability and toxicity for immediate remediation action has been highlighted.

  20. Research project: “Charter on the Risk for Cultural Heritage conservation in bounded environments”

    Directory of Open Access Journals (Sweden)

    Guido Meli

    2004-02-01

    Full Text Available As for the objectives set by the Charter on the Risk of Cultural Heritage and of the Territorial Information System at a regional level and in particular concerning Sicily, the research is aimed at reaching two goals with an integral and consistent approach. The first objective is to collect the necessary information and to carry out an action plan in order to help the person in charge with the cultural unit (museum, library, archive, picture gallery to reach and keep a good “status” of the cultural heritage and at the same time to keep a high quality of life and work in the cultural unit. The document which will be drafted will provide the basic and general information for the various areas of the working environment that are adjacent to each other. At the same time the document will provide guidelines for the safety and the conservation of the cultural collections of the museum and will have to be adapted to each cultural unit with specific features concerning the “system: manufactures with historical-artistic interest / or interesting for the conservation environment”. Some sites that are considered to be emblematic will be tested, and this is the second objective of the research, they will be carefully chosen as representative of the various, complex and variable logistic and cultural situations of our country and in particular of Sicily.

  1. VIX AND VIX FUTURES: A TOOL OF RISK REDUCTION AND DOWNSIDE PROTECTION FOR HEDGE FUNDS

    OpenAIRE

    Bei Feng; Chuyue Wu

    2014-01-01

    We analyze VIX, VIX futures and hedge funds. VIX is a measure of the implied volatility of S&P 500 index options. VIX futures performance is measured by the S&P 500 VIX Mid-Term Futures Index and the CBOE VIX Premium Strategy Index. Credit Suisse Hedge Fund Index and Hedge Fund Research Indices represent hedge funds performance. In our project, we expand Dash and Moran (2005) by expanding the end period of survey from December 2004 to May 2014 and including two hedge fund databases...

  2. Bound entanglement and entanglement bounds

    Energy Technology Data Exchange (ETDEWEB)

    Sauer, Simeon [Physikalisch-Astronomische Fakultaet, Friedrich-Schiller-Univesitaet Jena (Germany)]|[Physikalisches Institut, Albert-Ludwigs-Universitaet Freiburg, Hermann-Herder-Strasse 3, D-79104 Freiburg (Germany); Melo, Fernando de; Mintert, Florian; Buchleitner, Andreas [Physikalisches Institut, Albert-Ludwigs-Universitaet Freiburg, Hermann-Herder-Strasse 3, D-79104 Freiburg (Germany)]|[Max-Planck-Institut fuer Physik komplexer Systeme, Noethnitzer Str.38, D-01187 Dresden (Germany); Bae, Joonwoo [School of Computational Sciences, Korea Institute for Advanced Study, Seoul 130-012 (Korea); Hiesmayr, Beatrix [Faculty of Physics, University of Vienna, Boltzmanngasse 5, A-1090 Vienna (Austria)

    2008-07-01

    We investigate the separability of Bell-diagonal states of two qutrits. By using lower bounds to algebraically estimate concurrence, we find convex regions of bound entangled states. Some of these regions exactly coincide with the obtained results when employing optimal entanglement witnesses, what shows that the lower bound can serve as a precise detector of entanglement. Some hitherto unknown regions of bound entangled states were discovered with this approach, and delimited efficiently.

  3. Low Risk Anomalies?

    DEFF Research Database (Denmark)

    Schneider, Paul; Wagner, Christian; Zechner, Josef

    risk, the standard capital asset pricing model (CAPM) increasingly overestimates expected equity returns relative to firms' true (skew-adjusted) market risk. Empirically, the profitability of betting against beta/volatility increases with firms' downside risk, and the risk-adjusted return differential...... of betting against beta/volatility among low skew firms compared to high skew firms is economically large. Our results suggest that the returns to betting against beta or volatility do not necessarily pose asset pricing puzzles but rather that such strategies collect premia that compensate for skew risk......This paper shows theoretically and empirically that beta- and volatility-based low risk anomalies are driven by return skewness. The empirical patterns concisely match the predictions of our model that endogenizes the role of skewness for stock returns through default risk. With increasing downside...

  4. Earthtech, Dig-Texas and Upward Bound: Outreach to At-Risk Students with Interdisciplinary STEM Activities

    Science.gov (United States)

    Olgin, J. G.; Güereque, M.; Pennington, D. D.; Everett, A.; Dixon, J. G.; Reyes, A.; Houser, P. I. Q.; Baker, J. A.; Stocks, E.; Ellins, K.

    2015-12-01

    The Geological Sciences department at the University of Texas at El Paso (UTEP) hosted the EarthTech outreach program - a one-week intensive summer camp for low-income, at-risk high school students. The EarthTech program engaged students in STEM activities from geological and environmental sciences. Developed and led by university student-mentors with guidance from a supervising faculty member, the course engaged Upward Bound students with lectures, interactive projects, and excursions to local ecological preserves and geological sites around El Paso, Texas. Topics covered plant and animal distribution and diversity, water and soil dynamics, evolution and paleontology, geohazards, and planetary science. Field trips were combined with hands-on activities, including activities from DIG Texas teaching modules. The NSF-funded DIG Texas Instructional Blueprints project is organizing vetted, high quality online educational resources and learning activities into teaching modules. The modules follow a storyline and demonstrate congruency with the Next Generation Science Standards. Selected DIG Texas resources were included in the daily curriculum to complement the field trip and other hands-on activities. EarthTech students created ESRI Online GIS story maps in which they showed the locations of the field trips, incorporated photographs they had taken, and provided written reflections about their camp experiences. The DIG Texas project evaluation collected survey and interview data from the university student mentors throughout the week to ascertain the efficacy of the program. This poster presentation will include an overview of the program, including examples of work and evaluation results.

  5. Dealing with the evolutionary downside of CRISPR immunity: bacteria and beneficial plasmids.

    Directory of Open Access Journals (Sweden)

    Wenyan Jiang

    Full Text Available The immune systems that protect organisms from infectious agents invariably have a cost for the host. In bacteria and archaea CRISPR-Cas loci can serve as adaptive immune systems that protect these microbes from infectiously transmitted DNAs. When those DNAs are borne by lytic viruses (phages, this protection can provide a considerable advantage. CRISPR-Cas immunity can also prevent cells from acquiring plasmids and free DNA bearing genes that increase their fitness. Here, we use a combination of experiments and mathematical-computer simulation models to explore this downside of CRISPR-Cas immunity and its implications for the maintenance of CRISPR-Cas loci in microbial populations. We analyzed the conjugational transfer of the staphylococcal plasmid pG0400 into Staphylococcus epidermidis RP62a recipients that bear a CRISPR-Cas locus targeting this plasmid. Contrary to what is anticipated for lytic phages, which evade CRISPR by mutations in the target region, the evasion of CRISPR immunity by plasmids occurs at the level of the host through loss of functional CRISPR-Cas immunity. The results of our experiments and models indicate that more than 10(-4 of the cells in CRISPR-Cas positive populations are defective or deleted for the CRISPR-Cas region and thereby able to receive and carry the plasmid. Most intriguingly, the loss of CRISPR function even by large deletions can have little or no fitness cost in vitro. These theoretical and experimental results can account for the considerable variation in the existence, number and function of CRISPR-Cas loci within and between bacterial species. We postulate that as a consequence of the opposing positive and negative selection for immunity, CRISPR-Cas systems are in a continuous state of flux. They are lost when they bear immunity to laterally transferred beneficial genes, re-acquired by horizontal gene transfer, and ascend in environments where phage are a major source of mortality.

  6. Potential health risk for residents around a typical e-waste recycling zone via inhalation of size-fractionated particle-bound heavy metals.

    Science.gov (United States)

    Huang, Chun-Li; Bao, Lian-Jun; Luo, Pei; Wang, Zhao-Yi; Li, Shao-Meng; Zeng, Eddy Y

    2016-11-05

    Health risk of residents dwelling around e-waste recycling zones has been a global concern, but has not been adequately examined. The present study was intended to evaluate the potential health risk of residents through inhalation exposure to size-fractionated particle-bound heavy metals in a typical e-waste recycling zone, South China. Anthropogenic metals (Zn, Se, Pb, Sb, As, and Cd) were predominantly enriched in fine particles (Dp1.8μm). Although the daily inhalation intakes of the target metals were significantly lower than those through food consumption and ingestion of house dust, the hazard quotients of total metals for adults (95% CI: 1.0-5.5) and children (95% CI: 3.0-17) were greater than 1. Moreover, the incremental lifetime cancer risks of five carcinogenic metals (Cr, Co, Ni, As, and Cd) for adults and children were 1.3×10(-3) (95% CI: 4.1×10(-4)-3.0×10(-3)) and 3.9×10(-3) (95% CI: 1.3×10(-3)-8.6×10(-3)), respectively, substantially higher than the acceptable cancer risk range of 10(-6)-10(-4). All these findings suggested that health risks were high for local residents dwelling around the e-waste recycling zone through inhalation exposure to particle-bound heavy metals, for both adults and children.

  7. Nutrition Risk in Home-Bound Older Adults: Using Dietician-Trained and Supervised Nutrition Volunteers for Screening and Intervention

    Science.gov (United States)

    Laforest, Sophie; Goldin, Benita; Nour, Kareen; Roy, Marie-Andree; Payette, Helene

    2007-01-01

    Nutrition screening and early intervention in home-bound older adults are key to preventing unfavourable health outcomes and functional decline. This pilot study's objectives were (a) to test the reliability of the Elderly Nutrition Screening Tool (ENS [C]) when administered by dietician-trained and supervised nutrition volunteers, and (b) to…

  8. Risk Measures for Autocorrelated Hedge Fund Returns

    NARCIS (Netherlands)

    A. Di Cesare (Antonio); Ph.A. Stork (Philip); C.G. de Vries (Casper)

    2011-01-01

    textabstractStandard risk metrics tend to underestimate the true risks of hedge funds because of serial correlation in the reported returns. Getmansky et al. (2004) derive mean, variance, Sharpe ratio, and beta formulae adjusted for serial correlation. Following their lead, adjusted downside and glo

  9. Variation in Day-of-Week and Seasonal Concentrations of Atmospheric PM2.5-Bound Metals and Associated Health Risks in Bangkok, Thailand.

    Science.gov (United States)

    Pongpiachan, Siwatt; Liu, Suixin; Huang, Rujin; Zhao, Zhuzi; Palakun, Jittree; Kositanont, Charnwit; Cao, Junji

    2017-04-01

    While effective analytical techniques to promote the long-term intensive monitoring campaign of particulate heavy metals have been well established, efforts to interpret these toxic chemical contents into policy are lagging behind. In order to ameliorate the interpretation of evidence into policies, environmental scientists and public health practitioners need innovative methods to emphasize messages concerning adverse health effects to state and local policymakers. In this study, three different types of health risk assessment models categorized by exposure pathways. Namely, ingestion, dermal contact, and inhalation were quantitatively evaluated using intensive monitoring data of 51 PM2.5-bound metals that were collected on three consecutive days, from 17 November 2010 to 30 April 2011 in the heart of Bangkok. Although different exposure pathways possess different magnitudes of risk for each PM2.5-bound metal, it can be concluded that ingestion of dust causes more extensive risk to residents compared with inhalation and dermal contact. The investigation of enrichment factors reveals the overwhelming influences of vehicular exhausts on 44 selected metal concentrations in Bangkok. These findings are in agreement with previous studies that highlight the role of public transportation and urban planning in air pollution control.

  10. Market Access through Bound Tariffs

    DEFF Research Database (Denmark)

    Sala, Davide; Schröder, Philipp J.H.; Yalcin, Erdal

    on the risk that exporters face in destination markets. The present paper formalizes the underlying interaction of risk, fixed export costs and firms' market entry decisions based on techniques known from the real options literature; doing so we highlight the important role of bound tariffs at the extensive......WTO negotiations deal predominantly with bound - besides applied - tariff rates. But, how can reductions in tariffs ceilings, i.e. tariff rates that no exporter may ever actually be confronted with, generate market access? The answer to this question relates to the effects of tariff bindings...... margin of trade. We find that bound tariffs are more effective with higher risk destination markets, that a large binding overhang may still command substantial market access, and that reductions in bound tariffs generate effective market access even when bound rates are above current and long...

  11. Market access through bound tariffs

    DEFF Research Database (Denmark)

    Sala, Davide; Schröder, Philipp J.H.; Yalcin, Erdal

    2010-01-01

    on the risk that exporters face in destination markets. The present paper formalizes the underlying interaction of risk, fixed export costs and firms' market entry decisions based on techniques known from the real options literature; doing so we highlight the important role of bound tariffs at the extensive......WTO negotiations deal predominantly with bound - besides applied - tariff rates. But, how can reductions in tariffs ceilings, i.e. tariff rates that no exporter may ever actually be confronted with, generate market access? The answer to this question relates to the effects of tariff bindings...... margin of trade. We find that bound tariffs are more effective with higher risk destination markets, that a large binding overhang may still command substantial market access, and that reductions in bound tariffs generate effective market access even when bound rates are above current and longterm...

  12. Information, Utility & Bounded Rationality

    CERN Document Server

    Ortega, Pedro A

    2011-01-01

    Perfectly rational decision-makers maximize expected utility, but crucially ignore the resource costs incurred when determining optimal actions. Here we employ an axiomatic framework for bounded rational decision-making based on a thermodynamic interpretation of resource costs as information costs. This leads to a variational "free utility" principle akin to thermodynamical free energy that trades off utility and information costs. We show that bounded optimal control solutions can be derived from this variational principle, which leads in general to stochastic policies. Furthermore, we show that risk-sensitive and robust (minimax) control schemes fall out naturally from this framework if the environment is considered as a bounded rational and perfectly rational opponent, respectively. When resource costs are ignored, the maximum expected utility principle is recovered.

  13. Multinational Risk and Performance Outcomes

    DEFF Research Database (Denmark)

    Andersen, Torben Juul

    2012-01-01

    structure may also require irreversible investments and impose maintenance and processing costs that contravene the implied resilience and agility benefits. We distinguish between downside risk and upside potential as the relevant outcome measures to assess the implied advantages of multinationality....... Consistent with the rationales of the OLI paradigm, we argue that multinational reach particularly in knowledge-based industries can reduce downside risk and enhance upside potential. These results introduce more nuances to the ongoing debate about multinational risk and performance effects. Based on a large...... cross-sectional dataset, we find that flexibility and responsiveness thrives on a multinational presence among firms operating in information-driven knowledge businesses. In contrast, internationalizing firms in capital-based network services display adverse risk effects....

  14. Ambient PM2.5-bound polycyclic aromatic hydrocarbons (PAHs) in Changhua County, central Taiwan: Seasonal variation, source apportionment and cancer risk assessment.

    Science.gov (United States)

    Chen, Yu-Cheng; Chiang, Hung-Che; Hsu, Chin-Yu; Yang, Tzu-Ting; Lin, Tzu-Yu; Chen, Mu-Jean; Chen, Nai-Tzu; Wu, Yuh-Shen

    2016-11-01

    This study investigates PM2.5-bound PAHs for rural sites (Dacheng and Fangyuan) positioned close to heavy air-polluting industries in Changhua County, central Taiwan. A total of 113 PM2.5 samples with 22 PAHs collected from 2014 to 2015 were analyzed, and Positive Matrix Factorization (PMF) and diagnostic ratios of PAHs were applied to quantify potential PAH sources. The influences of local and regional sources were also explored using the conditional probability function (CPF) and potential source contribution function (PSCF) with PMF-modeled results, respectively. Annual mean concentrations of total PAHs were 2.91 ± 1.34 and 3.04 ± 1.40 ng/m(3) for Dacheng and Fangyuan, respectively, and their corresponding BaPeq were measured at 0.534 ± 0.255 and 0.563 ± 0.273 ng/m(3) in concentration. Seasonal variations with higher PAHs found for the winter than for the spring and summer were observed for both sites. The lifetime excess cancer risk (ECR) from inhalation exposure to PAHs was recorded as 4.7 × 10(-5) overall. Potential sources of PM2.5-bound PAHs include unburned petroleum and traffic emissions (42%), steel industry and coal combustion (31%), and petroleum and oil burning (27%), and unburned petroleum and traffic emission could contribute the highest ECR (2.4 × 10(-5)). The CPF results show that directional apportionment patterns were consistent with the actual locations of local PAH sources. The PSCF results indicate that mainly northeastern regions of China have contributed elevated PM2.5-bound PAHs from long-range transports.

  15. Positive Root Bounds and Root Separation Bounds

    Science.gov (United States)

    Herman, Aaron Paul

    In this thesis, we study two classes of bounds on the roots of a polynomial (or polynomial system). A positive root bound of a polynomial is an upper bound on the largest positive root. A root separation bound of a polynomial is a lower bound on the distance between the roots. Both classes of bounds are fundamental tools in computer algebra and computational real algebraic geometry, with numerous applications. In the first part of the thesis, we study the quality of positive root bounds. Higher quality means that the relative over-estimation (the ratio of the bound and the largest positive root) is smaller. We find that all known positive root bounds can be arbitrarily bad. We then show that a particular positive root bound is tight for certain important classes of polynomials. In the remainder of the thesis, we turn to root separation bounds. We observe that known root separation bounds are usually very pessimistic. To our surprise, we also find that known root separation bounds are not compatible with the geometry of the roots (unlike positive root bounds). This motivates us to derive new root separation bounds. In the second part of this thesis, we derive a new root separation for univariate polynomials by transforming a known bound into a new improved bound. In the third part of this thesis, we use a similar strategy to derive a new improved root separation bound for polynomial systems.

  16. Source apportionment of atmospheric PM2.5-bound polycyclic aromatic hydrocarbons by a PMF receptor model. Assessment of potential risk for human health.

    Science.gov (United States)

    Callén, María Soledad; Iturmendi, Amaia; López, José Manuel

    2014-12-01

    One year sampling (2011-2012) campaign of airborne PM2.5-bound PAH was performed in Zaragoza, Spain. A source apportionment of total PAH by Positive Matrix Factorization (PMF) was applied in order to quantify potential PAH pollution sources. Four sources were apportioned: coal combustion, vehicular emissions, stationary emissions and unburned/evaporative emissions. Although Directive 2004/107/EC was fulfilled regarding benzo(a)pyrene (BaP), episodes exceeding the limit value of PM2.5 according to Directive 2008/50/EC were found. These episodes of high negative potential for human health were studied, obtaining a different pattern for the exceedances of PM2.5 and the lower assessment threshold of BaP (LATBaP). In both cases, stationary emissions contributed majority to total PAH. Lifetime cancer risk exceeded the unit risk recommended by the World Health Organization for those episodes exceeding the LATBaP and the PM2.5 exceedances for the warm season. For the cold season, the risk was higher for the LATBaP than for the PM2.5 exceedances. Copyright © 2014 Elsevier Ltd. All rights reserved.

  17. Fractionation of airborne particulate-bound elements in haze-fog episode and associated health risks in a megacity of southeast China.

    Science.gov (United States)

    Li, Huiming; Wang, Qin'geng; Shao, Min; Wang, Jinhua; Wang, Cheng; Sun, Yixuan; Qian, Xin; Wu, Hongfei; Yang, Meng; Li, Fengying

    2016-01-01

    Haze caused by high particulate matter loadings is an important environmental issue. PM2.5 was collected in Nanjing, China, during a severe haze-fog event and clear periods. The particulate-bound elements were chemically fractionated using sequential extractions. The average PM2.5 concentration was 3.4 times higher during haze-fog (96-518 μg/m(3)) than non-haze fog periods (49-142 μg/m(3)). Nearly all elements showed significantly higher concentrations during haze-fog than non-haze fog periods. Zn, As, Pb, Cd, Mo and Cu were considered to have higher bioavailability and enrichment degree in the atmosphere. Highly bioavailable fractions of elements were associated with high temperatures. The integrated carcinogenic risk for two possible scenarios to individuals exposed to metals was higher than the accepted criterion of 10(-6), whereas noncarcinogenic risk was lower than the safe level of 1. Residents of a city burdened with haze will incur health risks caused by exposure to airborne metals.

  18. Bounded Rationality

    Directory of Open Access Journals (Sweden)

    Ballester Pla, Coralio

    2012-03-01

    Full Text Available The observation of the actual behavior by economic decision makers in the lab and in the field justifies that bounded rationality has been a generally accepted assumption in many socio-economic models. The goal of this paper is to illustrate the difficulties involved in providing a correct definition of what a rational (or irrational agent is. In this paper we describe two frameworks that employ different approaches for analyzing bounded rationality. The first is a spatial segregation set-up that encompasses two optimization methodologies: backward induction and forward induction. The main result is that, even under the same state of knowledge, rational and non-rational agents may match their actions. The second framework elaborates on the relationship between irrationality and informational restrictions. We use the beauty contest (Nagel, 1995 as a device to explain this relationship.

    La observación del comportamiento de los agentes económicos tanto en el laboratorio como en la vida real justifica que la racionalidad acotada sea un supuesto aceptado en numerosos modelos socio-económicos. El objetivo de este artículo es ilustrar las dificultades que conlleva una correcta definición de qué es un agente racional (irracional. En este artículo se describen dos marcos que emplean diferentes metodologías para analizar la racionalidad acotada. El primero es un modelo de segregación espacial donde se contrastan dos metodologías de optimización: inducción hacia atrás y hacia adelante. El resultado principal es que, incluso con el mismo nivel de conocimiento, tanto agentes racionales como irracionales podrían coincidir en sus acciones. El segundo marco trabaja sobre la relación entre irracionalidad y restricción de información. Se utiliza el juego llamado “beauty contest” (Nagel 1995 como mecanismo para explicar dicha relación.

  19. Chemical partitioning of fine particle-bound metals on haze-fog and non-haze-fog days in Nanjing, China and its contribution to human health risks

    Science.gov (United States)

    Li, Huiming; Wu, Hongfei; Wang, Qin'geng; Yang, Meng; Li, Fengying; Sun, Yixuan; Qian, Xin; Wang, Jinhua; Wang, Cheng

    2017-01-01

    Information on chemical partitioning and associated risk of airborne metals, particularly during a haze-fog episode, is limited. Fine particulate matter (PM2.5) was collected during a severe haze-fog event in winter and non-haze-fog periods in summer and fall from an urban region of a typical Chinese mega-city, Nanjing. The particulate-bound metals (Al, As, Ba, Ca, Cd, Co, Cr, Cu, Fe, K, Mg, Mn, Mo, Na, Ni, Pb, Sr, Ti, V, and Zn) were chemically fractionated in a four-step sequential extraction procedure and human health risk was assessed. During the haze-fog episode, PM2.5 was extremely elevated with a mean concentration of 281 μg/m3 (range: 77-431 μg/m3), whereas the mean PM2.5 concentrations in summer and fall periods were 86 μg/m3 (range: 66-111 μg/m3) and 77 μg/m3 (range: 42-131 μg/m3), respectively. All elements had significantly higher concentrations and many metals exceeded relevant limits on haze-fog days. K, Na, Sr, Zn, Mo, Ca, Cd, Mg, Mn, Cu, Ba, Cr and As all showed relatively high proportions of the soluble and exchangeable fraction and strong bio-accessible potential. High temperature and humidity may increase the bio-accessible fraction of many airborne metals. The hazard index for potential toxic metals was 0.115, which was lower than the safe limit (1). However, the combined carcinogenic risk was 1.32 × 10- 6 for children and 5.29 × 10- 6 for adults, with both values being higher than the precautionary criterion (10- 6). Results of this study provide information for the behavior and risk mitigation of airborne metals.

  20. A 10-year observation of PM2.5-bound nickel in Xi’an, China: Effects of source control on its trend and associated health risks

    Science.gov (United States)

    Xu, Hongmei; Ho, Steven Sai Hang; Cao, Junji; Guinot, Benjamin; Kan, Haidong; Shen, Zhenxing; Ho, Kin Fai; Liu, Suixin; Zhao, Zhuzi; Li, Jianjun; Zhang, Ningning; Zhu, Chongshu; Zhang, Qian; Huang, Rujin

    2017-01-01

    This study presents the first long term (10-year period, 2004–2013) datasets of PM2.5-bound nickel (Ni) concentration obtained from the daily sample in urban of Xi’an, Northwestern China. The Ni concentration trend, pollution sources, and the potential health risks associated to Ni were investigated. The Ni concentrations increased from 2004 to 2008, but then decreased due to coal consumption reduction, energy structure reconstruction, tighter emission rules and the improvement of the industrial and motor vehicle waste control techniques. With the comparison of distributions between workday and non-workday periods, the effectiveness of local and regional air pollution control policies and contributions of hypothetical Ni sources (industrial and automobile exhausts) were evaluated, demonstrating the health benefits to the populations during the ten years. Mean Ni cancer risk was higher than the threshold value of 10‑6, suggesting that carcinogenic Ni still was a concern to the residents. Our findings conclude that there are still needs to establish more strict strategies and guidelines for atmospheric Ni in our living area, assisting to balance the relationship between economic growth and environmental conservation in China.

  1. A 10-year observation of PM2.5-bound nickel in Xi’an, China: Effects of source control on its trend and associated health risks

    Science.gov (United States)

    Xu, Hongmei; Ho, Steven Sai Hang; Cao, Junji; Guinot, Benjamin; Kan, Haidong; Shen, Zhenxing; Ho, Kin Fai; Liu, Suixin; Zhao, Zhuzi; Li, Jianjun; Zhang, Ningning; Zhu, Chongshu; Zhang, Qian; Huang, Rujin

    2017-01-01

    This study presents the first long term (10-year period, 2004–2013) datasets of PM2.5-bound nickel (Ni) concentration obtained from the daily sample in urban of Xi’an, Northwestern China. The Ni concentration trend, pollution sources, and the potential health risks associated to Ni were investigated. The Ni concentrations increased from 2004 to 2008, but then decreased due to coal consumption reduction, energy structure reconstruction, tighter emission rules and the improvement of the industrial and motor vehicle waste control techniques. With the comparison of distributions between workday and non-workday periods, the effectiveness of local and regional air pollution control policies and contributions of hypothetical Ni sources (industrial and automobile exhausts) were evaluated, demonstrating the health benefits to the populations during the ten years. Mean Ni cancer risk was higher than the threshold value of 10−6, suggesting that carcinogenic Ni still was a concern to the residents. Our findings conclude that there are still needs to establish more strict strategies and guidelines for atmospheric Ni in our living area, assisting to balance the relationship between economic growth and environmental conservation in China. PMID:28117355

  2. The Downside of Marketization: A Multilevel Analysis of Housing Tenure and Types in Reform-era Urban China

    Science.gov (United States)

    Fu, Qiang; Zhu, Yushu; Ren, Qiang

    2015-01-01

    Based on data from the 2005 National Population Sample Survey and compiled covariates of 205 prefectures, this research adopted principal-component and multilevel-logistic analyses to study homeownership in urban China. Although the housing reform has severed the link between work units and residence, working in state sectors (government, state-owned enterprises and collective firms) remained significant in determining a household’s entitlement to reform-era housing with heavy subsidies or better qualities. While the prefecture-level index of marketization reduced local homeownership of self-built housing, affordable housing and privatized housing, its effect is moderated by cross-level interactions with income, education and working in state sectors across different types of housing. Meanwhile, the index of political and market connections promoted all types of homeownership except for self-built housing. By situating the downside of marketization within a context of urban transformation, this research not only challenges the teleological premise of the neoliberal market transition theory but calls for research on institutional dynamics and social consequences of urban transformation in China. PMID:25432608

  3. Traumatic events involving elderly patients treated with anticoagulants for atrial fibrillation: the downside of stroke prevention

    Directory of Open Access Journals (Sweden)

    Alessandro Riccardi

    2016-08-01

    Full Text Available A group of oral anticoagulant-treated patients affected by permanent atrial fibrillation was evaluated after their access to the emergency room as a result of a traumatic accident. In these patients, the re-evaluation of their risk of thromboembolism and bleeding was performed together with the evaluation of their risk of falling and institutionalization. Results show that the emergency department identifies a cohort of very elderly frail patients, who should be carefully reconsidered for anticoagulant therapy after a traumatic event.

  4. Low Risk Anomalies?

    DEFF Research Database (Denmark)

    Schneider, Paul; Wagner, Christian; Zechner, Josef

    This paper shows theoretically and empirically that beta- and volatility-based low risk anomalies are driven by return skewness. The empirical patterns concisely match the predictions of our model that endogenizes the role of skewness for stock returns through default risk. With increasing downside...... of betting against beta/volatility among low skew firms compared to high skew firms is economically large. Our results suggest that the returns to betting against beta or volatility do not necessarily pose asset pricing puzzles but rather that such strategies collect premia that compensate for skew risk...

  5. New insight into the levels, distribution and health risk diagnosis of indoor and outdoor dust-bound FRs in colder, rural and industrial zones of Pakistan.

    Science.gov (United States)

    Khan, Muhammad Usman; Li, Jun; Zhang, Gan; Malik, Riffat Naseem

    2016-09-01

    This is the first robust study designed to probe selected flame retardants (FRs) in the indoor and outdoor dust of industrial, rural and background zones of Pakistan with special emphasis upon their occurrence, distribution and associated health risk. For this purpose, we analyzed FRs such as polybrominated diphenylethers (PBDEs), dechlorane plus (DP), novel brominated flame retardants (NBFRs) and organophosphate flame retardants (OPFRs) in the total of 82 dust samples (indoor and outdoor) collected three from each zone: industrial, rural and background. We found higher concentrations of FRs (PBDEs, DP, NBFRs and OPFRs) in industrial zones as compared to the rural and background zones. Our results reveal that the concentrations of studied FRs are relatively higher in the indoor dust samples being compared with the outdoor dust and they are ranked as: ∑OPFRs > ∑NBFRs > ∑PBDEs > ∑DP. A significant correlation in the FRs levels between the indoor and outdoor dust suggest the potential intermixing of these compounds between them. The principal component analysis/multiple linear regression predicts the percent contribution of FRs from different consumer products in the indoor and outdoor dust of industrial, rural and background zones to trace their source origin. The FRs detected in the background zones reveal the dust-bound FRs suspended in the air might be shifted from different warmer zones or consumers products available/used in the same zones. Hazard quotient (HQ) for FRs via indoor and outdoor dust intake at mean and high dust scenarios to the exposed populations (adults and toddlers) are found free of risk (HQ Pakistan.

  6. Bivariate value-at-risk

    Directory of Open Access Journals (Sweden)

    Giuseppe Arbia

    2007-10-01

    Full Text Available In this paper we extend the concept of Value-at-risk (VaR to bivariate return distributions in order to obtain measures of the market risk of an asset taking into account additional features linked to downside risk exposure. We first present a general definition of risk as the probability of an adverse event over a random distribution and we then introduce a measure of market risk (b-VaR that admits the traditional b of an asset in portfolio management as a special case when asset returns are normally distributed. Empirical evidences are provided by using Italian stock market data.

  7. The downside of weight loss: realistic intervention in body-weight trajectory.

    Science.gov (United States)

    Bosomworth, N John

    2012-05-01

    To explore the reasons why long-term weight loss is seldom achieved and to evaluate the consequences of various weight trajectories, including stability, loss, and gain. Studies evaluating population weight metrics were mainly observational. Level I evidence was available to evaluate the influence of weight interventions on mortality and quality of life. Sustained weight loss is achieved by a small percentage of those intending to lose weight. Mortality is lowest in the high-normal and overweight range. The safest body-size trajectory is stable weight with optimization of physical and metabolic fitness. With weight loss there is evidence for lower mortality in those with obesity-related comorbidities. There is also evidence for improved health-related quality of life in obese individuals who lose weight. Weight loss in the healthy obese, however, is associated with increased mortality. Weight loss is advisable only for those with obesity-related comorbidities. Healthy obese people wishing to lose weight should be informed that there might be associated risks. A strategy that leads to a stable body mass index with optimized physical and metabolic fitness at any size is the safest weight intervention option.

  8. Downsides of the recycling process: harmful organic chemicals in children's toys.

    Science.gov (United States)

    Ionas, Alin C; Dirtu, Alin C; Anthonissen, Tim; Neels, Hugo; Covaci, Adrian

    2014-04-01

    Most of the materials used in consumer goods contain a number of additives which are meant to improve key properties like plasticity or flame resistance. At the end-of-life of the product, many polymeric materials are recycled and the additives they contain, such as flame retardants (FRs) and plasticizers, are transferred to the newly manufactured goods. We have investigated the occurrence and profiles of FRs, such as polybrominated diphenyl ethers (PBDEs) and phosphate FR (PFRs) and of plasticisers, such as phthalate esters, in 106 toys samples. Low levels and detection frequencies of components of the technical Penta-BDE and Deca-BDE mixtures were found, with BDE 209 being the dominant PBDE in all samples (maximum value was 0.14mg/g or 0.014%). The levels of PFRs and phthalates were up to 10,000 times higher than those of the PBDEs, with triphenyl phosphate and diethylhexyl phthalate being the major representatives of these classes. Maximum values were 1.3 and 6.9%, respectively. The detection frequencies were up to 50% for PFRs and 98% for phthalates. All but one of the toys produced after the REACH regulation went into force complied with its provisions. The samples were grouped according to relevant selection criteria to assess the risk for children of different age groups. Using models in the literature, exposure to these chemicals was tentatively assessed. It is clear that at the levels found in the investigated toys, these additives do not contribute to the intended characteristics of the materials, but in some cases may pose a health hazard to the children. Most likely, recycled materials are an important source of these additives in toys and therefore, their (re)use in products for children should be subject to stricter restrictions.

  9. Mode-of-Action Uncertainty for Dual-Mode Carcinogens: A Bounding Approach for Naphthalene-Induced Nasal Tumors in Rats Based on PBPK and 2-Stage Stochastic Cancer Risk Models

    Energy Technology Data Exchange (ETDEWEB)

    Bogen, K T

    2007-05-11

    A relatively simple, quantitative approach is proposed to address a specific, important gap in the appr approach recommended by the USEPA Guidelines for Cancer Risk Assessment to oach address uncertainty in carcinogenic mode of action of certain chemicals when risk is extrapolated from bioassay data. These Guidelines recognize that some chemical carcinogens may have a site-specific mode of action (MOA) that is dual, involving mutation in addition to cell-killing induced hyperplasia. Although genotoxicity may contribute to increased risk at all doses, the Guidelines imply that for dual MOA (DMOA) carcinogens, judgment be used to compare and assess results obtained using separate 'linear' (genotoxic) vs. 'nonlinear' (nongenotoxic) approaches to low low-level risk extrapolation. However, the Guidelines allow the latter approach to be used only when evidence is sufficient t to parameterize a biologically based model that reliably o extrapolates risk to low levels of concern. The Guidelines thus effectively prevent MOA uncertainty from being characterized and addressed when data are insufficient to parameterize such a model, but otherwise clearly support a DMOA. A bounding factor approach - similar to that used in reference dose procedures for classic toxicity endpoints - can address MOA uncertainty in a way that avoids explicit modeling of low low-dose risk as a function of administere administered or internal dose. Even when a 'nonlinear' toxicokinetic model cannot be fully validated, implications of DMOA uncertainty on low low-dose risk may be bounded with reasonable confidence when target tumor types happen to be extremely rare. This concept was i illustrated llustrated for a likely DMOA rodent carcinogen naphthalene, specifically to the issue of risk extrapolation from bioassay data on naphthalene naphthalene-induced nasal tumors in rats. Bioassay data, supplemental toxicokinetic data, and related physiologically based p

  10. The Downside Of Openness

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

    The opening of China’s financial markets may not be the key to resolving the U.S. trade deficit As an investment banker, Henry Paulson was known for his 70-odd visits to China. Thishigh frequency has been sustained since he took over the U.S. Treasur

  11. Viscosity bound versus the universal relaxation bound

    Science.gov (United States)

    Hod, Shahar

    2017-10-01

    For gauge theories with an Einstein gravity dual, the AdS/CFT correspondence predicts a universal value for the ratio of the shear viscosity to the entropy density, η / s = 1 / 4 π. The holographic calculations have motivated the formulation of the celebrated KSS conjecture, according to which all fluids conform to the lower bound η / s ≥ 1 / 4 π. The bound on η / s may be regarded as a lower bound on the relaxation properties of perturbed fluids and it has been the focus of much recent attention. In particular, it was argued that for a class of field theories with Gauss-Bonnet gravity dual, the shear viscosity to entropy density ratio, η / s, could violate the conjectured KSS bound. In the present paper we argue that the proposed violations of the KSS bound are strongly constrained by Bekenstein's generalized second law (GSL) of thermodynamics. In particular, it is shown that physical consistency of the Gauss-Bonnet theory with the GSL requires its coupling constant to be bounded by λGB ≲ 0 . 063. We further argue that the genuine physical bound on the relaxation properties of physically consistent fluids is ℑω(k > 2 πT) > πT, where ω and k are respectively the proper frequency and the wavenumber of a perturbation mode in the fluid.

  12. Functions of bounded variation

    OpenAIRE

    Lind, Martin

    2006-01-01

    The paper begins with a short survey of monotone functions. The functions of bounded variation are introduced and some basic properties of these functions are given. Finally the jump function of a function of bounded variation is defined.

  13. Upward Bound alum honored

    OpenAIRE

    Felker, Susan B.

    2005-01-01

    Robert Cobb Jr., of Greensboro, N.C., a 1986-89 participant in the Virginia Tech Upward Bound program, was recently named Virginia's TRIO Achiever for 2004. Federal TRIO programs include Upward Bound and Educational Talent Search.

  14. Single factor financial asset pricing models: an empirical test of the Capital Asset Pricing Model CAPM and the Downside Capital Asset Pricing Model D-CAPM Modelos de precificação de ativos financeiros de fator único: um teste empírico dos modelos CAPM e D-CAPM

    Directory of Open Access Journals (Sweden)

    Felipe Dias Paiva

    2005-06-01

    Full Text Available This study analyzed the Capital Asset Pricing Model CAPM as well as the Downside Capital Asset Pricing Model D-CAPM and evaluated the latter as an efficient alternative asset pricing model. The returns of 40 companies on the São Paulo Stock Exchange BOVESPA were studied between December 1996 and August 2002. To test the models the study used as variables the Interbank Deposit Certificate CDI as a risk free asset and the Index of São Paulo Stock Exchange IBOVESPA as a proxy of the market portfolio. The D-CAPM was shown to be more useful in explaining the return of the stock market than the CAPM.O objetivo deste estudo é analisar o capital asset pricing model (CAPM e o downside capital asset pricing model (D-CAPM, bem como avaliar se este último modelo é uma eficiente alternativa de modelo de precificação de ativos. Os dados da pesquisa referem-se a 40 retornos de companhias listadas na Bolsa de Valores de São Paulo, de dezembro de 1996 a agosto de 2002. O artigo utilizou, para testar os modelos, as variáveis Certificado de Depósito Interbancário (CDI, como um ativo livre de risco, e o índice da Bolsa de Valores de Sao Paulo (Ibovespa, como proxy do portfólio de mercado. Conclui-se, então, que o D-CAPM possui uma maior capacidade explicativa dos retornos dos ativos se comparado ao CAPM.

  15. Mode-of-Action Uncertainty for Dual-Mode Carcinogens:Lower Bounds for Naphthalene-Induced Nasal Tumors in Rats Implied byPBPK and 2-Stage Stochastic Cancer Risk Models

    Energy Technology Data Exchange (ETDEWEB)

    Bogen, K T

    2007-01-30

    As reflected in the 2005 USEPA Guidelines for Cancer Risk Assessment, some chemical carcinogens may have a site-specific mode of action (MOA) that is dual, involving mutation in addition to cell-killing induced hyperplasia. Although genotoxicity may contribute to increased risk at all doses, the Guidelines imply that for dual MOA (DMOA) carcinogens, judgment be used to compare and assess results obtained using separate ''linear'' (genotoxic) vs. ''nonlinear'' (nongenotoxic) approaches to low-level risk extrapolation. However, the Guidelines allow the latter approach to be used only when evidence is sufficient to parameterize a biologically based model that reliably extrapolates risk to low levels of concern. The Guidelines thus effectively prevent MOA uncertainty from being characterized and addressed when data are insufficient to parameterize such a model, but otherwise clearly support a DMOA. A bounding factor approach--similar to that used in reference dose procedures for classic toxicity endpoints--can address MOA uncertainty in a way that avoids explicit modeling of low-dose risk as a function of administered or internal dose. Even when a ''nonlinear'' toxicokinetic model cannot be fully validated, implications of DMOA uncertainty on low-dose risk may be bounded with reasonable confidence when target tumor types happen to be extremely rare. This concept was illustrated for the rodent carcinogen naphthalene. Bioassay data, supplemental toxicokinetic data, and related physiologically based pharmacokinetic and 2-stage stochastic carcinogenesis modeling results all clearly indicate that naphthalene is a DMOA carcinogen. Plausibility bounds on rat-tumor-type specific DMOA-related uncertainty were obtained using a 2-stage model adapted to reflect the empirical link between genotoxic and cytotoxic effects of the most potent identified genotoxic naphthalene metabolites, 1,2- and 1,4-naphthoquinone. Resulting

  16. Physical Uncertainty Bounds (PUB)

    Energy Technology Data Exchange (ETDEWEB)

    Vaughan, Diane Elizabeth [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Preston, Dean L. [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

    2015-03-19

    This paper introduces and motivates the need for a new methodology for determining upper bounds on the uncertainties in simulations of engineered systems due to limited fidelity in the composite continuum-level physics models needed to simulate the systems. We show that traditional uncertainty quantification methods provide, at best, a lower bound on this uncertainty. We propose to obtain bounds on the simulation uncertainties by first determining bounds on the physical quantities or processes relevant to system performance. By bounding these physics processes, as opposed to carrying out statistical analyses of the parameter sets of specific physics models or simply switching out the available physics models, one can obtain upper bounds on the uncertainties in simulated quantities of interest.

  17. Formation of "bound

    Science.gov (United States)

    Nowak, K.; Kästner, M.; Miltner, A.

    2009-04-01

    During degradation of organic pollutants in soil, metabolites, microbial biomass, CO2and "bound" residues ("non-extractable" residues in soil organic matter) are formed. Enhanced transformation of these contaminants into "bound" residues has been proposed as an alternative remediation method for polluted soils. However, this kind of residues may pose a potential risk for the environment due to their chemical structure and possible remobilization under different conditions. Therefore particular attention is given actually to "bound" residues. Part of these non-extractable residues may be "biogenic," because microorganisms use the carbon from the pollutant to form their biomass components (fatty acids, amino acids, amino sugars), which subsequently may be incorporated into soil organic matter. Furthermore, the CO2 originating from mineralization of xenobiotics, can be re-assimilated by microorganisms and also incorporated into "biogenic residue". The hazard posed by "bound" residues may be overestimated because they are "biogenic" (contain microbial fatty acids and amino acids). The knowledge about the pathways of "biogenic residue" formation is necessary for a proper assessment of the fate of tested pollutants and their turnover in the soil environment. Moreover, these data are needed to establish the realistic degradation rates of the contaminants in soil. The main objectives of this study are: to quantify the extent of "biogenic residue" (fatty acids, amino acids, amino sugars) formation during the degradation of a model pollutant (2,4-dichlorophenoxyacetic acid = 2,4-D) and during CO2 assimilation by microorganisms and to evaluate which components are mainly incorporated into "bound" residues. To investigate the extent of "biogenic residue" formation in soil during the degradation of 2,4-D, experiments with either 14C-U-ring and 13C6-2,4-D or carboxyl-14C 2,4-D were performed. The incubation experiments were performed according to OECD test guideline 307, in the

  18. Assessing the inhalation cancer risk of particulate matter bound polycyclic aromatic hydrocarbons (PAHs) for the elderly in a retirement community of a mega city in North China.

    Science.gov (United States)

    Han, Bin; Liu, Yating; You, Yan; Xu, Jia; Zhou, Jian; Zhang, Jiefeng; Niu, Can; Zhang, Nan; He, Fei; Ding, Xiao; Bai, Zhipeng

    2016-10-01

    Assessment of the health risks resulting from exposure to ambient polycyclic aromatic hydrocarbons (PAHs) is limited by the lack of environmental exposure data among different subpopulations. To assess the exposure cancer risk of particulate carcinogenic polycyclic aromatic hydrocarbon pollution for the elderly, this study conducted a personal exposure measurement campaign for particulate PAHs in a community of Tianjin, a city in northern China. Personal exposure samples were collected from the elderly in non-heating (August-September, 2009) and heating periods (November-December, 2009), and 12 PAHs individuals were analyzed for risk estimation. Questionnaire and time-activity log were also recorded for each person. The probabilistic risk assessment model was integrated with Toxic Equivalent Factors (TEFs). Considering that the estimation of the applied dose for a given air pollutant is dependent on the inhalation rate, the inhalation rate from both EPA exposure factor book was applied to calculate the carcinogenic risk in this study. Monte Carlo simulation was used as a probabilistic risk assessment model, and risk simulation results indicated that the inhalation-ILCR values for both male and female subjects followed a lognormal distribution with a mean of 4.81 × 10(-6) and 4.57 × 10(-6), respectively. Furthermore, the 95 % probability lung cancer risks were greater than the USEPA acceptable level of 10(-6) for both men and women through the inhalation route, revealing that exposure to PAHs posed an unacceptable potential cancer risk for the elderly in this study. As a result, some measures should be taken to reduce PAHs pollution and the exposure level to decrease the cancer risk for the general population, especially for the elderly.

  19. Dependence Uncertainty Bounds for the Expectile of a Portfolio

    Directory of Open Access Journals (Sweden)

    Edgars Jakobsons

    2015-12-01

    Full Text Available We study upper and lower bounds on the expectile risk measure of risky portfolios when the joint distribution of the risky components is not fully specified. First, we summarize methods for obtaining bounds when only the marginal distributions of the components are known, but not their interdependence (unconstrained bounds. In particular, we provide the best-possible upper bound and the best-possible lower bound (under some conditions, as well as numerical procedures to compute them. We also derive simple analytic bounds that appear adequate in various situations of interest. Second, we study bounds when some information on interdependence is available (constrained bounds. When the variance of the portfolio is known, a simple-to-compute upper bound is provided, and we illustrate that it may significantly improve the unconstrained upper bound. We also show that the unconstrained lower bound cannot be readily improved using variance information. Next, we derive improved bounds when the bivariate distributions of each of the risky components and a risk factor are known. When the factor induces a positive dependence among the components, it is typically possible to improve the unconstrained lower bound. Finally, the unconstrained dependence uncertainty spreads of expected shortfall, value-at-risk and the expectile are compared.

  20. Graviton Mass Bounds

    CERN Document Server

    de Rham, Claudia; Tolley, Andrew J; Zhou, Shuang-Yong

    2016-01-01

    Recently, aLIGO has announced the first direct detections of gravitational waves, a direct manifestation of the propagating degrees of freedom of gravity. The detected signals GW150914 and GW151226 have been used to examine the basic properties of these gravitational degrees of freedom, particularly setting an upper bound on their mass. It is timely to review what the mass of these gravitational degrees of freedom means from the theoretical point of view, particularly taking into account the recent developments in constructing consistent massive gravity theories. Apart from the GW150914 mass bound, a few other observational bounds have been established from the effects of the Yukawa potential, modified dispersion relation and fifth force that are all induced when the fundamental gravitational degrees of freedom are massive. We review these different mass bounds and examine how they stand in the wake of recent theoretical developments and how they compare to the bound from GW150914.

  1. Bounding species distribution models

    Directory of Open Access Journals (Sweden)

    Thomas J. STOHLGREN, Catherine S. JARNEVICH, Wayne E. ESAIAS,Jeffrey T. MORISETTE

    2011-10-01

    Full Text Available Species distribution models are increasing in popularity for mapping suitable habitat for species of management concern. Many investigators now recognize that extrapolations of these models with geographic information systems (GIS might be sensitive to the environmental bounds of the data used in their development, yet there is no recommended best practice for “clamping” model extrapolations. We relied on two commonly used modeling approaches: classification and regression tree (CART and maximum entropy (Maxent models, and we tested a simple alteration of the model extrapolations, bounding extrapolations to the maximum and minimum values of primary environmental predictors, to provide a more realistic map of suitable habitat of hybridized Africanized honey bees in the southwestern United States. Findings suggest that multiple models of bounding, and the most conservative bounding of species distribution models, like those presented here, should probably replace the unbounded or loosely bounded techniques currently used [Current Zoology 57 (5: 642–647, 2011].

  2. Bounding Species Distribution Models

    Science.gov (United States)

    Stohlgren, Thomas J.; Jarnevich, Cahterine S.; Morisette, Jeffrey T.; Esaias, Wayne E.

    2011-01-01

    Species distribution models are increasing in popularity for mapping suitable habitat for species of management concern. Many investigators now recognize that extrapolations of these models with geographic information systems (GIS) might be sensitive to the environmental bounds of the data used in their development, yet there is no recommended best practice for "clamping" model extrapolations. We relied on two commonly used modeling approaches: classification and regression tree (CART) and maximum entropy (Maxent) models, and we tested a simple alteration of the model extrapolations, bounding extrapolations to the maximum and minimum values of primary environmental predictors, to provide a more realistic map of suitable habitat of hybridized Africanized honey bees in the southwestern United States. Findings suggest that multiple models of bounding, and the most conservative bounding of species distribution models, like those presented here, should probably replace the unbounded or loosely bounded techniques currently used [Current Zoology 57 (5): 642-647, 2011].

  3. [Adverse drug reaction - Definitions, risk factors and pharmacovigilance].

    Science.gov (United States)

    Krähenbühl, Stephan

    2015-12-01

    Adverse drug reactions (ADR} are the downside of active pharmacotherapies and can only partially be avoided. Risk factors have been identified for certain ADR which should be taken into account for the choice and dosing of critical drugs. Medical staff have a legal obligation to report severe ADR and ADR caused by newly licensed drugs. Such reports are important for monitoring the safety of drugs that are on the market.

  4. Multicolor Bound Soliton Molecule

    CERN Document Server

    Luo, Rui; Lin, Qiang

    2015-01-01

    We show a new class of bound soliton molecule that exists in a parametrically driven nonlinear optical cavity with appropriate dispersion characteristics. The composed solitons exhibit distinctive colors but coincide in time and share a common phase, bound together via strong inter-soliton four-wave mixing and Cherenkov radiation. The multicolor bound soliton molecule shows intriguing spectral locking characteristics and remarkable capability of spectrum management to tailor soliton frequencies, which may open up a great avenue towards versatile generation and manipulation of multi-octave spanning phase-locked Kerr frequency combs, with great potential for applications in frequency metrology, optical frequency synthesis, and spectroscopy.

  5. Generalization error bounds for stationary autoregressive models

    CERN Document Server

    McDonald, Daniel J; Schervish, Mark

    2011-01-01

    We derive generalization error bounds for stationary univariate autoregressive (AR) models. We show that the stationarity assumption alone lets us treat the estimation of AR models as a regularized kernel regression without the need to further regularize the model arbitrarily. We thereby bound the Rademacher complexity of AR models and apply existing Rademacher complexity results to characterize the predictive risk of AR models. We demonstrate our methods by predicting interest rate movements.

  6. Potential Benefits and Downsides of External Healthcare Performance Evaluation Systems: Real-Life Perspectives on Iranian Hospital Evaluation and Accreditation Program

    Directory of Open Access Journals (Sweden)

    Ebrahim Jaafaripooyan

    2014-09-01

    Full Text Available Background Performance evaluation is essential to quality improvement in healthcare. The current study has identified the potential pros and cons of external healthcare evaluation programs, utilizing them subsequently to look into the merits of a similar case in a developing country. Methods A mixed method study employing both qualitative and quantitative data collection and analysis techniques was adopted to achieve the study end. Subject Matter Experts (SMEs and professionals were approached for two-stage process of data collection. Results Potential advantages included greater attractiveness of high accreditation rank healthcare organizations to their customers/purchasers and boosted morale of their personnel. Downsides, as such, comprised the programs’ over-reliance on value judgment of surveyors, routinization and incurring undue cost on the organizations. In addition, the improved, standardized care processes as well as the judgmental nature of program survey were associated, as pros and cons, to the program investigated by the professionals. Conclusion Besides rendering a tentative assessment of Iranian hospital evaluation program, the study provides those running external performance evaluations with a lens to scrutinize the virtues of their own evaluation systems through identifying the potential advantages and drawbacks of such programs. Moreover, the approach followed could be utilized for performance assessment of similar evaluation programs.

  7. Collagen fleece-bound fibrin sealant is not associated with an increased risk of thromboembolic events or major bleeding after its use for haemostasis in surgery: a prospective multicentre surveillance study

    DEFF Research Database (Denmark)

    Birth, Mathias; Figueras, Joan; Bernardini, Stéphane

    2009-01-01

    ), major bleeding (any bleeding that required intervention), and immunological events (hypersensitivity including anaphylaxis) that occurred during surgery, post-operative hospital stay or 6 months of follow-up were reported as adverse events. The primary endpoint was the proportion of patients....... CONCLUSION: Collagen fleece-bound fibrin sealant does not appear to be associated with an increased risk of TEEs, major bleeding or immunological events in patients undergoing surgery. TRIAL REGISTRATION: Clinicaltrials.gov number: NCT00285623.......ABSTRACT: BACKGROUND: Topical haemostatic agents are used to help achieve haemostasis during surgery when standard surgical techniques are insufficient. The objective of this study was to confirm the safety profile of an equine collagen patch coated with human fibrinogen and human thrombin...

  8. Risk Measurement of Equity Markets and Private Investor Behaviour

    Directory of Open Access Journals (Sweden)

    Stanislav Škapa

    2013-11-01

    Full Text Available Purpose of this article: The aim of this paper is to evaluate and determine risk profile of equities markets and conclude consequency for private investor portfolios. There is summarized broad issue of risk measuremen with a focuse on downside risk measurement principle and giving into context with expected utility theory and loss aversion theory. Methodology/methods: The suitable statistical methods (mainly robust statistical methods have been used for estimation of selected characteristics and ratios. There is used a computer intensive method (a bootstrap method for estimating risk characteristics for equity markets, indicators and ratios. Scientific aim: The main scientific aim is to use a complex of more sophisticated and theoretically advanced statistical techniques and apply them on on the finding of the expected utility theory and the loss aversion theory. Findings: A main finding should be reckon a using of results of loss aversion theory applied into empirical evidence of risk profile of equity markets which led to the finding that more reliable and more suitable evaluation of risk of equity markets is downside risk and Sortino ratio from the perpective of private investor. Conclusion: Using downside risk measurement is revealing as it lays bare the “true” risk of investing in stock markets mainly for risk averse private investors. A bootstrap method with down side risk metric can evaluate risk in more appropriate way, and it is also more suitable if statistical characteristics do not fulfil a normal distribution assumption (mostly because of fat tails or outliers. And lastly in general, investors in emerging market (e.g. Visegrad´s countries are rewarded with higher return, but if things go wrong, the damage can be severe and detrimental to performance.

  9. Attributing risk burden of PM2.5-bound polycyclic aromatic hydrocarbons to major emission sources: Case study in Guangzhou, south China

    Science.gov (United States)

    Yu, Qingqing; Gao, Bo; Li, Guanghui; Zhang, Yanli; He, Quanfu; Deng, Wei; Huang, Zhonghui; Ding, Xiang; Hu, Qihou; Huang, Zuzhao; Wang, Yujun; Bi, Xinhui; Wang, Xinming

    2016-10-01

    Polycyclic aromatic hydrocarbons (PAHs) have attracted an increasing concern in China's megacities. However, rare information is available on the spatial and seasonal variations of inhalation cancer risk (ICR) due to PAH exposure and their relations to specific sources. In this study, year-round PM2.5 samples were collected from 2013 to 2014 by high-volume samplers at four sites (one urban, two rural and one roadside station) in Guangzhou in the highly industrialized and densely populated Pearl River Delta (PRD) region and analyzed for 26 polycyclic aromatic hydrocarbons (PAHs) together with molecular tracers including levoglucosan, hopanes and elemental carbon. Higher molecular weight PAHs (5-ring or above) accounted for 64.3-87.5% of total PAHs. Estimated annual averages of benzo(a)pyrene-equivalent carcinogenic potency (BaPeq) were 1.37, 2.31 and 1.56 ng/m3 at urban SZ, rural JL and rural WQS, respectively, much higher than that at the roadside station YJ in an urban street canyon. ICR of PAHs in wintertime reached 2.2 × 10-4, nearly 3 times that in summer; and cancer risk of PAHs was surprisingly higher at the rural site than at other sites. Source contributions by positive matrix factorization (PMF) in the aid of molecular tracers revealed that overall coal combustion and biomass burning altogether contributed 73.8% of total PAHs and 85.2% of BaPeq, and particularly in winter biomass burning became the most significant source of total PAHs and BaPeq (51.8% and 52.5%), followed by coal combustion (32.0% and 39.1%) and vehicle emission (16.2% and 8.4%). The findings of this work suggest that even in China's megacities like Guangzhou, limiting biomass burning may benefit PAHs pollution control and cancer risk reduction.

  10. Lectures on Bound states

    CERN Document Server

    Hoyer, Paul

    2016-01-01

    Even a first approximation of bound states requires contributions of all powers in the coupling. This means that the concept of "lowest order bound state" needs to be defined. In these lectures I discuss the "Born" (no loop, lowest order in $\\hbar$) approximation. Born level states are bound by gauge fields which satisfy the classical field equations. As a check of the method, Positronium states of any momentum are determined as eigenstates of the QED Hamiltonian, quantized at equal time. Analogously, states bound by a strong external field $A^\\mu(\\xv)$ are found as eigenstates of the Dirac Hamiltonian. Their Fock states have dynamically created $e^+e^-$ pairs, whose distribution is determined by the Dirac wave function. The linear potential of $D=1+1$ dimensions confines electrons but repels positrons. As a result, the mass spectrum is continuous and the wave functions have features of both bound states and plane waves. The classical solutions of Gauss' law are explored for hadrons in QCD. A non-vanishing bo...

  11. Bounding species distribution models

    Institute of Scientific and Technical Information of China (English)

    Thomas J. STOHLGREN; Catherine S. JARNEVICH; Wayne E. ESAIAS; Jeffrey T. MORISETTE

    2011-01-01

    Species distribution models are increasing in popularity for mapping suitable habitat for species of management concern.Many investigators now recognize that extrapolations of these models with geographic information systems (GIS) might be sensitive to the environmental bounds of the data used in their development,yet there is no recommended best practice for “clamping” model extrapolations.We relied on two commonly used modeling approaches:classification and regression tree (CART) and maximum entropy (Maxent) models,and we tested a simple alteration of the model extrapolations,bounding extrapolations to the maximum and minimum values of primary environmental predictors,to provide a more realistic map of suitable habitat of hybridized Africanized honey bees in the southwestern United States.Findings suggest that multiple models of bounding,and the most conservative bounding of species distribution models,like those presented here,should probably replace the unbounded or loosely bounded techniques currently used [Current Zoology 57 (5):642-647,2011].

  12. 基于有限理性的企业家战略决策风险行为研究%Research on Risk Behavior for the Strategic Decision-making of Entrepreneur Based on Bounded Rationality

    Institute of Scientific and Technical Information of China (English)

    任静; 刘升福

    2014-01-01

    企业家认知的有限性决定了企业家在有限理性的状态下进行战略决策。基于行为经济学和决策行为理论,研究有限理性下企业家战略决策风险行为及其影响因素。通过建立模型和实证研究来探讨企业家战略决策风险行为及其影响因素对战略决策风险行为的影响,从而为企业家战略决策风险行为管理提供依据。%The limitation of Entrepreneurs′cognition decides that entrepreneurs make strategic decisions under the limited rational state.The paper,based on the theory of behavioral economics and the decision-making behavior,studies the entrepreneur strategic decision deviation behavior based on bounded rationality and its influencing factors.Through the questionnaire,interviews and the empirical research,the paper explores the various influencing factors of entrepreneur strategic decision-making risk behavior influence on strategic decision-making risk behaviors,so as to provide the basis for entrepreneurs strategic decision-making risk behavior management.

  13. Bounded Computational Capacity Equilibrium

    CERN Document Server

    Hernandez, Penelope

    2010-01-01

    We study repeated games played by players with bounded computational power, where, in contrast to Abreu and Rubisntein (1988), the memory is costly. We prove a folk theorem: the limit set of equilibrium payoffs in mixed strategies, as the cost of memory goes to 0, includes the set of feasible and individually rational payoffs. This result stands in sharp contrast to Abreu and Rubisntein (1988), who proved that when memory is free, the set of equilibrium payoffs in repeated games played by players with bounded computational power is a strict subset of the set of feasible and individually rational payoffs. Our result emphasizes the role of memory cost and of mixing when players have bounded computational power.

  14. On Bounded Weight Codes

    CERN Document Server

    Bachoc, Christine; Cohen, Gerard; Sole, Patrick; Tchamkerten, Aslan

    2010-01-01

    The maximum size of a binary code is studied as a function of its length N, minimum distance D, and minimum codeword weight W. This function B(N,D,W) is first characterized in terms of its exponential growth rate in the limit as N tends to infinity for fixed d=D/N and w=W/N. The exponential growth rate of B(N,D,W) is shown to be equal to the exponential growth rate of A(N,D) for w <= 1/2, and equal to the exponential growth rate of A(N,D,W) for 1/2< w <= 1. Second, analytic and numerical upper bounds on B(N,D,W) are derived using the semidefinite programming (SDP) method. These bounds yield a non-asymptotic improvement of the second Johnson bound and are tight for certain values of the parameters.

  15. Vulnerable Derivatives and Good Deal Bounds

    DEFF Research Database (Denmark)

    Murgoci, Agatha

    2013-01-01

    can be obtained. We provide a link between the objective probability measure and the range of potential risk-neutral measures, which has an intuitive economic meaning. We also provide tight pricing bounds for European calls and show how to extend the call formula to pricing other financial products......We price vulnerable derivatives – i.e. derivatives where the counterparty may default. These are basically the derivatives traded on the over-the-counter (OTC) markets. Default is modelled in a structural framework. The technique employed for pricing is good deal bounds (GDBs). The method imposes...... a new restriction in the arbitrage free model by setting upper bounds on the Sharpe ratios (SRs) of the assets. The potential prices that are eliminated represent unreasonably good deals. The constraint on the SR translates into a constraint on the stochastic discount factor. Thus, tight pricing bounds...

  16. Bounding Noncommutative QCD

    CERN Document Server

    Carlson, C E; Lebed, R F; Carlson, Carl E.; Carone, Christopher D.; Lebed, Richard F.

    2001-01-01

    Jurco, Moller, Schraml, Schupp, and Wess have shown how to construct noncommutative SU(N) gauge theories from a consistency relation. Within this framework, we present the Feynman rules for noncommutative QCD and compute explicitly the most dangerous Lorentz-violating operator generated through radiative corrections. We find that interesting effects appear at the one-loop level, in contrast to conventional noncommutative U(N) gauge theories, leading to a stringent bound. Our results are consistent with others appearing recently in the literature that suggest collider limits are not competitive with low-energy tests of Lorentz violation for bounding the scale of spacetime noncommutativity.

  17. PM 10-bound polycyclic aromatic hydrocarbons: Concentrations, source characterization and estimating their risk in urban, suburban and rural areas in Kandy, Sri Lanka

    Science.gov (United States)

    Wickramasinghe, A. P.; Karunaratne, D. G. G. P.; Sivakanesan, R.

    2011-05-01

    Kandy, a world heritage city, is a rapidly urbanized area in Sri Lanka, with a high population density of ˜6000 hab km -2. As it is centrally located in a small valley of 26 km 2 surrounded by high mountains, emissions from the daily flow of >100,000 vehicles, most are old and poorly maintained, get stagnant over the study area with an increased emphasis on the associated health impacts. Particulate matter (PM) and polycyclic aromatic hydrocarbons (PAHs) are considered to be major pollutants in vehicular emissions; while PAHs account for the majority of mutagenic potency of PM. The purpose of the current study is to determine the 8 h average concentrations of ambient PM 10 PAHs at twenty sites distributed in the urban, suburban and rural Kandy. Samples on glass micro fibre filters were collected with a high volume air sampler from July/2008 to March/2009, prepared through standard procedures and analyzed for PAHs by high performance liquid chromatography with ultraviolet visible detection. Further, the type and strength of possible anthropogenic emission sources that cause major perturbations to the atmosphere were assessed by traffic volume (24 h) counts and firewood mass burnt/d at each sampling site, with the subsequent societal impact through quantitative cancer risk assessment. The results can serve as a base set to assess the PAH sources, pollution levels and human exposure. Mean total concentrations of 16 prioritized PAHs (∑PAHs) ranged from 57.43 to 1246.12 ng m -3 with 695.94 ng m -3 in urban heavy traffic locations (U/HT), 105.55 ng m -3 in urban light traffic locations, 337.45 ng m -3 in suburban heavy traffic stations, 154.36 ng m -3 in suburban light traffic stations, 192.48 ng m -3 in rural high firewood burning area and 100.31 ng m -3 in rural low firewood burning area. The mean PM 10 concentration was 129 μg m -3 (55-221 μg m -3); which is beyond the WHO air quality standards. Polycyclic aromatic hydrocarbon signature and the spatial variation

  18. Bounded variation and around

    CERN Document Server

    Appell, Jürgen; Merentes Díaz, Nelson José

    2013-01-01

    This monographis a self-contained exposition of the definition and properties of functionsof bounded variation and their various generalizations; the analytical properties of nonlinear composition operators in spaces of such functions; applications to Fourier analysis, nonlinear integral equations, and boundary value problems. The book is written for non-specialists. Every chapter closes with a list of exercises and open problems.

  19. The DMM Bound

    DEFF Research Database (Denmark)

    Emiris, Ioannis Z.; Mourrain, Bernard; Tsigaridas, Elias

    2010-01-01

    of variables. One application is to the bitsize of the eigenvalues and eigenvectors of an integer matrix, which also yields a new proof that the problem is polynomial. We also compare against recent lower bounds on the absolute value of the root coordinates by Brownawell and Yap [5], obtained under...

  20. Upper and lower bounds for stop-loss premiums in the discrete time risk process%一类离散时间风险过程停止损失保费的上下界估计

    Institute of Scientific and Technical Information of China (English)

    包振华; 梁媛; 赵洁

    2014-01-01

    Reinsurance is a prime activity of almost all insurers ,w hen faced with excessively large claims ,the insurance company may depend on the reinsurance to deal with risk diversification and sta-ble operation .Stop-loss reinsurance is an important form of reinsurance w hich is determined by the retention level and the reinsured amount is equal to the excess of the retention level .In this paper we derive three different kinds of upper and lower bounds for the stop-loss premiums in a discrete time renewal risk process .Numerical examples are also given .%再保险对于所有的保险人而言都是极为重要的,当面临巨额索赔时,保险公司需要通过再保险进行分散风险、稳定经营。停止损失再保险是一种重要的再保险形式,它承保损失超出指定免赔额的超额部分。针对一类离散时间更新风险过程,给出了停止损失保费的3种不同形式的上下界估计,并通过实例做了数值分析。

  1. On Entropy Bounds and Holography

    CERN Document Server

    Halyo, Edi

    2009-01-01

    We show that the holographic entropy bound for gravitational systems and the Bekenstein entropy bound for nongravitational systems are holographically related. Using the AdS/CFT correspondence, we find that the Bekenstein bound on the boundary is obtained from the holographic bound in the bulk by minimizing the boundary energy with respect the AdS radius or the cosmological constant. This relation may also ameliorate some problems associated with the Bekenstein bound.

  2. Source apportionment and risk assessment of PM1 bound trace metals collected during foggy and non-foggy episodes at a representative site in the Indo-Gangetic plain.

    Science.gov (United States)

    Singh, Dharmendra Kumar; Gupta, Tarun

    2016-04-15

    The concentration, spatial distribution and source of 13-PM1 bound trace metals (Fe, Cu, Mn, Cr, Zn, Cd, Ni, K, Mg, Na, Ca, Pb and V) and adverse health effects of 5-PM1 bound trace metals (Mn, Zn, Ni, Cr and Cd) collected during foggy and non-foggy episodes are presented. Twenty-four samples from each period (foggy and non-foggy episodes) were collected from Kanpur, a typical densely populated city and the most polluted representative site in the Indo-Gangetic plain of India, and were analyzed for carcinogenic (Ni, Cr and Cd) and non-carcinogenic metals (Mn and Zn). The average mass concentration of PM1 during foggy and non-foggy episodes was found to be 160.16±37.70 and 132.87±27.97μg/m(3). Source identification via principle component analysis suggested that vehicular emission and anthropogenic, industrial and crustal dust were the dominant sources in this region. During both episodes the decreasing order of hazard quotient (Hq) for adult and children was as Mn>Cr>Cd>Ni>Zn. In a non-foggy episode the hazardous index (Hi) values of these 5 trace metals were found to be ~3.5 times higher than a foggy episode's exposed population, respectively. In a foggy episode, due to the exposure to total carcinogenic trace metals (Ni, Cr and Cd) present in the ambient air, 95% probability total incremental lifetime cancer risks (TIlcR) were ~687 cancer cases and ~402 cancer cases per million in the adult population and children population respectively. These cancer cases were ~1.6 times higher than a non-foggy episode's exposed population. Copyright © 2016 Elsevier B.V. All rights reserved.

  3. Collagen fleece-bound fibrin sealant is not associated with an increased risk of thromboembolic events or major bleeding after its use for haemostasis in surgery: a prospective multicentre surveillance study

    Directory of Open Access Journals (Sweden)

    Günther Klaus

    2009-06-01

    Full Text Available Abstract Background Topical haemostatic agents are used to help achieve haemostasis during surgery when standard surgical techniques are insufficient. The objective of this study was to confirm the safety profile of an equine collagen patch coated with human fibrinogen and human thrombin with particular focus on the occurrence of thromboembolic events (TEEs, major bleeding and immunological events. Methods This was a non-interventional, multicentre, prospective, surveillance study in which a collagen fleece-bound fibrin sealant was prescribed in accordance with its marketing authorisation. The decision to use the sealant was based solely on current surgical practice. All patients that received the sealant and provided informed consent were included. TEEs (any coagula-based occlusion in a vessel or the heart identified by symptomatic clinical signs and/or verified by paraclinical examination, major bleeding (any bleeding that required intervention, and immunological events (hypersensitivity including anaphylaxis that occurred during surgery, post-operative hospital stay or 6 months of follow-up were reported as adverse events. The primary endpoint was the proportion of patients experiencing a confirmed TEE. Results A total of 3098 patients were recruited at 227 centres in 12 European countries. The most frequent types of surgery were hepatic (33%, gastrointestinal (16% and urological (14% and the main indication for surgery was for primary (35% or secondary (20% malignancy. Forty-six patients (1.5%, 95% CI 1.1–2.0% had at least one TEE during the study. The most commonly reported TEEs were pulmonary embolism or post-procedural pulmonary embolism (n = 18 and deep vein thrombosis (n = 9. There were 64 major bleedings in 62 patients and 9 immunological events in 8 patients. Conclusion Collagen fleece-bound fibrin sealant does not appear to be associated with an increased risk of TEEs, major bleeding or immunological events in patients undergoing

  4. Upper Bounds for Ruin Probability with Stochastic Investment Return

    Institute of Scientific and Technical Information of China (English)

    ZHANG Lihong

    2005-01-01

    Risk models with stochastic investment return are widely held in practice, as well as in more challenging research fields. Risk theory is mainly concerned with ruin probability, and a tight bound for ruin probability is the best for practical use. This paper presents a discrete time risk model with stochastic investment return. Conditional expectation properties and martingale inequalities are used to obtain both exponential and non-exponential upper bounds for the ruin probability.

  5. Bounded Satisfiability for PCTL

    CERN Document Server

    Bertrand, Nathalie; Schewe, Sven

    2012-01-01

    While model checking PCTL for Markov chains is decidable in polynomial-time, the decidability of PCTL satisfiability, as well as its finite model property, are long standing open problems. While general satisfiability is an intriguing challenge from a purely theoretical point of view, we argue that general solutions would not be of interest to practitioners: such solutions could be too big to be implementable or even infinite. Inspired by bounded synthesis techniques, we turn to the more applied problem of seeking models of a bounded size: we restrict our search to implementable -- and therefore reasonably simple -- models. We propose a procedure to decide whether or not a given PCTL formula has an implementable model by reducing it to an SMT problem. We have implemented our techniques and found that they can be applied to the practical problem of sanity checking -- a procedure that allows a system designer to check whether their formula has an unexpectedly small model.

  6. Reaching Fleming's dicrimination bound

    CERN Document Server

    Gruebl, Gebhard

    2012-01-01

    Any rule for identifying a quantum system's state within a set of two non-orthogonal pure states by a single measurement is flawed. It has a non-zero probability of either yielding the wrong result or leaving the query undecided. This also holds if the measurement of an observable $A$ is repeated on a finite sample of $n$ state copies. We formulate a state identification rule for such a sample. This rule's probability of giving the wrong result turns out to be bounded from above by $1/n\\delta_{A}^{2}$ with $\\delta_{A}=|_{1}-_{2}|/(\\Delta_{1}A+\\Delta_{2}A).$ A larger $\\delta_{A}$ results in a smaller upper bound. Yet, according to Fleming, $\\delta_{A}$ cannot exceed $\\tan\\theta$ with $\\theta\\in(0,\\pi/2) $ being the angle between the pure states under consideration. We demonstrate that there exist observables $A$ which reach the bound $\\tan\\theta$ and we determine all of them.

  7. BOUNDING PYRAMIDS AND BOUNDING CONES FOR TRIANGULAR BEZIER SURFACES

    Institute of Scientific and Technical Information of China (English)

    Jian-song Deng; Fa-lai Chen; Li-li Wang

    2000-01-01

    This paper describes practical approaches on how to construct bounding pyramids and bounding cones for triangular Bézier surfaces. Examples are provided to illustrate the process of construction and comparison is made between various surface bounding volumes. Furthermore, as a starting point for the construction,we provide a way to compute hodographs of triangular Bézier surfaces and improve the algorithm for computing the bounding cone of a set of vectors.

  8. Critical SQG in bounded domains

    OpenAIRE

    Constantin, Peter; Ignatova, Mihaela

    2016-01-01

    We consider the critical dissipative SQG equation in bounded domains, with the square root of the Dirichlet Laplacian dissipation. We prove global a priori interior $C^{\\alpha}$ and Lipschitz bounds for large data.

  9. A bound on chaos

    Energy Technology Data Exchange (ETDEWEB)

    Maldacena, Juan [School of Natural Sciences, Institute for Advanced Study,1 Einstein Drive, Princeton, NJ (United States); Shenker, Stephen H. [Stanford Institute for Theoretical Physics and Department of Physics, Stanford University,382 Via Pueblo Mall, Stanford, CA (United States); Stanford, Douglas [School of Natural Sciences, Institute for Advanced Study,1 Einstein Drive, Princeton, NJ (United States)

    2016-08-17

    We conjecture a sharp bound on the rate of growth of chaos in thermal quantum systems with a large number of degrees of freedom. Chaos can be diagnosed using an out-of-time-order correlation function closely related to the commutator of operators separated in time. We conjecture that the influence of chaos on this correlator can develop no faster than exponentially, with Lyapunov exponent λ{sub L}≤2πk{sub B}T/ℏ. We give a precise mathematical argument, based on plausible physical assumptions, establishing this conjecture.

  10. Regularity of Bound States

    DEFF Research Database (Denmark)

    Faupin, Jeremy; Møller, Jacob Schach; Skibsted, Erik

    2011-01-01

    We study regularity of bound states pertaining to embedded eigenvalues of a self-adjoint operator H, with respect to an auxiliary operator A that is conjugate to H in the sense of Mourre. We work within the framework of singular Mourre theory which enables us to deal with confined massless Pauli–......–Fierz models, our primary example, and many-body AC-Stark Hamiltonians. In the simpler context of regular Mourre theory, our results boil down to an improvement of results obtained recently in [8, 9]....

  11. A bound on chaos

    CERN Document Server

    Maldacena, Juan; Stanford, Douglas

    2015-01-01

    We conjecture a sharp bound on the rate of growth of chaos in thermal quantum systems with a large number of degrees of freedom. Chaos can be diagnosed using an out-of-time-order correlation function closely related to the commutator of operators separated in time. We conjecture that the influence of chaos on this correlator can develop no faster than exponentially, with Lyapunov exponent $\\lambda_L \\le 2 \\pi k_B T/\\hbar$. We give a precise mathematical argument, based on plausible physical assumptions, establishing this conjecture.

  12. Delay Bounds for Multiclass FIFO

    OpenAIRE

    Jiang, Yuming; Misra, Vishal

    2016-01-01

    FIFO is perhaps the simplest scheduling discipline. For single-class FIFO, its delay guarantee performance has been extensively studied: The well-known results include a stochastic delay bound for $GI/GI/1$ by Kingman and a deterministic delay bound for $D/D/1$ by Cruz. However, for multiclass FIFO, few such results are available. To fill the gap, we prove delay bounds for multiclass FIFO in this work, considering both deterministic and stochastic cases. Specifically, delay bounds are present...

  13. Bounded Fixed-Point Iteration

    DEFF Research Database (Denmark)

    Nielson, Hanne Riis; Nielson, Flemming

    1992-01-01

    they obtain a quadratic bound. These bounds are shown to be tight. Specializing the case of strict and additive functions to functionals of a form that would correspond to iterative programs they show that a linear bound is tight. This is related to several analyses studied in the literature (including...

  14. Error bounds for set inclusions

    Institute of Scientific and Technical Information of China (English)

    ZHENG; Xiyin(郑喜印)

    2003-01-01

    A variant of Robinson-Ursescu Theorem is given in normed spaces. Several error bound theorems for convex inclusions are proved and in particular a positive answer to Li and Singer's conjecture is given under weaker assumption than the assumption required in their conjecture. Perturbation error bounds are also studied. As applications, we study error bounds for convex inequality systems.

  15. Multifunctions of bounded variation

    Science.gov (United States)

    Vinter, R. B.

    2016-02-01

    Consider control systems described by a differential equation with a control term or, more generally, by a differential inclusion with velocity set F (t , x). Certain properties of state trajectories can be derived when it is assumed that F (t , x) is merely measurable w.r.t. the time variable t. But sometimes a refined analysis requires the imposition of stronger hypotheses regarding the time dependence. Stronger forms of necessary conditions for minimizing state trajectories can be derived, for example, when F (t , x) is Lipschitz continuous w.r.t. time. It has recently become apparent that significant addition properties of state trajectories can still be derived, when the Lipschitz continuity hypothesis is replaced by the weaker requirement that F (t , x) has bounded variation w.r.t. time. This paper introduces a new concept of multifunctions F (t , x) that have bounded variation w.r.t. time near a given state trajectory, of special relevance to control. We provide an application to sensitivity analysis.

  16. The Risk Implications of Multinational Enterprise

    DEFF Research Database (Denmark)

    Andersen, Torben Juul

    2011-01-01

    Purpose – Multinational structure has been linked to operational flexibilities that can improve corporate adaptability and a knowledge-based view suggests that multinational resource diversity can facilitate responsive opportunities. The enhanced maneuverability from this can reduce earnings...... regressions on archival data to control for pre-selection biases. Findings – The analyses indicate that multinationality is associated with lower downside risk as well as higher upside potential and leads to reduced performance risk. The study finds no trace of diminishing effects from higher degrees...... debate about the risk effects of a multinational corporate structure and confirms that a diverse multinational presence is associated with positive risk outcomes. Originality/value – The paper complements a limited number of studies with equivocal results and adopts alternative risk outcome measures...

  17. Bounding approaches to system identification

    CERN Document Server

    Norton, John; Piet-Lahanier, Hélène; Walter, Éric

    1996-01-01

    In response to the growing interest in bounding error approaches, the editors of this volume offer the first collection of papers to describe advances in techniques and applications of bounding of the parameters, or state variables, of uncertain dynamical systems. Contributors explore the application of the bounding approach as an alternative to the probabilistic analysis of such systems, relating its importance to robust control-system design.

  18. On functions of bounded variation

    OpenAIRE

    Aistleitner, Christoph; Pausinger, Florian; Svane, Anne Marie; Tichy, Robert F.

    2015-01-01

    The recently introduced concept of $\\mathcal{D}$-variation unifies previous concepts of variation of multivariate functions. In this paper, we give an affirmative answer to the open question from Pausinger \\& Svane (J. Complexity, 2014) whether every function of bounded Hardy--Krause variation is Borel measurable and has bounded $\\mathcal{D}$-variation. Moreover, we show that the space of functions of bounded $\\mathcal{D}$-variation can be turned into a commutative Banach algebra.

  19. Upper bounds for centerlines

    CERN Document Server

    Bukh, Boris

    2011-01-01

    In 2008, Bukh, Matousek, and Nivasch conjectured that for every n-point set S in R^d and every k, 0 <= k <= d-1, there exists a k-flat f in R^d (a "centerflat") that lies at "depth" (k+1) n / (k+d+1) - O(1) in S, in the sense that every halfspace that contains f contains at least that many points of S. This claim is true and tight for k=0 (this is Rado's centerpoint theorem), as well as for k = d-1 (trivial). Bukh et al. showed the existence of a (d-2)-flat at depth (d-1) n / (2d-1) - O(1) (the case k = d-2). In this paper we concentrate on the case k=1 (the case of "centerlines"), in which the conjectured value for the leading constant is 2/(d+2). We prove that 2/(d+2) is an *upper bound* for the leading constant. Specifically, we show that for every fixed d and every n there exists an n-point set in R^d for which no line in R^d lies at depth larger than 2n/(d+2) + o(n). This point set is the "stretched grid"---a set which has been previously used by Bukh et al. for other related purposes.

  20. A Lower Bound on Concurrence

    Institute of Scientific and Technical Information of China (English)

    LIU Li-Guo; TIAN Cheng-Lin; CHEN Ping-Xing; YUAN Nai-Chang

    2009-01-01

    We derive an analytical lower bound on the concurrence for bipartite quantum systems with an improved computable cross norm or realignment criterion and an improved positive partial transpose criterion respectively.Furthermore we demonstrate that our bound is better than that obtained from the local uncertainty relations criterion with optimal local orthogonal observables which is known as one of the best estimations of concurrence.

  1. Bounds for Asian basket options

    Science.gov (United States)

    Deelstra, Griselda; Diallo, Ibrahima; Vanmaele, Michèle

    2008-09-01

    In this paper we propose pricing bounds for European-style discrete arithmetic Asian basket options in a Black and Scholes framework. We start from methods used for basket options and Asian options. First, we use the general approach for deriving upper and lower bounds for stop-loss premia of sums of non-independent random variables as in Kaas et al. [Upper and lower bounds for sums of random variables, Insurance Math. Econom. 27 (2000) 151-168] or Dhaene et al. [The concept of comonotonicity in actuarial science and finance: theory, Insurance Math. Econom. 31(1) (2002) 3-33]. We generalize the methods in Deelstra et al. [Pricing of arithmetic basket options by conditioning, Insurance Math. Econom. 34 (2004) 55-57] and Vanmaele et al. [Bounds for the price of discrete sampled arithmetic Asian options, J. Comput. Appl. Math. 185(1) (2006) 51-90]. Afterwards we show how to derive an analytical closed-form expression for a lower bound in the non-comonotonic case. Finally, we derive upper bounds for Asian basket options by applying techniques as in Thompson [Fast narrow bounds on the value of Asian options, Working Paper, University of Cambridge, 1999] and Lord [Partially exact and bounded approximations for arithmetic Asian options, J. Comput. Finance 10 (2) (2006) 1-52]. Numerical results are included and on the basis of our numerical tests, we explain which method we recommend depending on moneyness and time-to-maturity.

  2. Anaphoric Pronouns and Bound Variables

    Science.gov (United States)

    Wasow, Thomas

    1975-01-01

    Deals with certain problems inherent in deriving anaphoric pronouns from bound variables. Syntactic rules applied to determine anaphora relations cannot be applied if anaphoric pronouns and their antecedents have identical underlying forms. An approach to anaphora which preserves some advantages of the bound-variable theory without the problems is…

  3. Asynchronous Bounded Expected Delay Networks

    CERN Document Server

    Bakhshi, Rena; Fokkink, Wan; Pang, Jun

    2010-01-01

    The commonly used asynchronous bounded delay (ABD) network models assume a fixed bound on message delay. We propose a probabilistic network model, called asynchronous bounded expected delay (ABE) model. Instead of a strict bound, the ABE model requires only a bound on the expected message delay. While the conditions of ABD networks restrict the set of possible executions, in ABE networks all asynchronous executions are possible, but executions with extremely long delays are less probable. In contrast to ABD networks, ABE networks cannot be synchronised efficiently. At the example of an election algorithm, we show that the minimal assumptions of ABE networks are sufficient for the development of efficient algorithms. For anonymous, unidirectional ABE rings of known size N we devise a probabilistic leader election algorithm having average message and time complexity O(N).

  4. The Out-bound and In-bound Travelling Market

    Institute of Scientific and Technical Information of China (English)

    Emily Yu

    2009-01-01

    @@ As the Spring Festival of China with a long vocation of seven days nationally is approaching,more and more attention is paid to the out-bound and inn-bound trayeling market.Will people hold their pockets firmly in the"cold winter"of world-wide financial crisis,or will they grab the great discount of traveling and take a good relax?

  5. Combining Alphas via Bounded Regression

    Directory of Open Access Journals (Sweden)

    Zura Kakushadze

    2015-11-01

    Full Text Available We give an explicit algorithm and source code for combining alpha streams via bounded regression. In practical applications, typically, there is insufficient history to compute a sample covariance matrix (SCM for a large number of alphas. To compute alpha allocation weights, one then resorts to (weighted regression over SCM principal components. Regression often produces alpha weights with insufficient diversification and/or skewed distribution against, e.g., turnover. This can be rectified by imposing bounds on alpha weights within the regression procedure. Bounded regression can also be applied to stock and other asset portfolio construction. We discuss illustrative examples.

  6. Bounds for Certain Character Sums

    Institute of Scientific and Technical Information of China (English)

    杨锦; 郑志勇

    2003-01-01

    This paper shows a connection between exponential sums and character sums. In particular, we introduce a character sum that is an analog of the classical Kloosterman sums and establish the analogous Weil-Estermann's upper bound for it. The paper also analyzes a generalized Hardy-Littlewood example for character sums, which shows that the upper bounds given here are the best possible. The analysis makes use of local bounds for the exponential sums and character sums. The basic theorems have been previously established.

  7. Bounded Model Checking of CTL

    Institute of Scientific and Technical Information of China (English)

    Zhi-Hong Tao; Cong-Hua Zhou; Zhong Chen; Li-Fu Wang

    2007-01-01

    Bounded Model Checking has been recently introduced as an efficient verification method for reactive systems.This technique reduces model checking of linear temporal logic to propositional satisfiability.In this paper we first present how quantified Boolean decision procedures can replace BDDs.We introduce a bounded model checking procedure for temporal logic CTL* which reduces model checking to the satisfiability of quantified Boolean formulas.Our new technique avoids the space blow up of BDDs, and extends the concept of bounded model checking.

  8. Vulnerable Derivatives and Good Deal Bounds: A Structural Model

    DEFF Research Database (Denmark)

    Murgoci, Agatha

    2013-01-01

    a new restriction in the arbitrage free model by setting upper bounds on the Sharpe ratios (SRs) of the assets. The potential prices that are eliminated represent unreasonably good deals. The constraint on the SR translates into a constraint on the stochastic discount factor. Thus, tight pricing bounds...... can be obtained. We provide a link between the objective probability measure and the range of potential risk-neutral measures, which has an intuitive economic meaning. We also provide tight pricing bounds for European calls and show how to extend the call formula to pricing other financial products...

  9. Computing Constrained Cramer Rao Bounds

    CERN Document Server

    Tune, Paul

    2012-01-01

    We revisit the problem of computing submatrices of the Cram\\'er-Rao bound (CRB), which lower bounds the variance of any unbiased estimator of a vector parameter $\\vth$. We explore iterative methods that avoid direct inversion of the Fisher information matrix, which can be computationally expensive when the dimension of $\\vth$ is large. The computation of the bound is related to the quadratic matrix program, where there are highly efficient methods for solving it. We present several methods, and show that algorithms in prior work are special instances of existing optimization algorithms. Some of these methods converge to the bound monotonically, but in particular, algorithms converging non-monotonically are much faster. We then extend the work to encompass the computation of the CRB when the Fisher information matrix is singular and when the parameter $\\vth$ is subject to constraints. As an application, we consider the design of a data streaming algorithm for network measurement.

  10. An Inequality for Bounded Functions

    CERN Document Server

    Kouba, Omran

    2012-01-01

    In this note we prove optimal inequalities for bounded functions in terms of their deviation from their mean. These results extend and generalize some known inequalities due to Thong (2011) and Perfetti (2011)

  11. Bound states in string nets

    Science.gov (United States)

    Schulz, Marc Daniel; Dusuel, Sébastien; Vidal, Julien

    2016-11-01

    We discuss the emergence of bound states in the low-energy spectrum of the string-net Hamiltonian in the presence of a string tension. In the ladder geometry, we show that a single bound state arises either for a finite tension or in the zero-tension limit depending on the theory considered. In the latter case, we perturbatively compute the binding energy as a function of the total quantum dimension. We also address this issue in the honeycomb lattice where the number of bound states in the topological phase depends on the total quantum dimension. Finally, the internal structure of these bound states is analyzed in the zero-tension limit.

  12. Bound states in string nets

    CERN Document Server

    Schulz, M D; Vidal, J

    2016-01-01

    We discuss the emergence of bound states in the low-energy spectrum of the string-net Hamiltonian in the presence of a string tension. In the ladder geometry, we show that a single bound state arises either for a finite tension or in the zero-tension limit depending on the theory considered. In the latter case, we perturbatively compute the binding energy as a function of the total quantum dimension. We also address this issue in the honeycomb lattice where the number of bound states in the topological phase depends on the total quantum dimension. Finally, the internal structure of these bound states is analyzed in the zero-tension limit.

  13. Some bounds for quantum copying

    CERN Document Server

    Rastegin, A E

    2001-01-01

    We derive lower bounds on the absolute error and the relative error of an abstract copying of two-state set. We do not specify a copying transformation and a dimension of state space. Only the unitarity of quantum mechanical transformations is used. Our approach is based on the notion of angle between two states. We first prove several useful statements, simply expressed in terms of angles. We then examine a lower bound on the absolute error, that was first considered by Hillery and Buzek. Our reasonings supplement and reinforce the results, obtained by them. So, we derive more strong bounds on the absolute error, and we also consider a tradeoff between size of error and corresponding probability distributions. After that we examine a lower bound on the relative error.

  14. The performance of composite forecast models of value-at-risk in the energy market

    Energy Technology Data Exchange (ETDEWEB)

    Chiu, Yen-Chen [Department of Finance, National Taichung Institute of Technology (China); Chuang, I-Yuan; Lai, Jing-Yi [Department of Finance, National Chung Cheng University (China)

    2010-03-15

    This paper examines a comparative evaluation of the predictive performance of various Value-at-Risk (VaR) models in the energy market. This study extends the conventional research in literature, by proposing composite forecast models for applying to Brent and WTI crude oil prices. Forecasting techniques considered here include the EWMA, stable density, Kernel density, Hull and White, GARCH-GPD, plus composite forecasts from linearly combining two or more of the competing models above. Findings show Hull and White to be the most powerful approach for capturing downside risk in the energy market. Reasonable results are also available from carefully combining VaR forecasts. (author)

  15. Mutual information challenges entropy bounds

    CERN Document Server

    Casini, H

    2006-01-01

    We consider some formulations of the entropy bounds at the semiclassical level. The entropy S(V) localized in a region V is divergent in quantum field theory (QFT). Instead of it we focus on the mutual information I(V,W)=S(V)+S(W)-S(V U W) between two different non-intersecting sets V and W. This is a low energy quantity, independent of the regularization scheme. In addition, the mutual information is bounded above by twice the entropy corresponding to the sets involved. Calculations of I(V,W) in QFT show that the entropy in empty space cannot be renormalized to zero, and must be actually very large. We find that this entropy due to the vacuum fluctuations violates the FMW bound in Minkowski space. The mutual information also gives a precise, cutoff independent meaning to the statement that the number of degrees of freedom increases with the volume in QFT. If the holographic bound holds, this points to the essential non locality of the physical cutoff. Violations of the Bousso bound would require conformal th...

  16. Eta nuclear bound states revisited

    CERN Document Server

    Friedman, E; Mareš, J

    2013-01-01

    The strong energy dependence of the s-wave eta-N scattering amplitude at and below threshold, as evident in coupled-channels K-matrix fits and chiral models that incorporate the S11 N*(1535) resonance, is included self consistently in eta-nuclear bound state calculations. This approach, applied recently in calculations of kaonic atoms and Kbar-nuclear bound states, is found to impose stronger constraints than ever on the onset of eta-nuclear binding, with a minimum value of Re a_{eta N} approximately 0.9 fm required to accommodate an eta-4He bound state. Binding energies and widths of eta-nuclear states are calculated within several underlying eta-N models for nuclei across the periodic table, including eta-25Mg for which some evidence was proposed in a recent COSY experiment.

  17. Improved Range Searching Lower Bounds

    DEFF Research Database (Denmark)

    Larsen, Kasper Green; Nguyen, Huy L.

    2012-01-01

    Table of Contents -------------------------------------------------------------------------------- In this paper we present a number of improved lower bounds for range searching in the pointer machine and the group model. In the pointer machine, we prove lower bounds for the approximate simplex...... range reporting problem. In approximate simplex range reporting, points that lie within a distance of ε ⋅ Diam(s) from the border of a query simplex s, are free to be included or excluded from the output, where ε ≥ 0 is an input parameter to the range searching problem. We prove our lower bounds...... by constructing a hard input set and query set, and then invoking Chazelle and Rosenberg's [CGTA'96] general theorem on the complexity of navigation in the pointer machine. For the group model, we show that input sets and query sets that are hard for range reporting in the pointer machine (i.e. by Chazelle...

  18. Experimental activation of bound entanglement.

    Science.gov (United States)

    Kaneda, Fumihiro; Shimizu, Ryosuke; Ishizaka, Satoshi; Mitsumori, Yasuyoshi; Kosaka, Hideo; Edamatsu, Keiichi

    2012-07-27

    Entanglement is one of the essential resources in quantum information and communication technology (QICT). The entanglement thus far explored and applied to QICT has been pure and distillable entanglement. Yet, there is another type of entanglement, called "bound entanglement," which is not distillable by local operations and classical communication. We demonstrate the experimental "activation" of the bound entanglement held in the four-qubit Smolin state, unleashing its immanent entanglement in distillable form, with the help of auxiliary two-qubit entanglement and local operations and classical communication. We anticipate that it opens the way to a new class of QICT applications that utilize more general classes of entanglement than ever, including bound entanglement.

  19. Vulnerable Derivatives and Good Deal Bounds: A Structural Model

    DEFF Research Database (Denmark)

    Murgoci, Agatha

    2013-01-01

    can be obtained. We provide a link between the objective probability measure and the range of potential risk-neutral measures, which has an intuitive economic meaning. We also provide tight pricing bounds for European calls and show how to extend the call formula to pricing other financial products......We price vulnerable derivatives -- i.e. derivatives where the counterparty may default. These are basically the derivatives traded on the over-the-counter (OTC) markets. Default is modeled in a structural framework. The technique employed for pricing is good deal bounds (GDBs). The method imposes...... a new restriction in the arbitrage free model by setting upper bounds on the Sharpe ratios (SRs) of the assets. The potential prices that are eliminated represent unreasonably good deals. The constraint on the SR translates into a constraint on the stochastic discount factor. Thus, tight pricing bounds...

  20. Modeling agreement on bounded scales.

    Science.gov (United States)

    Vanbelle, Sophie; Lesaffre, Emmanuel

    2017-01-01

    Agreement is an important concept in medical and behavioral sciences, in particular in clinical decision making where disagreements possibly imply a different patient management. The concordance correlation coefficient is an appropriate measure to quantify agreement between two scorers on a quantitative scale. However, this measure is based on the first two moments, which could poorly summarize the shape of the score distribution on bounded scales. Bounded outcome scores are common in medical and behavioral sciences. Typical examples are scores obtained on visual analog scales and scores derived as the number of positive items on a questionnaire. These kinds of scores often show a non-standard distribution, like a J- or U-shape, questioning the usefulness of the concordance correlation coefficient as agreement measure. The logit-normal distribution has shown to be successful in modeling bounded outcome scores of two types: (1) when the bounded score is a coarsened version of a latent score with a logit-normal distribution on the [0,1] interval and (2) when the bounded score is a proportion with the true probability having a logit-normal distribution. In the present work, a model-based approach, based on a bivariate generalization of the logit-normal distribution, is developed in a Bayesian framework to assess the agreement on bounded scales. This method permits to directly study the impact of predictors on the concordance correlation coefficient and can be simply implemented in standard Bayesian softwares, like JAGS and WinBUGS. The performances of the new method are compared to the classical approach using simulations. Finally, the methodology is used in two different medical domains: cardiology and rheumatology.

  1. Lower Bounds for Sparse Recovery

    CERN Document Server

    Ba, Khanh Do; Price, Eric; Woodruff, David P

    2011-01-01

    We consider the following k-sparse recovery problem: design an m x n matrix A, such that for any signal x, given Ax we can efficiently recover x' satisfying ||x-x'||_1 <= C min_{k-sparse} x"} ||x-x"||_1. It is known that there exist matrices A with this property that have only O(k log (n/k)) rows. In this paper we show that this bound is tight. Our bound holds even for the more general /randomized/ version of the problem, where A is a random variable and the recovery algorithm is required to work for any fixed x with constant probability (over A).

  2. Variables Bounding Based Retiming Algorithm

    Institute of Scientific and Technical Information of China (English)

    宫宗伟; 林争辉; 陈后鹏

    2002-01-01

    Retiming is a technique for optimizing sequential circuits. In this paper, wediscuss this problem and propose an improved retiming algorithm based on variables bounding.Through the computation of the lower and upper bounds on variables, the algorithm can signi-ficantly reduce the number of constraints and speed up the execution of retiming. Furthermore,the elements of matrixes D and W are computed in a demand-driven way, which can reducethe capacity of memory. It is shown through the experimental results on ISCAS89 benchmarksthat our algorithm is very effective for large-scale sequential circuits.

  3. Bounds for Completely Decomposable Jacobians

    CERN Document Server

    Duursma, Iwan

    2010-01-01

    A curve over the field of two elements with completely decomposable Jacobian is shown to have at most six rational points and genus at most 26. The bounds are sharp. The previous upper bound for the genus was 145. We also show that a curve over the field of $q$ elements with more than $q^{m/2}+1$ rational points has at least one Frobenius angle in the open interval $(\\pi/m,3\\pi/m)$. The proofs make use of the explicit formula method.

  4. Market access through bound tariffs

    DEFF Research Database (Denmark)

    Sala, Davide; Schröder, Philipp J.H.; Yalcin, Erdal

    2010-01-01

    WTO negotiations deal predominantly with bound - besides applied - tariff rates. But, how can reductions in tariffs ceilings, i.e. tariff rates that no exporter may ever actually be confronted with, generate market access? The answer to this question relates to the effects of tariff bindings on t...

  5. Market Access through Bound Tariffs

    DEFF Research Database (Denmark)

    Sala, Davide; Schröder, Philipp J.H.; Yalcin, Erdal

    WTO negotiations deal predominantly with bound - besides applied - tariff rates. But, how can reductions in tariffs ceilings, i.e. tariff rates that no exporter may ever actually be confronted with, generate market access? The answer to this question relates to the effects of tariff bindings on t...

  6. Bounded Densities and Their Derivatives

    DEFF Research Database (Denmark)

    Kozine, Igor; Krymsky, V.

    2009-01-01

    This paper describes how one can compute interval-valued statistical measures given limited information about the underlying distribution. The particular focus is on a bounded derivative of a probability density function and its combination with other available statistical evidence for computing ...

  7. Wronskian Method for Bound States

    Science.gov (United States)

    Fernandez, Francisco M.

    2011-01-01

    We propose a simple and straightforward method based on Wronskians for the calculation of bound-state energies and wavefunctions of one-dimensional quantum-mechanical problems. We explicitly discuss the asymptotic behaviour of the wavefunction and show that the allowed energies make the divergent part vanish. As illustrative examples we consider…

  8. Variational Bounds for Creeping Composites

    Science.gov (United States)

    Procházka, Petr

    2010-05-01

    In the paper time dependent variational bounds are derived based on Extended Hashin-Shtrikman variational principles. Direct calculation leads to explicit formulas to be presented in the text. For various mechanical properties easy coding in Excel, say, can be used and verification of accuracy for numerical procedures is available using the derived formulas.

  9. Pieter Paul Rubens, "Prometheus Bound."

    Science.gov (United States)

    Shoemaker, Marla K.

    1986-01-01

    Provides a full-color reproduction of Pieter Paul Rubens' painting, "Prometheus Bound," and a lesson plan for using it with students in grades 10 through 12. The goal of the lesson is to introduce students to the techniques of design and execution used by Rubens. (JDH)

  10. CD(4) has bounded width

    CERN Document Server

    Carvalho, Catarina; Marković, Petar; Maróti, Miklós

    2007-01-01

    We prove that the constraint languages invariant under a short sequence of J\\'onsson terms (containing at most three non-trivial ternary terms) are tractable by showing that they have bounded width. This improves the previous result by Kiss and Valeriote and presents some evidence that the Larose-Zadori conjecture holds in the congruence-distributive case.

  11. Pieter Paul Rubens, "Prometheus Bound."

    Science.gov (United States)

    Shoemaker, Marla K.

    1986-01-01

    Provides a full-color reproduction of Pieter Paul Rubens' painting, "Prometheus Bound," and a lesson plan for using it with students in grades 10 through 12. The goal of the lesson is to introduce students to the techniques of design and execution used by Rubens. (JDH)

  12. A Functional Calculus for Quotient Bounded Operators

    Directory of Open Access Journals (Sweden)

    Sorin Mirel Stoian

    2006-12-01

    Full Text Available If (X, P is a sequentially locally convex space, then a quotient bounded operator T beloging to QP is regular (in the sense of Waelbroeck if and only if it is a bounded element (in the sense of Allan of algebra QP. The classic functional calculus for bounded operators on Banach space is generalized for bounded elements of algebra QP.

  13. Risk

    Science.gov (United States)

    Barshi, Immanuel

    2016-01-01

    Speaking up, i.e. expressing ones concerns, is a critical piece of effective communication. Yet, we see many situations in which crew members have concerns and still remain silent. Why would that be the case? And how can we assess the risks of speaking up vs. the risks of keeping silent? And once we do make up our minds to speak up, how should we go about it? Our workshop aims to answer these questions, and to provide us all with practical tools for effective risk assessment and effective speaking-up strategies..

  14. The Risk of Individual Stocks’ Tail Dependence with the Market and Its Effect on Stock Returns

    Directory of Open Access Journals (Sweden)

    Guobin Fan

    2015-01-01

    Full Text Available Traditional beta is only a linear measure of overall market risk and places equal emphasis on upside and downside risks, but actually the latter is always much stronger probably due to the trading mechanism like short-sale constraints. Therefore, this paper employs the nonlinear measure, tail dependence, to measure the extreme downside risks that individual stocks crash together with the whole market and investigates whether such tail dependence risks will affect stock returns. Our empirical evidence based on Shanghai A shares confirms that most stocks display nonnegligible tail dependence with the whole market, and, more importantly, such tail dependence risks can indeed provide additional information beyond beta and other factors for asset pricing. In cross-sectional regression, it is proved that this tail dependence does help to explain monthly returns on Shanghai A shares, whereas the time-series regression further indicates that mimicking portfolio returns for tail dependence can capture strong common variation of Shanghai A stock returns.

  15. Physics with loosely bound nuclei

    Indian Academy of Sciences (India)

    Chhanda Samanta

    2001-08-01

    The essential aspect of contemporary physics is to understand properties of nucleonic matter that constitutes the world around us. Over the years research in nuclear physics has provided strong guidance in understanding the basic principles of nuclear interactions. But, the scenario of nuclear physics changed drastically as the new generation of accelerators started providing more and more rare isotopes, which are away from the line of stability. These weakly bound nuclei are found to exhibit new forms of nuclear matter and unprecedented exotic behaviour. The low breakup thresholds of these rare nuclei are posing new challenges to both theory and experiments. Fortunately, nature has provided a few loosely bound stable nuclei that have been studied thoroughly for decades. Attempts are being made to find a consistent picture for the unstable nuclei starting from their stable counterparts. Some significant differences in the structure and reaction mechanisms are found.

  16. Space-bounded communication complexity

    DEFF Research Database (Denmark)

    Brody, Joshua Eric; Chen, Shiteng; Papakonstantinou, Periklis A.

    2013-01-01

    In the past thirty years, Communication Complexity has emerged as a foundational tool to proving lower bounds in many areas of computer science. Its power comes from its generality, but this generality comes at a price---no superlinear communication lower bound is possible, since a player may...... communicate his entire input. However, what if the players are limited in their ability to recall parts of their interaction? We introduce memory models for 2-party communication complexity. Our general model is as follows: two computationally unrestricted players, Alice and Bob, each have s(n) bits of memory....... When a player receives a bit of communication, he "compresses" his state. This compression may be an arbitrary function of his current memory contents, his input, and the bit of communication just received; the only restriction is that the compression must return at most s(n) bits. We obtain memory...

  17. Risk implications of investments in demand response from an aggregator perspective

    DEFF Research Database (Denmark)

    Katz, Jonas; Kitzing, Lena

    2016-01-01

    gross margins and their probability distributions. We find that, for a case of Danish residential customers with optimistic assumptions on the available flexibility in terms of flexible volumes and load-shift time horizons, the benefits may be in the range of current investment cost for automation...... equipment. Furthermore, a Value-at-Risk analysis shows that income expectations are rather stable with more upside than downside potential. With foreseeable cost reductions for smart devices the aggregator business case might soon become attractive, particularly in markets with high shares of renewable...

  18. Lower Bounds on Paraclique Density.

    Science.gov (United States)

    Hagan, Ronald D; Langston, Michael A; Wang, Kai

    2016-05-11

    The scientific literature teems with clique-centric clustering strategies. In this paper we analyze one such method, the paraclique algorithm. Paraclique has found practical utility in a variety of application domains, and has been successfully employed to reduce the effects of noise. Nevertheless, its formal analysis and worst-case guarantees have remained elusive. We address this issue by deriving a series of lower bounds on paraclique densities.

  19. Wronskian method for bound states

    Energy Technology Data Exchange (ETDEWEB)

    Fernandez, Francisco M, E-mail: fernande@quimica.unlp.edu.ar [INIFTA (UNLP, CONICET), Division Quimica Teorica, Boulevard 113 S/N, Sucursal 4, Casilla de Correo 16, 1900 La Plata (Argentina)

    2011-05-15

    We propose a simple and straightforward method based on Wronskians for the calculation of bound-state energies and wavefunctions of one-dimensional quantum-mechanical problems. We explicitly discuss the asymptotic behaviour of the wavefunction and show that the allowed energies make the divergent part vanish. As illustrative examples we consider an exactly solvable model, the Gaussian potential well, and a two-well potential proposed earlier for the interpretation of the infrared spectrum of ammonia.

  20. Bound Modes in Dielectric Microcavities

    CERN Document Server

    Visser, P M; Lenstra, D

    2002-01-01

    We demonstrate how exactly bound cavity modes can be realized in dielectric structures other than 3d photonic crystals. For a microcavity consisting of crossed anisotropic layers, we derive the cavity resonance frequencies, and spontaneous emission rates. For a dielectric structure with dissipative loss and central layer with gain, the beta factor of direct spontaneous emission into a cavity mode and the laser threshold is calculated.

  1. Entropy Bounds in Spherical Space

    CERN Document Server

    Brevik, I; Odintsov, S D; Brevik, Iver; Milton, Kimball A.; Odintsov, Sergei D.

    2002-01-01

    Exact calculations are given for the Casimir energy for various fields in $R\\times S^3$ geometry. The Green's function method naturally gives a result in a form convenient in the high-temperature limit, while the statistical mechanical approach gives a form appropriate for low temperatures. The equivalence of these two representations is demonstrated. Some discrepancies with previous work are noted. In no case, even for ${\\cal N}=4$ SUSY, is the ratio of entropy to energy found to be bounded.

  2. 78 FR 18326 - Agency Information Collection Activities; Comment Request; Upward Bound and Upward Bound Math...

    Science.gov (United States)

    2013-03-26

    ... Agency Information Collection Activities; Comment Request; Upward Bound and Upward Bound Math Science... Upward Bound Math Science Annual Performance Report. OMB Control Number: 1840-NEW. Type of Review: New... under the regular Upward Bound (UB) and Upward Bound Math and Science (UBMS) Programs. The Department is...

  3. The Cost of Bounded Curvature

    CERN Document Server

    Kim, Hyo-Sil

    2011-01-01

    We study the motion-planning problem for a car-like robot whose turning radius is bounded from below by one and which is allowed to move in the forward direction only (Dubins car). For two robot configurations $\\sigma, \\sigma'$, let $\\ell(\\sigma, \\sigma')$ be the shortest bounded-curvature path from $\\sigma$ to $\\sigma'$. For $d \\geq 0$, let $\\ell(d)$ be the supremum of $\\ell(\\sigma, \\sigma')$, over all pairs $(\\sigma, \\sigma')$ that are at Euclidean distance $d$. We study the function $\\dub(d) = \\ell(d) - d$, which expresses the difference between the bounded-curvature path length and the Euclidean distance of its endpoints. We show that $\\dub(d)$ decreases monotonically from $\\dub(0) = 7\\pi/3$ to $\\dub(\\ds) = 2\\pi$, and is constant for $d \\geq \\ds$. Here $\\ds \\approx 1.5874$. We describe pairs of configurations that exhibit the worst-case of $\\dub(d)$ for every distance $d$.

  4. Bounds on Black Hole Spins

    CERN Document Server

    Daly, Ruth A

    2009-01-01

    Beam powers and black hole masses of 48 extended radio sources are combined to obtain lower bounds on the spins and magnetic field strengths of supermassive black holes. This is done in the context of the models of Blandford & Znajek (1977) (the 'BZ' model) and Meier (1999); a parameterization for bounds in the context of other models is suggested. The bounds obtained for very powerful classical double radio sources in the BZ model are consistent with black hole spins of order unity for sources at high redshift. The black hole spins are largest for the highest redshift sources and decrease for sources at lower redshift; the sources studied have redshifts between zero and two. Lower power radio sources associated with central dominant galaxies may have black hole spins that are significantly less than one. Combining this analysis with other results suggests that the maximum values of black hole spin associated with powerful radio galaxies decline from values of order unity at a redshift of 2 to values of o...

  5. Bounds on Generalized Huffman Codes

    CERN Document Server

    Baer, Michael B

    2007-01-01

    New lower and upper bounds are obtained for the compression of optimal binary prefix codes according to various nonlinear codeword length objectives. Like the coding bounds for Huffman coding - which concern the traditional linear code objective of minimizing average codeword length -- these are in terms of a form of entropy and the probability of the most probable input symbol. As in Huffman coding, some upper bounds can be found using sufficient conditions for the codeword corresponding to the most probable symbol being one bit long. Whereas having probability no less than 0.4 is a tight sufficient condition for this to be the case in Huffman coding, other penalties differ, some having a tighter condition, some a looser condition, and others having no such sufficient condition. The objectives explored here are ones for which optimal codes can be found using a generalized form of Huffman coding. These objectives include one related to queueing (an increasing exponential average), one related to single-shot c...

  6. On interpretations of bounded arithmetic and bounded set theory

    CERN Document Server

    Pettigrew, Richard

    2008-01-01

    In a recent paper, Kaye and Wong proved the following result, which they considered to belong to the folklore of mathematical logic. THEOREM: The first-order theories of Peano arithmetic and ZF with the axiom of infinity negated are mutually interpretable with interpretations that are inverse to each other. In this note, I describe a theory of sets that stands in the same relation to the bounded arithmetic IDelta0 + exp. Because of the weakness of this theory of sets, I cannot straightforwardly adapt Kaye and Wong's interpretation of the arithmetic in the set theory. Instead, I am forced to produce a different interpretation.

  7. Upper Bounds on Numerical Approximation Errors

    DEFF Research Database (Denmark)

    Raahauge, Peter

    2004-01-01

    This paper suggests a method for determining rigorous upper bounds on approximationerrors of numerical solutions to infinite horizon dynamic programming models.Bounds are provided for approximations of the value function and the policyfunction as well as the derivatives of the value function....... The bounds apply to moregeneral problems than existing bounding methods do. For instance, since strict concavityis not required, linear models and piecewise linear approximations can bedealt with. Despite the generality, the bounds perform well in comparison with existingmethods even when applied...... to approximations of a standard (strictly concave)growth model.KEYWORDS: Numerical approximation errors, Bellman contractions, Error bounds...

  8. The Performance and Risk Management Implications of Multinationality

    DEFF Research Database (Denmark)

    Juul Andersen, Torben

    Multinational enterprise in control of dispersed overseas resources and capabilities has been linked to strategic flexibility that allows the firm to take advantage of opportunities and manage exposures imposed by changing environmental conditions. This paper analyzes the implied performance...... and risk management effects in a comprehensive sample of public firms and finds supportive evidence for the proposition that multinationality can enhance performance across industries. However, the ability to exploit upside potential and avoid downside risk is industry specific. The positive effects...... of multinationality are found particularly pronounced among firms operating in knowledge intensive service industries while firms in capital-intensive primary industries display the inverse relationships. Keywords: Strategic flexibility, Real options, Risk management...

  9. Bound Polaron Pair Formation in Poly (phenylenevinylenes)

    Science.gov (United States)

    Rothberg, Lewis

    The following sections are included: * INTRODUCTION * PHOTOGENERATED YIELD OF SINGLET EXCITONS * AGGREGRATION EFFECTS ON EXCITED STATE PHOTO-GENERATION * ASSIGNMENT TO BOUND POLARON PAIRS AND DISCUSSION * PROBLEMS WITH THE BOUND POLARON PAIR PICTURE AND CONCLUSION * REFERENCES

  10. An Exponential Bound for Cox Regression☆

    Science.gov (United States)

    Kosorok, M. R.

    2012-01-01

    We present an asymptotic exponential bound for the deviation of the survival function estimator of the Cox model. We show that the bound holds even when the proportional hazards assumption does not hold. PMID:23565013

  11. An Exponential Bound for Cox Regression.

    Science.gov (United States)

    Goldberg, Y; Kosorok, M R

    2012-07-01

    We present an asymptotic exponential bound for the deviation of the survival function estimator of the Cox model. We show that the bound holds even when the proportional hazards assumption does not hold.

  12. New bounds for multi-dimensional packing

    OpenAIRE

    Seiden, S.; Stee, van, Rob

    2001-01-01

    New upper and lower bounds are presented for a multi-dimensional generalization of bin packing called box packing. Several variants of this problem, including bounded space box packing, square packing, variable sized box packing and resource augmented box packing are also studied. The main results, stated for d=2, are as follows: A new upper bound of 2.66013 for online box packing, a new $14/9 + varepsilon$ polynomial time offline approximation algorithm for square packing, a new upper bound ...

  13. The Acquisition of Bound and Free Anaphora.

    Science.gov (United States)

    Koster, Jan; Koster, Charlotte

    Most linguists assume that bound anaphors such as "himself" are connected with their antecedents in a different way from free anaphors such as "him." Bound anaphora resolution is deterministic, based on Principle A of Chomsky's binding theory. Free anaphors, pronominals, cannot be bound in the domain of reflexives (principle…

  14. Bounded rationality and heterogeneous expectations in macroeconomics

    NARCIS (Netherlands)

    D. Massaro

    2012-01-01

    This thesis studies the effect of individual bounded rationality on aggregate macroeconomic dynamics. Boundedly rational agents are specified as using simple heuristics in their decision making. An important aspect of the type of bounded rationality described in this thesis is that the population of

  15. Bound entangled states invariant under Ux

    Institute of Scientific and Technical Information of China (English)

    Wang Zhen; Wang Zhi-Xi

    2008-01-01

    This paper obtains an entangled condition for isotropic-like states by using an atomic map. It constructs a class of bound entangled states from the entangled condition and shows that the partial transposition of the state from the constructed bound entangled class is an edge bound entangled state by using range criterion.

  16. Tight adversary bounds for composite functions

    NARCIS (Netherlands)

    Hoyer, P.; Spalek, R.

    2005-01-01

    The quantum adversary method is a very versatile method for proving lower bounds on quantum algorithms. It has many equivalent formulations, yields tight bounds for many computational problems, and has natural connections to classical lower bounds. One of its formulations is in terms of the spectral

  17. Determining Normal-Distribution Tolerance Bounds Graphically

    Science.gov (United States)

    Mezzacappa, M. A.

    1983-01-01

    Graphical method requires calculations and table lookup. Distribution established from only three points: mean upper and lower confidence bounds and lower confidence bound of standard deviation. Method requires only few calculations with simple equations. Graphical procedure establishes best-fit line for measured data and bounds for selected confidence level and any distribution percentile.

  18. Computing the bounds on the loss rates

    OpenAIRE

    Fourneau J.-M.; Mokdad L.; Pekergin N.

    2002-01-01

    We consider an example network where we compute the bounds on cell loss rates. The stochastic bounds for these loss rates using simple arguments lead to models easier to solve. We proved, using stochastic orders, that the loss rates of these easier models are really the bounds of our original model. For ill-balanced configurations these models give good estimates of loss rates.

  19. Labeling schemes for bounded degree graphs

    DEFF Research Database (Denmark)

    Adjiashvili, David; Rotbart, Noy Galil

    2014-01-01

    graphs. Our results complement a similar bound recently obtained for bounded depth trees [Fraigniaud and Korman, SODA 2010], and may provide new insights for closing the long standing gap for adjacency in trees [Alstrup and Rauhe, FOCS 2002]. We also provide improved labeling schemes for bounded degree...

  20. Counting Young Tableaux of Bounded Height

    Science.gov (United States)

    Bergeron, Francois; Gascon, Francis

    2000-03-01

    We show that formulas of Gessel, for the generating functions for Young standard tableaux of height bounded by k (see [2]), satisfy linear differential equations, with polynomial coefficients, equivalent to P-recurrences conjectured by Favreau, Krob and the first author (see [1]) for the number of bounded height tableaux and pairs of bounded height tableaux.

  1. Boosting equal time bound states

    CERN Document Server

    Dietrich, Dennis D; Jarvinen, Matti

    2012-01-01

    We present an explicit and exact boost of a relativistic bound state defined at equal time of the constituents in the Born approximation (lowest order in hbar). To this end, we construct the Poincar\\'e generators of QED and QCD in D=1+1 dimensions, using Gauss' law to express A^0 in terms of the fermion fields in A^1=0 gauge. We determine the fermion-antifermion bound states in the Born approximation as eigenstates of the time and space translation generators P^0 and P^1. The boost operator is combined with a gauge transformation so as to maintain the gauge condition A^1=0 in the new frame. We verify that the boosted state remains an eigenstate of P^0 and P^1 with appropriately transformed eigenvalues and determine the transformation law of the equal-time, relativistic wave function. The shape of the wave function is independent of the CM momentum when expressed in terms of a variable, which is quadratically related to the distance x between the fermions. As a consequence, the Lorentz contraction of the wave ...

  2. Asymmetric dark matter bound state

    Science.gov (United States)

    Bi, Xiao-Jun; Kang, Zhaofeng; Ko, P.; Li, Jinmian; Li, Tianjun

    2017-02-01

    We propose an interesting framework for asymmetric scalar dark matter (ADM), which has novel collider phenomenology in terms of an unstable ADM bound state (ADMonium) produced via Higgs portals. ADMonium is a natural consequence of the basic features of ADM: the (complex scalar) ADM is charged under a dark local U (1 )d symmetry which is broken at a low scale and provides a light gauge boson X . The dark gauge coupling is strong and then ADM can annihilate away into X -pair effectively. Therefore, the ADM can form a bound state due to its large self-interaction via X mediation. To explore the collider signature of ADMonium, we propose that ADM has a two-Higgs doublet portal. The ADMonium can have a sizable mixing with the heavier Higgs boson, which admits a large cross section of ADMonium production associated with b b ¯. The resulting signature at the LHC depends on the decays of X . In this paper we consider a case of particular interest: p p →b b ¯ +ADMonium followed by ADMonium→2 X →2 e+e- where the electrons are identified as (un)converted photons. It may provide a competitive explanation to heavy di-photon resonance searches at the LHC.

  3. Endurance bounds of aerial systems

    Science.gov (United States)

    Harrington, Aaron M.; Kroninger, Christopher M.

    2014-06-01

    Within the past few years micro aerial vehicles (MAVs) have received much more attention and are starting to proliferate into military as well as civilian roles. However, one of the major drawbacks for this technology currently, has been their poor endurance, usually below 10 minutes. This is a direct result of the inefficiencies inherent in their design. Often times, designers do not consider the various components in the vehicle design and match their performance to the desired mission for the vehicle. These vehicles lack a prescribed set of design guidelines or empirically derived design equations which often limits their design to selection of commercial off-the-shelf components without proper consideration of their affect on vehicle performance. In the current study, the design space for different vehicle configurations has been examined including insect flapping, avian flapping, rotary wing, and fixed wing, and their performance bounds are established. The propulsion system typical of a rotary wing vehicle is analyzed to establish current baselines for efficiency of vehicles at this scale. The power draw from communications is analyzed to determine its impact on vehicle performance. Finally, a representative fixed wing MAV is examined and the effects of adaptive structures as a means for increasing vehicle endurance and range are examined. This paper seeks to establish the performance bounds for micro air vehicles and establish a path forward for future designs so that efficiency may be maximized.

  4. Decoherence in time evolution of bound entanglement

    CERN Document Server

    Sun, Z; Sun, C P; Wang, X; Sun, Zhe; Wang, Xiaoguang

    2007-01-01

    We study a dynamic process of disentanglement by considering the time evolution of bound entanglement for a quantum open system, two qutrits coupling to a common environment. Here, the initial quantum correlations of the two qutrits are characterized by the bound entanglement. In order to show the universality of the role of environment on bound entanglement, both bosonic and spin environments are considered. We found that the bound entanglement displays collapses and revivals, and it can be stable against small temperature and time change. The thermal fluctuation effects on bound entanglement are also considered.

  5. Phytoavailability and mechanism of bound PAH residues in filed contaminated soils.

    Science.gov (United States)

    Gao, Yanzheng; Hu, Xiaojie; Zhou, Ziyuan; Zhang, Wei; Wang, Yize; Sun, Bingqing

    2017-03-01

    Understanding the phytoavailability of bound residues of polycyclic aromatic hydrocarbons (PAHs) in soils is essential to assessing their environmental fate and risks. This study investigated the release and plant uptake of bound PAH residues (reference to parent compounds) in field contaminated soils after the removal of extractable PAH fractions. Plant pot experiments were performed in a greenhouse using ryegrass (Lolium multiflorum Lam.) to examine the phytoavailablility of bound PAH residues, and microcosm incubation experiments with and without the addition of artificial root exudates (AREs) or oxalic acid were conducted to examine the effect of root exudates on the release of bound PAH residues. PAH accumulation in the ryegrass after a 50-day growth period indicated that bound PAH residues were significantly phytoavailable. The extractable fractions, including the desorbing and non-desorbing fractions, dominated the total PAH concentrations in vegetated soils after 50 days, indicating the transfer of bound PAH residues to the extractable fractions. This transfer was facilitated by root exudates. The addition of AREs and oxalic acid to test soils enhanced the release of bound PAH residues into their extractable fractions, resulting in enhanced phytoavailability of bound PAH residues in soils. This study provided important information regarding environmental fate and risks of bound PAH residues in soils.

  6. Capacity Bounds for Parallel Optical Wireless Channels

    KAUST Repository

    Chaaban, Anas

    2016-01-01

    A system consisting of parallel optical wireless channels with a total average intensity constraint is studied. Capacity upper and lower bounds for this system are derived. Under perfect channel-state information at the transmitter (CSIT), the bounds have to be optimized with respect to the power allocation over the parallel channels. The optimization of the lower bound is non-convex, however, the KKT conditions can be used to find a list of possible solutions one of which is optimal. The optimal solution can then be found by an exhaustive search algorithm, which is computationally expensive. To overcome this, we propose low-complexity power allocation algorithms which are nearly optimal. The optimized capacity lower bound nearly coincides with the capacity at high SNR. Without CSIT, our capacity bounds lead to upper and lower bounds on the outage probability. The outage probability bounds meet at high SNR. The system with average and peak intensity constraints is also discussed.

  7. Exact entanglement bases and general bound entanglement

    CERN Document Server

    Zhong, Z Z

    2004-01-01

    In this paper, we give the more general bound entangled states associated with the unextendible product bases (UPB), i.e. by using of the exact entanglement bases (EEB) and the complete basis with unextendible product bases (CBUPB), we prove that the arbitrary convex sums of the uniform mixtures (bound entangled states) associated with UPBs are still bound entangled states. Further, we discuss the equivalent transformation group and classification of the CBUPBs, and by using this classification, we prove that in the meaning of indistinguishability, the set of the above all possible bound entangled states can be reduced to the set of all possible mixtures of some fixed basic bound entangled states. At last, we prove that every operating of the partial transposition (PT) map acting upon a density matrix under any bipartite partitioning induces a mapping from the above reduced set of bound entangled states to oneself, which corresponds to a non-identical permutation of the basic bound entangled states.

  8. Thermodynamic law from the entanglement entropy bound

    CERN Document Server

    Park, Chanyong

    2015-01-01

    From black hole thermodynamics, the Bekenstein bound has been proposed as a universal thermal entropy bound. It has been further generalized to an entanglement entropy bound which is valid even in a quantum system. In a quantumly entangled system, the non-negativity of the relative entropy leads to the entanglement entropy bound. When the entanglement entropy bound is saturated, a quantum system satisfies the thermodynamics-like law with an appropriately defined entanglement temperature. We show that the saturation of the entanglement entropy bound accounts for a universal feature of the entanglement temperature proportional to the inverse of the system size. In addition, we also find that a global quench unlike the excitation does not preserve the entanglement entropy bound.

  9. Spectral computations for bounded operators

    CERN Document Server

    Ahues, Mario; Limaye, Balmohan

    2001-01-01

    Exact eigenvalues, eigenvectors, and principal vectors of operators with infinite dimensional ranges can rarely be found. Therefore, one must approximate such operators by finite rank operators, then solve the original eigenvalue problem approximately. Serving as both an outstanding text for graduate students and as a source of current results for research scientists, Spectral Computations for Bounded Operators addresses the issue of solving eigenvalue problems for operators on infinite dimensional spaces. From a review of classical spectral theory through concrete approximation techniques to finite dimensional situations that can be implemented on a computer, this volume illustrates the marriage of pure and applied mathematics. It contains a variety of recent developments, including a new type of approximation that encompasses a variety of approximation methods but is simple to verify in practice. It also suggests a new stopping criterion for the QR Method and outlines advances in both the iterative refineme...

  10. Bound states in the continuum

    Science.gov (United States)

    Hsu, Chia Wei; Zhen, Bo; Stone, A. Douglas; Joannopoulos, John D.; Soljačić, Marin

    2016-09-01

    Bound states in the continuum (BICs) are waves that remain localized even though they coexist with a continuous spectrum of radiating waves that can carry energy away. Their very existence defies conventional wisdom. Although BICs were first proposed in quantum mechanics, they are a general wave phenomenon and have since been identified in electromagnetic waves, acoustic waves in air, water waves and elastic waves in solids. These states have been studied in a wide range of material systems, such as piezoelectric materials, dielectric photonic crystals, optical waveguides and fibres, quantum dots, graphene and topological insulators. In this Review, we describe recent developments in this field with an emphasis on the physical mechanisms that lead to BICs across seemingly very different materials and types of waves. We also discuss experimental realizations, existing applications and directions for future work.

  11. Towards Bounded Infeasible Code Detection

    CERN Document Server

    Christ, Jürgen; Schäf, Martin

    2012-01-01

    A first step towards more reliable software is to execute each statement and each control-flow path in a method once. In this paper, we present a formal method to automatically compute test cases for this purpose based on the idea of a bounded infeasible code detection. The method first unwinds all loops in a program finitely often and then encodes all feasible executions of the loop-free programs in a logical formula. Helper variables are introduced such that a theorem prover can reconstruct the control-flow path of a feasible execution from a satisfying valuation of this formula. Based on this formula, we present one algorithm that computes a feasible path cover and one algorithm that computes a feasible statement cover. We show that the algorithms are complete for loop-free programs and that they can be implemented efficiently. We further provide a sound algorithm to compute procedure summaries which makes the method scalable to larger programs.

  12. Dependence in probabilistic modeling, Dempster-Shafer theory, and probability bounds analysis.

    Energy Technology Data Exchange (ETDEWEB)

    Oberkampf, William Louis; Tucker, W. Troy (Applied Biomathematics, Setauket, NY); Zhang, Jianzhong (Iowa State University, Ames, IA); Ginzburg, Lev (Applied Biomathematics, Setauket, NY); Berleant, Daniel J. (Iowa State University, Ames, IA); Ferson, Scott (Applied Biomathematics, Setauket, NY); Hajagos, Janos (Applied Biomathematics, Setauket, NY); Nelsen, Roger B. (Lewis & Clark College, Portland, OR)

    2004-10-01

    This report summarizes methods to incorporate information (or lack of information) about inter-variable dependence into risk assessments that use Dempster-Shafer theory or probability bounds analysis to address epistemic and aleatory uncertainty. The report reviews techniques for simulating correlated variates for a given correlation measure and dependence model, computation of bounds on distribution functions under a specified dependence model, formulation of parametric and empirical dependence models, and bounding approaches that can be used when information about the intervariable dependence is incomplete. The report also reviews several of the most pervasive and dangerous myths among risk analysts about dependence in probabilistic models.

  13. Using tolerance bounds in scientific investigations

    Energy Technology Data Exchange (ETDEWEB)

    Wendelberger, J.R.

    1996-07-01

    Assessment of the variability in population values plays an important role in the analysis of scientific data. Analysis of scientific data often involves developing a bound on a proportion of a population. Sometimes simple probability bounds are obtained using formulas involving known mean and variance parameters and replacing the parameters by sample estimates. The resulting bounds are only approximate and fail to account for the variability in the estimated parameters. Tolerance bounds provide bounds on population proportions which account for the variation resulting from the estimated mean and variance parameters. A beta content, gamma confidence tolerance interval is constructed so that a proportion beta of the population lies within the region bounded by the interval with confidence gamma. An application involving corrosion measurements is used to illustrate the use of tolerance bounds for different situations. Extensions of standard tolerance intervals are applied to generate regression tolerance bounds, tolerance bounds for more general models of measurements collected over time, and tolerance intervals for varying precision data. Tolerance bounds also provide useful information for designing the collection of future data.

  14. Prospects and risks of future network-bound supply systems. A multi-criteria procedure for the assessment of future scenarios; Chancen und Risiken zukuenftiger netzgebundener Versorgung. Ein multi-kriterielles Verfahren zur Bewertung von Zukunftsszenarien

    Energy Technology Data Exchange (ETDEWEB)

    Karger, C.R.; Hennings, W.; Jaeger, T.

    2006-07-01

    Shaping the developments of network-based supply systems is a difficult challenge in the context of preparing for the future. The structures for supplying the public with the basic goods electricity, gas and water, and also telecommunication services, have become the subject of public debates. A sustainable future for the supplies is being sought: measures for protecting the climate have been requested; citizens have committed themselves to opposing not only planned power stations, and coal mining, but also wind power plants; energy resources like coal, oil and natural gas are becoming scarce and expensive. At the same time, the supply utilities must meet the challenges of privatization, market openings and globalization. The pressure of high costs necessitates savings. The question is which choices are open within the framework of these determining factors. Setting the course for a sustainable future supply means that a method is needed for diagnosing the opportunities and risks of future developments as early as possible and for leveling out promising paths. The bases upon which decisions are made should be as transparent as possible and hence be easy to understand and put into action. lt is against this background that this study looks at specific options for the future and uses this as a basis for developing a method which tries to answer the question ''What is it that we want?''. It is not about an abstract discussion of the sustainability of future supplies or the contribution of specific technologies to sustainability, but about views of the future of supplies with respect to all societal aspects, with reference to which specific objectives are discussed, the pros and cons of which are weighed up, and regarding which the expected conflicts and potentials for reaching a consensus are leveled out. The essential features of this method are the multiple stages involved and the inclusion of science and society. Scientific and societal actors

  15. Bound anionic states of adenine

    Energy Technology Data Exchange (ETDEWEB)

    Haranczyk, Maciej; Gutowski, Maciej S; Li, Xiang; Bowen, Kit H

    2007-03-20

    Anionic states of nucleic acid bases are involved in DNA damage by low-energy electrons and in charge transfer through DNA. Previous gas phase studies of free, unsolvated nucleic acid base parent anions probed only dipole-bound states, which are not present in condensed phase environments, but did not observe valence anionic states, which for purine bases, are thought to be adiabatically unbound. Contrary to this expectation, we have demonstrated that some thus far ignored tautomers of adenine, which result from enamine-imine transformations, support valence anionic states with electron vertical detachment energies as large as 2.2 eV, and at least one of these anionic tautomers is adiabatically bound. Moreover, we predict that the new anionic tautomers should also dominate in solutions and should be characterized by larger values of electron vertical detachment energy than the canonical valence anion. All of the new-found anionic tautomers might be formed in the course of dissociative electron attachment followed by a hydrogen atom attachment to a carbon atom, and they might affect the structure and properties of DNA and RNA exposed to low-energy electrons. The discovery of these valence anionic states of adenine was facilitated by the development of: (i) a new experimental method for preparing parent anions of nucleic acid bases for photoelectron experiments, and (ii) a new combinatorial/ quantum chemical approach for identification of the most stable tautomers of organic molecules. The computational portion of this work was supported by the: (i) Polish State Committee for Scientific Research (KBN) Grants: DS/8000-4-0140-7 (M.G.) and N204 127 31/2963 (M.H.), (ii) European Social Funds (EFS) ZPORR/2.22/II/2.6/ARP/U/2/05 (M.H.), and (iii) US DOE Office of Biological and Environmental Research, Low Dose Radiation Research Program (M.G.). M.H. holds the Foundation for Polish Science (FNP) award for young scientists. The calculations were performed at the Academic

  16. Nonadditivity of Rains' bound for distillable entanglement

    Science.gov (United States)

    Wang, Xin; Duan, Runyao

    2017-06-01

    Rains' bound is arguably the best known upper bound of the distillable entanglement by operations completely preserving positivity of partial transpose (PPT) and was conjectured to be additive and coincide with the asymptotic relative entropy of entanglement. We disprove both conjectures by explicitly constructing a special class of mixed two-qubit states. We then introduce an additive semidefinite programming lower bound (EM) for the asymptotic Rains' bound, and it immediately becomes a computable lower bound for entanglement cost of bipartite states. Furthermore, EM is also proved to be the best known upper bound of the PPT-assisted deterministic distillable entanglement and gives the asymptotic rates for all pure states and some class of genuinely mixed states.

  17. Process expression of bounded Petri nets

    Institute of Scientific and Technical Information of China (English)

    吴哲辉

    1996-01-01

    The concept of process expression of bounded Petri nets is presented.Moreover,an algorithm to find the process expression for a bounded Petri net is given.A process expression of a bounded Petri net is a regular expression whose every alphabet symbol represents a basic subprocess of the net.The regular set expressed by the regular expression is the set of all surjective processes of a bounded Petri net.A surjective process of a bounded Petri net is a process of this net in which every s-cut corresponds to a reachable marking of the net.Therefore,all surjective processes of a bounded Petri net can be obtained as long as its process expression and the basic subprocess represented by the alphabet symbols of the process expression are given.

  18. Thermodynamic law from the entanglement entropy bound

    Science.gov (United States)

    Park, Chanyong

    2016-04-01

    From black hole thermodynamics, the Bekenstein bound has been proposed as a universal thermal entropy bound. It has been further generalized to an entanglement entropy bound which is valid even in a quantum system. In a quantumly entangled system, the non-negativity of the relative entropy leads to the entanglement entropy bound. When the entanglement entropy bound is saturated, a quantum system satisfies the thermodynamicslike law with an appropriately defined entanglement temperature. We show that the saturation of the entanglement entropy bound accounts for a universal feature of the entanglement temperature proportional to the inverse of the system size. In addition, we show that the deformed modular Hamiltonian under a global quench also satisfies the generalized entanglement entropy boundary after introducing a new quantity called the entanglement chemical potential.

  19. Bounds on double-diffusive convection

    Science.gov (United States)

    Balmforth, Neil J.; Ghadge, Shilpa A.; Kettapun, Atichart; Mandre, Shreyas D.

    2006-12-01

    We consider double-diffusive convection between two parallel plates and compute bounds on the flux of the unstably stratified species using the background method. The bound on the heat flux for Rayleigh Bénard convection also serves as a bound on the double-diffusive problem (with the thermal Rayleigh number equal to that of the unstably stratified component). In order to incorporate a dependence of the bound on the stably stratified component, an additional constraint must be included, like that used by Joseph (Stability of Fluid Motion, 1976, Springer) to improve the energy stability analysis of this system. Our bound extends Joseph's result beyond his energy stability boundary. At large Rayleigh number, the bound is found to behave like R_T(1/2) for fixed ratio R_S/R_T, where R_T and R_S are the Rayleigh numbers of the unstably and stably stratified components, respectively.

  20. Instanton bound states in ABJM theory

    Energy Technology Data Exchange (ETDEWEB)

    Hatsuda, Yasuyuki [DESY Hamburg (Germany). Theory Group; Tokyo Institute of Technology (Japan). Dept. of Physics; Moriyama, Sanefumi [Nagoya Univ. (Japan). Kobayashi Maskawa Inst. and Graduate School of Mathematics; Okuyama, Kazumi [Shinshu Univ., Matsumoto, Nagano (Japan). Dept. of Physics

    2013-06-15

    The partition function of the ABJM theory receives non-perturbative corrections due to instanton effects. We study these non-perturbative corrections, including bound states of worldsheet instantons and membrane instantons, in the Fermi-gas approach. We require that the total non-perturbative correction should be always finite for arbitrary Chern-Simons level. This finiteness is realized quite non-trivially because each bound state contribution naively diverges at some levels. The poles of each contribution should be canceled out in total. We use this pole cancellation mechanism to find unknown bound state corrections from known ones. We conjecture a general expression of the bound state contribution. Summing up all the bound state contributions, we find that the effect of bound states is simply incorporated into the worldsheet instanton correction by a redefinition of the chemical potential in the Fermi-gas system. Analytic expressions of the 3- and 4-membrane instanton corrections are also proposed.

  1. Sign realized jump risk and the cross-section of stock returns: Evidence from China's stock market.

    Science.gov (United States)

    Chao, Youcong; Liu, Xiaoqun; Guo, Shijun

    2017-01-01

    Using 5-minute high frequency data from the Chinese stock market, we employ a non-parametric method to estimate Fama-French portfolio realized jumps and investigate whether the estimated positive, negative and sign realized jumps could forecast or explain the cross-sectional stock returns. The Fama-MacBeth regression results show that not only have the realized jump components and the continuous volatility been compensated with risk premium, but also that the negative jump risk, the positive jump risk and the sign jump risk, to some extent, could explain the return of the stock portfolios. Therefore, we should pay high attention to the downside tail risk and the upside tail risk.

  2. Conditionally bounding analytic ranks of elliptic curves

    CERN Document Server

    Bober, Jonathan W

    2011-01-01

    We describe a method for bounding the rank of an elliptic curve under the assumptions of the Birch and Swinnerton-Dyer conjecture and the generalized Riemann hypothesis. As an example, we compute, under these conjectures, exact upper bounds for curves which are known to have rank at least as large as 20, 21, 22, 23, and 24. For the known curve of rank at least 28, we get a bound of 30.

  3. Computing the bounds on the loss rates

    Directory of Open Access Journals (Sweden)

    Fourneau J.-M.

    2002-01-01

    Full Text Available We consider an example network where we compute the bounds on cell loss rates. The stochastic bounds for these loss rates using simple arguments lead to models easier to solve. We proved, using stochastic orders, that the loss rates of these easier models are really the bounds of our original model. For ill-balanced configurations these models give good estimates of loss rates.

  4. Scalable Capacity Bounding Models for Wireless Networks

    OpenAIRE

    Du, Jinfeng; Medard, Muriel; Xiao, Ming; Skoglund, Mikael

    2014-01-01

    The framework of network equivalence theory developed by Koetter et al. introduces a notion of channel emulation to construct noiseless networks as upper (resp. lower) bounding models, which can be used to calculate the outer (resp. inner) bounds for the capacity region of the original noisy network. Based on the network equivalence framework, this paper presents scalable upper and lower bounding models for wireless networks with potentially many nodes. A channel decoupling method is proposed...

  5. Some Improved Nonperturbative Bounds for Fermionic Expansions

    Energy Technology Data Exchange (ETDEWEB)

    Lohmann, Martin, E-mail: marlohmann@gmail.com [Universita di Roma Tre, Dipartimento di Matematica (Italy)

    2016-06-15

    We reconsider the Gram-Hadamard bound as it is used in constructive quantum field theory and many body physics to prove convergence of Fermionic perturbative expansions. Our approach uses a recursion for the amplitudes of the expansion, discovered in a model problem by Djokic (2013). It explains the standard way to bound the expansion from a new point of view, and for some of the amplitudes provides new bounds, which avoid the use of Fourier transform, and are therefore superior to the standard bounds for models like the cold interacting Fermi gas.

  6. Bounds in the location-allocation problem

    DEFF Research Database (Denmark)

    Juel, Henrik

    1981-01-01

    Develops a family of stronger lower bounds on the objective function value of the location-allocation problem. Solution methods proposed to solve problems in location-allocation; Efforts to develop a more efficient bound solution procedure; Determination of the locations of the sources.......Develops a family of stronger lower bounds on the objective function value of the location-allocation problem. Solution methods proposed to solve problems in location-allocation; Efforts to develop a more efficient bound solution procedure; Determination of the locations of the sources....

  7. Conductivity bounds in probe brane models

    CERN Document Server

    Ikeda, Tatsuhiko N; Nakai, Yuichiro

    2016-01-01

    We discuss upper and lower bounds on the electrical conductivity of finite temperature strongly coupled quantum field theories, holographically dual to probe brane models, within linear response. In a probe limit where disorder is introduced entirely through an inhomogeneous background charge density, we find simple lower and upper bounds on the electrical conductivity in arbitrary dimensions. In field theories in two spatial dimensions, we show that both bounds persist even when disorder is included in the bulk metric. We discuss the challenges with finding sharp lower bounds on conductivity in three or more spatial dimensions when the metric is inhomogeneous.

  8. A violation of the covariant entropy bound?

    CERN Document Server

    Masoumi, Ali

    2014-01-01

    Several arguments suggest that the entropy density at high energy density $\\rho$ should be given by the expression $s=K\\sqrt{\\rho/G}$, where $K$ is a constant of order unity. On the other hand the covariant entropy bound requires that the entropy on a light sheet be bounded by $A/4G$, where $A$ is the area of the boundary of the sheet. We find that in a suitably chosen cosmological geometry, the above expression for $s$ violates the covariant entropy bound. We consider different possible explanations for this fact; in particular the possibility that entropy bounds should be defined in terms of volumes of regions rather than areas of surfaces.

  9. A Stronger LP Bound for Formula Size Lower Bounds via Clique Constraints

    CERN Document Server

    Ueno, Kenya

    2009-01-01

    We introduce a new technique proving formula size lower bounds based on the linear programming bound originally introduced by Karchmer, Kushilevitz and Nisan [11] and the theory of stable set polytope. We apply it to majority functions and prove their formula size lower bounds improved from the classical result of Khrapchenko [13]. Moreover, we introduce a notion of unbalanced recursive ternary majority functions motivated by a decomposition theory of monotone self-dual functions and give integrally matching upper and lower bounds of their formula size. We also show monotone formula size lower bounds of balanced recursive ternary majority functions improved from the quantum adversary bound of Laplante, Lee and Szegedy [15].

  10. An outer bound for 2-receiver discrete memoryless broadcast channels

    OpenAIRE

    Nair, Chandra

    2008-01-01

    An outer bound to the two-receiver discrete memoryless broadcast channel is presented. We compare it to the known outer bounds and show that the outer bound presented is at least as tight as the existing bounds.

  11. Bounded rationality alters the dynamics of paediatric immunization acceptance.

    Science.gov (United States)

    Oraby, Tamer; Bauch, Chris T

    2015-06-02

    Interactions between disease dynamics and vaccinating behavior have been explored in many coupled behavior-disease models. Cognitive effects such as risk perception, framing, and subjective probabilities of adverse events can be important determinants of the vaccinating behaviour, and represent departures from the pure "rational" decision model that are often described as "bounded rationality". However, the impact of such cognitive effects in the context of paediatric infectious disease vaccines has received relatively little attention. Here, we develop a disease-behavior model that accounts for bounded rationality through prospect theory. We analyze the model and compare its predictions to a reduced model that lacks bounded rationality. We find that, in general, introducing bounded rationality increases the dynamical richness of the model and makes it harder to eliminate a paediatric infectious disease. In contrast, in other cases, a low cost, highly efficacious vaccine can be refused, even when the rational decision model predicts acceptance. Injunctive social norms can prevent vaccine refusal, if vaccine acceptance is sufficiently high in the beginning of the vaccination campaign. Cognitive processes can have major impacts on the predictions of behaviour-disease models, and further study of such processes in the context of vaccination is thus warranted.

  12. No-arbitrage bounds for financial scenarios

    DEFF Research Database (Denmark)

    Geyer, Alois; Hanke, Michael; Weissensteiner, Alex

    2014-01-01

    We derive no-arbitrage bounds for expected excess returns to generate scenarios used in financial applications. The bounds allow to distinguish three regions: one where arbitrage opportunities will never exist, a second where arbitrage may be present, and a third, where arbitrage opportunities...

  13. Optimal online bounded space multidimensional packing

    NARCIS (Netherlands)

    L. Epstein (Lea); R. van Stee (Rob)

    2003-01-01

    textabstractWe solve an open problem in the literature by providing an online algorithm for multidimensional bin packing that uses only bounded space. We show that it is optimal among bounded space algorithms for any dimension $d>1$. Its asymptotic performance ratio is $(Pi_{infty})^d$, where

  14. New bounds for multi-dimensional packing

    NARCIS (Netherlands)

    S. Seiden; R. van Stee (Rob)

    2001-01-01

    textabstractNew upper and lower bounds are presented for a multi-dimensional generalization of bin packing called box packing. Several variants of this problem, including bounded space box packing, square packing, variable sized box packing and resource augmented box packing are also studied. The

  15. Lower Bounds of Concurrence for Multipartite States

    CERN Document Server

    Zhu, Xue-Na; Fei, Shao-Ming

    2012-01-01

    We study the entanglement of multipartite quantum states. Some lower bounds of the multipartite concurrence are reviewed. We further present more effective lower bounds for detecting and qualifying entanglement, by establishing functional relations between the concurrence and the generalized partial transpositions of the multipartite systems.

  16. A Note on Geodesically Bounded -Trees

    Directory of Open Access Journals (Sweden)

    Kirk WA

    2010-01-01

    Full Text Available It is proved that a complete geodesically bounded -tree is the closed convex hull of the set of its extreme points. It is also noted that if is a closed convex geodesically bounded subset of a complete -tree and if a nonexpansive mapping satisfies then has a fixed point. The latter result fails if is only continuous.

  17. New bounds for multi-dimensional packing

    NARCIS (Netherlands)

    Seiden, S.; Stee, R. van

    2001-01-01

    New upper and lower bounds are presented for a multi-dimensional generalization of bin packing called box packing. Several variants of this problem, including bounded space box packing, square packing, variable sized box packing and resource augmented box packing are also studied. The main results,

  18. Threshold Circuit Lower Bounds on Cryptographic Functions

    NARCIS (Netherlands)

    Kiltz, E.; Simon, H.U.

    2005-01-01

    In this work, we are interested in non-trivial upper bounds on the spectral norm of binary matrices $M$ from {-1, 1} $^{N × N}$. It is known that the distributed Boolean function represented by $M$ is hard to compute in various restricted models of computation if the spectral norm is bounded from ab

  19. Experimental evidence of bounds of quantum correlations

    CERN Document Server

    Bovino, F A; Castelletto, S; Degiovanni, I P; Rastello, M L; Berchera, I R

    2003-01-01

    We implemented the experiment proposed by Cabello [arXiv:quant-ph/0309172] to test the bounds of quantum correlation. As expected from the theory we found that, for certain choices of local observables, Cirel'son's bound of the Clauser-Horne-Shimony-Holt inequality ($2\\sqrt{2}$) is not reached by any quantum states.

  20. Spatial coagulation with bounded coagulation rate

    OpenAIRE

    Bailleul, Ismael

    2010-01-01

    We prove that the spatial coagulation equation with bounded coagulation rate is well-posed for all times in a given class of kernels if the convection term of the underlying particle dynamics has divergence bounded below by a positive constant. Multiple coagulations, fragmentation and scattering are also considered.

  1. Generalized upper bound for inelastic diffraction

    Science.gov (United States)

    Troshin, S. M.; Tyurin, N. E.

    2017-01-01

    For inelastic diffraction, we obtain an upper bound valid for the whole range of the elastic scattering amplitude variation allowed by unitarity. We discuss the energy dependence of the inelastic diffractive cross-section on the base of this bound and recent Large Hadron Collider (LHC) data.

  2. A generalized upper bound for inelastic diffraction

    CERN Document Server

    Troshin, S M

    2016-01-01

    For the inelastic diffraction, we obtain an upper bound valid in the whole range of the elastic scattering amplitude variation allowed by unitarity. We discuss the energy dependence of the inelastic diffractive cross-section on the base of this bound and recent LHC data.

  3. On the range of completely bounded maps

    Directory of Open Access Journals (Sweden)

    Richard I. Loebl

    1978-01-01

    Full Text Available It is shown that if every bounded linear map from a C*-algebra α to a von Neumann algebra β is completely bounded, then either α is finite-dimensional or β⫅⊗Mn, where is a commutative von Neumann algebra and Mn is the algebra of n×n complex matrices.

  4. Bounds in the location-allocation problem

    DEFF Research Database (Denmark)

    Juel, Henrik

    1981-01-01

    Develops a family of stronger lower bounds on the objective function value of the location-allocation problem. Solution methods proposed to solve problems in location-allocation; Efforts to develop a more efficient bound solution procedure; Determination of the locations of the sources....

  5. Endogenous opioids: The downside of opposing stress

    Directory of Open Access Journals (Sweden)

    Rita J. Valentino

    2015-01-01

    Full Text Available Our dynamic environment regularly exposes us to potentially life-threatening challenges or stressors. To answer these challenges and maintain homeostasis, the stress response, an innate coordinated engagement of central and peripheral neural systems is initiated. Although essential for survival, the inappropriate initiation of the stress response or its continuation after the stressor is terminated has pathological consequences that have been linked to diverse neuropsychiatric and medical diseases. Substantial individual variability exists in the pathological consequences of stressors. A theme of this Special Issue is that elucidating the basis of individual differences in resilience or its flipside, vulnerability, will greatly advance our ability to prevent and treat stress-related diseases. This can be approached by studying individual differences in “pro-stress” mediators such as corticosteroids or the hypothalamic orchestrator of the stress response, corticotropin-releasing factor. More recently, the recognition of endogenous neuromodulators with “anti-stress” activity that have opposing actions or that restrain stress-response systems suggests additional bases for individual differences in stress pathology. These “anti-stress” neuromodulators offer alternative strategies for manipulating the stress response and its pathological consequences. This review uses the major brain norepinephrine system as a model stress-response system to demonstrate how co-regulation by opposing pro-stress (corticotropin-releasing factor and anti-stress (enkephalin neuromodulators must be fine-tuned to produce an adaptive response to stress. The clinical consequences of tipping this fine-tuned balance in the direction of either the pro- or anti-stress systems are emphasized. Finally, that each system provides multiple points at which individual differences could confer stress vulnerability or resilience is discussed.

  6. Breaking Through Ethnocentrism Downside in International Communication

    Institute of Scientific and Technical Information of China (English)

    王晋抚

    2012-01-01

      Ethnocentrism exists in all cultures and everyone is ethnocentric to some extent. People always tend to hold a stand on the side of their own cultural beliefs, values and manners to judge what is correct and what is wrong with regard to the cul⁃tures and traditions of other countries. Some feasible ways are given to adjust ethnocentric tendency in people’s minds in the future intercultural communication. Besides that, this paper also describes the author’s attributions to this study and gives some prospects for the future study to the ethnocentric phenomenon.

  7. Automatic analysis of distance bounding protocols

    CERN Document Server

    Malladi, Sreekanth; Kothapalli, Kishore

    2010-01-01

    Distance bounding protocols are used by nodes in wireless networks to calculate upper bounds on their distances to other nodes. However, dishonest nodes in the network can turn the calculations both illegitimate and inaccurate when they participate in protocol executions. It is important to analyze protocols for the possibility of such violations. Past efforts to analyze distance bounding protocols have only been manual. However, automated approaches are important since they are quite likely to find flaws that manual approaches cannot, as witnessed in literature for analysis pertaining to key establishment protocols. In this paper, we use the constraint solver tool to automatically analyze distance bounding protocols. We first formulate a new trace property called Secure Distance Bounding (SDB) that protocol executions must satisfy. We then classify the scenarios in which these protocols can operate considering the (dis)honesty of nodes and location of the attacker in the network. Finally, we extend the const...

  8. Structural Bounds on the Dyadic Effect

    CERN Document Server

    Cinelli, Matteo; Iovanella, Antonio

    2016-01-01

    In this paper we consider the dyadic effect introduced in complex networks when nodes are distinguished by a binary characteristic. Under these circumstances two independent parameters, namely dyadicity and heterophilicity, are able to measure how much the assigned characteristic affects the network topology. All possible configurations can be represented in a phase diagram lying in a two-dimensional space that represents the feasible region of the dyadic effect, which is bound by two upper bounds on dyadicity and heterophilicity. Using some network's structural arguments, we are able to improve such upper bounds and introduce two new lower bounds, providing a reduction of the feasible region of the dyadic effect as well as constraining dyadicity and heterophilicity within a specific range. Some computational experiences show the bounds' effectiveness and their usefulness with regards to different classes of networks.

  9. Bound-free Spectra for Diatomic Molecules

    Science.gov (United States)

    Schwenke, David W.

    2012-01-01

    It is now recognized that prediction of radiative heating of entering space craft requires explicit treatment of the radiation field from the infrared (IR) to the vacuum ultra violet (VUV). While at low temperatures and longer wavelengths, molecular radiation is well described by bound-bound transitions, in the short wavelength, high temperature regime, bound-free transitions can play an important role. In this work we describe first principles calculations we have carried out for bound-bound and bound-free transitions in N2, O2, C2, CO, CN, NO, and N2+. Compared to bound ]bound transitions, bound-free transitions have several particularities that make them different to deal with. These include more complicated line shapes and a dependence of emission intensity on both bound state diatomic and atomic concentrations. These will be discussed in detail below. The general procedure we used was the same for all species. The first step is to generate potential energy curves, transition moments, and coupling matrix elements by carrying out ab initio electronic structure calculations. These calculations are expensive, and thus approximations need to be made in order to make the calculations tractable. The only practical method we have to carry out these calculations is the internally contracted multi-reference configuration interaction (icMRCI) method as implemented in the program suite Molpro. This is a widely used method for these kinds of calculations, and is capable of generating very accurate results. With this method, we must first of choose which electrons to correlate, the one-electron basis to use, and then how to generate the molecular orbitals.

  10. Insurance World in Transition: Changes in Global Risk Taking and Risk Assessment

    Science.gov (United States)

    Michel, Gero; Tiampo, Kristy

    2015-04-01

    Catastrophe insurance risk assessment, risk taking, and regulation has evolved over the last 20 years and is gearing up for significant further change in the years ahead. Changes in regulation and influx of capital have put profit margins for catastrophe risk products under pressure despite the fact that changes in climate as well as increasing insurance penetration is expected to heighten demand. As a result, reinsurance strategies are moving away from catastrophe risk. In addition, lower margins require cheaper and more efficient risk assessment methods and processes which are contrary to evolving analytical tools and methods that had increased expenses in line with growing margins over the last decade. New capital providers are less familiar with and less willing to accept complex supply chains for risk management, relationship-driven business and tedious data exchange and management processes. Risk takers claim new measures and ask for more flexibility in the use of tools. The current concepts of catastrophe insurance risk assessment are hence under thorough scrutiny. This presentation deals with the changing landscape in catastrophe insurance risk assessment and risk hedging and discusses changes in catastrophe risk assessment products and demand. How likely is it that private, small and nimble hazard and risk consulting groups - increasingly emanating from larger science organizations - will replace large established firms in their role to assess risk? What role do public-private academic partnerships play in assuming risk for catastrophe insurance and what role could they play in the future? What are the opportunities and downsides of the current changes in risk taking and hedging? What is needed from the scientific community in order to fill the gaps in risk management and who is likely to take advantage of the current changes?

  11. Probability bounds analysis for nonlinear population ecology models.

    Science.gov (United States)

    Enszer, Joshua A; Andrei Măceș, D; Stadtherr, Mark A

    2015-09-01

    Mathematical models in population ecology often involve parameters that are empirically determined and inherently uncertain, with probability distributions for the uncertainties not known precisely. Propagating such imprecise uncertainties rigorously through a model to determine their effect on model outputs can be a challenging problem. We illustrate here a method for the direct propagation of uncertainties represented by probability bounds though nonlinear, continuous-time, dynamic models in population ecology. This makes it possible to determine rigorous bounds on the probability that some specified outcome for a population is achieved, which can be a core problem in ecosystem modeling for risk assessment and management. Results can be obtained at a computational cost that is considerably less than that required by statistical sampling methods such as Monte Carlo analysis. The method is demonstrated using three example systems, with focus on a model of an experimental aquatic food web subject to the effects of contamination by ionic liquids, a new class of potentially important industrial chemicals.

  12. 中国保险公司下侧风险状况研究——基于下端部分矩的实证分析%Downside Risks of Insurance Companies in China

    Institute of Scientific and Technical Information of China (English)

    杜江; 李金; 钟潇

    2008-01-01

    下端部分矩(LPM)是量度下侧风险的有效工具.本文将下侧风险的量度运用于我国保险业的实证研究,以资产收益率(ROA)作为收益指标,通过对比香港上市的三家保险公司在投资者不同风险偏好下的下端部分矩(LPM)的值,定量分析我国保险上市公司面临的风险状况,为进一步实现保险公司投资者的风险和收益最优权衡以及强化保险公司内部监管提供有效的工具.

  13. Risk bounds for time series without strong mixing

    CERN Document Server

    McDonald, Daniel J; Schervish, Mark

    2011-01-01

    We show how to control the generalization error of time series models wherein past values of the outcome are used to predict future values. The results are based on a generalization of standard IID concentration inequalities to dependent data. We show how these concentration inequalities behave under different versions of dependence to provide some intuition for our methods.

  14. Bounded Error Approximation Algorithms for Risk-Based Intrusion Response

    Science.gov (United States)

    2015-09-17

    bipartite graphs. Prior to our work, intrusion response had not been studied within a graph- theoretic framework. Some of our important contributions...include: (a) The partial vertex cover problem for matchings (PVCM) is poly time solvable, if either the vertices or the edges are weighted, but NP- hard , if...WPVCM is NP- hard . This means that partial vertex cover problem is unlikely to be solved exactly in polynomial time for vertex-weighted and edge

  15. On an Outer bound and an Inner Bound for the General Broadcast Channel

    CERN Document Server

    Gohari, Amin Aminzadeh; Anantharam, Venkat

    2010-01-01

    In this paper, we study the Nair-El Gamal outer bound and Marton's inner bound for general two-receiver broadcast channels. We show that the Nair-El Gamal outer bound can be made fully computable. For the inner bound, we show that, unlike in the Gaussian case, for a degraded broadcast channel even without a common message, Marton's coding scheme without a superposition variable is in general insufficient for obtaining the capacity region. Further, we prove various results that help to restrict the search space for computing the sum-rate for Marton's inner bound. We establish the capacity region along certain directions and show that it coincides with Marton's inner bound. Lastly, we discuss an idea that may lead to a larger inner bound.

  16. Positivity bounds on double parton distributions

    Energy Technology Data Exchange (ETDEWEB)

    Diehl, Markus; Kasemets, Tomas

    2013-03-15

    Double hard scattering in proton-proton collisions is described in terms of double parton distributions. We derive bounds on these distributions that follow from their interpretation as probability densities, taking into account all possible spin correlations between two partons in an unpolarized proton. These bounds constrain the size of the polarized distributions and can for instance be used to set upper limits on the effects of spin correlations in double hard scattering. We show that the bounds are stable under leading-order DGLAP evolution to higher scales.

  17. Bounds for convection between rough boundaries

    CERN Document Server

    Goluskin, David

    2016-01-01

    We consider Rayleigh-B\\'enard convection in a layer of fluid between no-slip rough boundaries, where the top and bottom boundary heights are functions of the horizontal coordinates with bounded gradients. We use the background method to derive an upper bound on mean heat flux across the layer for all admissible boundary geometries. This flux, normalized by the temperature difference between the boundaries, can grow with the Rayleigh number ($Ra$) no faster than $Ra^{1/2}$ as $Ra \\rightarrow \\infty$. Coefficients of the bound are given explicitly in terms of the geometry, and evaluation of the coefficients is illustrated for sinusoidal boundaries.

  18. On the reflection of magnon bound states

    CERN Document Server

    MacKay, Niall

    2010-01-01

    We investigate the reflection of two-particle bound states of a free open string in the light-cone AdS_5 x S^5 string sigma model, for large angular momentum J=J_56 and ending on a D7 brane which wraps the entire AdS_5 and a maximal S^3 of S^5. We use the superspace formalism to analyse fundamental and two-particle bound states in the cases of supersymmetry-preserving and broken-supersymmetry boundaries. We find the boundary S-matrices corresponding to bound states both in the bulk and on the boundary.

  19. Bounds on List Decoding Gabidulin Codes

    CERN Document Server

    Wachter-Zeh, Antonia

    2012-01-01

    An open question about Gabidulin codes is whether polynomial-time list decoding beyond half the minimum distance is possible or not. In this contribution, we give a lower and an upper bound on the list size, i.e., the number of codewords in a ball around the received word. The lower bound shows that if the radius of this ball is greater than the Johnson radius, this list size can be exponential and hence, no polynomial-time list decoding is possible. The upper bound on the list size uses subspace properties.

  20. Lightweight Distance Bounding Protocol against Relay Attacks

    Science.gov (United States)

    Kim, Jin Seok; Cho, Kookrae; Yum, Dae Hyun; Hong, Sung Je; Lee, Pil Joong

    Traditional authentication protocols are based on cryptographic techniques to achieve identity verification. Distance bounding protocols are an enhanced type of authentication protocol built upon both signal traversal time measurement and cryptographic techniques to accomplish distance verification as well as identity verification. A distance bounding protocol is usually designed to defend against the relay attack and the distance fraud attack. As there are applications to which the distance fraud attack is not a serious threat, we propose a streamlined distance bounding protocol that focuses on the relay attack. The proposed protocol is more efficient than previous protocols and has a low false acceptance rate under the relay attack.

  1. Protein-bound toxins: added value in their removal with high convective volumes.

    Science.gov (United States)

    Abad, Soraya; Vega, Almudena; Quiroga, Borja; Arroyo, David; Panizo, Nayara; Reque, Javier Eduardo; López-Gómez, Juan Manuel

    Chronic kidney disease is associated with an increased risk of cardiovascular events. In recent years, protein-bound toxins have become more important due to their association with increased morbidity and mortality, characterised by inadequate clearance during dialysis. The purpose of this study is to assess the influence of high convective volumes on postdilution online haemodiafiltration (OL-HDF) on the removal of medium-sized molecules, small molecules and protein-bound molecules.

  2. How entangled are bound entangled states?

    CERN Document Server

    Wei, T C; Goldbart, P M; Munro, W J; Wei, Tzu-Chieh; Altepeter, Joseph B.; Goldbart, Paul M.; Munro, William J.

    2003-01-01

    Bound entangled states are states that are entangled but from which no entanglement can be distilled if all parties are allowed only local operations and classical communication. However, in creating these states one needs nonzero entanglement to start with. To date, no analytic results reveal the entanglement content of these strange states. Here, the entanglement of two distinct multipartite bound entangled states is determined analytically in terms of geometric measure of entanglement and a related quantity. The results are compared with those for the relative entropy of entanglement and the negativity, and plausible lower bounds on the entanglement of formation are given. Along the way, an intriguing example emerges, in which a bipartite mixed state, associated with Smolin's bound entangled state, can be reversibly converted into a bipartite Bell state, and vice versa. Furthermore, for any N-qubit state that is PPT for all bipartite partitionings, there is no violation of the two-setting, three-setting, a...

  3. THE EIGENVALUE PERTURBATION BOUND FOR ARBITRARY MATRICES

    Institute of Scientific and Technical Information of China (English)

    Wen Li; Jian-xin Chen

    2006-01-01

    In this paper we present some new absolute and relative perturbation bounds for the eigenvalue for arbitrary matrices, which improves some recent results. The eigenvalue inclusion region is also discussed.

  4. Compositional encoding for bounded model checking

    Institute of Scientific and Technical Information of China (English)

    Jun SUN; Yang LIU; Jin Song DONG; Jing SUN

    2008-01-01

    Verification techniques like SAT-based bounded model checking have been successfully applied to a variety of system models. Applying bounded model checking to compositional process algebras is, however, a highly non-trivial task. One challenge is that the number of system states for process algebra models is not statically known, whereas exploring the full state space is computa-tionally expensive. This paper presents a compositional encoding of hierarchical processes as SAT problems and then applies state-of-the-art SAT solvers for bounded model checking. The encoding avoids exploring the full state space for complex systems so as to deal with state space explosion. We developed an automated analyzer which combines complementing model checking tech-niques (I.e., bounded model checking and explicit on-the-fly model checking) to validate system models against event-based temporal properties. The experiment results show the analyzer handles large systems.

  5. Entropy bounds for uncollapsed rotating bodies

    CERN Document Server

    Abreu, Gabriel

    2010-01-01

    Entropy bounds in black hole physics, based on a wide variety of different approaches, have had a long and distinguished history. Recently the current authors have turned attention to uncollapsed systems and obtained a robust entropy bound for uncollapsed static spherically symmetric configurations. In the current article we extend this bound to rotating systems. This extension is less simple than one might at first suppose. Purely classically, (using only classical general relativity and basic thermodynamics), it is possible to show that the entropy of uncollapsed matter inside a region enclosed by a surface of area A is bounded from above by S = max kappa(FIDOs) / (2 pi). Thus, using only classical general relativity, basic thermodynamics, and the Unruh effect, we are able to argue that for uncollapsed matter S <= {1/2} A.

  6. Constructive spherical codes near the Shannon bound

    CERN Document Server

    Solé, Patrick

    2011-01-01

    Shannon gave a lower bound in 1959 on the binary rate of spherical codes of given minimum Euclidean distance $\\rho$. Using nonconstructive codes over a finite alphabet, we give a lower bound that is weaker but very close for small values of $\\rho$: The construction is based on the Yaglom map combined with some finite sphere packings obtained from nonconstructive codes for the Euclidean metric. Concatenating geometric codes meeting the TVZ bound with a Lee metric BCH code over GF(p); we obtain spherical codes that are polynomial time constructible. Their parameters outperform those obtained by Lachaud and Stern in 1994. At very high rate they are above 98 per cent of the Shannon bound.

  7. An Exact Black Hole Entropy Bound

    CERN Document Server

    Birmingham, Daniel; Birmingham, Danny; Sen, Siddhartha

    2001-01-01

    We show that a Rademacher expansion can be used to establish an exact bound for the entropy of black holes within a conformal field theory framework. This convergent expansion includes all subleading corrections to the Bekenstein-Hawking term.

  8. Family of nonlocal bound entangled states

    Science.gov (United States)

    Yu, Sixia; Oh, C. H.

    2017-03-01

    Bound entanglement, being entangled yet not distillable, is essential to our understanding of the relations between nonlocality and entanglement besides its applications in certain quantum information tasks. Recently, bound entangled states that violate a Bell inequality have been constructed for a two-qutrit system, disproving a conjecture by Peres that bound entanglement is local. Here we construct this kind of nonlocal bound entangled state for all finite dimensions larger than two, making possible their experimental demonstration in most general systems. We propose a Bell inequality, based on a Hardy-type argument for nonlocality, and a steering inequality to identify their nonlocality. We also provide a family of entanglement witnesses to detect their entanglement beyond the Bell inequality and the steering inequality.

  9. Bound phenolics in foods, a review.

    Science.gov (United States)

    Acosta-Estrada, Beatriz A; Gutiérrez-Uribe, Janet A; Serna-Saldívar, Sergio O

    2014-01-01

    Among phytochemicals, phenolic compounds have been extensively researched due to their diverse health benefits. Phenolic compounds occur mostly as soluble conjugates and insoluble forms, covalently bound to sugar moieties or cell wall structural components. Absorption mechanisms for bound phenolic compounds in the gastrointestinal tract greatly depend on the liberation of sugar moieties. Food processes such as fermentation, malting, thermoplastic extrusion or enzymatic, alkaline and acid hydrolyses occasionally assisted with microwave or ultrasound have potential to release phenolics associated to cell walls. Different kinds of wet chemistry methodologies to release and detect bound phenolic have been developed. These include harsh heat treatments, chemical modifications or biocatalysis. New protocols for processing and determining phenolics in food matrices must be devised in order to release bound phenolics and for quality control in the growing functional food industry.

  10. New Spectral Features from Bound Dark Matter

    CERN Document Server

    Catena, Riccardo

    2016-01-01

    We demonstrate that dark matter particles gravitationally bound to the Earth can induce a characteristic nuclear recoil signal at low energies in direct detection experiments. The new spectral feature we predict can provide the ultimate smoking gun for dark matter discovery for experiments with positive signal but unclear background. The new feature is universal, in that the ratio of bound over halo dark matter event rates at detectors is independent of the dark matter-nucleon cross section.

  11. Upper Bounds for the Laplacian Graph Eigenvalues

    Institute of Scientific and Technical Information of China (English)

    Jiong Sheng LI; Yong Liang PAN

    2004-01-01

    We first apply non-negative matrix theory to the matrix K = D + A, where D and A are the degree-diagonal and adjacency matrices of a graph G, respectively, to establish a relation on the largest Laplacian eigenvalue λ1 (G) of G and the spectral radius ρ(K) of K. And then by using this relation we present two upper bounds for λ1 (G) and determine the extremal graphs which achieve the upper bounds.

  12. New Spectral Features from Bound Dark Matter

    DEFF Research Database (Denmark)

    Catena, Riccardo; Kouvaris, Chris

    2016-01-01

    We demonstrate that dark matter particles gravitationally bound to the Earth can induce a characteristic nuclear recoil signal at low energies in direct detection experiments. The new spectral feature we predict can provide the ultimate smoking gun for dark matter discovery for experiments...... with positive signal but unclear background. The new feature is universal, in that the ratio of bound over halo dark matter event rates at detectors is independent of the dark matter-nucleon cross section....

  13. New Spectral Features from Bound Dark Matter

    DEFF Research Database (Denmark)

    Catena, Riccardo; Kouvaris, Chris

    2016-01-01

    We demonstrate that dark matter particles gravitationally bound to the Earth can induce a characteristic nuclear recoil signal at low energies in direct detection experiments. The new spectral feature we predict can provide the ultimate smoking gun for dark matter discovery for experiments...... with positive signal but unclear background. The new feature is universal, in that the ratio of bound over halo dark matter event rates at detectors is independent of the dark matter-nucleon cross section....

  14. The neural basis of bounded rational behavior

    OpenAIRE

    Coricelli, Giorgio; Nagel, Rosemarie

    2010-01-01

    Bounded rational behaviour is commonly observed in experimental games and in real life situations. Neuroeconomics can help to understand the mental processing underlying bounded rationality and out-of-equilibrium behaviour. Here we report results from recent studies on the neural basis of limited steps of reasoning in a competitive setting —the beauty contest game. We use functional magnetic resonance imaging (fMRI) to study the neural correlates of human mental processes in strategic games. ...

  15. New spectral features from bound dark matter

    Science.gov (United States)

    Catena, Riccardo; Kouvaris, Chris

    2016-07-01

    We demonstrate that dark matter particles gravitationally bound to the Earth can induce a characteristic nuclear recoil signal at low energies in direct detection experiments. The new spectral feature that we predict can provide a complementary verification of dark matter discovery at experiments with positive signal but unclear background. The effect is generically expected, in that the ratio of bound over halo dark matter event rates at detectors is independent of the dark matter-nucleon cross section.

  16. Lower Bound of Electrical Conductivity from Holography

    CERN Document Server

    Ge, Xian-Hui; Wu, Shao-Feng

    2015-01-01

    We propose a universal lower bound of dc electrical conductivity in rotational- and translational- symmetries breaking systems via the holographic duality. This bound predicts that BTZ-black brane can be easily used to realize linear temperature resistivity. We also construct an anisotropic black brane solution, which yields linear temperature for the in-plane resistivity and insulating behavior for the out-of-plane resistivity. Ultimately, we discuss its implications in experiments.

  17. Eigenvalue variance bounds for covariance matrices

    OpenAIRE

    Dallaporta, Sandrine

    2013-01-01

    This work is concerned with finite range bounds on the variance of individual eigenvalues of random covariance matrices, both in the bulk and at the edge of the spectrum. In a preceding paper, the author established analogous results for Wigner matrices and stated the results for covariance matrices. They are proved in the present paper. Relying on the LUE example, which needs to be investigated first, the main bounds are extended to complex covariance matrices by means of the Tao, Vu and Wan...

  18. Effective Height Upper Bounds on Algebraic Tori

    CERN Document Server

    Habegger, Philipp

    2012-01-01

    The main emphasis will be on height upper bounds in the algebraic torus G^{n}_{m}. By height we will mean the absolute logarithmic Weil height. Section 3.2 contains a precise definition of this and other more general height functions. The first appendix gives a short overview of known results in the abelian case. The second appendix contains a few height bounds in Shimura varieties.

  19. Spatially Adaptive Intensity Bounds for Image Restoration

    Directory of Open Access Journals (Sweden)

    Kaaren L. May

    2003-11-01

    Full Text Available Spatially-adaptive intensity bounds on the image estimate are shown to be an effective means of regularising the ill-posed image restoration problem. For blind restoration, the local intensity constraints also help to further define the solution, thereby reducing the number of multiple solutions and local minima. The bounds are defined in terms of the local statistics of the image estimate and a control parameter which determines the scale of the bounds. Guidelines for choosing this parameter are developed in the context of classical (nonblind image restoration. The intensity bounds are applied by means of the gradient projection method, and conditions for convergence are derived when the bounds are refined using the current image estimate. Based on this method, a new alternating constrained minimisation approach is proposed for blind image restoration. On the basis of the experimental results provided, it is found that local intensity bounds offer a simple, flexible method of constraining both the nonblind and blind restoration problems.

  20. Quantum bounds for ordered searching and sorting

    CERN Document Server

    Hoyer, P; Shi, Y; Hoyer, Peter; Neerbek, Jan; Shi, Yaoyun

    2001-01-01

    We consider the quantum complexities of searching an ordered list and sorting an un-ordered list. For searching an ordered list of N elements, we prove a lower bound of \\frac{1}{\\pi}(\\ln(N)-1) on the number of oracle queries that access the list elements. This improves the previously best lower bound of ({1/12}\\log_2(N) - O(1)) due to Ambainis. For sorting N numbers, we prove a lower bound of \\frac{N}{2\\pi}(\\ln(N)-1) on the number of binary comparisons. The previously best lower bound is \\Omega(N). Our proofs are based on a weighted all-pairs inner product argument, and our results generalize to bounded error quantum algorithms. Both results are proven in the so-called quantum black box model, a quantum analogue of classical decision trees. In addition to our lower bound results, we give an exact quantum algorithm for ordered searching using (\\log_3(N) + O(1)) queries, which is roughly 0.631 \\log_2(N). Although our algorithm is worse than that of Farhi, Goldstone, Gutmann and Sipser, which makes 0.526 \\log_2(...

  1. Countering the biggest risk of all.

    Science.gov (United States)

    Slywotzky, Adrian J; Drzik, John

    2005-04-01

    Corporate treasurers and chief financial officers have become adept at quantifying and managing a wide variety of risks: financial (for example, currency fluctuations), hazard (chemical spills), and operational (computer system failures). To defend themselves, they use tried-and-true tools such as hedging, insurance, and backup systems. Some companies have even adopted the concept of enterprise risk management, integrating available risk management techniques in a comprehensive, organization-wide approach. But most managers have not addressed in a systematic way the greatest threat of all--strategic risks, the array of external events and trends that can devastate a company's growth trajectory and shareholder value. Strategic risks go beyond such familiar challenges as the possible failure of an acquisition or a product launch. A new technology may overtake your product. Gradual shifts in the market may slowly erode one of your brands beyond the point of viability. Or rapidly shifting customer priorities may suddenly change your industry. The key to surviving these strategic risks, the authors say, is knowing how to assess and respond to them. In this article, they lay out a method for identifying and responding to strategic threats. They categorize the risks into seven major classes (industry, technology, brand, competitor, customer, project, and stagnation) and describe a particularly dangerous example within each category. The authors also offer countermeasures to take against these risks and describe how individual companies (American Express, Coach, and Air Liquide, among them) have deployed them to neutralize a threat and, in many cases, capitalize on it. Besides limiting the downside of risk, strategic-risk management forces executives to think more systematically about the future, thus helping them identify opportunities for growth.

  2. One idea of portfolio risk control for absolute return strategy risk adjustments by signals from correlation behavior

    Science.gov (United States)

    Nishiyama, N.

    2001-12-01

    Absolute return strategy provided from fund of funds (FOFs) investment schemes is the focus in Japanese Financial Community. FOFs investment mainly consists of hedge fund investment and it has two major characteristics which are low correlation against benchmark index and little impact from various external changes in the environment given maximizing return. According to the historical track record of survival hedge funds in this business world, they maintain a stable high return and low risk. However, one must keep in mind that low risk would not be equal to risk free. The failure of Long-term capital management (LTCM) that took place in the summer of 1998 was a symbolized phenomenon. The summer of 1998 exhibited a certain limitation of traditional value at risk (VaR) and some possibility that traditional VaR could be ineffectual to the nonlinear type of fluctuation in the market. In this paper, I try to bring self-organized criticality (SOC) into portfolio risk control. SOC would be well known as a model of decay in the natural world. I analyzed nonlinear type of fluctuation in the market as SOC and applied SOC to capture complicated market movement using threshold point of SOC and risk adjustments by scenario correlation as implicit signals. Threshold becomes the control parameter of risk exposure to set downside floor and forecast extreme nonlinear type of fluctuation under a certain probability. Simulation results would show synergy effect of portfolio risk control between SOC and absolute return strategy.

  3. Upper bound limit and shakedown analysis of elastic plastic bounded linearly kinematic hardening structures

    OpenAIRE

    2011-01-01

    This thesis develops a new FEM based algorithm for shakedown analysis of structures made of elastic plastic bounded linearly kinematic hardening material. Its concept can be briefly described as: Hardening law is simulated using a two-surface plastic model. One yield surface is the initial surface, defined by yield stress sigma_y, and the other one is the bounding surface, defined by ultimate strength sigma_u. The initial surface can translate inside the bounding surface without changing its ...

  4. Error bounds from extra precise iterative refinement

    Energy Technology Data Exchange (ETDEWEB)

    Demmel, James; Hida, Yozo; Kahan, William; Li, Xiaoye S.; Mukherjee, Soni; Riedy, E. Jason

    2005-02-07

    We present the design and testing of an algorithm for iterative refinement of the solution of linear equations, where the residual is computed with extra precision. This algorithm was originally proposed in the 1960s [6, 22] as a means to compute very accurate solutions to all but the most ill-conditioned linear systems of equations. However two obstacles have until now prevented its adoption in standard subroutine libraries like LAPACK: (1) There was no standard way to access the higher precision arithmetic needed to compute residuals, and (2) it was unclear how to compute a reliable error bound for the computed solution. The completion of the new BLAS Technical Forum Standard [5] has recently removed the first obstacle. To overcome the second obstacle, we show how a single application of iterative refinement can be used to compute an error bound in any norm at small cost, and use this to compute both an error bound in the usual infinity norm, and a componentwise relative error bound. We report extensive test results on over 6.2 million matrices of dimension 5, 10, 100, and 1000. As long as a normwise (resp. componentwise) condition number computed by the algorithm is less than 1/max{l_brace}10,{radical}n{r_brace} {var_epsilon}{sub w}, the computed normwise (resp. componentwise) error bound is at most 2 max{l_brace}10,{radical}n{r_brace} {center_dot} {var_epsilon}{sub w}, and indeed bounds the true error. Here, n is the matrix dimension and w is single precision roundoff error. For worse conditioned problems, we get similarly small correct error bounds in over 89.4% of cases.

  5. Upper bounds on superpartner masses from upper bounds on the Higgs boson mass.

    Science.gov (United States)

    Cabrera, M E; Casas, J A; Delgado, A

    2012-01-13

    The LHC is putting bounds on the Higgs boson mass. In this Letter we use those bounds to constrain the minimal supersymmetric standard model (MSSM) parameter space using the fact that, in supersymmetry, the Higgs mass is a function of the masses of sparticles, and therefore an upper bound on the Higgs mass translates into an upper bound for the masses for superpartners. We show that, although current bounds do not constrain the MSSM parameter space from above, once the Higgs mass bound improves big regions of this parameter space will be excluded, putting upper bounds on supersymmetry (SUSY) masses. On the other hand, for the case of split-SUSY we show that, for moderate or large tanβ, the present bounds on the Higgs mass imply that the common mass for scalars cannot be greater than 10(11)  GeV. We show how these bounds will evolve as LHC continues to improve the limits on the Higgs mass.

  6. A Bound on Equipartition of Energy

    CERN Document Server

    Masi, Nicolo'

    2011-01-01

    In this article I want to demonstrate that the time-scale constraints for a thermodynamic system imply the new concept of equipartition of energy bound (EEB) or, more generally, a thermodynamical bound for the partition of energy. This means that I theorize and discuss the possibility to put an upper limit to the equipartition factor for a gas of particles. This could be interpreted as a sort of transcription of the entropy bounds from quantum-holographic sector. The number 4.93, i.e. the EEB, obtained from a comparison between the Margolus-Levitin quantum theorem and the TTT bound for relaxation times by Hod, seems like a special value for the thermodynamics of particle systems. This bound has been related to the idea of an extremal statistics and independently traced in a statistical mechanics framework. In fact, I identified a type of fluid that is capable of reaching to saturate the limit value I obtained for the equipartition factor. This was done by analyzing the mathematical behavior of the distributio...

  7. Conformational phases of membrane bound cytoskeletal filaments

    Science.gov (United States)

    Quint, David A.; Grason, Gregory; Gopinathan, Ajay

    2013-03-01

    Membrane bound cytoskeletal filaments found in living cells are employed to carry out many types of activities including cellular division, rigidity and transport. When these biopolymers are bound to a membrane surface they may take on highly non-trivial conformations as compared to when they are not bound. This leads to the natural question; What are the important interactions which drive these polymers to particular conformations when they are bound to a surface? Assuming that there are binding domains along the polymer which follow a periodic helical structure set by the natural monomeric handedness, these bound conformations must arise from the interplay of the intrinsic monomeric helicity and membrane binding. To probe this question, we study a continuous model of an elastic filament with intrinsic helicity and map out the conformational phases of this filament for various mechanical and structural parameters in our model, such as elastic stiffness and intrinsic twist of the filament. Our model allows us to gain insight into the possible mechanisms which drive real biopolymers such as actin and tubulin in eukaryotes and their prokaryotic cousins MreB and FtsZ to take on their functional conformations within living cells.

  8. Introduction to QCD - a bound state perspective

    CERN Document Server

    Hoyer, Paul

    2011-01-01

    These lecture notes focus on the bound state sector of QCD. Motivated by data which suggests that the strong coupling \\alpha_s(Q) freezes at low Q, and by similarities between the spectra of hadrons and atoms, I discuss if and how QCD bound states may be treated perturbatively. I recall the basic principles of perturbative gauge theory bound states at lowest order in the \\hbar expansion. Born level amplitudes are insensitive to the i\\epsilon prescription of propagators, which allows to eliminate the Z-diagrams of relativistic, time-ordered Coulomb interactions. The Dirac wave function thus describes a single electron which propagates forward in time only, even though the bound state has any number of pair constituents when Feynman propagators are used. In the absence of an external potential, states that are bound by the Coulomb attraction of their constituents can be analogously described using only their valence degrees of freedom. The instantaneous A^0 field is determined by Gauss' law for each wave functi...

  9. Johnson Type Bounds on Constant Dimension Codes

    CERN Document Server

    Xia, Shu-Tao

    2007-01-01

    Very recently, an operator channel was defined by Koetter and Kschischang when they studied random network coding. They also introduced constant dimension codes and demonstrated that these codes can be employed to correct errors and/or erasures over the operator channel. Constant dimension codes are equivalent to the so-called linear authentication codes introduced by Wang, Xing and Safavi-Naini when constructing distributed authentication systems in 2003. In this paper, we study constant dimension codes. It is shown that Steiner structures are optimal constant dimension codes achieving the Wang-Xing-Safavi-Naini bound. Furthermore, we show that constant dimension codes achieve the Wang-Xing-Safavi-Naini bound if and only if they are certain Steiner structures. Then, we derive two Johnson type upper bounds, say I and II, on constant dimension codes. The Johnson type bound II slightly improves on the Wang-Xing-Safavi-Naini bound. Finally, we point out that a family of known Steiner structures is actually a fam...

  10. Space Lower Bounds for Online Pattern Matching

    CERN Document Server

    Clifford, Raphael; Porat, Ely; Sach, Benjamin

    2011-01-01

    We present space lower bounds for online pattern matching under a number of different distance measures. Given a pattern of length m and a text that arrives one character at a time, the online pattern matching problem is to report the distance between the pattern and a sliding window of the text as soon as the new character arrives. We require that the correct answer is given at each position with constant probability. We give Omega(m) bit space lower bounds for L_1, L_2, L_\\infty, Hamming, edit and swap distances as well as for any algorithm that computes the cross-correlation/convolution. We then show a dichotomy between distance functions that have wildcard-like properties and those that do not. In the former case which includes, as an example, pattern matching with character classes, we give Omega(m) bit space lower bounds. For other distance functions, we show that there exist space bounds of Omega(log m) and O(log^2 m) bits. Finally we discuss space lower bounds for non-binary inputs and show how in som...

  11. Bounds on localisable information via semidefinite programming

    CERN Document Server

    Synak, B; Horodecki, M; Synak, Barbara; Horodecki, Karol; Horodecki, Michal

    2004-01-01

    We investigate so-called localisable information of bipartite states and a parallel notion of information deficit. Localisable information is defined as the amount of information that can be concentrated by means of classical communication and local operations where only maximally mixed states can be added for free. The information deficit is defined as difference between total information contents of the state and localisable information. We consider a larger class of operations: the so called PPT operations, which in addition preserve maximally mixed state (PPT-PMM operations). We formulate the related optimization problem as sedmidefnite program with suitable constraints. We then provide bound for fidelity of transition of a given state into product pure state on Hilbert space of dimension d. This allows to obtain general upper bound for localisable information (and also for information deficit). We calculated the bounds exactly for Werner states and isotropic states in any dimension. Surprisingly it turns...

  12. Bound States in Boson Impurity Models

    Science.gov (United States)

    Shi, Tao; Wu, Ying-Hai; González-Tudela, A.; Cirac, J. I.

    2016-04-01

    The formation of bound states involving multiple particles underlies many interesting quantum physical phenomena, such as Efimov physics or superconductivity. In this work, we show the existence of an infinite number of such states for some boson impurity models. They describe free bosons coupled to an impurity and include some of the most representative models in quantum optics. We also propose a family of wave functions to describe the bound states and verify that it accurately characterizes all parameter regimes by comparing its predictions with exact numerical calculations for a one-dimensional tight-binding Hamiltonian. For that model, we also analyze the nature of the bound states by studying the scaling relations of physical quantities, such as the ground-state energy and localization length, and find a nonanalytical behavior as a function of the coupling strength. Finally, we discuss how to test our theoretical predictions in experimental platforms, such as photonic crystal structures and cold atoms in optical lattices.

  13. Bound States Of Supersymmetric Black Holes

    CERN Document Server

    Britto-Pacumio, R A

    2002-01-01

    The quantum mechanics of N slowly-moving supersymmetric black holes in five dimensions is considered. A divergent continuum of states describing arbitrarily closely bound black holes with arbitrarily small excitation energies is found. A superconformal structure appears at low energies and can be used to define a topological index counting the weighted number of supersymmetric bound states. It is shown that the index is determined from the dimensions of certain cohomology classes on the symmetric product of N copies of R4. This bound state index is computed exactly for two and three black holes. The required regulator for the infrared continuum of near-coincident black holes is chosen in accord with the enhanced superconformal symmetry.

  14. Bounded link prediction in very large networks

    Science.gov (United States)

    Cui, Wei; Pu, Cunlai; Xu, Zhongqi; Cai, Shimin; Yang, Jian; Michaelson, Andrew

    2016-09-01

    Evaluating link prediction methods is a hard task in very large complex networks due to the prohibitive computational cost. However, if we consider the lower bound of node pairs' similarity scores, this task can be greatly optimized. In this paper, we study CN index in the bounded link prediction framework, which is applicable to enormous heterogeneous networks. Specifically, we propose a fast algorithm based on the parallel computing scheme to obtain all node pairs with CN values larger than the lower bound. Furthermore, we propose a general measurement, called self-predictability, to quantify the performance of similarity indices in link prediction, which can also indicate the link predictability of networks with respect to given similarity indices.

  15. η-nuclear bound states revisited

    Science.gov (United States)

    Friedman, E.; Gal, A.; Mareš, J.

    2013-10-01

    The strong energy dependence of the s-wave ηN scattering amplitude at and below threshold, as evident in coupled-channels K-matrix fits and chiral models that incorporate the S11N* (1535) resonance, is included self-consistently in η-nuclear bound-state calculations. This approach, applied recently in calculations of kaonic atoms and Kbar-nuclear bound states, is found to impose stronger constraints than ever on the onset of η-nuclear binding, with a minimum value of ReaηN ≈ 0.9 fm required to accommodate an η-4He bound state. Binding energies and widths of η-nuclear states are calculated within several underlying ηN models for nuclei across the periodic table, including Mg25η for which some evidence was proposed in a recent COSY experiment.

  16. Narrow deeply bound K- atomic states

    Science.gov (United States)

    Friedman, E.; Gal, A.

    1999-07-01

    Using optical potentials fitted to a comprehensive set of strong interaction level shifts and widths in K- atoms, we predict that the K- atomic levels which are inaccessible in the atomic cascade process are generally narrow, spanning a range of widths about 50-1500 keV over the entire periodic table. The mechanism for this narrowing is different from the mechanism for narrowing of pionic atom levels. Examples of such `deeply bound' K- atomic states are given, showing that in many cases these states should be reasonably well resolved. Several reactions which could be used to form these `deeply bound' states are mentioned. Narrow deeply bound states are expected also in overlinep atoms.

  17. Shedding of cell membrane-bound proteoglycans.

    Science.gov (United States)

    Nam, Eon Jeong; Park, Pyong Woo

    2012-01-01

    Membrane-bound proteoglycans function primarily as coreceptors for many glycosaminoglycan (GAG)-binding ligands at the cell surface. The majority of membrane-bound proteoglycans can also function as soluble autocrine or paracrine effectors as their extracellular domains, replete with all GAG chains, are enzymatically cleaved and released from the cell surface by ectodomain shedding. In particular, the ectodomain shedding of syndecans, a major family of cell surface heparan sulfate proteoglycans, is an important posttranslational mechanism that modulates diverse pathophysiological processes. Syndecan shedding is a tightly controlled process that regulates the onset, progression, and resolution of various infectious and noninfectious inflammatory diseases. This review describes methods to induce and measure the shedding of cell membrane-bound proteoglycans, focusing on syndecan shedding as a prototypic example.

  18. A Proof of the Conformal Collider Bounds

    CERN Document Server

    Hofman, Diego M; Meltzer, David; Poland, David; Rejon-Barrera, Fernando

    2016-01-01

    In this paper, we prove that the "conformal collider bounds" originally proposed by Hofman and Maldacena hold for any unitary parity-preserving conformal field theory (CFT) with a unique stress tensor in spacetime dimensions larger than 2. In particular this implies that the ratio of central charges for a unitary 4d CFT lies in the interval $\\frac{31}{18} \\geq \\frac{a}{c} \\geq \\frac{1}{3}$. For superconformal theories this is further reduced to $\\frac{3}{2} \\geq \\frac{a}{c} \\geq \\frac{1}{2}$. The proof relies only on CFT first principles - in particular, bootstrap methods - and thus constitutes the first complete field theory proof of these bounds. We further elaborate on similar bounds for non-conserved currents and relate them to results obtained recently from deep inelastic scattering.

  19. Career Development and Personal Functioning Differences between Work-Bound and Non-Work Bound Students

    Science.gov (United States)

    Creed, Peter A.; Patton, Wendy; Hood, Michelle

    2010-01-01

    We surveyed 506 Australian high school students on career development (exploration, planning, job-knowledge, decision-making, indecision), personal functioning (well-being, self-esteem, life satisfaction, school satisfaction) and control variables (parent education, school achievement), and tested differences among work-bound, college-bound and…

  20. Lower bounds for unbounded operators and semigroups

    OpenAIRE

    2016-01-01

    Let $A$ be an unbounded operator on a Banach space $X$. It is sometimes useful to improve the operator $A$ by extending it to an operator $B$ on a larger Banach space $Y$ with smaller spectrum. It would be preferable to do this with some estimates for the resolvent of $B$, and also to extend bounded operators related to $A$, for example a semigroup generated by $A$. When $X$ is a Hilbert space, one may also want $Y$ to be Hilbert space. Results of this type for bounded operators have been giv...

  1. Generalized Bounds on Majoron-neutrino couplings

    CERN Document Server

    Tomás, R; Valle, José W F

    2001-01-01

    We discuss limits on neutrino-Majoron couplings both from laboratory experiments as well as from astrophysics. They apply to the simplest class of Majoron models which covers a variety of possibilities where neutrinos acquire mass either via a seesaw-type scheme or via radiative corrections. By adopting a general framework including CP phases we generalize bounds obtained previously. The combination of complementary bounds enables us to obtain a highly non-trivial exclusion region in the parameter space. We find that the future double beta project GENIUS, together with constraints based on supernova energy release arguments, could restrict neutrino-Majoron couplings down to the 10^{-7} level.

  2. Upper bounds on the photon mass

    CERN Document Server

    Accioly, Antonio; Scatena, Eslley; 10.1103/PhysRevD.82.065026

    2010-01-01

    The effects of a nonzero photon rest mass can be incorporated into electromagnetism in a simple way using the Proca equations. In this vein, two interesting implications regarding the possible existence of a massive photon in nature, i.e., tiny alterations in the known values of both the anomalous magnetic moment of the electron and the gravitational deflection of electromagnetic radiation, are utilized to set upper limits on its mass. The bounds obtained are not as stringent as those recently found; nonetheless, they are comparable to other existing bounds and bring new elements to the issue of restricting the photon mass.

  3. Weakly bound systems, continuum effects, and reactions

    CERN Document Server

    Jaganathen, Y; Ploszajczak, M

    2012-01-01

    Structure of weakly bound/unbound nuclei close to particle drip lines is different from that around the valley of beta stability. A comprehensive description of these systems goes beyond standard Shell Model and demands an open quantum system description of the nuclear many-body system. We approach this problem using the Gamow Shell Model which provides a fully microscopic description of bound and unbound nuclear states, nuclear decays, and reactions. We present in this paper the first application of the GSM for a description of the elastic and inelastic scattering of protons on 6He.

  4. Bounded distortion homeomorphisms on ultrametric spaces

    CERN Document Server

    Hughes, Bruce; Morón, Manuel A

    2010-01-01

    It is well-known that quasi-isometries between R-trees induce power quasi-symmetric homeomorphisms between their ultrametric end spaces. This paper investigates power quasi-symmetric homeomorphisms between bounded, complete, uniformly perfect, ultrametric spaces (i.e., those ultrametric spaces arising up to similarity as the end spaces of bushy trees). A bounded distortion property is found that characterizes power quasi-symmetric homeomorphisms between such ultrametric spaces that are also pseudo-doubling. Moreover, examples are given showing the extent to which the power quasi-symmetry of homeomorphisms is not captured by the quasiconformal and bi-H\\"older conditions for this class of ultrametric spaces.

  5. Learning within bounds and dream sleep

    Science.gov (United States)

    Geszti, T.; Pazmandi, F.

    1987-12-01

    In a bounded-synapses version of Hopfield's model (1984) for neural networks the quasienergy of a given memory, which is approximately equal to the depth of the corresponding energy well is calculated exactly by treating the change of a synaptic strength on learning as a random walk within bounds. Attractors corresponding to stored memories are found to be considerably flattened before serious retrieval errors arise. This allows dream sleep to be interpreted as random recall and relearning of fresh strong memories, in order to stack them on top of weak incidental memory imprints of a day.

  6. Irreversibility for all bound entangled states

    CERN Document Server

    Yang, D; Horodecki, R; Synak-Radtke, B; Yang, Dong; Horodecki, Michal; Horodecki, Ryszard; Synak-Radtke, Barbara

    2005-01-01

    We derive a new inequality for entanglement for a mixed four-partite state. Employing this inequality, we present a one-shot lower bound for entanglement cost and prove that entanglement cost is strictly larger than zero for any entangled state. We demonstrate that irreversibility occurs in the process of formation for all non-distillable entangled states. In this way we solve a long standing problem, of how "real" is entanglement of bound entangled states. Using the new inequality we also prove impossibility of local-cloning and local-deleting of a known entangled state.

  7. Proof of a Quantum Bousso Bound

    CERN Document Server

    Bousso, Raphael; Fisher, Zachary; Maldacena, Juan

    2014-01-01

    We prove the generalized Covariant Entropy Bound, $\\Delta S\\leq (A-A')/4G\\hbar$, for light-sheets with initial area $A$ and final area $A'$. The entropy $\\Delta S$ is defined as a difference of von Neumann entropies of an arbitrary state and the vacuum, with both states restricted to the light-sheet under consideration. The proof applies to free fields, in the limit where gravitational backreaction is small. We do not assume the null energy condition. In regions where it is violated, we find that the bound is protected by the defining property of light-sheets: that their null generators are nowhere expanding.

  8. BOUNDS FOR THE ZEROS OF POLYNOMIALS

    Institute of Scientific and Technical Information of China (English)

    W. M. Shah; A.Liman

    2004-01-01

    Let P(z) =n∑j=0 ajzj be a polynomial of degree n. In this paper we prove a more general result which interalia improves upon the bounds of a class of polynomials. We also prove a result which includes some extensions and generalizations of Enestrom-Kakeya theorem.

  9. Bounds on transverse momentum dependent distribution functions

    CERN Document Server

    Henneman, A A

    2001-01-01

    When more than one hadron takes part in a hard process, an extended set of quark distribution and fragmentation functions becomes relevant. In this talk, the derivation of Soffer-like bounds for these functions, in the case of a spin-1/2 target, is sketched and some of their aspects are discussed.

  10. Bounds on transverse momentum dependent distribution functions

    OpenAIRE

    Henneman, A.

    2000-01-01

    When more than one hadron takes part in a hard process, an extended set of quark distribution and fragmentation functions becomes relevant. In this talk, the derivation of Soffer-like bounds for these functions, in the case of a spin-1/2 target, is sketched and some of their aspects are discussed.

  11. Bounds on transverse momentum dependent distribution functions

    Science.gov (United States)

    Henneman, A.

    2001-01-01

    When more than one hadron takes part in a hard process, an extended set of quark distribution and fragmentation functions becomes relevant. In this talk, the derivation of Soffer-like bounds for these functions, in the case of a spin-1/2 target [1], is sketched and some of their aspects are discussed.

  12. Bounding the bias of contrastive divergence learning

    DEFF Research Database (Denmark)

    Fischer, Anja; Igel, Christian

    2011-01-01

    Optimization based on k-step contrastive divergence (CD) has become a common way to train restricted Boltzmann machines (RBMs). The k-step CD is a biased estimator of the log-likelihood gradient relying on Gibbs sampling. We derive a new upper bound for this bias. Its magnitude depends on k...

  13. Bounded Rationality of Generalized Abstract Fuzzy Economies

    Directory of Open Access Journals (Sweden)

    Lei Wang

    2014-01-01

    Full Text Available By using a nonlinear scalarization technique, the bounded rationality model M for generalized abstract fuzzy economies in finite continuous spaces is established. Furthermore, by using the model M, some new theorems for structural stability and robustness to (λ,ϵ-equilibria of generalized abstract fuzzy economies are proved.

  14. Collisional properties of weakly bound heteronuclear dimers

    NARCIS (Netherlands)

    Marcelis, B.; Kokkelmans, S.J.J.M.F.; Shlyapnikov, G.V.; Petrov, D.S.

    2008-01-01

    We consider collisional properties of weakly bound heteronuclear molecules (dimers) formed in a two-species mixture of atoms with a large mass difference. We focus on dimers containing light fermionic atoms as they manifest collisional stability due to an effective dimer-dimer repulsion originating

  15. A Tight Bound for the Lamplighter Problem

    OpenAIRE

    Ganapathy, Murali K.; Tetali, Prasad

    2006-01-01

    We settle an open problem, raised by Y. Peres and D. Revelle, concerning the $L^2$ mixing time of the random walk on the lamplighter graph. We also provide general bounds relating the entropy decay of a Markov chain to the separation distance of the chain, and show that the lamplighter graphs once again provide examples of tightness of our results.

  16. Improved Lower Bound for Online Strip Packing

    NARCIS (Netherlands)

    Harren, Rolf; Kern, Walter

    We study the online strip packing problem and derive an improved lower bound of Ͽ ≥ 2.589... for the competitive ratio of this problem. The construction is based on modified “Brown-Baker-Katseff sequences‿ (Brown et al. in Acta Inform. 18:207–225, 1982) using only two types of rectangles. In

  17. Improved lower bound for online strip packing

    NARCIS (Netherlands)

    Harren, Rolf; Kern, Walter

    2012-01-01

    In the two-dimensional strip packing problem a number of rectangles have to be packed without rotation or overlap into a strip such that the height of the strip used is minimal. The width of the rectangles is bounded by 1 and the strip has width 1 and infinite height. We study the online version of

  18. Monotonicity and bounds on Bessel functions

    Directory of Open Access Journals (Sweden)

    Larry Landau

    2000-07-01

    Full Text Available survey my recent results on monotonicity with respect to order of general Bessel functions, which follow from a new identity and lead to best possible uniform bounds. Application may be made to the "spreading of the wave packet" for a free quantum particle on a lattice and to estimates for perturbative expansions.

  19. Dilation volumes of sets of bounded perimeter

    DEFF Research Database (Denmark)

    Kiderlen, Markus; Rataj, Jan

    it to determine the derivative of the contact distribution function of a stationary random closed set at zero. A variant for uncountable Q is given, too. The proofs are based on approximation of the characteristic function of A by smooth functions of bounded variation and showing corresponding formulas for them....

  20. A Characterization of Complete Bounded Domain

    Institute of Scientific and Technical Information of China (English)

    殷慰萍; 苏简兵; 赵振刚

    2002-01-01

    @@ 1 IntroductionThis paper is concerned with biholomorphic mappings between two bounded domains D and G both in Cn.Consequently,an important question is whether the domain D is biholomorphic to G? We give an answer for this question under a very weak condition.

  1. A PSL Bounded Model Checking Method

    Institute of Scientific and Technical Information of China (English)

    YU Lei; ZHAO Zongtao

    2012-01-01

    SAT-based bounded model checking (BMC) is introduced as an important complementary technique to OBDD-based symbolic model checking, and is an efficient verification method for parallel and reactive systems. However, until now the properties verified by bounded model checking are very finite. Temporal logic PSL is a property specification language (IEEE-1850) describing parallel systems and is divided into two parts, i.e. the linear time logic FL and the branch time logic OBE. In this paper, the specification checked by BMC is extended to PSL and its algorithm is also proposed. Firstly, define the bounded semantics of PSL, and then reduce the bounded semantics into SAT by translating PSL specification formula and the state transition relation of the system to the propositional formula A and B, respectively. Finally, verify the satisfiability of the conjunction propositional formula of A and B. The algorithm results in the translation of the existential model checking of the temporal logic PSL into the satisfiability problem of propositional formula. An example of a queue controlling circuit is used to interpret detailedly the executing procedure of the algorithm.

  2. Bounded relative motion under zonal harmonics perturbations

    Science.gov (United States)

    Baresi, Nicola; Scheeres, Daniel J.

    2017-04-01

    The problem of finding natural bounded relative trajectories between the different units of a distributed space system is of great interest to the astrodynamics community. This is because most popular initialization methods still fail to establish long-term bounded relative motion when gravitational perturbations are involved. Recent numerical searches based on dynamical systems theory and ergodic maps have demonstrated that bounded relative trajectories not only exist but may extend up to hundreds of kilometers, i.e., well beyond the reach of currently available techniques. To remedy this, we introduce a novel approach that relies on neither linearized equations nor mean-to-osculating orbit element mappings. The proposed algorithm applies to rotationally symmetric bodies and is based on a numerical method for computing quasi-periodic invariant tori via stroboscopic maps, including extra constraints to fix the average of the nodal period and RAAN drift between two consecutive equatorial plane crossings of the quasi-periodic solutions. In this way, bounded relative trajectories of arbitrary size can be found with great accuracy as long as these are allowed by the natural dynamics and the physical constraints of the system (e.g., the surface of the gravitational attractor). This holds under any number of zonal harmonics perturbations and for arbitrary time intervals as demonstrated by numerical simulations about an Earth-like planet and the highly oblate primary of the binary asteroid (66391) 1999 KW4.

  3. Concerns on Monotonic Imbalance Bounding Matching Methods

    OpenAIRE

    Yatracos, Yannis G.

    2013-01-01

    Concerns are expressed for the Monotonic Imbalance Bounding (MIB) property (Iacus et al. 2011) and for MIB matching because i) the definition of the MIB property leads to inconsistencies and the nature of the imbalance measure is not clearly defined, ii) MIB property does not generalize Equal Percent Bias Reducing (EPBR) property, iii) MIB matching does not provide statistical information available with EPBR matching.

  4. Combined perturbation bounds:Ⅱ.Polar decompositions

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

    In this paper,we study the perturbation bounds for the polar decomposition A=QH where Q is unitary and H is Hermitian.The optimal (asymptotic) bounds obtained in previous works for the unitary factor,the Hermitian factor and singular values of A areσr2||ΔQ||F2≤||ΔA||F2, 1/2||ΔH||F2≤||ΔA||F2 and ||Δ∑||F2≤||ΔA||F2,respectively,where∑=diag(σ1,σ2,...,σr,0,...,0) is the singular value matrix of A andσr denotes the smallest nonzero singular value.Here we present some new combined (asymptotic) perturbation boundsσr2||ΔQ||F2+1/2||ΔH||F2≤||ΔA||F2 andσr2||ΔQ||F2+||Δ∑||F2≤||ΔA||F2 which are optimal for each factor.Some corresponding absolute perturbation bounds are also given.

  5. Lower bounds for polynomials using geometric programming

    CERN Document Server

    Ghasemi, Mehdi

    2011-01-01

    We make use of a result of Hurwitz and Reznick, and a consequence of this result due to Fidalgo and Kovacec, to determine a new sufficient condition for a polynomial $f\\in\\mathbb{R}[X_1,...,X_n]$ of even degree to be a sum of squares. This result generalizes a result of Lasserre and a result of Fidalgo and Kovacec, and it also generalizes the improvements of these results given in [6]. We apply this result to obtain a new lower bound $f_{gp}$ for $f$, and we explain how $f_{gp}$ can be computed using geometric programming. The lower bound $f_{gp}$ is generally not as good as the lower bound $f_{sos}$ introduced by Lasserre and Parrilo and Sturmfels, which is computed using semidefinite programming, but a run time comparison shows that, in practice, the computation of $f_{gp}$ is much faster. The computation is simplest when the highest degree term of $f$ has the form $\\sum_{i=1}^n a_iX_i^{2d}$, $a_i>0$, $i=1,...,n$. The lower bounds for $f$ established in [6] are obtained by evaluating the objective function ...

  6. Properties of Excitons Bound to Ionized Donors

    DEFF Research Database (Denmark)

    Skettrup, Torben; Suffczynski, M.; Gorzkowski, W.

    1971-01-01

    Binding energies, interparticle distances, oscillator strengths, and exchange corrections are calculated for the three-particle complex corresponding to an exciton bound to an ionized donor. The results are given as functions of the mass ratio of the electron and hole. Binding of the complex is o...

  7. Qp-spaces on bounded symmetric domains

    Directory of Open Access Journals (Sweden)

    Jonathan Arazy

    2008-01-01

    Full Text Available We generalize the theory of Qp spaces, introduced on the unit disc in 1995 by Aulaskari, Xiao and Zhao, to bounded symmetric domains in Cd, as well as to analogous Moebius-invariant function spaces and Bloch spaces defined using higher order derivatives; the latter generalization contains new results even in the original context of the unit disc.

  8. Covariant Entropy Bound and Padmanabhan's Emergent Paradigm

    CERN Document Server

    Hadi, H; Darabi, F

    2016-01-01

    The covariant entropy conjecture is invariant under time reversal and consequently its origin must be statistical rather than thermodynamical. This may impose a fundamental constraint on the number of degrees of freedom in nature. Indeed, the covariant entropy bound imposes an upper entropy bound for any physical system. Considering a cosmological system, we show that Padmanabhan's emergent paradigm, which indicates that the emergence of cosmic space is due to the discrepancy between the surface and bulk degrees of freedom, leads to a lower entropy bound. The lower and upper entropy bounds may coincide on the apparent horizon for the radiation field and dark energy with the equations of state $\\omega=\\frac{1}{3}$ and $\\omega=-1$, respectively. Moreover, the maximal entropy inside the apparent horizon occurs when it is filled completely by the radiation field or dark energy. It turns out that for dark energy case (pure de Sitter space)\\ the holographic principle is satisfied in the sense that the number of deg...

  9. A cosmological bound on radiative neutrino lifetime

    Science.gov (United States)

    Mirizzi, A.; Montanino, D.; Serpico, P. D.

    2008-07-01

    Neutrino oscillation experiments and direct bounds on absolute masses constrain neutrino mass differences to fall into the microwave energy range, for most of the allowed parameter space. As a consequence of these recent phenomenological advances, older constraints on radiative neutrino decays based on diffuse background radiations and assuming strongly hierarchical masses in the eV range are now outdated. We thus derive new bounds on the radiative neutrino lifetime using the high precision cosmic microwave background spectral data collected by the FIRAS instrument on board of COBE. The lower bound on neutrino lifetime is between a few ×1019 s and ~ 5 × 1020 s, depending on the neutrino mass ordering and on the absolute neutrino mass scale. However, due to phase space limitations, the upper bound on the effective magnetic moment mediating the decay is not better than ~10-8 μB. We also comment about possible improvements of these limits, by means of recent diffuse infrared photon background data.

  10. Revisiting cosmological bounds on radiative neutrino lifetime

    CERN Document Server

    Mirizzi, A; Serpico, Pasquale Dario

    2007-01-01

    Neutrino oscillation experiments and direct bounds on absolute masses constrain neutrino mass differences to fall into the microwave energy range, for most of the allowed parameter space. As a consequence of these recent phenomenological advances, older constraints on radiative neutrino decays based on diffuse background radiations and assuming strongly hierarchical masses in the eV range are now outdated. We thus derive new bounds on the radiative neutrino lifetime using the high precision cosmic microwave background spectral data collected by the FIRAS instrument on board of COBE. The lower bound on the lifetime is between a few x 10^19 s and 5 x 10^20 s, depending on the neutrino mass ordering and on the absolute mass scale. However, due to phase space limitations, the upper bound in terms of the effective magnetic moment mediating the decay is not better than ~ 10^-8 Bohr magnetons. We also comment about possible improvements of these limits, by means of recent diffuse infrared photon background data. We ...

  11. New Spectral Features from Bound Dark Matter

    DEFF Research Database (Denmark)

    Catena, Riccardo; Kouvaris, Chris

    2016-01-01

    We demonstrate that dark matter particles gravitationally bound to the Earth can induce a characteristic nuclear recoil signal at low energies in direct detection experiments. The new spectral feature we predict can provide the ultimate smoking gun for dark matter discovery for experiments...

  12. Lower Bound for Visual Cryptography Schemes

    CERN Document Server

    Cheraghi, Abbas

    2007-01-01

    For a given visual cryptography scheme, it is possible to present a basis matrices for it and most of constructions are based on basis matrices. In this paper we introduce a lower bound for the pixel expansion of visual cryptography schemes with basis matrices. To make the main theorem more flexible, we will introduce a lower bound based on induced matchings of hypergraph of qualified sets. As an application, we present an algebraic proof for the fact that the pixel expansion of basis matrices of any $k$ out of $k$ scheme is at least $2^{k-1}$. In the sequel, we present a lower bound for the pixel expansion of a given graph access structure in term of maximum number of edges in an induced matching. Finally, we show that the minimum pixel expansion of basis matrices of graph access structure $P_n$ is exactly $\\lceil \\frac{n+1}{2}\\rceil$ and this shows the lower bound mentioned in the main theorem is sharp.

  13. 均值方差偏好和期望损失风险约束下的动态投资组合%Dynamic Portfolio Selection with Mean Variance Preferences and Expected Loss Risk Constraint

    Institute of Scientific and Technical Information of China (English)

    王秀国; 王义东

    2012-01-01

    We consider the portfolio selection problem with mean variance preferences and control on downside risk when continuous rebalancing is allowed. Downside risk is defined as expected loss. Using martingMe theory and convex duality method, the optimal portfolio wealth and the optimal portfolio strategies are derived explicitly. The results exhibit two-fund separation theorem which include the riskless asset and market portfolio. Finally, we analyze the effects of risk constraint on the optimal strategies.%本文在均值方差框架下,研究了期望损失风险约束下的连续时间动态投资组合问题。运用鞅理论和凸对偶方法,分别给出了最优财富和最优投资策略的解析式,而且两基金分离定理仍然成立。最后通过数值例子分析了风险约束对最优投资策略的影响。

  14. Sharp Bounds for Symmetric and Asymmetric Diophantine Approximation

    Institute of Scientific and Technical Information of China (English)

    Cornelis KRAAIKAMP; Ionica SMEETS

    2011-01-01

    In 2004,Tong found bounds for the approximation quality of a regular continued fraction convergent to a rational number,expressed in bounds for both the previous and next approximation.The authors sharpen his results with a geometric method and give both sharp upper and lower bounds.The asymptotic frequencies that these bounds occur are also calculated.

  15. Portfolio Selection with Heavy Tails

    NARCIS (Netherlands)

    N. Hyung (Namwon); C.G. de Vries (Casper)

    2004-01-01

    textabstractConsider the portfolio problem of choosing the mix between stocks and bonds under a downside risk constraint. Typically stock returns exhibit fatter tails than bonds corresponding to their greater downside risk. Downside risk criteria like the safety first criterion therefore of ten sele

  16. Bounded sets in the range of an X∗∗-valued measure with bounded variation

    OpenAIRE

    B. Marchena; Piñeiro, C.

    2000-01-01

    Let X be a Banach space and A⊂X an absolutely convex, closed, and bounded set. We give some sufficient and necessary conditions in order that A lies in the range of a measure valued in the bidual space X∗∗ and having bounded variation. Among other results, we prove that X∗ is a G. T.-space if and only if A lies inside the range of some X∗∗-valued measure with bounded variation whenever XA is isomorphic to a Hilbert space.

  17. Proposal for field-based definition of soil bound pesticide residues

    NARCIS (Netherlands)

    Boesten, J.J.T.I.

    2016-01-01

    The environmental significance of soil bound pesticide residues (SBPR) is potentially large because approximately one third of the applied mass of the pesticides in agriculture ends up as SBPR. At EU level, there is little regulatory guidance available on the environmental risk assessment of SBPR

  18. Association of Diabetes and Tuberculosis Disease among US-Bound Adult Refugees, 2009–2014

    Science.gov (United States)

    Gregg, Edward W.; Jonnalagadda, Sasi; Phares, Christina R.; Zhou, Weigong; Painter, John A.

    2017-01-01

    Diabetes is associated with an increased risk for active tuberculosis (TB) disease. We conducted a case–control study and found a significant association between diabetes and TB disease among US-bound refugees. These findings underscore the value of collaborative management of both diseases. PMID:28221111

  19. Reinforcement Learning with Bounded Information Loss

    Science.gov (United States)

    Peters, Jan; Mülling, Katharina; Seldin, Yevgeny; Altun, Yasemin

    2011-03-01

    Policy search is a successful approach to reinforcement learning. However, policy improvements often result in the loss of information. Hence, it has been marred by premature convergence and implausible solutions. As first suggested in the context of covariant or natural policy gradients, many of these problems may be addressed by constraining the information loss. In this paper, we continue this path of reasoning and suggest two reinforcement learning methods, i.e., a model-based and a model free algorithm that bound the loss in relative entropy while maximizing their return. The resulting methods differ significantly from previous policy gradient approaches and yields an exact update step. It works well on typical reinforcement learning benchmark problems as well as novel evaluations in robotics. We also show a Bayesian bound motivation of this new approach [8].

  20. Empirical processes with bounded \\psi_1 diameter

    CERN Document Server

    Mendelson, Shahar

    2010-01-01

    We study the empirical process indexed by F^2=\\{f^2 : f \\in F\\}, where F is a class of mean-zero functions on a probability space. We present a sharp bound on the supremum of that process which depends on the \\psi_1 diameter of the class F (rather than on the \\psi_2 one) and on the complexity parameter \\gamma_2(F,\\psi_2). In addition, we present optimal bounds on the random diameters \\sup_{f \\in F} \\max_{|I|=m} (\\sum_{i \\in I} f^2(X_i))^{1/2} using the same parameters. As applications, we extend several well known results in Asymptotic Geometric Analysis to any isotropic, log-concave ensemble on R^n.

  1. Mutual Information Rate and Bounds for It

    Science.gov (United States)

    Baptista, Murilo S.; Rubinger, Rero M.; Viana, Emilson R.; Sartorelli, José C.; Parlitz, Ulrich; Grebogi, Celso

    2012-01-01

    The amount of information exchanged per unit of time between two nodes in a dynamical network or between two data sets is a powerful concept for analysing complex systems. This quantity, known as the mutual information rate (MIR), is calculated from the mutual information, which is rigorously defined only for random systems. Moreover, the definition of mutual information is based on probabilities of significant events. This work offers a simple alternative way to calculate the MIR in dynamical (deterministic) networks or between two time series (not fully deterministic), and to calculate its upper and lower bounds without having to calculate probabilities, but rather in terms of well known and well defined quantities in dynamical systems. As possible applications of our bounds, we study the relationship between synchronisation and the exchange of information in a system of two coupled maps and in experimental networks of coupled oscillators. PMID:23112809

  2. Dynamics of Nonlinear Waves on Bounded Domains

    CERN Document Server

    Maliborski, Maciej

    2016-01-01

    This thesis is concerned with dynamics of conservative nonlinear waves on bounded domains. In general, there are two scenarios of evolution. Either the solution behaves in an oscillatory, quasiperiodic manner or the nonlinear effects cause the energy to concentrate on smaller scales leading to a turbulent behaviour. Which of these two possibilities occurs depends on a model and the initial conditions. In the quasiperiodic scenario there exist very special time-periodic solutions. They result for a delicate balance between dispersion and nonlinear interaction. The main body of this dissertation is concerned with construction (by means of perturbative and numerical methods) of time-periodic solutions for various nonlinear wave equations on bounded domains. While turbulence is mainly associated with hydrodynamics, recent research in General Relativity has also revealed turbulent phenomena. Numerical studies of a self-gravitating massless scalar field in spherical symmetry gave evidence that anti-de Sitter space ...

  3. Asymptotic Sharpness of Bounds on Hypertrees

    Directory of Open Access Journals (Sweden)

    Lin Yi

    2017-08-01

    Full Text Available The hypertree can be defined in many different ways. Katona and Szabó introduced a new, natural definition of hypertrees in uniform hypergraphs and investigated bounds on the number of edges of the hypertrees. They showed that a k-uniform hypertree on n vertices has at most (nk−1$\\left( {\\matrix{n \\cr {k - 1} } } \\right$ edges and they conjectured that the upper bound is asymptotically sharp. Recently, Szabó verified that the conjecture holds by recursively constructing an infinite sequence of k-uniform hypertrees and making complicated analyses for it. In this note we give a short proof of the conjecture by directly constructing a sequence of k-uniform k-hypertrees.

  4. Bounds on bacterial cell growth rates

    CERN Document Server

    Landy, Jonathan

    2013-01-01

    Recent experiments have shown that rod-like bacteria in nutrient-rich media grow in length at an exponential rate. Here, I point out that it is the elongated shape of these bacteria that allows for this behavior. Further, I show that when a bacterium's growth is limited by some nutrient -- taken in by the cell through a diffusion-to-capture process -- its growth is suppressed: In three-dimensional geometries, the length $L$ is bounded by $\\log L \\lesssim t^{1/2}$, while in two dimensions the length is bounded by a power-law form. Fits of experimental growth curves to these predicted, sub-exponential forms could allow for direct measures of quantities relating to cellular metabolic rates.

  5. Mutual information rate and bounds for it.

    Directory of Open Access Journals (Sweden)

    Murilo S Baptista

    Full Text Available The amount of information exchanged per unit of time between two nodes in a dynamical network or between two data sets is a powerful concept for analysing complex systems. This quantity, known as the mutual information rate (MIR, is calculated from the mutual information, which is rigorously defined only for random systems. Moreover, the definition of mutual information is based on probabilities of significant events. This work offers a simple alternative way to calculate the MIR in dynamical (deterministic networks or between two time series (not fully deterministic, and to calculate its upper and lower bounds without having to calculate probabilities, but rather in terms of well known and well defined quantities in dynamical systems. As possible applications of our bounds, we study the relationship between synchronisation and the exchange of information in a system of two coupled maps and in experimental networks of coupled oscillators.

  6. Mutual information rate and bounds for it.

    Science.gov (United States)

    Baptista, Murilo S; Rubinger, Rero M; Viana, Emilson R; Sartorelli, José C; Parlitz, Ulrich; Grebogi, Celso

    2012-01-01

    The amount of information exchanged per unit of time between two nodes in a dynamical network or between two data sets is a powerful concept for analysing complex systems. This quantity, known as the mutual information rate (MIR), is calculated from the mutual information, which is rigorously defined only for random systems. Moreover, the definition of mutual information is based on probabilities of significant events. This work offers a simple alternative way to calculate the MIR in dynamical (deterministic) networks or between two time series (not fully deterministic), and to calculate its upper and lower bounds without having to calculate probabilities, but rather in terms of well known and well defined quantities in dynamical systems. As possible applications of our bounds, we study the relationship between synchronisation and the exchange of information in a system of two coupled maps and in experimental networks of coupled oscillators.

  7. REE bound DNA in natural plant

    Institute of Scientific and Technical Information of China (English)

    王玉琦; 江平; 郭繁清; 张智勇; 孙景信; 许雷; 曹国印

    1999-01-01

    The binding of rare earth elements (REEs) with nucleic acids in the leaves of fern Dicranopteris dichotoma (DD) has been studied by molecular activation analysis (MAA). The REEs bound DNA (REE-DNA) was obtained from the leaves of DD. The CTAB-based procedure was modified for extraction of total DNA. The purity of DNA was examined by UV spectroscopy. The DNA obtained was separated and determined by agarose gel electrophoresis further. Meanwhile, the contents of eight rare earth elements (La, Ce, Nd, Sm, Eu,Tb, Yb and Lu) in REE-DNA were detected by instrumental neutron activation analysis (INAA). The results showed that REE-DNA with higher purity could be extracted from plant using this method. It was also found that REEs were bound firmly with DNA in the leaves of DD. The molecular weight (MW) of REE-DNA band was about 22 kb in agarose gel electrophoresis.

  8. Nemytskii operator on generalized bounded variation space

    Directory of Open Access Journals (Sweden)

    René Erlín Castillo

    2014-06-01

    Full Text Available In this paper we show that if the Nemytskii operator maps the (φ, α-bounded variation space into itself and satisfies some Lipschitz condition, then there are two functions g and h belonging to the (φ, α-bounded variation space such that f(t, y = g(ty + h(t for all t ∈ [a, b], y ∈ R. Resumen. En este artículo demostramos que si el operador de Nemytskii lleva el espacio de variación (φ, α-acotada en sí mismo, y satisface cierta condición de Lipschitz, entonces existen dos funciones g y h perteneciendo al espacio de variación (φ, α-acotada tal que f(t, y = g(ty + h(t para todo t ∈ [a, b], y ∈ R.

  9. Compressed sensing performance bounds under Poisson noise

    CERN Document Server

    Raginsky, Maxim; Marcia, Roummel F; Willett, Rebecca M

    2009-01-01

    This paper describes performance bounds for compressed sensing (CS) where the underlying sparse or compressible (sparsely approximable) signal is a vector of nonnegative intensities whose measurements are corrupted by Poisson noise. In this setting, standard CS techniques cannot be applied directly for several reasons. First, the usual signal-independent and/or bounded noise models do not apply to Poisson noise, which is non-additive and signal-dependent. Second, the CS matrices typically considered are not feasible in real optical systems because they do not adhere to important constraints, such as nonnegativity and photon flux preservation. Third, the typical $\\ell_2$--$\\ell_1$ minimization leads to overfitting in the high-intensity regions and oversmoothing in the low-intensity areas. In this paper, we describe how a feasible positivity- and flux-preserving sensing matrix can be constructed, and then analyze the performance of a CS reconstruction approach for Poisson data that minimizes an objective functi...

  10. A Holographic Bound on Cosmic Magnetic Fields

    CERN Document Server

    McInnes, Brett

    2015-01-01

    Magnetic fields large enough to be observable are ubiquitous in astrophysics, even at extremely large length scales. This has led to the suggestion that such fields are seeded at very early (inflationary) times, and subsequently amplified by various processes involving, for example, dynamo effects. Many such mechanisms give rise to extremely large magnetic fields at the end of inflationary reheating, and therefore also during the quark-gluon plasma epoch of the early universe. Such plasmas have a well-known holographic description. We show that holography imposes an upper bound on the intensity of magnetic fields (scaled by the squared temperature) in these circumstances, and that the values expected in some models of cosmic magnetism come close to attaining that bound.

  11. Performance bound for quantum absorption refrigerators

    Science.gov (United States)

    Correa, Luis A.; Palao, José P.; Adesso, Gerardo; Alonso, Daniel

    2013-04-01

    An implementation of quantum absorption chillers with three qubits has been recently proposed that is ideally able to reach the Carnot performance regime. Here we study the working efficiency of such self-contained refrigerators, adopting a consistent treatment of dissipation effects. We demonstrate that the coefficient of performance at maximum cooling power is upper bounded by 3/4 of the Carnot performance. The result is independent of the details of the system and the equilibrium temperatures of the external baths. We provide design prescriptions that saturate the bound in the limit of a large difference between the operating temperatures. Our study suggests that delocalized dissipation, which must be taken into account for a proper modeling of the machine-baths interaction, is a fundamental source of irreversibility which prevents the refrigerator from approaching the Carnot performance arbitrarily closely in practice. The potential role of quantum correlations in the operation of these machines is also investigated.

  12. Performance bounds for Lambda Policy Iteration

    CERN Document Server

    Scherrer, Bruno

    2007-01-01

    We consider the discrete-time infinite-horizon discounted stationary optimal control problem formalized by Markov Decision Processes. We study Lambda Policy Iteration, a family of algorithms parameterized by lambda, originally introduced by Ioffe and Bertsekas. Lambda Policy Iteration generalizes the standard algorithms Value Iteration and Policy Iteration, and has some connections with TD(Lambda) introduced by Sutton & Barto. We deepen the original theory developped by Ioffe and Bertsekas by providing convergence rate bounds which generalize standard bounds for Value Iteration described for instance by Puterman. We also develop the theory of this algorithm when it is used in an approximate form. Doing so, we extend and unify the separate analyses developped by Munos for Approximate Value Iteration and Approximate Policy Iteration.

  13. Preservation under Substructures modulo Bounded Cores

    CERN Document Server

    Sankaran, Abhisekh; Madan, Vivek; Kamath, Pritish; Chakraborty, Supratik

    2012-01-01

    We investigate a model-theoretic property that generalizes the classical notion of "preservation under substructures". We call this property \\emph{preservation under substructures modulo bounded cores}, and present a syntactic characterization via $\\Sigma_2^0$ sentences for properties of arbitrary structures definable by FO sentences. Towards a sharper characterization, we conjecture that the count of existential quantifiers in the $\\Sigma_2^0$ sentence equals the size of the smallest bounded core. While we do not have a proof of the conjecture yet, we show that it holds for special fragments of FO and also over special classes of structures. We present a (not FO-definable) class of finite structures for which the conjecture fails, but for which the classical {\\L}o\\'s-Tarski preservation theorem holds. As a fallout of our studies, we have obtained combinatorial proofs of the {\\L}o\\'s-Tarski theorem for some of the aforementioned cases.

  14. A holographic bound for D3-brane

    Energy Technology Data Exchange (ETDEWEB)

    Momeni, Davood; Myrzakul, Aizhan; Myrzakulov, Ratbay [Eurasian National University, Eurasian International Center for Theoretical Physics, Astana (Kazakhstan); Eurasian National University, Department of General Theoretical Physics, Astana (Kazakhstan); Faizal, Mir [University of British Columbia-Okanagan, Irving K. Barber School of Arts and Sciences, Kelowna, BC (Canada); University of Lethbridge, Department of Physics and Astronomy, Lethbridge, AB (Canada); Bahamonde, Sebastian [University College London, Department of Mathematics, London (United Kingdom)

    2017-06-15

    In this paper, we will regularize the holographic entanglement entropy, holographic complexity and fidelity susceptibility for a configuration of D3-branes. We will also study the regularization of the holographic complexity from the action for a configuration of D3-branes. It will be demonstrated that for a spherical shell of D3-branes the regularized holographic complexity is always greater than or equal to the regularized fidelity susceptibility. Furthermore, we will also demonstrate that the regularized holographic complexity is related to the regularized holographic entanglement entropy for this system. Thus, we will obtain a holographic bound involving regularized holographic complexity, regularized holographic entanglement entropy and regularized fidelity susceptibility of a configuration of D3-brane. We will also discuss a bound for regularized holographic complexity from action, for a D3-brane configuration. (orig.)

  15. Some general bounds for 1-D scattering

    CERN Document Server

    Visser, M

    1999-01-01

    One-dimensional scattering problems are of wide physical interest and are encountered in many diverse applications. In this article I establish some very general bounds for reflection and transmission coefficients for one-dimensional potential scattering. Equivalently, these results may be phrased as general bounds on the Bogolubov coefficients, or statements about the transfer matrix. A similar analysis can be provided for the parametric change of frequency of a harmonic oscillator. A number of specific examples are discussed---in particular I provide a general proof that sharp step function potentials always scatter more effectively than the corresponding smoothed potentials. The analysis also serves to collect together and unify what would otherwise appear to be quite unrelated results.

  16. PSPACE Bounds for Rank-1 Modal Logics

    CERN Document Server

    Schröder, Lutz

    2007-01-01

    For lack of general algorithmic methods that apply to wide classes of logics, establishing a complexity bound for a given modal logic is often a laborious task. The present work is a step towards a general theory of the complexity of modal logics. Our main result is that all rank-1 logics enjoy a shallow model property and thus are, under mild assumptions on the format of their axiomatisation, in PSPACE. This leads to a unified derivation of tight PSPACE-bounds for a number of logics including K, KD, coalition logic, graded modal logic, majority logic, and probabilistic modal logic. Our generic algorithm moreover finds tableau proofs that witness pleasant proof-theoretic properties including a weak subformula property. This generality is made possible by a coalgebraic semantics, which conveniently abstracts from the details of a given model class and thus allows covering a broad range of logics in a uniform way.

  17. Exact BPS bound for noncommutative baby Skyrmions

    Energy Technology Data Exchange (ETDEWEB)

    Domrin, Andrei, E-mail: domrin@mi.ras.ru [Department of Mathematics and Mechanics, Moscow State University, Leninskie gory, 119992, GSP-2, Moscow (Russian Federation); Lechtenfeld, Olaf, E-mail: lechtenf@itp.uni-hannover.de [Institut für Theoretische Physik and Riemann Center for Geometry and Physics, Leibniz Universität Hannover, Appelstraße 2, 30167 Hannover (Germany); Linares, Román, E-mail: lirr@xanum.uam.mx [Departamento de Física, Universidad Autónoma Metropolitana Iztapalapa, San Rafael Atlixco 186, C.P. 09340, México D.F. (Mexico); Maceda, Marco, E-mail: mmac@xanum.uam.mx [Departamento de Física, Universidad Autónoma Metropolitana Iztapalapa, San Rafael Atlixco 186, C.P. 09340, México D.F. (Mexico)

    2013-11-25

    The noncommutative baby Skyrme model is a Moyal deformation of the two-dimensional sigma model plus a Skyrme term, with a group-valued or Grassmannian target. Exact abelian solitonic solutions have been identified analytically in this model, with a singular commutative limit. Inside any given Grassmannian, we establish a BPS bound for the energy functional, which is saturated by these baby Skyrmions. This asserts their stability for unit charge, as we also test in second-order perturbation theory.

  18. The lower bound on independence number

    Institute of Scientific and Technical Information of China (English)

    LI; Yusheng

    2002-01-01

    [1]Caro, Y., New Results on the Independence Number, Technical Report, Tel_Aviv: Tel_Aviv University, 1979.[2]Wei, V., A lower bound on the stability number of a simple graph, Bell Laboratories Technical Memorandum, 1981, 81_11217_11219.\\}[3]Alon, N., Spencer, J., The Probabilistic Method, New York: Wiley_Interscience, 1992.[4]Ajtai, M., Komls, J., Szemerédi E., A note on Ramsey numbers, J. Combin. Theory, Ser. A, 1980, 29: 354-360.[5]Shearer, J., A note on the independence number of triangle_free graphs, Discrete Math., 1983, 46: 83-87.[6]Kim, J., The Ramsey number R(3,t)has order of magnitude t\\+2/logt, Random Structures Algorithms, 1995, 7: 174-207.[7]Tardos, E., 1997 Fulkerson Prize, Notices of American Math. Soc., 1998, 45(8): 984.[8]Griggs, J., Lower bounds on the independence number in term of the degrees, J. Combin. Theory, Ser. B, 1983, 34: 22-29.[9]Li, Y., Rousseau, C., Fan_complete graph Ramsey numbers, J. Graph Theory, 1996, 23: 413-420.[10]Shearer, J., A note on the independence number of triangle_free graphs, II, J. Combin. Theory, Ser. B, 1991, 53: 300-307.[11]Li, Y., Rousseau, C., On book_complete Ramsey numbers, J. Combin. Theory, Ser. B, 1996, 68: 36-44.[12]Li, Y., Rousseau, C., Zang, W., Asymptotic upper bounds for Ramsey functions, Graphs Combin., 2001, 17: 123-128.[13]Caro, Y., Li, Y., Rousseau, C. et al., Asymptotic bounds for some bipartite graph: complete graph Ramsey numbers, Discrete Math., 2000, 220: 51-56.

  19. Singular integral on bounded strictly pseudoconvex domain

    Institute of Scientific and Technical Information of China (English)

    GONG Ding-dong

    2008-01-01

    Kytmanov and Myslivets gave a special Cauchy principal value of the singular integral on the bounded strictly pseudoconvex domain with smooth boundary. By means of this Cauchy integral principal value, the corresponding singular integral and a composition formula are obtained. This composition formula is quite different from usual ones in form. As an application, the corresponding singular integral equation and the system of singular integral equations are discussed as well.

  20. Invariance and stability for bounded uncertain systems.

    Science.gov (United States)

    Peng, T. K. C.

    1972-01-01

    The positive limit sets of the solutions of a contingent differential equation are shown to possess an invariance property. In this connection the 'invariance principle' in the theory of Lyapunov stability is extended to systems with unknown, bounded, time-varying parameters, and thus to a large and important class of nonautonomous systems. Asymptotic stability criteria are obtained and applied to guaranteed cost control problems.

  1. Lower bounds on the Calabi functional

    OpenAIRE

    Donaldson, S. K.

    2005-01-01

    The main result of this paper shows that "test configurations" give new lower bounds on the $L^{2}$ norm of the scalar curvature on a Kahler manifold. This is closely analogous to the analysis of the Yang-Mills functional over Riemann surfaces by Atiyah and Bott. The proof uses asymptotic approximation by finite-dimensional problems: the essential ingredient being the Tian-Zelditch-Lu expansion of the "density of states" function.

  2. Nonminimal global monopoles and bound orbits

    CERN Document Server

    Nucamendi, U; Sudarsky, D; Nucamendi, Ulises; Salgado, Marcelo; Sudarsky, Daniel

    2000-01-01

    We perform a numerical analysis of the gravitational field of a global monopole coupled nonminimally to gravity, and find that, for some given nonminimal couplings (in constrast with the minimal coupling case), there is an attractive region where bound orbits exist. We exhibit the behavior of the frequency shifts that would be associated with `rotation curves' of stars in circular orbits in the spacetimes of such global monopoles.

  3. Upper and lower bounds on quantum codes

    Science.gov (United States)

    Smith, Graeme Stewart Baird

    This thesis provides bounds on the performance of quantum error correcting codes when used for quantum communication and quantum key distribution. The first two chapters provide a bare-bones introduction to classical and quantum error correcting codes, respectively. The next four chapters present achievable rates for quantum codes in various scenarios. The final chapter is dedicated to an upper bound on the quantum channel capacity. Chapter 3 studies coding for adversarial noise using quantum list codes, showing there exist quantum codes with high rates and short lists. These can be used, together with a very short secret key, to communicate with high fidelity at noise levels for which perfect fidelity is, impossible. Chapter 4 explores the performance of a family of degenerate codes when used to communicate over Pauli channels, showing they can be used to communicate over almost any Pauli channel at rates that are impossible for a nondegenerate code and that exceed those of previously known degenerate codes. By studying the scaling of the optimal block length as a function of the channel's parameters, we develop a heuristic for designing even better codes. Chapter 5 describes an equivalence between a family of noisy preprocessing protocols for quantum key distribution and entanglement distillation protocols whose target state belongs to a class of private states called "twisted states." In Chapter 6, the codes of Chapter 4 are combined with the protocols of Chapter 5 to provide higher key rates for one-way quantum key distribution than were previously thought possible. Finally, Chapter 7 presents a new upper bound on the quantum channel capacity that is both additive and convex, and which can be interpreted as the capacity of the channel for communication given access to side channels from a class of zero capacity "cloning" channels. This "clone assisted capacity" is equal to the unassisted capacity for channels that are degradable, which we use to find new upper

  4. Sublinear Bounds for Randomized Leader Election

    OpenAIRE

    Kutten, Shay; Pandurangan, Gopal; Peleg, David; Robinson, Peter; Trehan, Amitabh

    2012-01-01

    This paper concerns {\\em randomized} leader election in synchronous distributed networks. A distributed leader election algorithm is presented for complete $n$-node networks that runs in O(1) rounds and (with high probability) uses only $O(\\sqrt{n}\\log^{3/2} n)$ messages to elect a unique leader (with high probability). When considering the "explicit" variant of leader election where eventually every node knows the identity of the leader, our algorithm yields the asymptotically optimal bounds...

  5. A bound particle coupled to two thermostats

    Science.gov (United States)

    Fogedby, Hans C.; Imparato, Alberto

    2011-05-01

    We consider a harmonically bound Brownian particle coupled to two distinct heat reservoirs at different temperatures. We show that the presence of a harmonic trap does not change the large deviation function from the case of a free Brownian particle discussed by Derrida and Brunet and Visco. Likewise, the Gallavotti-Cohen fluctuation theorem related to the entropy production at the heat sources remains in force. We support the analytical results with numerical simulations.

  6. Power generation assets. Energy constraints, upper bounds and hedging strategies

    Energy Technology Data Exchange (ETDEWEB)

    Enge, Thomas

    2010-09-20

    The overall topic of this thesis is the valuation of power generation assets under energy and risk constraints. Our focus is on the modeling aspect i.e. to find the right balance between accuracy and computational feasibility. We define a new not yet investigated unit commitment problem that introduces an energy constraint to a thermal power plant. We define a continuous stochastic dynamic program with a nested mixed integer program (MIP). We introduce a fast implementation approach by replacing the MIP with an efficient matrix calculation and use principal component analysis to reduce the number of risk factors. We also provide a fast heuristic valuation approach for comparison. As both models can only provide lower bounds of the asset value, we investigate the theory of upper bounds for a proper validation of our power plant results. We review the primal dual algorithm for swing options by Meinshausen and Hambly and in particular clarify their notation and implementation. Then we provide an extension for swing options with multiple exercises at the same stage that we developed together with Prof. Bender, University of Braunschweig. We outline Prof. Bender's proof and describe the implementation in detail. Finally we provide a risk analysis for our thermal power plant. In particular we investigate strategies to reduce spot price risk to which power plants are significantly exposed. First, we focus on the measurement of spot price risk and propose three appropriate risk figures (Forward delta as opposed to Futures delta, synthetic spot delta and Earnings-at-Risk) and illustrate their application using a business case. Second we suggest risk mitigation strategies for both periods, before and in delivery. The latter tries to alter the dispatch policy i.e. pick less risky hours and accept a (desirably only slightly) smaller return. We introduce a benchmark that weighs risk versus return and that we will call EaR-efficient option value. We propose a mitigation

  7. Tight Bounds for Distributed Functional Monitoring

    CERN Document Server

    Woodruff, David P

    2011-01-01

    We resolve several fundamental questions in the area of distributed functional monitoring, initiated by Cormode, Muthukrishnan, and Yi (SODA, 2008). In this model there are $k$ sites each tracking their input and communicating with a central coordinator that continuously maintain an approximate output to a function $f$ computed over the union of the inputs. The goal is to minimize the communication. We show the randomized communication complexity of estimating the number of distinct elements up to a $1+\\eps$ factor is $\\Omega(k/\\eps^2)$, improving the previous $\\Omega(k + 1/\\eps^2)$ bound and matching known upper bounds. For the $p$-th frequency moment $F_p$, $p > 1$, we improve the previous $\\Omega(k + 1/\\eps^2)$ communication bound to $\\tilde{\\Omega}(k^{p-1}/\\eps^2)$. We obtain similar improvements for heavy hitters, empirical entropy, and other problems. We also show that we can estimate $F_p$, for any $p > 1$, using $\\tilde{O}(k^{p-1}\\poly(\\eps^{-1}))$ communication. This drastically improves upon the pre...

  8. Bounds on hadronic axions from stellar evolution

    Science.gov (United States)

    Raffelt, Georg G.; Dearborn, David S. P.

    1987-10-01

    We consider in detail the effect of the emission of ``hadronic'' invisible axions (which do not couple to electrons) from the interior of stars on stellar evolution. To this end we calculate plasma emission rates for axions due to the Primakoff process for the full range of conditions encountered in a giant star. Much attention is paid to plasma, degeneracy, and screening effects. We reconsider the solar bound by evolving a 1.0 Msolar star to solar age and lowering the presolar helium abundance so as to obtain the correct present-day luminosity of the Sun. The previous bound on the axion-photon coupling of G9cluster M67 and with the value 1.3×108 yr derived from the number of such stars in the old galactic disk population. We obtain a conservative limit of G9decay and probably the possibility of measuring the solar hadronic axion flux which, according to our bounds, must be less than 2×10-3 of the solar luminosity. There remains a narrow range of parameters (0.01<~G9<~0.1, ma<~10-4 eV) in which a recently proposed laboratory experiment might still measure axionlike particles.

  9. Hybrid bounds for Dirichlet's L-function

    Science.gov (United States)

    Huxley, M. N.; Watt, N.

    2000-11-01

    This is a paper about upper bounds for Dirichlet's L-function, L(s, [chi]), on its critical line (s + s¯ = 1). It is to be assumed throughout that, unless otherwise stated, the Dirichlet character, [chi], is periodic modulo a prime, r, and is not the principal character mod r. Our main theorem below shows that, if [epsilon] > 0, thenformula here(where A is an absolute constant), for 0 < [alpha] = (log r)/(log t) [less-than-or-eq, slant] 2/753 [minus sign] [epsilon]. Somewhat weaker bounds are obtained for other cases where 0 < [alpha] [less-than-or-eq, slant] 11/180 [minus sign] [epsilon]. Note that in [13] it was shown that, for 0 < [alpha] [less-than-or-eq, slant] 2/57,formula hereOur main theorem is a corollary of the new bounds we prove for certain exponential sums, S, with a Dirichlet character factor:formula herewhere M2 [less-than-or-eq, slant] 2M and f(x) is a real function whose derivatives satisfy certain conditions restricting their size.

  10. Key risk control indicator of inventory pledge financing under consigning supervision%委托监管下存货质押融资的关键风险控制指标

    Institute of Scientific and Technical Information of China (English)

    李毅学; 冯耕中; 张媛媛

    2011-01-01

    Based on the features and cost-benefit structure of consigning supervision mode in seasonal inventory pledge financing, we analyze reordering decisions made by risk-neutral borrowers with financial constraints. Then, based on the game between borrowers and banks, investigates loan-to-value ratio decisions uf downside-risk-adverse banks. The results show that to introduce "corporate and debt" method in risk assessment can grasp the risk features of inventory pledge financing, and considering the default risk of borrowers and the sales risk of pledge inventory simultaneously, downside-risk-averse banks should set loan-to-value ratios according to different borrowers' reordering planning and then make their decision optimal. The downside-risk limit can make loan risk meet the benchmark of banks in a certain degree.%针对季节性存货质押融资业务,考虑委托监管模式特征及成本收益结构,建模分析了融资约束下风险中性的借款企业的订购决策,然后通过借款企业和银行的博弈,分析了下侧风险规避银行的关键风险控制指标-质押率的决策.研究表明:采用"主体+债项"的风险评估策略更能把握存货质押融资业务的风险特征,同时考虑企业主体违约风险和质押存货的销售债项风险,下侧风险规避的银行必须针对不同企业的再订购决策反应设定相应的质押率才能使决策最优,银行对贷款下侧风险的限制在一定程度上也能使贷款风险满足银行的规定标准.

  11. Multiplexed Electrochemistry of DNA-bound Metalloproteins

    Science.gov (United States)

    Pheeney, Catrina G.; Arnold, Anna R.; Grodick, Michael A.; Barton, Jacqueline K.

    2013-01-01

    Here we describe a multiplexed electrochemical characterization of DNA-bound proteins containing [4Fe-4S] clusters. DNA-modified electrodes have become an essential tool for the characterization of the redox chemistry of DNA repair proteins containing redox cofactors, and multiplexing offers a means to probe different complex samples and substrates in parallel to elucidate this chemistry. Multiplexed analysis of EndonucleaseIII (EndoIII), a DNA repair protein containing a [4Fe-4S] cluster known to be accessible via DNA-mediated charge transport, shows subtle differences in the electrochemical behavior as a function of DNA morphology. The peak splitting, signal broadness, sensitivity to π-stack perturbations, and kinetics were all characterized for the DNA-bound reduction of EndoIII on both closely and loosely packed DNA films. DNA-bound EndoIII is seen to have two different electron transfer pathways for reduction, either through the DNA base stack or through direct surface reduction; closely packed DNA films, where the protein has limited surface accessibility, produce electrochemical signals reflecting electron transfer that is DNA-mediated. Multiplexing furthermore permits the comparison of the electrochemistry of EndoIII mutants, including a new family of mutations altering the electrostatics surrounding the [4Fe-4S] cluster. While little change in the midpoint potential was found for this family of mutants, significant variations in the efficiency of DNA-mediated electron transfer were apparent. Based on the stability of these proteins, examined by circular dichroism, we propose that the electron transfer pathway can be perturbed not only by the removal of aromatic residues but also through changes in solvation near the cluster. PMID:23899026

  12. Ionically Bound Peroxidase from Peach Fruit

    Directory of Open Access Journals (Sweden)

    Neves Valdir Augusto

    2002-01-01

    Full Text Available Soluble, ionically bound peroxidase (POD and polyphenoloxidase (PPO were extracted from the pulp of peach fruit during ripening at 20°C. Ionically bound form was purified 6.1-fold by DEAE-cellulose and Sephadex G-100 chromatography. The purified enzyme showed only one peak of activity on Sephadex G-100 and PAGE revealed that the enzyme was purified by the procedures adopted. The purified enzyme showed a molecular weight of 29000 Da, maximum activity at pH 5.0 and at 40ºC. The calculated apparent activation energy (Ea for the reaction was10.04 kcal/mol. The enzyme was heat-labile in the temperature range of 60 to 75ºC with a fast inactivation at 75ºC. Measurement of residual activity showed a stabilizing effect of sucrose at various temperature/sugar concentrations (0, 10, 20 %, w/w, with an activation energy (Ea for inactivation increasing with sucrose concentration from 0 to 20% (w/w. The Km and Vmax values were 9.35 and 15.38 mM for 0-dianisidine and H2O2, respectively. The bound enzyme was inhibited competitively by ferulic, caffeic and protocatechuic acids with different values of Ki,. L-cysteine, p-coumaric and indolacetic acid and Fe++ also inhibited the enzyme but at a lower grade. N-ethylmaleimide and p-CMB were not effective to inhibit the enzyme demonstrating the non-essentiality of SH groups.

  13. Spectral conditions for entanglement witnesses versus bound entanglement

    Science.gov (United States)

    Chruściński, Dariusz; Kossakowski, Andrzej; Sarbicki, Gniewomir

    2009-10-01

    It is shown that entanglement witnesses constructed via the family of spectral conditions are decomposable, i.e., cannot be used to detect bound entanglement. It supports several observations that bound entanglement reveals highly nonspectral features.

  14. Spectral conditions for entanglement witnesses vs. bound entanglement

    CERN Document Server

    Chruscinski, Dariusz; Sarbicki, Gniewomir

    2009-01-01

    It is shown that entanglement witnesses constructed via the family of spectral conditions are decomposable, i.e. cannot be used to detect bound entanglement. It supports several observations that bound entanglement reveals highly non-spectral features.

  15. Persistence of noncompact normally hyperbolic invariant manifolds in bounded geometry

    CERN Document Server

    Eldering, Jaap

    2012-01-01

    We prove a persistence result for noncompact normally hyperbolic invariant manifolds in Riemannian manifolds of bounded geometry. The bounded geometry of the ambient manifold is a crucial assumption in order to control the uniformity of all estimates throughout the proof.

  16. Is there an quasi-bound state?

    CERN Document Server

    Wilkin, C; Chiladze, D; Dymov, S; Hanhart, C; Hartmann, M; Hejny, V; Kacharava, A K; Keshelashvili, I; Khoukaz, A; Maeda, Y; Mersmann, T; Mielke, M; Mikirtychiants, S; Papenbrock, M; Rathmann, F; Rausmann, T; Schleichert, R; Ströher, H; Täschner, A; Valdau, Yu; Wronska, A

    2007-01-01

    The observed variation of the total cross section for the dp -> 3He eta reaction near threshold means that the magnitude of the s--wave amplitude falls very rapidly with the eta centre--of--mass momentum. It is shown here that recent measurements of the momentum dependence of the angular distribution imply a strong variation also in the phase of this amplitude. Such a behaviour is that expected from a quasi--bound or virtual eta-3He state. The interpretation can be investigated further through measurements of the deuteron or proton analysing powers and/or spin--correlations.

  17. BOUND PERIODICAL HOLDINGS BATTELLE - NORTHWEST LIBRARY

    Energy Technology Data Exchange (ETDEWEB)

    None

    1967-05-01

    This report lists the bound periodicals in the Technical Library at the Pacific Northwest Laboratory, operated by Battelle Memorial Institute. It was prepared from a computer program and is arranged in two parts. Part one is an alphabetical list of journals by title; part two is an arrangement of the journals by subject. The list headings are self-explanatory, with the exception of the title code, which is necessary in the machine processing. The listing is complete through June, 1966 and updates an earlier publication issued in March, 1965.

  18. Mass bounds on a very light neutralino

    Energy Technology Data Exchange (ETDEWEB)

    Dreiner, Herbi K. [Bethe Center for Theoretical Physics and Physikalisches Institut der Universitaet Bonn, Bonn (Germany); Heinemeyer, Sven [Instituto de Fisica de Cantabria (CSIC-UC), Santander (Spain); Kittel, Olaf [Universidad de Granada, Departamento de Fisica Teorica y del Cosmos and CAFPE, Granada (Spain); Langenfeld, Ulrich [DESY Zeuthen, Zeuthen (Germany); Weber, Arne M. [Max-Planck-Institut fuer Physik (Werner-Heisenberg-Institut), Munich (Germany); Weiglein, Georg [University of Durham, IPPP, Durham (United Kingdom)

    2009-08-15

    Within the Minimal Supersymmetric Standard Model (MSSM) we systematically investigate the bounds on the mass of the lightest neutralino. We allow for non-universal gaugino masses and thus even consider massless neutralinos, while assuming in general that R-parity is conserved. Our main focus is on laboratory constraints. We consider collider data, precision observables, and also rare meson decays to very light neutralinos. We then discuss the astrophysical and cosmological implications. We find that a massless neutralino is allowed by all existing experimental data and astrophysical and cosmological observations. (orig.)

  19. Betweenness Centrality : Algorithms and Lower Bounds

    CERN Document Server

    Kintali, Shiva

    2008-01-01

    One of the most fundamental problems in large scale network analysis is to determine the importance of a particular node in a network. Betweenness centrality is the most widely used metric to measure the importance of a node in a network. In this paper, we present a randomized parallel algorithm, lower bounds and an algebraic method for computing betweenness centrality of all nodes in a network. We prove that any path comparison based algorithm cannot compute betweenness of all nodes in less than O(nm) time.

  20. Total-variation regularization with bound constraints

    Energy Technology Data Exchange (ETDEWEB)

    Chartrand, Rick [Los Alamos National Laboratory; Wohlberg, Brendt [Los Alamos National Laboratory

    2009-01-01

    We present a new algorithm for bound-constrained total-variation (TV) regularization that in comparison with its predecessors is simple, fast, and flexible. We use a splitting approach to decouple TV minimization from enforcing the constraints. Consequently, existing TV solvers can be employed with minimal alteration. This also makes the approach straightforward to generalize to any situation where TV can be applied. We consider deblurring of images with Gaussian or salt-and-pepper noise, as well as Abel inversion of radiographs with Poisson noise. We incorporate previous iterative reweighting algorithms to solve the TV portion.

  1. Bound Alternative Direction Optimization for Image Deblurring

    Directory of Open Access Journals (Sweden)

    Xiangrong Zeng

    2014-01-01

    the ℓp regularizer by a novel majorizer and then, based on a variable splitting, to reformulate the bound unconstrained problem into a constrained one, which is then addressed via an augmented Lagrangian method. The proposed algorithm actually combines the reweighted ℓ1 minimization method and the alternating direction method of multiples (ADMM such that it succeeds in extending the application of ADMM to ℓp minimization problems. The conducted experimental studies demonstrate the superiority of the proposed algorithm for the synthesis ℓp minimization over the state-of-the-art algorithms for the synthesis ℓ1 minimization on image deblurring.

  2. Valuation models and Simon's bounded rationality

    Directory of Open Access Journals (Sweden)

    Alexandra Strommer de Farias Godoi

    2009-09-01

    Full Text Available This paper aims at reconciling the evidence that sophisticated valuation models are increasingly used by companies in their investment appraisal with the literature of bounded rationality, according to which objective optimization is impracticable in the real world because it would demand an immense level of sophistication of the analytical and computational processes of human beings. We show how normative valuation models should rather be viewed as forms of reality representation, frameworks according to which the real world is perceived, fragmented for a better understanding, and recomposed, providing an orderly method for undertaking a task as complex as the investment decision.

  3. Mass bounds on a very light neutralino

    Energy Technology Data Exchange (ETDEWEB)

    Dreiner, Herbi K. [Bonn Univ. (Germany). Bethe Center for Theoretical Physis and Physikalisches Institut; Heinemeyer, Sven [Instituto de Fisica de Cantabria (CSIC-UC), Santander (Spain); Kittel, Olaf [Granada Univ. (Spain). Dept. de Fisica Teorica y del Cosmos and CAFPE; Langenfeld, Ulrich [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany); Weber, Arne M. [Max-Planck-Institut fuer Physik, Muenchen (Germany). Werner-Heisenberg-Institut; Weiglein, Georg [Durham Univ. (United Kingdom). IPPP

    2008-12-15

    Within the Minimal Supersymmetric Standard Model (MSSM) we systematically investigate the bounds on the mass of the lightest neutralino. We allow for non-universal gaugino masses and thus even consider massless neutralinos, while assuming in general that R-parity is conserved. Our main focus are laboratory constraints. We consider collider data, precision observables, and also rare meson decays to very light neutralinos. We then discuss the astrophysical and cosmological implications. We find that a massless neutralino is allowed by all existing experimental data and astrophysical and cosmological observations. (orig.)

  4. Landauer Bound for Analog Computing Systems

    CERN Document Server

    Diamantini, M Cristina; Trugenberger, Carlo A

    2016-01-01

    By establishing a relation between information erasure and continuous phase transitions we generalise the Landauer bound to analog computing systems. The entropy production per degree of freedom during erasure of an analog variable (reset to standard value) is given by the logarithm of the configurational volume measured in units of its minimal quantum. As a consequence every computation has to be carried on with a finite number of bits and infinite precision is forbidden by the fundamental laws of physics, since it would require an infinite amount of energy.

  5. Bounds on entanglement in qudit subsystems

    OpenAIRE

    Kendon, Vivien M.; Zyczkowski, Karol; Munro, William J.

    2002-01-01

    The entanglement in a pure state of N qudits (d-dimensional distinguishable quantum particles) can be characterised by specifying how entangled its subsystems are. A generally mixed subsystem of m qudits is obtained by tracing over the other N-m qudits. We examine the entanglement in the space of mixed states of m qudits. We show that for a typical pure state of N qudits, its subsystems smaller than N/3 qudits will have a positive partial transpose and hence are separable or bound entangled. ...

  6. Novel Bound States in Graphene with Impurities

    CERN Document Server

    Gupta, Kumar S

    2008-01-01

    We obtain a novel bound state spectrum of the low energy excitations near the Fermi points of graphene in the presence of a charge impurity. The effects of possible short range interactions induced by the impurity are modelled by suitable boundary conditions. The spectrum in the subcritical region of the effective Coulomb coupling is labelled by a parameter which characterizes the boundary conditions and determines the inequivalent quantizations of the system. In the supercritical region we obtain a renormalization group flow for the effective Coulomb coupling.

  7. Jackson's Theorem on Bounded Symmetric Domains

    Institute of Scientific and Technical Information of China (English)

    Ming Zhi WANG; Guang Bin REN

    2007-01-01

    Polynomial approximation is studied on bounded symmetric domain Ω in C n for holo-morphic function spaces X ,such as Bloch-type spaces,Bergman-type spaces,Hardy spaces,Ω algebra and Lipschitz space.We extend the classical Jackson ’s theorem to several complex variables:E k f,X ) ω (1 /k,f,X ),where E k f,X )is the deviation of the best approximation of f ∈X by polynomials of degree at mostk with respect to the X -metric and ω (1/k,f,X )is the corresponding modulus of continuity.

  8. Mass Bounds on a Very Light Neutralino

    CERN Document Server

    Dreiner, H K; Kittel, O; Langenfeld, U; Weber, A M; Weiglein, G

    2009-01-01

    Within the Minimal Supersymmetric Standard Model (MSSM) we systematically investigate the bounds on the mass of the lightest neutralino. We allow for non-universal gaugino masses and thus even consider massless neutralinos, while assuming in general that R-parity is conserved. Our main focus are laboratory constraints. We consider collider data, precision observables, and also rare meson decays to very light neutralinos. We then discuss the astrophysical and cosmological implications. We find that a massless neutralino is allowed by all existing experimental data and astrophysical and cosmological observations.

  9. Mass bounds on a very light neutralino

    Science.gov (United States)

    Dreiner, Herbi K.; Heinemeyer, Sven; Kittel, Olaf; Langenfeld, Ulrich; Weber, Arne M.; Weiglein, Georg

    2009-08-01

    Within the Minimal Supersymmetric Standard Model (MSSM) we systematically investigate the bounds on the mass of the lightest neutralino. We allow for non-universal gaugino masses and thus even consider massless neutralinos, while assuming in general that R-parity is conserved. Our main focus is on laboratory constraints. We consider collider data, precision observables, and also rare meson decays to very light neutralinos. We then discuss the astrophysical and cosmological implications. We find that a massless neutralino is allowed by all existing experimental data and astrophysical and cosmological observations.

  10. A Holographic Bound for D3-Brane

    CERN Document Server

    Momeni, Davood; Bahamonde, Sebastian; Myrzakul, Aizhan; Myrzakulov, Ratbay

    2016-01-01

    In this paper, we will calculate the holographic entanglement entropy, holographic complexity, and fidelity susceptibility for a D3-brane. It will be demonstrated that for a D3-brane the holographic complexity is always greater than or equal to than the fidelity susceptibility. Furthermore, we will also demonstrate that the holographic complexity is related to the holographic entanglement entropy for this system. Thus, we will obtain a holographic bound involving holographic complexity, holographic entanglement entropy and fidelity susceptibility of a D3-brane.

  11. Andreev bound states. Some quasiclassical reflections

    Energy Technology Data Exchange (ETDEWEB)

    Lin, Y., E-mail: yiriolin@illinois.edu; Leggett, A. J. [University of Illinois at Urhana-Champaign, Dept. of Physics (United States)

    2014-12-15

    We discuss a very simple and essentially exactly solvable model problem which illustrates some nice features of Andreev bound states, namely, the trapping of a single Bogoliubov quasiparticle in a neutral s-wave BCS superfluid by a wide and shallow Zeeman trap. In the quasiclassical limit, the ground state is a doublet with a splitting which is proportional to the exponentially small amplitude for “normal” reflection by the edges of the trap. We comment briefly on a prima facie paradox concerning the continuity equation and conjecture a resolution to it.

  12. Infrared spectroscopy of weakly bound molecular ions

    Energy Technology Data Exchange (ETDEWEB)

    Yeh, Lisa I-Ching

    1988-11-01

    The infrared spectra of a series of hydrated hydronium cluster ions and of protonated ethane ion are presented. A tandem mass spectrometer is ideally suited to obtaining the spectra of such weakly bound molecular ions. Traditional absorption spectroscopy is not feasible in these situations, so the techniques described in this thesis make use of some consequence of photon absorption with higher sensitivity than simply attenuation of laser power. That consequence is dissociation. By first mass selecting the parent ion under study and then mass selecting the fragment ion formed from dissociation, the near unit detection efficiency of ion counting methods has been used to full advantage.

  13. Engineering the coupling between Majorana bound states

    Science.gov (United States)

    Shi, Z. C.; Shao, X. Q.; Xia, Y.; Yi, X. X.

    2017-09-01

    We study the coupling between Majorana bound states (CMBS), which is mediated by a topologically trivial chain in the presence of pairing coupling and long-range coupling. The results show that CMBS can be enhanced by the pairing coupling and long-range coupling of the trivial chain. When driving the trivial chain by periodic driving field, we deduce the analytical expressions of CMBS in the high-frequency limit, and demonstrate that CMBS can be modulated by the frequency and amplitude of driving field. Finally we exhibit the application of tunable CMBS in realizing quantum logic gates.

  14. Landauer bound for analog computing systems

    Science.gov (United States)

    Diamantini, M. Cristina; Gammaitoni, Luca; Trugenberger, Carlo A.

    2016-07-01

    By establishing a relation between information erasure and continuous phase transitions we generalize the Landauer bound to analog computing systems. The entropy production per degree of freedom during erasure of an analog variable (reset to standard value) is given by the logarithm of the configurational volume measured in units of its minimal quantum. As a consequence, every computation has to be carried on with a finite number of bits and infinite precision is forbidden by the fundamental laws of physics, since it would require an infinite amount of energy.

  15. Informationally complete quantum measurements & entanglement bounds

    Science.gov (United States)

    Flammia, Steven Thomas

    2007-12-01

    We define a class of measurements which we call pure-state informationally complete (PSI-complete) POVMs. These are measurements which can be used to reconstruct the pure state of a d-dimensional quantum system, but not necessarily a mixed state. We show that 2d measurement outcomes is necessary and sufficient for PSI-completeness. This demonstrates that the measurement complexity (as measured by the number of measurement outcomes) can achieve quadratic improvements when the system is confidently believed to be in a pure state. Next, we consider symmetric informationally complete POVMs (SIC-POVMs). SIC-POVMs are relevant for mixed state quantum tomography, but are not well understood. We prove a theorem related to the conjectured existence of SIC-POVMs showing the uniqueness (up to certain symmetries) of SIC-POVMs of a particular group-covariant type when the dimension of the Hilbert space is a prime number. In the second part of the dissertation, we consider a computational model that has access to only one pure qubit, along with n qubits in the totally mixed state. This model is thought to be capable of performing sonic computational tasks exponentially faster than any known classical algorithm. We show that circuits of this type generally lead to entangled states, but where the entanglement (as measured by the negativity) is bounded by a constant, independent of n, for all bipartite divisions. This suggests that the global nature of entanglement is a more important resource than the magnitude of the entanglement. We then consider multiply constrained bounds on entanglement measures based on convex constraint functions. We outline the general procedure, and then explicitly implement the program for the case of 4 x N quantum systems by bounding the entanglement of formation, the concurrence, and the tangle. Finally, we develop generalized bounds for quantum single-parameter estimation problems for which the coupling to the parameter is described by intrinsic multi

  16. Arsenic-bound excitons in diamond

    Science.gov (United States)

    Barjon, J.; Jomard, F.; Morata, S.

    2014-01-01

    A set of new excitonic recombinations is observed in arsenic-implanted diamond. It is composed of two groups of emissions at 5.355/5.361 eV and at 5.215/5.220/5.227 eV. They are respectively attributed to the no-phonon and transverse-optical phonon-assisted recombinations of excitons bound to neutral arsenic donors. From the Haynes rule, an ionization energy of 0.41 eV is deduced for arsenic in diamond, which shows that arsenic is a shallower donor than phosphorus (0.6 eV), in agreement with theory.

  17. Derivation of sink strengths in bounded media

    Energy Technology Data Exchange (ETDEWEB)

    Brailsford, A.D. (Ford Motor Co., Dearborn, MI (USA). Engineering and Research Staff)

    1981-11-01

    Several reasons for the need to extend the rate theory of point defect recovery processes to bounded media are cited. This paper is concerned with the essential first step, the derivation of the strength of sinks near a free surface. The Effective Medium method is used. Sink strengths so derived are shown to be formally the same as those found in an unbounded system. Image effects associated with the surface are proved to be small when the sink is located more than a few sink radii from the surface.

  18. Nuclear dynamics of K¯ bound states

    Science.gov (United States)

    Mareš, J.; Friedman, E.; Gal, A.

    2006-07-01

    K¯ nuclear bound states were generated dynamically within a relativistic mean field (RMF) model. Substantial polarization of the core nucleus was found for light nuclei. The behavior of the dynamically calculated width ΓK¯ as function of the K¯ binding energy was studied. A lower limit of ΓK¯ ˜ 35 - 45 MeV for 1s K¯ nuclear states in light nuclei such as 12C was placed on the width expected for deep binding in the range B K¯ ˜ 100 - 200 MeV.

  19. Fermionic bound states in distinct kinklike backgrounds

    Energy Technology Data Exchange (ETDEWEB)

    Bazeia, D. [Universidade Federal da Paraiba, Departamento de Fisica, Joao Pessoa, Paraiba (Brazil); Mohammadi, A. [Universidade Federal de Campina Grande, Departamento de Fisica, Caixa Postal 10071, Campina Grande, Paraiba (Brazil)

    2017-04-15

    This work deals with fermions in the background of distinct localized structures in the two-dimensional spacetime. Although the structures have a similar topological character, which is responsible for the appearance of fractionally charged excitations, we want to investigate how the geometric deformations that appear in the localized structures contribute to the change in the physical properties of the fermionic bound states. We investigate the two-kink and compact kinklike backgrounds, and we consider two distinct boson-fermion interactions, one motivated by supersymmetry and the other described by the standard Yukawa coupling. (orig.)

  20. Complexity Considerations, cSAT Lower Bound

    CERN Document Server

    Hofman, Radoslaw

    2007-01-01

    This article discusses completeness of Boolean Algebra as First Order Theory in Goedel's meaning. If Theory is complete then any possible transformation is equivalent to some transformation using axioms, predicates etc. defined for this theory. If formula is to be proved (or disproved) then it has to be reduced to axioms. If every transformation is deducible then also optimal transformation is deducible. If every transformation is exponential then optimal one is too, what allows to define lower bound for discussed problem to be exponential (outside P). Then we show algorithm for NDTM solving the same problem in O(n^c) (so problem is in NP), what proves that P \

  1. Persistence-Based Branch Misprediction Bounds for WCET Analysis

    DEFF Research Database (Denmark)

    Puffitsch, Wolfgang

    2015-01-01

    Branch prediction is an important feature of pipelined processors to achieve high performance. However, it can lead to overly pessimistic worst-case execution time (WCET) bounds when being modeled too conservatively. This paper presents bounds on the number of branch mispredictions for local dyna...... linear programming formulations of the WCET problem. An evaluation on a number of benchmarks shows that with these bounds, dynamic branch prediction does not necessarily lead to higher WCET bounds than static prediction schemes....

  2. Greedy Wavelet Projections are Bounded on BV (Preprint)

    Science.gov (United States)

    2003-10-30

    functions of bounded variation on IRd with d ??? 2. Let ????, ?? ??? ??, be a wavelet basis of compactly supported functions normalized in BV, i.e...Wojtaszczyk October 30, 2003 Abstract Let BV = BV(IRd) be the space of functions of bounded variation on IRd with d ≥ 2. Let ψλ, λ ∈ ∆, be a wavelet basis...greedy approximation, functions of bounded variation , thresholding, bounded projections. 1 Introduction The space BV := BV(Ω) of functions of

  3. Bounds for the connective constant of the hexagonal lattice

    Energy Technology Data Exchange (ETDEWEB)

    Alm, S E; Parviainen, R [Department of Mathematics, Uppsala University, Box 480, 75106 Uppsala (Sweden)

    2004-01-23

    We give improved bounds for the connective constant of the hexagonal lattice. The lower bound is found by using Kesten's method of irreducible bridges and by determining generating functions for bridges on one-dimensional lattices. The upper bound is obtained as the largest eigenvalue of a certain transfer matrix. Using a relation between the hexagonal and the (3.12{sup 2}) lattices, we also give bounds for the connective constant of the latter lattice.

  4. Asymptotic bound on binary self-orthogonal codes

    Institute of Scientific and Technical Information of China (English)

    DING Yang

    2009-01-01

    We present two constructions for binary self-orthogonal codes. It turns out that our constructions yield a constructive bound on binary self-orthogonal codes. In particular, when the in-formation rate R = 1/2, by our constructive lower bound, the relative minimum distance δ≈ 0.0595 (for GV bound, δ≈0.110). Moreover, we have proved that the binary self-orthogonal codes asymptotically achieve the Gilbert-Varshamov bound.

  5. Asymptotic bound on binary self-orthogonal codes

    Institute of Scientific and Technical Information of China (English)

    2009-01-01

    We present two constructions for binary self-orthogonal codes. It turns out that our constructions yield a constructive bound on binary self-orthogonal codes. In particular, when the in-formation rate R = 1/2, by our constructive lower bound, the relative minimum distance δ≈ 0.0595 (for GV bound, δ≈ 0.110). Moreover, we have proved that the binary self-orthogonal codes asymptotically achieve the Gilbert-Varshamov bound.

  6. Lower Bound Bayesian Networks - An Efficient Inference of Lower Bounds on Probability Distributions in Bayesian Networks

    CERN Document Server

    Andrade, Daniel

    2012-01-01

    We present a new method to propagate lower bounds on conditional probability distributions in conventional Bayesian networks. Our method guarantees to provide outer approximations of the exact lower bounds. A key advantage is that we can use any available algorithms and tools for Bayesian networks in order to represent and infer lower bounds. This new method yields results that are provable exact for trees with binary variables, and results which are competitive to existing approximations in credal networks for all other network structures. Our method is not limited to a specific kind of network structure. Basically, it is also not restricted to a specific kind of inference, but we restrict our analysis to prognostic inference in this article. The computational complexity is superior to that of other existing approaches.

  7. Candidate for laser cooling of a negative ion: observations of bound-bound transitions in La(-).

    Science.gov (United States)

    Walter, C W; Gibson, N D; Matyas, D J; Crocker, C; Dungan, K A; Matola, B R; Rohlén, J

    2014-08-08

    Despite the tremendous advances in laser cooling of neutral atoms and positive ions, no negatively charged ion has been directly laser cooled. The negative ion of lanthanum, La(-), has been proposed as the best candidate for laser cooling of any atomic anion [ and , Phys. Rev. A 81, 032503 (2010)]. Tunable infrared laser photodetachment spectroscopy is used to measure the bound-state structure of La(-), revealing a spectrum of unprecedented richness with multiple bound-bound electric dipole transitions. The potential laser-cooling transition ((3)F(2)(e)→(3)D(1)(o)) is identified and its excitation energy is measured. The results confirm that La^{-} is a very promising negative ion for laser-cooling applications.

  8. Lower bounds for the minimum distance of algebraic geometry codes

    DEFF Research Database (Denmark)

    Beelen, Peter

    , such as the Goppa bound, the Feng-Rao bound and the Kirfel-Pellikaan bound. I will finish my talk by giving several examples. Especially for two-point codes, the generalized order bound is fairly easy to compute. As an illustration, I will indicate how a lower bound can be obtained for the minimum distance of some......A one-point AG-code is an algebraic geometry code based on a divisor whose support consists of one point. Since the discovery of the Feng-Rao lower bound for the minimum distance, there has been a renewed interest in such codes. This lower bound is also called the order bound. An alternative...... description of these codes in terms of order domains has been found. In my talk I will indicate how one can use the ideas behind the order bound to obtain a lower bound for the minimum distance of any AG-code. After this I will compare this generalized order bound with other known lower bounds...

  9. Upper bounds on the solution of coupled algebraic riccati equation

    Directory of Open Access Journals (Sweden)

    Czornik Adam

    2001-01-01

    Full Text Available Upper bounds for eigenvalues of a solution to continuous time coupled algebraic Riccati equation (CCARE and discrete time coupled algebraic Riccati equation (DCARE are developed as special cases of bounds for the unified coupled algebraic Riccati equation (UCARE. They include bounds of the maximal eigenvalues, the sums of the eigenvalues and the trace.

  10. Almost Chebyshev set with respect to bounded subsets

    Institute of Scientific and Technical Information of China (English)

    李冲; 王兴华

    1997-01-01

    The uniqueness and existence of restricted Chebyshev center with respect to arbitrary subset are investigated. The concept of almost Chebyshev sets with respect to bounded subsets is introduced. It is proved that each closed subset in a reflexive locally uniformly convex (uniformly convex, respectively) Banach space is an almost Chebyshev subset with respect to compact convex subsets (bounded convex subsets and bounded subsets, respectively).

  11. Bounds in the generalized Weber problem under locational uncertainty

    DEFF Research Database (Denmark)

    Juel, Henrik

    1981-01-01

    An existing analysis of the bounds on the Weber problem solution under uncertainty is incorrect. For the generalized problem with arbitrary measures of distance, we give easily computable ranges on the bounds and state the conditions under which the exact values of the bounds can be found...

  12. Bounded Rationality, Retaliation, and the Spread of Urban Violence

    Science.gov (United States)

    Jacobs, Bruce A.; Wright, Richard

    2010-01-01

    Drawing from in-depth interviews with 52 active street criminals, this article examines the grounded theoretic implications of bounded rationality for retaliatory street violence. The bounds on rationality that this article explores are anger, uncertainty, and time pressure. These bounds create imperfections in the retaliatory decision-making…

  13. Bounds on the capacity of constrained two-dimensional codes

    DEFF Research Database (Denmark)

    Forchhammer, Søren; Justesen, Jørn

    2000-01-01

    Bounds on the capacity of constrained two-dimensional (2-D) codes are presented. The bounds of Calkin and Wilf apply to first-order symmetric constraints. The bounds are generalized in a weaker form to higher order and nonsymmetric constraints. Results are given for constraints specified by run...

  14. Improved Space Bounds for Cache-Oblivious Range Reporting

    DEFF Research Database (Denmark)

    Afshani, Peyman; Zeh, Norbert

    2011-01-01

    We provide improved bounds on the size of cacheoblivious range reporting data structures that achieve the optimal query bound of O(logB N + K/B) block transfers. Our first main result is an O(N √ logN log logN)-space data structure that achieves this query bound for 3-d dominance reporting and 2-...

  15. Revisiting the upper bounding process in a safe Branch and Bound algorithm

    CERN Document Server

    Goldsztejn, Alexandre; Michel, Claude; Rueher, Michel

    2008-01-01

    Finding feasible points for which the proof succeeds is a critical issue in safe Branch and Bound algorithms which handle continuous problems. In this paper, we introduce a new strategy to compute very accurate approximations of feasible points. This strategy takes advantage of the Newton method for under-constrained systems of equations and inequalities. More precisely, it exploits the optimal solution of a linear relaxation of the problem to compute efficiently a promising upper bound. First experiments on the Coconuts benchmarks demonstrate that this approach is very effective.

  16. Finding Light Spanners in Bounded Pathwidth Graphs

    CERN Document Server

    Grigni, Michelangelo

    2011-01-01

    Given an edge-weighted graph $G$ and $\\epsilon>0$, a $(1+\\epsilon)$-spanner is a spanning subgraph $G'$ whose shortest path distances approximate those of $G$ within a $(1+\\epsilon)$ factor. If $G$ is from certain minor-closed graph families (at least bounded genus graphs and apex graphs), then we know that light spanners exist. That is, we can compute a $(1+\\epsilon)$-spanner $G'$ with total edge weight at most a constant times the weight of a minimum spanning tree. This constant may depend on $\\epsilon$ and the graph family, but not on the particular graph $G$ nor on its edge weighting. For weighted graphs from several minor-closed graph families, the existence of light spanners has been essential in the design of approximation schemes for the metric TSP (the traveling salesman problem) and some similar problems. In this paper we make some progress towards the conjecture that light spanners exist for every minor-closed graph family. In particular, we show that they exist for graphs with bounded pathwidth. W...

  17. Bound and Radiation Fields in Rindler Frame

    CERN Document Server

    Hirayama, T

    2001-01-01

    Energy-momentum tensor of Li\\'enard-Wiechert field is split into bound and emitted parts in Rindler frame, by generalizing the reasoning of Teitelboim used in inertial frame. Our discussion proceeds with the the notion of ``energy'' defined with respect to the Killing vector field attached to the frame. We obtain the ``radiation formula in Rindler frame''(Rindler version of Larmor formula) and it is found that the radiation power is proportional to the square of ``acceleration $\\alpha^\\mu$ of the charge relative to the Rindler frame''. This result makes us split the Li\\'enard-Wiechert field into the part $\\tII$ which is linear in $\\alpha^\\mu$ and the part $\\tI$ which is independent of $\\alpha^\\mu$, and by using them, we split the energy-momentum tensor into two parts. We find that these are properly interpreted as the emitted and bound parts of the tensor in Rindler frame. In our identification of radiation, a charge does not radiate not only in the case where the charge is fixed to the Rindler frame, but als...

  18. Nuclear internal conversion between bound atomic states

    Science.gov (United States)

    Chemin, J. F.; Harston, M. R.; Karpeshin, F. F.; Carreyre, J.; Attallah, F.; Aleonard, M. M.; Scheurer, J. N.; Boggaert, G.; Grandin, J. R.; Trzhaskovskaya, M. B.

    2003-01-01

    We present experimental and theoretical results for rate of decay of the (3/2)+ isomeric state in 125Te versus the ionic charge state. For charge state larger than 44 the nuclear transition lies below the threshold for emission of a K-shell electron into the continuum with the result that normal internal conversion is energetically forbiden. Rather surprisingly, for the charge 45 and 46 the lifetime of the level was found to have a value close to that in neutral atoms. We present direct evidence that the nuclear transition could still be converted but without the emission of the electron into the continuum, the electron being promoted from the K-shell to an other empty bound state lying close to the continuum. We called this process BIC. The experimental results agree whith theoretical calculations if BIC resonances are taken into account. This leads to a nuclear decay constant that is extremely sensitive to the precise initial state and simple specification of the charge state is no longer appropriate. The contribution to decay of the nucleus of BIC has recently been extended to the situation in which the electron is promoted to an intermediate filled bound state (PFBIC) with an apparent violation of the Pauli principle. Numerical results of the expected dependence of PFBIC on the charge state will be presented for the decay of the 77.351 keV level in 197Au.

  19. Search for a bound K− pp system

    Directory of Open Access Journals (Sweden)

    Camerini P.

    2010-04-01

    Full Text Available Data from the K− absorption reaction on 6,7Li, 9Be, 13C and 16O have recently been collected by FINUDA at the DAΦNE φ-factory (Laboratori Nazionali di Frascati-INFN, following an earlier lower statitics run on 12C and some other targets. FINUDA is a high acceptance magnetic spectrometer which performed a wide range of studies by detecting the charged particles and neutrons exiting the targets after the absorption event. In this paper it is discussed about the study of the A(K− , Λp reaction in the context of the search for deeply bound $ar{K}$ - nuclear states. The observation of a bump in the Λp invariant mass distribution is discussed in terms of a possible signature of a deeply bound K− pp kaonic cluster as well as of more conventional physics. An overview of the experimental situation in this field will be given.

  20. Bound states -- from QED to QCD

    CERN Document Server

    Hoyer, Paul

    2014-01-01

    These lectures are divided into two parts. In Part 1 I discuss bound state topics at the level of a basic course in field theory: The derivation of the Schr\\"odinger and Dirac equations from the QED Lagrangian, by summing Feynman diagrams and in a Hamiltonian framework. Less well known topics include the equal-time wave function of Positronium in motion and the properties of the Dirac wave function for a linear potential. The presentation emphasizes physical aspects and provides the framework for Part 2, which discusses the derivation of relativistic bound states at Born level in QED and QCD. A central aspect is the maintenance of Poincar\\'e invariance. The transformation of the wave function under boosts is studied in detail in D=1+1 dimensions, and its generalization to D=3+1 is indicated. Solving Gauss' law for $A^0$ with a non-vanishing boundary condition leads to a linear potential for QCD mesons, and an analogous confining potential for baryons.

  1. A bound on the entropy of supergravity?

    CERN Document Server

    de Boer, Jan; Messamah, Ilies; Bleeken, Dieter Van den

    2009-01-01

    We determine, in two independent ways, the number of BPS quantum states arising from supergravity degrees of freedom in a system with fixed total D4D0 charge. First, we count states generated by quantizing the spacetime degrees of freedom of 'entropyless' multicentered solutions consisting of anti-D0-branes bound to a D6-anti-D6 pair. Second, we determine the number of free supergravity excitations of the corresponding AdS_3 geometry with the same total charge. We find that, although these two approaches yield a priori different sets of states, the leading degeneracies in a large charge expansion are equal to each other and that, furthermore, the number of such states is parametrically smaller than that arising from the D4D0 black hole's entropy. This strongly suggests that supergravity alone is not sufficient to capture all degrees of freedom of large supersymmetric black holes. Comparing the free supergravity calculation to that of the D6-anti-D6-D0 system we find that the bound on the free spectrum imposed...

  2. On Aharonov-Casher bound states

    Science.gov (United States)

    Silva, E. O.; Andrade, F. M.; Filgueiras, C.; Belich, H.

    2013-04-01

    In this work bound states for the Aharonov-Casher problem are considered. According to Hagen's work on the exact equivalence between spin-1/2 Aharonov-Bohm and Aharonov-Casher effects, is known that the ∇ṡ E term cannot be neglected in the Hamiltonian if the spin of particle is considered. This term leads to the existence of a singular potential at the origin. By modeling the problem by boundary conditions at the origin which arises by the self-adjoint extension of the Hamiltonian, we derive for the first time an expression for the bound state energy of the Aharonov-Casher problem. As an application, we consider the Aharonov-Casher plus a two-dimensional harmonic oscillator. We derive the expression for the harmonic oscillator energies and compare it with the expression obtained in the case without singularity. At the end, an approach for determination of the self-adjoint extension parameter is given. In our approach, the parameter is obtained essentially in terms of physics of the problem.

  3. On Aharonov-Casher bound states

    Energy Technology Data Exchange (ETDEWEB)

    Silva, E.O. [Universidade Federal do Maranhao, Departamento de Fisica, Sao Luis, MA (Brazil); Andrade, F.M. [Universidade Estadual de Ponta Grossa, Departamento de Matematica e Estatistica, Ponta Grossa, PR (Brazil); Filgueiras, C. [Universidade Federal de Campina Grande, Departamento de Fisica, Caixa Postal 10071, Campina Grande, PB (Brazil); Belich, H. [Universidade Federal do Espirito Santo, Departamento de Fisica e Quimica, Vitoria, ES (Brazil)

    2013-04-15

    In this work bound states for the Aharonov-Casher problem are considered. According to Hagen's work on the exact equivalence between spin-1/2 Aharonov-Bohm and Aharonov-Casher effects, is known that the {nabla}.E term cannot be neglected in the Hamiltonian if the spin of particle is considered. This term leads to the existence of a singular potential at the origin. By modeling the problem by boundary conditions at the origin which arises by the self-adjoint extension of the Hamiltonian, we derive for the first time an expression for the bound state energy of the Aharonov-Casher problem. As an application, we consider the Aharonov-Casher plus a two-dimensional harmonic oscillator. We derive the expression for the harmonic oscillator energies and compare it with the expression obtained in the case without singularity. At the end, an approach for determination of the self-adjoint extension parameter is given. In our approach, the parameter is obtained essentially in terms of physics of the problem. (orig.)

  4. A balance for Dark Matter bound states

    CERN Document Server

    Nozzoli, F

    2016-01-01

    Massive particles with self interactions of the order of 0.2 barn/GeV are intriguing Dark Matter candidates from an astrophysical point of view. Direct detection searches for very massive particles, with relatively high cross sections with ordinary matter, cannot rule out $\\sigma/M > 0.01$ barn/GeV, due to atmosphere and material shielding. Here, the possibility of the existence of bound states with ordinary matter, for Dark Matter candidates with not negligible interactions, is considered. The existence of bound states, with binding energy larger than $\\sim$1 meV, would offer the possibility to test in laboratory capture cross sections of the order of a barn (or larger). The signature of the detection of a mass increasing of cryogenic samples, due to the possible Dark Matter accumulation, would allow the investigation of Dark Matter particles with mass up to the GUT scale. A proof of concept for a possible detection set-up and the evaluation of some noise sources are described.

  5. On Bounding Problems of Quantitative Information Flow

    CERN Document Server

    Yasuoka, Hirotoshi

    2011-01-01

    Researchers have proposed formal definitions of quantitative information flow based on information theoretic notions such as the Shannon entropy, the min entropy, the guessing entropy, belief, and channel capacity. This paper investigates the hardness of precisely checking the quantitative information flow of a program according to such definitions. More precisely, we study the "bounding problem" of quantitative information flow, defined as follows: Given a program M and a positive real number q, decide if the quantitative information flow of M is less than or equal to q. We prove that the bounding problem is not a k-safety property for any k (even when q is fixed, for the Shannon-entropy-based definition with the uniform distribution), and therefore is not amenable to the self-composition technique that has been successfully applied to checking non-interference. We also prove complexity theoretic hardness results for the case when the program is restricted to loop-free boolean programs. Specifically, we show...

  6. ADMonium: Asymmetric Dark Matter Bound State

    CERN Document Server

    Bi, Xiao-Jun; Ko, P; Li, Jinmian; Li, Tianjun

    2016-01-01

    We propose a novel framework for asymmetric scalar dark matter (ADM), which has interesting collider phenomenology in terms of an unstable ADM bound state (ADMonium) produced via Higgs portals. ADMonium is a natural consequence of the basic features of ADM: the (complex scalar) ADM is charged under a dark local $U(1)_d$ symmetry which is broken at a low scale and provides a light gauge boson $X$. The dark gauge coupling is strong and then ADM can annihilate away into $X$-pair effectively. Therefore, the ADM can form bound state due to its large self-interaction via $X$ mediation. To explore the collider signature of ADMonium, we propose that ADM has a two-Higgs doublet portal. The ADMonium can have a sizable mixing with the heavier Higgs boson, which admits a large cross section of ADMonium production associated with $b\\bar b$. Of particular interest, our setup nicely explains the recent di-photon anomaly at 750 GeV via the events from ${\\rm ADMonium}\\ra 2X(\\ra e^+e^-)$, where the electrons are identified as ...

  7. Completely bounded norms of right module maps

    CERN Document Server

    Levene, Rupert H

    2011-01-01

    It is well-known that if T is a D_m-D_n bimodule map on the m by n complex matrices, then T is a Schur multiplier and $\\|T\\|_{cb}=\\|T\\|$. If n=2 and T is merely assumed to be a right D_2-module map, then we show that $\\|T\\|_{cb}=\\|T\\|$. However, this property fails if m>1 and n>2. For m>1 and n=3,4 or $n\\geq m^2$, we give examples of maps T attaining the supremum C(m,n)=\\sup \\|T\\|_{cb} taken over the contractive, right D_n-module maps on M_{m,n}, and we show that C(m,n) grows with m and n. As a consequence, if H is an infinite-dimensional Hilbert space and D is a masa in B(H), then there is a bounded right D-module map on the compact operators which is not completely bounded.

  8. Generalized bounds for convex multistage stochastic programs

    CERN Document Server

    Künzi, H; Fandel, G; Trockel, W; Basile, A; Drexl, A; Dawid, H; Inderfurth, K; Kürsten, W; Schittko, U

    2005-01-01

    This work was completed during my tenure as a scientific assistant and d- toral student at the Institute for Operations Research at the University of St. Gallen. During that time, I was involved in several industry projects in the field of power management, on the occasion of which I was repeatedly c- fronted with complex decision problems under uncertainty. Although usually hard to solve, I quickly learned to appreciate the benefit of stochastic progr- ming models and developed a strong interest in their theoretical properties. Motivated both by practical questions and theoretical concerns, I became p- ticularly interested in the art of finding tight bounds on the optimal value of a given model. The present work attempts to make a contribution to this important branch of stochastic optimization theory. In particular, it aims at extending some classical bounding methods to broader problem classes of practical relevance. This book was accepted as a doctoral thesis by the University of St. Gallen in June 2004.1...

  9. ALUMINUM STIMULATES UPTAKE OF NON-TRANSFERRIN BOUND IRON AND TRANSFERRIN BOUND IRON IN HUMAN GLIAL CELLS

    OpenAIRE

    Kim, Yongbae; Olivi, Luisa; Cheong, Jae Hoon; Maertens, Alex; Joseph P Bressler

    2007-01-01

    Aluminum and other trivalent metals were shown to stimulate uptake of transferrin bound iron and nontransferrin bound iron in erytholeukemia and hepatoma cells. Because of the association between aluminum and Alzheimer’s Disease, and findings of higher levels of iron in Alzheimer’s disease brains, the effects of aluminum on iron homeostasis were examined in a human glial cell line. Aluminum stimulated dose- and time-dependent uptake of nontransferrin bound iron and iron bound to transferrin. ...

  10. Upper bounds for reversible circuits based on Young subgroups

    DEFF Research Database (Denmark)

    Abdessaied, Nabila; Soeken, Mathias; Thomsen, Michael Kirkedal;

    2014-01-01

    We present tighter upper bounds on the number of Toffoli gates needed in reversible circuits. Both multiple controlled Toffoli gates and mixed polarity Toffoli gates have been considered for this purpose. The calculation of the bounds is based on a synthesis approach based on Young subgroups that...... that results in circuits using a more generalized gate library. Starting from an upper bound for this library we derive new bounds which improve the existing bound by around 77%. © 2014 Elsevier B.V. All rights reserved....

  11. On the Applicability of Lower Bounds for Solving Rectilinear

    DEFF Research Database (Denmark)

    Clausen, Jens; Karisch, Stefan E.; Perregaard, M.;

    1998-01-01

    The quadratic assignment problem (QAP) belongs to the hard core of NP-hard optimization problems. After almost forty years of research only relatively small instances can be solved to optimality. The reason is that the quality of the lower bounds available for exact methods is not sufficient....... Recently, lower bounds based on decomposition were proposed for the so called rectilinear QAP that proved to be the strongest for a large class of problem instances. We investigate the strength of these bounds when applied not only at the root node of a search tree but as the bound function used...... in a Branch-and-Bound code solving large scale QAPs....

  12. Bounding the number of rational places using Weierstrass semigroups

    DEFF Research Database (Denmark)

    Geil, Hans Olav; Matsumoto, Ryutaroh

    2007-01-01

    Let Lambda be a numerical semigroup. Assume there exists an algebraic function field over Fq in one variable which possesses a rational place that has Lambda as its Weierstrass semigroup. We ask the question as to how many rational places such a function field can possibly have and we derive...... an upper bound in terms of the generators of Lambda and q. Our bound is an improvement to Lewittes' bound in [6] which takes into account only the multiplicity of Lambda and q. From the new bound we derive significant improvements to Serre's upper bound in the cases q = 2, 3 and 4. We finally show...

  13. Transfer function bounds on the performance of turbo codes

    Science.gov (United States)

    Divsalar, D.; Dolinar, S.; Pollara, F.; Mceliece, R. J.

    1995-01-01

    In this article we apply transfer function bounding techniques to obtain upper bounds on the bit-error rate for maximum likelihood decoding of turbo codes constructed with random permutations. These techniques are applied to two turbo codes with constraint length 3 and later extended to other codes. The performance predicted by these bounds is compared with simulation results. The bounds are useful in estimating the 'error floor' that is difficult to measure by simulation, and they provide insight on how to lower this floor. More refined bounds are needed for accurate performance measures at lower signal-to-noise ratios.

  14. ɛ-bounded state estimation for time-delay systems with bounded disturbances

    Science.gov (United States)

    Nam, P. T.; Pathirana, P. N.; Trinh, H.

    2014-09-01

    A new problem on ε-bounded functional state estimation for time-delay systems with unknown bounded disturbances is studied in this paper. In the presence of unknown bounded disturbances, the common assumption regarding the observer's matching condition is no longer required. In this regard, instead of achieving asymptotic convergence for the observer error, the error is now required to converge exponentially within a ball with a small radius ε > 0. This means that the estimate converges exponentially within an ε-bound of the true value. A general observer that utilises multiple-delayed output and input information is proposed. Sufficient conditions for the existence of the proposed observer are first given. We then employ an extended Lyapunov-Krasovskii functional which combines the delay-decomposition technique with a triple-integral term to study the ε-convergence problem of the observer error system. Moreover, the obtained results are shown to be more effective than the existing results for the cases with no disturbances and/or no time delay. Three numerical examples are given to illustrate the obtained results.

  15. Tight bounds on computing error-correcting codes by bounded-depth circuits with arbitrary gates

    DEFF Research Database (Denmark)

    Gál, Anna; Hansen, Kristoffer Arnsfelt; Koucký, Michal;

    2011-01-01

    We bound the minimum number w of wires needed to compute any (asymptotically good) error-correcting code C:01(n)01n with minimum distance (n), using unbounded fan-in circuits of depth d with arbitrary gates. Our main results are: (1) If d=2 then w=(n(lognloglogn)2) . (2) If d=3 then w=(nlglgn). (3...

  16. Distribution of unselectively bound ligands along DNA.

    Science.gov (United States)

    Lando, Dmitri Y; Nechipurenko, Yury D

    2008-10-01

    Unselective and reversible adsorption of ligands on DNA for a model of binding proposed by Zasedatelev, Gursky, and Volkenshtein is considered. In this model, the interaction between neighboring ligands located at the distance of i binding centers is characterized by the statistical weight ai. Each ligand covers L binding centers. For this model, expressions for binding averages are represented in a new simple form. This representation is convenient for the calculation of the fraction of inter-ligand distances of i binding centers fd(i) and the fraction of binding centers included in the distances of i binding centers fbc(i) for various types of interaction between bound ligands. It is shown that, for non-cooperative binding, contact cooperativity and long-range cooperativity, the fraction of the zero inter-ligand distance fd(0) is maximal at any relative concentration of bound ligands (r). Calculations demonstrate that, at low r, fd(0) approximately r.ao, and fd(i) approximately r at 11/r-L, then fd(i) rapidly decreases with i at any r for all types of inter-ligand interaction. At high ligand concentration (r is close to rmax=L(-1)), fd(0) is close to unity and fd(i) rapidly decreases with i for any type of inter-ligand interaction. For strong contact cooperativity, fd(0) is close to unity in a much lager r interval ((0.5-1).rmax), and fd(1) approximately ao(-1) at r approximately 0.5.rmax. In the case of long-range interaction between bound ligands, the dependence fd(i) is more complex and has a maximum at i approximately (1/r-L)1/2 for anti-cooperative binding. fbc(i) is maximal at i approximately 1/r-L for all types of binding except the contact cooperativity. A strong asymmetry in the influence of contact cooperativity and anticooperativity on the ligand distribution along DNA is demonstrated.

  17. Managing Reputational Risk through Environmental Management and Reporting: An Options Theory Approach

    Directory of Open Access Journals (Sweden)

    Juan Pineiro-Chousa

    2017-03-01

    Full Text Available Reputation is a complex and multidimensional concept that may be organized in downside and upside reputational risk. In this article, we present a formal modelling for the management capabilities of environmental management and reporting over reputational risk, considering that reputational risk is becoming increasingly important for organizations and it directly depends on the information available about companies’ environmental performances. As long as the effectiveness of communication and disclosure plays a key role in the process, the usefulness of environmental management and reporting as a hedging instrument for reputational risk is addressed through different levels of information transparency. When considering a scenario of voluntary reporting, we show that environmentally concerned companies can reduce the cost of environmental management as a reputational risk strategy, as well as reducing the potential loss of reputational value from reputational threats and increasing the potential profit from reputational opportunities. In the context of mandatory reporting, we highlight the role of assurance companies as bearers of the risk of bad reputations for non-concerned companies. As a result, this novel approach applies theoretical oriented research from options theory to reputational risk management literature, so that it benefits from the option’s well known theory, robustness, and conclusions.

  18. A sharp upper bound for departure from normality

    Energy Technology Data Exchange (ETDEWEB)

    Lee, S.L.

    1993-08-01

    The departure from normality of a matrix is a real scalar that is impractical to compute if a matrix is large and its eigenvalues are unknown. A simple formula is presented for computing an upper bound for departure from normality in the Frobenius norm. This new upper bound is cheaper to compute than the upper bound derived by Henrici. Moreover, the new bound is sharp for Hermitian matrices, skew-Hermitian matrices and, in general, any matrix with eigenvalues that are horizontally or vertically aligned in the complex plane. In terms of applications, the new bound can be used in computing bounds for the spectral norm of matrix functions or bounds for the sensitivity of eigenvalues to matrix perturbations.

  19. Oligopolistic Banks, Bounded Rationality, and the Credit Cycle

    Directory of Open Access Journals (Sweden)

    Tobias F. Rötheli

    2012-01-01

    Full Text Available This paper studies how boundedly rational default expectations affect the credit cycle. I propose a simple model of oligopolistic bank competition which serves to compare situations with just a portion of boundedly rational banks to situations where either all banks are rational or all banks are boundedly rational. When all banks are boundedly rational, the credit cycle is most amplified relative to the situation where all banks are rational. However, the amplifying effect of bounded rationality on the side of banks largely remains even when only a portion of banks are boundedly rational. Hence, the interest rate decisions of a minority of boundedly rational banks induce the more rational competitors to aggravate the credit cycle.

  20. Helioscope bounds on hidden sector photons

    Energy Technology Data Exchange (ETDEWEB)

    Redondo, J.

    2007-12-15

    The flux of hypothetical ''hidden photons'' from the Sun is computed under the assumption that they interact with normal matter only through kinetic mixing with the ordinary standard model photon. Requiring that the exotic luminosity is smaller than the standard photon luminosity provides limits for the mixing parameter down to {chi}

  1. Hyperquarks and bosonic preon bound states

    Science.gov (United States)

    Schmid, Michael L.; Buchmann, Alfons J.

    2009-11-01

    In a model in which leptons, quarks, and the recently introduced hyperquarks are built up from two fundamental spin-(1)/(2) preons, the standard model weak gauge bosons emerge as preon bound states. In addition, the model predicts a host of new composite gauge bosons, in particular, those responsible for hyperquark and proton decay. Their presence entails a left-right symmetric extension of the standard model weak interactions and a scheme for a partial and grand unification of nongravitational interactions based on, respectively, the effective gauge groups SU(6)P and SU(9)G. This leads to a prediction of the Weinberg angle at low energies in good agreement with experiment. Furthermore, using evolution equations for the effective coupling strengths, we calculate the partial and grand unification scales, the hyperquark mass scale, as well as the mass and decay rate of the lightest hyperhadron.

  2. Hyperquarks and bosonic preon bound states

    CERN Document Server

    Schmid, Michael L

    2013-01-01

    In a model in which leptons, quarks, and the recently introduced hyperquarks are built up from two fundamental spin 1/2 preons, the standard model weak gauge bosons emerge as preon bound states. In addition, the model predicts a host of new composite gauge bosons, in particular those responsible for hyperquark and proton decay. Their presence entails a left-right symmetric extension of the standard model weak interactions and a scheme for a partial and grand unification of nongravitational interactions based on respectively the effective gauge groups SU(6)_P and SU(9)_G. This leads to a prediction of the Weinberg angle at low energies in good agreement with experiment. Furthermore, using evolution equations for the effective coupling strengths, we calculate the partial and grand unification scales, the hyperquark mass scale, as well as the mass and decay rate of the lightest hyperhadron.

  3. Holographic bound in covariant loop quantum gravity

    CERN Document Server

    Tamaki, Takashi

    2016-01-01

    We investigate puncture statistics based on the covariant area spectrum in loop quantum gravity. First, we consider Maxwell-Boltzmann statistics with a Gibbs factor for punctures. We establish formulae which relate physical quantities such as horizon area to the parameter characterizing holographic degrees of freedom. We also perform numerical calculations and obtain consistency with these formulae. These results tell us that the holographic bound is satisfied in the large area limit and correction term of the entropy-area law can be proportional to the logarithm of the horizon area. Second, we also consider Bose-Einstein statistics and show that the above formulae are also useful in this case. By applying the formulae, we can understand intrinsic features of Bose-Einstein condensate which corresponds to the case when the horizon area almost consists of punctures in the ground state. When this phenomena occurs, the area is approximately constant against the parameter characterizing the temperature. When this ...

  4. Physical bounds for antenna radiation efficiency

    CERN Document Server

    Shahpari, Morteza

    2016-01-01

    Small volume, reduced conductivity and high frequencies are major imperatives in the design of communications infrastructure. The radiation efficiency $\\eta_r$ impacts on the optimal gain, quality factor, and bandwidth. The current efficiency limit applies to structures confined to a radian sphere $ka$ ($k$ is the wave number, $a$ is the radius). Here we present new absolute limits to $\\eta_r$ for arbitrary antenna shapes based on $k^2S$ where $S$ is the conductor surface area. For an electrical length of $10^{-5}$ our result is four orders of magnitude closer to the analytical solution. The improved bound on $\\eta_r$ is more accurate, more general, and easier to calculate than other limits. It is based on the total surface area of the conductors and provides greatly improved estimations for electrically small radiators at very low frequencies. The work is of great benefit to antenna designers assessing new materials such as conductive polymers.

  5. Similarity problems and completely bounded maps

    CERN Document Server

    Pisier, Gilles

    2001-01-01

    These notes revolve around three similarity problems, appearing in three different contexts, but all dealing with the space B(H) of all bounded operators on a complex Hilbert space H. The first one deals with group representations, the second one with C* -algebras and the third one with the disc algebra. We describe them in detail in the introduction which follows. This volume is devoted to the background necessary to understand these three problems, to the solutions that are known in some special cases and to numerous related concepts, results, counterexamples or extensions which their investigation has generated. While the three problems seem different, it is possible to place them in a common framework using the key concept of "complete boundedness", which we present in detail. Using this notion, the three problems can all be formulated as asking whether "boundedness" implies "complete boundedness" for linear maps satisfying certain additional algebraic identities. Two chapters have been added on the HALMO...

  6. Bounded Correctors in Almost Periodic Homogenization

    Science.gov (United States)

    Armstrong, Scott; Gloria, Antoine; Kuusi, Tuomo

    2016-10-01

    We show that certain linear elliptic equations (and systems) in divergence form with almost periodic coefficients have bounded, almost periodic correctors. This is proved under a new condition we introduce which quantifies the almost periodic assumption and includes (but is not restricted to) the class of smooth, quasiperiodic coefficient fields which satisfy a Diophantine-type condition previously considered by Kozlov (Mat Sb (N.S), 107(149):199-217, 1978). The proof is based on a quantitative ergodic theorem for almost periodic functions combined with the new regularity theory recently introduced by Armstrong and Shen (Pure Appl Math, 2016) for equations with almost periodic coefficients. This yields control on spatial averages of the gradient of the corrector, which is converted into estimates on the size of the corrector itself via a multiscale Poincaré-type inequality.

  7. Lower complexity bounds for lifted inference

    DEFF Research Database (Denmark)

    Jaeger, Manfred

    2015-01-01

    instances of the model. Numerous approaches for such “lifted inference” techniques have been proposed. While it has been demonstrated that these techniques will lead to significantly more efficient inference on some specific models, there are only very recent and still quite restricted results that show...... the feasibility of lifted inference on certain syntactically defined classes of models. Lower complexity bounds that imply some limitations for the feasibility of lifted inference on more expressive model classes were established earlier in Jaeger (2000; Jaeger, M. 2000. On the complexity of inference about...... that under the assumption that NETIME≠ETIME, there is no polynomial lifted inference algorithm for knowledge bases of weighted, quantifier-, and function-free formulas. Further strengthening earlier results, this is also shown to hold for approximate inference and for knowledge bases not containing...

  8. Polaronic effect on a bound polaron

    Institute of Scientific and Technical Information of China (English)

    阮永红; 吴福理; 等

    2002-01-01

    Feynman variational path-integral theory was used to obtain the groud-state energy of a polaron in a quantum well in the presence of a Coulomb potential for arbitray values of the electron-phonon couplng constant α.Numerical and analytical results showed that the energy shift was more sensitive to α than to the Coulomb binding parameter(β) and increased with the decrease of effective quantum well width lZ.it was intersting that due to the electronic confinement in the quasi-2D(quantum well)structures,the lower bound of the strong coupling regime was shifted to smaller values of α.Comparison of the polaron in the quantum well with that in the quantum wire or dot showed that the polaronic effect strengthened with decrease of the confinement dimension.

  9. Bounds on entanglement in qudit subsystems

    CERN Document Server

    Kendon, V M; Munro, W J; Kendon, Vivien M; Zyczkowski, Karol; Munro, William J

    2002-01-01

    The entanglement in a pure state of N qudits (d-dimensional distinguishable quantum particles) can be characterised by specifying how entangled its subsystems are. A generally mixed subsystem of m qudits is obtained by tracing over the other N-m qudits. We examine the entanglement in this mixed space of m qudits. We show that for a typical pure state of N qudits, its subsystems smaller than N/3 qudits will have a positive partial transpose and hence are separable or bound entangled. Additionally, our numerical results show that the probability of finding entangled subsystems smaller than N/3 falls exponentially in the dimension of the Hilbert space. The bulk of pure state Hilbert space thus consists of highly entangled states with multipartite entanglement encompassing at least a third of the qudits in the pure state.

  10. A holographic bound on cosmic magnetic fields

    Directory of Open Access Journals (Sweden)

    Brett McInnes

    2015-03-01

    Full Text Available Magnetic fields large enough to be observable are ubiquitous in astrophysics, even at extremely large length scales. This has led to the suggestion that such fields are seeded at very early (inflationary times, and subsequently amplified by various processes involving, for example, dynamo effects. Many such mechanisms give rise to extremely large magnetic fields at the end of inflationary reheating, and therefore also during the quark–gluon plasma epoch of the early universe. Such plasmas have a well-known holographic description in terms of a thermal asymptotically AdS black hole. We show that holography imposes an upper bound on the intensity of magnetic fields (≈3.6×1018gauss at the hadronization temperature in these circumstances; this is above, but not far above, the values expected in some models of cosmic magnetogenesis.

  11. Bounding biomass in the Fisher equation

    Science.gov (United States)

    Birch, Daniel A.; Tsang, Yue-Kin; Young, William R.

    2007-06-01

    The Fisher-Kolmogorov-Petrovskii-Piskunov equation with a variable growth rate and advection by an incompressible velocity field is considered as a model for plankton dispersed by ocean currents. If the average growth rate is negative then the model has a survival-extinction transition; the location of this transition in the parameter space is constrained using variational arguments and delimited by simulations. The statistical steady state reached when the system is in the survival region of parameter space is characterized by integral constraints and upper and lower bounds on the biomass and productivity that follow from variational arguments and direct inequalities. In the limit of zero-decorrelation time the velocity field is shown to act as Fickian diffusion with an eddy diffusivity much larger than the molecular diffusivity: this allows a one-dimensional model to predict the biomass, productivity, and extinction transitions. All results are illustrated with a simple growth and stirring model.

  12. Helioscope bounds on hidden sector photons

    Energy Technology Data Exchange (ETDEWEB)

    Redondo, J.

    2007-12-15

    The flux of hypothetical ''hidden photons'' from the Sun is computed under the assumption that they interact with normal matter only through kinetic mixing with the ordinary standard model photon. Requiring that the exotic luminosity is smaller than the standard photon luminosity provides limits for the mixing parameter down to {chi}

  13. Total variation regularization with bounded linear variations

    Science.gov (United States)

    Makovetskii, Artyom; Voronin, Sergei; Kober, Vitaly

    2016-09-01

    One of the most known techniques for signal denoising is based on total variation regularization (TV regularization). A better understanding of TV regularization is necessary to provide a stronger mathematical justification for using TV minimization in signal processing. In this work, we deal with an intermediate case between one- and two-dimensional cases; that is, a discrete function to be processed is two-dimensional radially symmetric piecewise constant. For this case, the exact solution to the problem can be obtained as follows: first, calculate the average values over rings of the noisy function; second, calculate the shift values and their directions using closed formulae depending on a regularization parameter and structure of rings. Despite the TV regularization is effective for noise removal; it often destroys fine details and thin structures of images. In order to overcome this drawback, we use the TV regularization for signal denoising subject to linear signal variations are bounded.

  14. Butterfly velocity bound and reverse isoperimetric inequality

    Science.gov (United States)

    Feng, Xing-Hui; Lü, H.

    2017-03-01

    We study the butterfly effect of the AdS planar black holes in the framework of Einstein's general relativity. We find that the butterfly velocities can be expressed by a universal formula vB2=T S /(2 VthP ). In doing so, we come upon a near-horizon geometrical formula for the thermodynamical volume Vth . We verify the volume formula by examining a variety of AdS black holes. We also show that the volume formula implies that the conjectured reverse isoperimetric inequality follows straightforwardly from the null-energy condition, for static AdS black holes. The inequality is thus related to an upper bound of the butterfly velocities.

  15. Polaronic effect on a bound polaron

    Institute of Scientific and Technical Information of China (English)

    阮永红; 吴福理; 陈庆虎

    2002-01-01

    Feynman variational path-integral theory was used to obtain the ground-state energy of a polaron in a quantum well in the presence of a Coulomb potential for arbitrary values of the electron-phonon coupling constant α. Numerical and analytical results showed that the energy shift was more sensitive to α than to the Coulomb binding parameter (β) and increased with the decrease of effective quantum well width lZ. It was interesting that due to the electronic confinement in the quasi-2D (quantum well) structures, the lower bound of the strong coupling regime was shifted to smaller values of α. Comparison of the polaron in the quantum well with that in the quantum wire or dot showed that the polaronic effect strengthened with decrease of the confinement dimension.

  16. Counting and Enumeration Problems with Bounded Treewidth

    Science.gov (United States)

    Pichler, Reinhard; Rümmele, Stefan; Woltran, Stefan

    By Courcelle's Theorem we know that any property of finite structures definable in monadic second-order logic (MSO) becomes tractable over structures with bounded treewidth. This result was extended to counting problems by Arnborg et al. and to enumeration problems by Flum et al. Despite the undisputed importance of these results for proving fixed-parameter tractability, they do not directly yield implementable algorithms. Recently, Gottlob et al. presented a new approach using monadic datalog to close the gap between theoretical tractability and practical computability for MSO-definable decision problems. In the current work we show how counting and enumeration problems can be tackled by an appropriate extension of the datalog approach.

  17. Volume Stability of Bitumen Bound Building Blocks

    Directory of Open Access Journals (Sweden)

    Thanaya I.N.A.

    2010-01-01

    Full Text Available This paper covers results of laboratory investigations on the volume stability of masonry units incorporating waste materials bound with bitumen (Bitublocks, due to moisture adsorption, thermal exposure and vacuum saturation. The materials used were steel slag, crushed glass, coal fly ash, and 50 pen bitumen. The samples were produced in hot mix method, compacted, then exposed to moist and temperature. It was found that moisture adsorption from the environment caused the Bitublock to expand. The samples with less intense curing regime experienced lower expansion and became stable faster, and vice versa. Under thermal condition (at 70°C, the samples with less intense curing regime underwent higher expansion, and vice versa. They were also highly reversible. Their volume stability was found unique under water exposure. The expansion on first vacuum saturation cycle was irreversible, then largely reversible on the following cycles.

  18. Resignation Syndrome: Catatonia? Culture-Bound?

    Science.gov (United States)

    Sallin, Karl; Lagercrantz, Hugo; Evers, Kathinka; Engström, Ingemar; Hjern, Anders; Petrovic, Predrag

    2016-01-01

    Resignation syndrome (RS) designates a long-standing disorder predominately affecting psychologically traumatized children and adolescents in the midst of a strenuous and lengthy migration process. Typically a depressive onset is followed by gradual withdrawal progressing via stupor into a state that prompts tube feeding and is characterized by failure to respond even to painful stimuli. The patient is seemingly unconscious. Recovery ensues within months to years and is claimed to be dependent on the restoration of hope to the family. Descriptions of disorders resembling RS can be found in the literature and the condition is unlikely novel. Nevertheless, the magnitude and geographical distribution stand out. Several hundred cases have been reported exclusively in Sweden in the past decade prompting the Swedish National Board of Health and Welfare to recognize RS as a separate diagnostic entity. The currently prevailing stress hypothesis fails to account for the regional distribution and contributes little to treatment. Consequently, a re-evaluation of diagnostics and treatment is required. Psychogenic catatonia is proposed to supply the best fit with the clinical presentation. Treatment response, altered brain metabolism or preserved awareness would support this hypothesis. Epidemiological data suggests culture-bound beliefs and expectations to generate and direct symptom expression and we argue that culture-bound psychogenesis can accommodate the endemic distribution. Last, we review recent models of predictive coding indicating how expectation processes are crucially involved in the placebo and nocebo effect, delusions and conversion disorders. Building on this theoretical framework we propose a neurobiological model of RS in which the impact of overwhelming negative expectations are directly causative of the down-regulation of higher order and lower order behavioral systems in particularly vulnerable individuals. PMID:26858615

  19. Resignation syndrome: Catatonia? Culture-bound?

    Directory of Open Access Journals (Sweden)

    Karl eSallin

    2016-01-01

    Full Text Available Resignation syndrome (RS designates a long-standing disorder predominately affecting psychologically traumatised children and adolescents in the midst of a strenuous and lengthy migration process. Typically a depressive onset is followed by gradual withdrawal progressing via stupor into a state that prompts tube feeding and is characterised by failure to respond even to painful stimuli. The patient is seemingly unconscious. Recovery ensues within months to years and is claimed to be dependent on the restoration of hope to the family.Descriptions of disorders resembling RS can be found in the literature and the condition is unlikely novel. Nevertheless, the magnitude and geographical distribution stand out. Several hundred cases have been reported exclusively in Sweden in the past decade prompting the Swedish National Board of Health and Welfare to recognise RS as a separate diagnostic entity. The currently prevailing stress hypothesis fails to account for the regional distribution and contributes little to treatment. Consequently, a re-evaluation of diagnostics and treatment is required. Psychogenic catatonia is proposed to supply the best fit with the clinical presentation. Treatment response, altered brain metabolism or preserved awareness would support this hypothesis.Epidemiological data suggests culture-bound beliefs and expectations to generate and direct symptom expression and we argue that culture-bound psychogenesis can accommodate the endemic distribution.Last, we review recent models of predictive coding indicating how expectation processes are crucially involved in the placebo and nocebo effect, delusions and conversion disorders. Building on this theoretical framework we propose a neurobiological model of RS in which the impact of overwhelming negative expectations are directly causative of the down-regulation of higher order and lower order behavioural systems in particularly vulnerable individuals.

  20. Minimal forbidden induced subgraphs of graphs of bounded clique-width and bounded linear clique-width

    OpenAIRE

    Meister, Daniel; Rotics, Udi

    2013-01-01

    In the study of full bubble model graphs of bounded clique-width and bounded linear clique-width, we determined complete sets of forbidden induced subgraphs, that are minimal in the class of full bubble model graphs. In this note, we show that (almost all of) these graphs are minimal in the class of all graphs. As a corollary, we can give sets of minimal forbidden induced subgraphs for graphs of bounded clique-width and for graphs of bounded linear clique-width for arbitrary bounds.

  1. Challenges to sustainable risk management

    Energy Technology Data Exchange (ETDEWEB)

    Pinto, Ariel C., Aurora, Ashish, Hall, Dennis E.,

    2004-08-09

    This paper summarizes the intermediate lessons learned from the analyses of the risk management problems in three technological endeavors. These problems are: the absence of a structure for rewarding successful project risk management; the need for an ever-more accurate economic measure of risk; and the difficulty of transferring risks to contract-bound independent outsourcing entity. This paper also describes recent advancement towards providing answers to these challenges and future research endeavors in this field.

  2. CAPM and APT like models with risk measures

    OpenAIRE

    Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel

    2009-01-01

    The paper deals with optimal portfolio choice problems when risk levels are given by coherent risk measures, expectation bounded risk measures or general deviations. Both static and dynamic pricing models may be involved. Unbounded problems are characterized by new notions such as compatibility and strong compatibility between pricing rules and risk measures. Surprisingly, it is pointed out that the lack of bounded optimal risk and/or return levels arises in practice for ver...

  3. LOAN LIMIT ANALYSIS OF DOWN-RISK-AVERSE BANK BASED ON SUPPLY CHAIN FINANCIAL INNOVATION%供应链金融创新中下侧风险规避银行的贷款额度分析

    Institute of Scientific and Technical Information of China (English)

    李毅学; 冯耕中; 屠惠远

    2009-01-01

    This paper focuses on loan limit indicator of seasonal inventory financing in supply chain financial innovation. According to the "corporate and debt" method in trade credit and based on the logistic features of consigning-supervision mode and the relevant cost-benefit structure, this paper analyzes cash flow statement of borrowers. Then, this paper assumes downside-risk-averse banks instead of risk-neutral banks discussed in existing literature, and analyzes loan limit consistent to risk tolerance level of banks in seasonal inventory financing. The results show that downside-risk limits can control the risk of seasonal inventory financing and make the loan consistent to risk tolerance level of banks.%针对供应链金融创新中季节性存货质押融资业务的重要风险控制指标-贷款额度展开研究,首先借鉴贸易融资中"主体+债项"的风险评估思路,考虑委托监管模式的物流特征及成本收益结构,分析了借款企业的现金流状况及其性质;进而,将已有相关研究关于银行风险中性的假设拓展到银行下侧风险规避,分析了季节性存货质押融资中符合银行风险容忍水平的最高贷款额度.研究表明:下侧风险限制能够有效控制季节性存货质押融资业务的风险,使贷款符合银行设置的风险容忍水平.

  4. Forecasting Electricity Market Risk Using Empirical Mode Decomposition (EMD—Based Multiscale Methodology

    Directory of Open Access Journals (Sweden)

    Kaijian He

    2016-11-01

    Full Text Available The electricity market has experienced an increasing level of deregulation and reform over the years. There is an increasing level of electricity price fluctuation, uncertainty, and risk exposure in the marketplace. Traditional risk measurement models based on the homogeneous and efficient market assumption no longer suffice, facing the increasing level of accuracy and reliability requirements. In this paper, we propose a new Empirical Mode Decomposition (EMD-based Value at Risk (VaR model to estimate the downside risk measure in the electricity market. The proposed model investigates and models the inherent multiscale market risk structure. The EMD model is introduced to decompose the electricity time series into several Intrinsic Mode Functions (IMF with distinct multiscale characteristics. The Exponential Weighted Moving Average (EWMA model is used to model the individual risk factors across different scales. Experimental results using different models in the Australian electricity markets show that EMD-EWMA models based on Student’s t distribution achieves the best performance, and outperforms the benchmark EWMA model significantly in terms of model reliability and predictive accuracy.

  5. The neural basis of bounded rational behavior

    Directory of Open Access Journals (Sweden)

    Coricelli, Giorgio

    2012-03-01

    Full Text Available Bounded rational behaviour is commonly observed in experimental games and in real life situations. Neuroeconomics can help to understand the mental processing underlying bounded rationality and out-of-equilibrium behaviour. Here we report results from recent studies on the neural basis of limited steps of reasoning in a competitive setting —the beauty contest game. We use functional magnetic resonance imaging (fMRI to study the neural correlates of human mental processes in strategic games. We apply a cognitive hierarchy model to classify subject’s choices in the experimental game according to the degree of strategic reasoning so that we can identify the neural substrates of different levels of strategizing. We found a correlation between levels of strategic reasoning and activity in a neural network related to mentalizing, i.e. the ability to think about other’s thoughts and mental states. Moreover, brain data showed how complex cognitive processes subserve the higher level of reasoning about others. We describe how a cognitive hierarchy model fits both behavioural and brain data.

    La racionalidad limitada es un fenómeno observado de manera frecuente tanto en juegos experimentales como en situaciones cotidianas. La Neuroeconomía puede mejorar la comprensión de los procesos mentales que caracterizan la racionalidad limitada; en paralelo nos puede ayudar a comprender comportamientos que violan el equilibrio. Nuestro trabajo presenta resultados recientes sobre la bases neuronales del razonamiento estratégico (y sus límite en juegos competitivos —como el juego del “beauty contest”. Estudiamos las bases neuronales del comportamiento estratégico en juegos con interacción entre sujetos usando resonancia magnética funcional (fMRI. Las decisiones de los participantes se clasifican acorde al grado de razonamiento estratégico: el llamado modelo de Jerarquías Cognitivas. Los resultados muestran una correlación entre niveles de

  6. Tight bounds on computing error-correcting codes by bounded-depth circuits with arbitrary gates

    DEFF Research Database (Denmark)

    Gal, A.; Hansen, Kristoffer Arnsfelt; Koucky, Michal

    2013-01-01

    We bound the minimum number w of wires needed to compute any (asymptotically good) error-correcting code C:{0,1}Ω(n)→{0,1}n with minimum distance Ω(n), using unbounded fan-in circuits of depth d with arbitrary gates. Our main results are: 1) if d=2, then w=Θ(n (lgn/lglgn)2); 2) if d=3, then w...

  7. Tight bounds on computing error-correcting codes by bounded-depth circuits with arbitrary gates

    DEFF Research Database (Denmark)

    Gál, Anna; Hansen, Kristoffer Arnsfelt; Koucký, Michal;

    2012-01-01

    We bound the minimum number w of wires needed to compute any (asymptotically good) error-correcting code C:{0,1}Ω(n) -> {0,1}n with minimum distance Ω(n), using unbounded fan-in circuits of depth d with arbitrary gates. Our main results are: (1) If d=2 then w = Θ(n ({log n/ log log n})2). (2) If d...

  8. Forecasting Value-at-Risk Using High-Frequency Information

    Directory of Open Access Journals (Sweden)

    Huiyu Huang

    2013-06-01

    Full Text Available in the prediction of quantiles of daily Standard&Poor’s 500 (S&P 500 returns we consider how to use high-frequency 5-minute data. We examine methods that incorporate the high frequency information either indirectly, through combining forecasts (using forecasts generated from returns sampled at different intraday interval, or directly, through combining high frequency information into one model. We consider subsample averaging, bootstrap averaging, forecast averaging methods for the indirect case, and factor models with principal component approach, for both direct and indirect cases. We show that in forecasting the daily S&P 500 index return quantile (Value-at-Risk or VaR is simply the negative of it, using high-frequency information is beneficial, often substantially and particularly so, in forecasting downside risk. Our empirical results show that the averaging methods (subsample averaging, bootstrap averaging, forecast averaging, which serve as different ways of forming the ensemble average from using high-frequency intraday information, provide an excellent forecasting performance compared to using just low-frequency daily information.

  9. Topological magnon bound-states in quantum Heisenberg chains

    CERN Document Server

    Qin, Xizhou; Ke, Yongguan; Zhang, Li; Lee, Chaohong

    2016-01-01

    It is still an outstanding challenge to characterize and understand the topological features of strongly correlated states such as bound-states in interacting multi-particle quantum systems. Recently, bound states of elementary spin waves (magnons) in quantum magnets have been experimentally observed in quantum Heisenberg chains comprising ultracold Bose atoms in optical lattices. Here, we explore an unprecedented topological state called topological magnon bound-state in the quantum Heisenberg chain under cotranslational symmetry. We find that the cotranslational symmetry allows us to formulate a direct topological invariant for the multi-particle quantum states, which can be used to characterize the topological features of multi-magnon excitations. We calculate energy spectra, density distributions, correlations and topological invariants of the two-magnon bound-states and show the existence of topological magnon bound-states. Our study not only opens a new prospect to pursue topological bound-states, but a...

  10. Particle physics implications of the WMAP neutrino mmass bound

    CERN Document Server

    Bhattacharya, G; Song, L; Weiler, Thomas J

    2003-01-01

    The recently published cosmological bound on the absolute neutrino masses obtained from the Wilkinson Microwave Anisotropy Probe (WMAP) data has important consequences for neutrino experiments. Taken at face value, the new bound excludes the determination of the absolute neutrino mass in the KATRIN experiment and excludes a neutrino oscillation interpretation of the LSND experiment. Combined with KamLAND data, the WMAP bound defines an accessible range for the neutrinoless double beta decay amplitude. The bound also impacts the Z-burst annihilation mechanism for resonant generation of extreme-energy cosmic rays on the cosmic neutrino background in two ways: it constrains the local overdensity of neutrino dark matter which is not helpful, but it also limits the resonant energy to a favorable range. Since theories with \\Delta L=1 lepton number violation such as R-parity violating SUSY generate neutrino masses radiatively, bounds on absolute neutrino masses translate into bounds on coupling products \\lambda^(')\\...

  11. Challenging the Lieb-Oxford Bound in a systematic way

    CERN Document Server

    Seidl, Michael

    2015-01-01

    The Lieb-Oxford bound, a nontrivial inequality for the indirect part of the many-body Coulomb repulsion in an electronic system, plays an important role in the construction of approximate exchange-correlation energy functionals in density functional theory. Writing the original Lieb-Oxford bound as the supremum of another density functional $\\Lambda[\\rho]$, we challenge the bound systematically by investigating the functional gradient $\\delta\\Lambda[\\rho]/\\delta\\rho({\\bf r})$. We prove that a maximizing density for the bound does not exist (as it would violate $N$-representability), but the use of the gradient allows us to find $N$-representable densities that maximally challenge the bound for a given number of electrons. With our construction we are able to improve the bound for $N=2$ electrons that was originally found by Lieb and Oxford.

  12. Upper Maxwellian bounds for the spatially homogeneous Boltzmann equation

    OpenAIRE

    Gamba, I. M.; Panferov, V.; Villani, C.

    2007-01-01

    For the spatially homogeneous Boltzmann equation with cutoff hard potentials it is shown that solutions remain bounded from above, uniformly in time, by a Maxwellian distribution, provided the initial data have a Maxwellian upper bound. The main technique is based on a comparison principle that uses a certain dissipative property of the linear Boltzmann equation. Implications of the technique to propagation of upper Maxwellian bounds in the spatially-inhomogeneous case are discussed.

  13. Two-Sided Tests and One-Sided Confidence Bounds

    OpenAIRE

    1994-01-01

    Based on the duality between tests and confidence sets we introduce a new method to derive one-sided confidence bounds following the rejection of a null hypothesis with two-sided alternatives. This method imputes that the experimenter is only interested in confidence bounds if the null hypothesis is rejected. Furthermore, we suppose that he is only interested in the direction and a lower confidence bound concerning the distance of the true parameter value to the parameter values in the null h...

  14. Upper bounds on minimum cardinality of exact and approximate reducts

    KAUST Repository

    Chikalov, Igor

    2010-01-01

    In the paper, we consider the notions of exact and approximate decision reducts for binary decision tables. We present upper bounds on minimum cardinality of exact and approximate reducts depending on the number of rows (objects) in the decision table. We show that the bound for exact reducts is unimprovable in the general case, and the bound for approximate reducts is almost unimprovable in the general case. © 2010 Springer-Verlag Berlin Heidelberg.

  15. Bounds for Siegel Modular Forms of genus 2 modulo $p$

    CERN Document Server

    Choi, Dohoon; Kikuta, Toshiyuki

    2011-01-01

    Sturm obtained the bounds for the number of the first Fourier coefficients of elliptic modular form $f$ to determine vanishing of $f$ modulo a prime $p$. In this paper, we study analogues of Sturm's bound for Siegel modular forms of genus 2. We show the resulting bound is sharp. As an application, we study congruences involving Atkin's $U(p)$-operator for the Fourier coefficients of Siegel mdoular forms of genus 2.

  16. Thermodynamic upper bound on broadband light coupling with photonic structures.

    Science.gov (United States)

    Yu, Zongfu; Raman, Aaswath; Fan, Shanhui

    2012-10-26

    The coupling between free space radiation and optical media critically influences the performance of optical devices. We show that, for any given photonic structure, the sum of the external coupling rates for all its optical modes are subject to an upper bound dictated by the second law of thermodynamics. Such bound limits how efficient light can be coupled to any photonic structure. As one example of application, we use this upper bound to derive the limit of light absorption in broadband solar absorbers.

  17. Sphere Lower Bound for Rotated Lattice Constellations in Fading Channels

    CERN Document Server

    Fabregas, Albert Guillen i

    2007-01-01

    We study the error probability performance of rotated lattice constellations in frequency-flat Nakagami-$m$ block-fading channels. In particular, we use the sphere lower bound on the underlying infinite lattice as a performance benchmark. We show that the sphere lower bound has full diversity. We observe that optimally rotated lattices with largest known minimum product distance perform very close to the lower bound, while the ensemble of random rotations is shown to lack diversity and perform far from it.

  18. Proposed experiment to test the bounds of quantum correlations

    CERN Document Server

    Cabello, A

    2004-01-01

    The combination of quantum correlations appearing in the Clauser-Horne-Shimony-Holt inequality can give values between the classical bound, 2, and Cirel'son's bound, 2\\sqrt 2. However, for a given set of local observables, there are values in this range which no quantum state can attained. For a given parametrization of the local observables, we provide the analytical expression for the bounds of quantum correlations and describe how to experimentally trace it using a source of singlet states.

  19. Precision Study of Positronium: Testing Bound State QED Theory

    OpenAIRE

    Karshenboim, Savely G.

    2003-01-01

    As an unstable light pure leptonic system, positronium is a very specific probe atom to test bound state QED. In contrast to ordinary QED for free leptons, the bound state QED theory is not so well understood and bound state approaches deserve highly accurate tests. We present a brief overview of precision studies of positronium paying special attention to uncertainties of theory as well as comparison of theory and experiment. We also consider in detail advantages and disadvantages of positro...

  20. Review of the N-quantum Approach to Bound States

    CERN Document Server

    Greenberg, O W

    2010-01-01

    We describe a method of solving quantum field theories using operator techniques based on the expansion of interacting fields in terms of asymptotic fields. For bound states, we introduce an asymptotic field for each (stable) bound state. We choose the nonrelativistic hydrogen atom as an example to illustrate the method. Future work will apply this N-quantum approach to relativistic theories that include bound states in motion.

  1. Bounding the Higgs boson width through interferometry.

    Science.gov (United States)

    Dixon, Lance J; Li, Ye

    2013-09-13

    We study the change in the diphoton-invariant-mass distribution for Higgs boson decays to two photons, due to interference between the Higgs resonance in gluon fusion and the continuum background amplitude for gg→γγ. Previously, the apparent Higgs mass was found to shift by around 100 MeV in the standard model in the leading-order approximation, which may potentially be experimentally observable. We compute the next-to-leading-order QCD corrections to the apparent mass shift, which reduce it by about 40%. The apparent mass shift may provide a way to measure, or at least bound, the Higgs boson width at the Large Hadron Collider through "interferometry." We investigate how the shift depends on the Higgs width, in a model that maintains constant Higgs boson signal yields. At Higgs widths above 30 MeV, the mass shift is over 200 MeV and increases with the square root of the width. The apparent mass shift could be measured by comparing with the ZZ* channel, where the shift is much smaller. It might be possible to measure the shift more accurately by exploiting its strong dependence on the Higgs transverse momentum.

  2. The bound fraction of young star clusters

    CERN Document Server

    Brinkmann, N; Motwani, B; Kroupa, P

    2016-01-01

    The residual gas within newly formed star clusters is expelled through stellar feedback on timescales ~ 1 Myr. The subsequent expansion of the cluster results in an unbinding of a fraction of stars, before the remaining cluster members can re-virialize and form a surviving cluster. We investigate the bound fraction after gas expulsion as a function of initial cluster mass in stars and gauge the influence of primordial mass segregation, stellar evolution and the tidal field at solar distance. We also assess the impact of the star-formation efficiency and gas expulsion velocity. We perform N-body simulations using Sverre Aarseth's NBODY7 code, starting with compact clusters in their embedded phase and approximate the gas expulsion by means of an exponentially depleting external gravitational field. We follow the process of re-virialization through detailed monitoring of different Lagrange radii over several Myr, examining initial half-mass radii of 0.1 pc, 0.3 pc and 0.5 pc and masses usually ranging from 5x10^...

  3. Error Bounds for the Sign Function

    CERN Document Server

    Frommer, Andreas; Lippert, Thomas; Rittich, H

    2011-01-01

    The Overlap operator fulfills the Ginsparg-Wilson relation exactly and therefore represents an optimal discretization of the QCD Dirac operator with respect to chiral symmetry. When computing propagators or in HMC simulations, where one has to invert the overlap operator using some iterative solver, one has to approxomate the action of the sign function of the (symmetrized) Wilson fermion matrix Q on a vector b in each iteration. This is usually done iteratively using a "primary" Lanczos iteration. In this process, it is very important to have good stopping criteria which allow to reliably assess the quality of the approximation to the action of the sign function computed so far. In this work we show how to cheaply recover a secondary Lanczos process, starting at an arbitrary Lanczos vector of the primary process and how to use this secondary process to efficiently obtain computable error estimates and error bounds for the Lanczos approximations to sign(Q)b, where the sign function is approximated by the Zolo...

  4. Neutron bound beta-decay: BOB

    Energy Technology Data Exchange (ETDEWEB)

    McAndrew, Josephine, E-mail: j.mcandrew@tum.de; Paul, Stephan; Emmerich, Ralf [TUM, Physik-Department (Germany); Engels, Ralf [Forschungszentrum Juelich, Institut Fuer Kernphysik (Germany); Fierlinger, Peter [TUM, Excellence Cluster Universe (Germany); Gabriel, Mirko; Gutsmiedl, Erwin; Mellenthin, Johannes; Schoen, Johannes; Schott, Wolfgang; Ulrich, Andreas; Grueenauer, Florian [TUM, Physik-Department (Germany); Roehrmoser, Anton [FRMII (Germany)

    2012-05-15

    An experiment to observe the bound beta-decay (BOB) of the free neutron into a hydrogen atom and an electron anti-neutrino is described. The hyperfine spin state population of the monoenergetic hydrogen atom yields the neutrino left-handedness or possible right-handed admixture as well as possible small scalar and tensor contributions to the weak force. The BOB H(2s) hyperfine states can be separated with a Lamb-Shift Spin Filter. These monoenergetic H(2s) atoms are ionised into H{sup -} by charge exchanging within an argon cell. These ions are then separated using an adaptation of a MAC-E Filter. A first experiment is proposed at the FRMII high thermal-neutron flux beam reactor SR6 through-going beam tube, where we will seek to observe this rare neutron decay-mode for the first time and determine the branching ratio. After successful completion, the hyperfine spin state population will be determined, possibly at the ILL high-flux beam reactor through-going beam tube H6-H7, where the thermal neutron flux is a factor of four larger.

  5. CBC bound proteins and RNA fate

    DEFF Research Database (Denmark)

    Giacometti, Simone

    ) complex (CBCN), were recently shown to target capped RNA either toward export or degradation, but the mechanisms by which they can discriminate between different RNA families and route them toward different metabolic pathways still remain unclear. A major question to be answered is how and when...... analysed NEXT-component RBM7. We report that: (i) CBP20, ARS2, PHAX and ZC3H18 bind close to the cap, while RBM7 and MTR4 bind throughout the mRNA body; (ii) CBP20, ARS2, PHAX and ZC3H18 associate with a broad set of RNA polymerase II (PolII)-derived RNAs and have only mild species preferences; (iii......) binding varies with the RNA maturation stage, with the CBC being highly enriched on mature mRNA, ARS2/PHAX/ZC3H18/MTR4 less so, and RMB7 preferentially bound to pre-mRNAs; (iv) MTR4 and RBM7 show different specificities, with RBM7 being highly enriched on introns and promoter upstream transcripts (PROMPTs...

  6. Bounds on the quantum satisfibility threshold

    CERN Document Server

    Bravyi, Sergey; Russell, Alexander

    2009-01-01

    Quantum k-SAT is the problem of deciding whether there is a n-qubit state which is perpendicular to a set of vectors, each of which lies in the Hilbert space of k qubits. Equivalently, the problem is to decide whether a particular type of local Hamiltonian has a ground state with zero energy. We consider random quantum k-SAT formulas with n variables and m = \\alpha n clauses, and ask at what value of \\alpha these formulas cease to be satisfiable. We show that the threshold for random quantum 3-SAT is at most 3.594. For comparison, convincing arguments from statistical physics suggest that the classical 3-SAT threshold is \\alpha \\approx 4.267. For larger k, we show that the quantum threshold is a constant factor smaller than the classical one. Our bounds work by determining the generic rank of the satisfying subspace for certain gadgets, and then using the technique of differential equations to analyze various algorithms that partition the hypergraph into a collection of these gadgets. Our use of differential ...

  7. Bounds on Contention Management in Radio Networks

    CERN Document Server

    Ghaffari, Mohsen; Lynch, Nancy; Newport, Calvin

    2012-01-01

    We study the local broadcast problem in two well-studied wireless network models. The local broadcast problem assumes that processes in a wireless network are provided messages, one by one, that must be delivered to their neighbors. In the classical wireless network model, in which links are reliable and collisions consistent, the most commonly used local broadcast strategy is the Decay approach introduced 25 years ago by Bar-Yehuda et al. During the 25-year period in which this strategy has been used, it has remained an open question whether it is optimal. In this paper, we resolve this long-standing question by proving matching lower bounds. We then turn our attention to the more recent dual graph model which generalizes the classical model by introducing unreliable edges. In this model we provide a new local broadcast algorithm and prove it optimal. Our results also establish a separation between the two models with respect to local broadcast, proving the dual graph model to be strictly harder than its cla...

  8. Bounds on Transient Instability for Complex Ecosystems

    Science.gov (United States)

    2016-01-01

    Stability is a desirable property of complex ecosystems. If a community of interacting species is at a stable equilibrium point then it is able to withstand small perturbations to component species’ abundances without suffering adverse effects. In ecology, the Jacobian matrix evaluated at an equilibrium point is known as the community matrix, which describes the population dynamics of interacting species. A system’s asymptotic short- and long-term behaviour can be determined from eigenvalues derived from the community matrix. Here we use results from the theory of pseudospectra to describe intermediate, transient dynamics. We first recover the established result that the transition from stable to unstable dynamics includes a region of ‘transient instability’, where the effect of a small perturbation to species’ abundances—to the population vector—is amplified before ultimately decaying. Then we show that the shift from stability to transient instability can be affected by uncertainty in, or small changes to, entries in the community matrix, and determine lower and upper bounds to the maximum amplitude of perturbations to the population vector. Of five different types of community matrix, we find that amplification is least severe when predator-prey interactions dominate. This analysis is relevant to other systems whose dynamics can be expressed in terms of the Jacobian matrix. PMID:27327511

  9. Organically bound tritium analysis in environmental samples

    Energy Technology Data Exchange (ETDEWEB)

    Baglan, N. [CEA/DAM/DIF, Arpajon (France); Kim, S.B. [AECL, Chalk River Laboratories, Chalk River, ON (Canada); Cossonnet, C. [IRSN/PRP-ENV/STEME/LMRE, Orsay (France); Croudace, I.W.; Warwick, P.E. [GAU-Radioanalytical, University of Southampton, Southampton (United Kingdom); Fournier, M. [IRSN/DG/DMQ, Fontenay-aux-Roses (France); Galeriu, D. [IFIN-HH, Horia-Hulubei, Inst. Phys. and Nucl. Eng., Bucharest (Romania); Momoshima, N. [Kyushu University, Radioisotope Ctr., Fukuoka (Japan); Ansoborlo, E. [CEA/DEN/DRCP/CETAMA, Bagnols-sur-Ceze (France)

    2015-03-15

    Organically bound tritium (OBT) has become of increased interest within the last decade, with a focus on its behaviour and also its analysis, which are important to assess tritium distribution in the environment. In contrast, there are no certified reference materials and no standard analytical method through the international organization related to OBT. In order to resolve this issue, an OBT international working group was created in May 2012. Over 20 labs from around the world participated and submitted their results for the first intercomparison exercise results on potato (Sep 2013). The samples, specially-prepared potatoes, were provided in March 2013 to each participant. Technical information and results from this first exercise are discussed here for all the labs which have realised the five replicates necessary to allow a reliable statistical treatment. The results are encouraging as the increased number of participating labs did not degrade the observed dispersion of the results for a similar activity level. Therefore, the results do not seem to depend on the analytical procedure used. From this work an optimised procedure can start to be developed to deal with OBT analysis and will guide subsequent planned OBT trials by the international group.

  10. Minimal surfaces bounded by elastic lines

    CERN Document Server

    Giomi, L

    2011-01-01

    The classical Plateau's problem consists of finding the surface of least area that spans a given rigid boundary curve. A physical realization of the problem is obtained by dipping a stiff wire frame of some given shape in soapy water and then removing it. But what happens if a soap film spans a loop of inextensible but flexible wire? We consider this simple query that couples the Plateau's problem to Euler's Elastica: a special class of curves of given length that minimize their total squared curvature energy. The natural marriage of two of the oldest geometrical problems linking physics and mathematics leads to a quest for the shape of a minimal surface bounded by an elastic line: the Euler-Plateau problem. We use a combination of simple physical experiments with soap films that span soft filaments, scaling concepts, exact and asymptotic analysis combined with numerical simulations to explore some of the richness of the shapes that result. Our study also raises a number of interesting questions of intrinsic ...

  11. Real weights, bound states and duality orbits

    CERN Document Server

    Marrani, Alessio; Romano, Luca

    2015-01-01

    We show that the duality orbits of extremal black holes in supergravity theories with symmetric scalar manifolds can be derived by studying the stabilizing subalgebras of suitable representatives, realized as bound states of specific weight vectors of the corresponding representation of the duality symmetry group. The weight vectors always correspond to weights that are real, where the reality properties are derived from the Tits-Satake diagram that identifies the real form of the Lie algebra of the duality symmetry group. Both N=2 magic Maxwell-Einstein supergravities and the semisimple infinite sequences of N=2 and N=4 theories in D=4 and 5 are considered, and various results, obtained over the years in the literature using different methods, are retrieved. In particular, we show that the stratification of the orbits of these theories occurs because of very specific properties of the representations: in the case of the theory based on the real numbers, whose symmetry group is maximally non-compact and there...

  12. Decision theory with resource-bounded agents.

    Science.gov (United States)

    Halpern, Joseph Y; Pass, Rafael; Seeman, Lior

    2014-04-01

    There have been two major lines of research aimed at capturing resource-bounded players in game theory. The first, initiated by Rubinstein (), charges an agent for doing costly computation; the second, initiated by Neyman (), does not charge for computation, but limits the computation that agents can do, typically by modeling agents as finite automata. We review recent work on applying both approaches in the context of decision theory. For the first approach, we take the objects of choice in a decision problem to be Turing machines, and charge players for the "complexity" of the Turing machine chosen (e.g., its running time). This approach can be used to explain well-known phenomena like first-impression-matters biases (i.e., people tend to put more weight on evidence they hear early on) and belief polarization (two people with different prior beliefs, hearing the same evidence, can end up with diametrically opposed conclusions) as the outcomes of quite rational decisions. For the second approach, we model people as finite automata, and provide a simple algorithm that, on a problem that captures a number of settings of interest, provably performs optimally as the number of states in the automaton increases. Copyright © 2014 Cognitive Science Society, Inc.

  13. Black hole bombs and photon mass bounds

    CERN Document Server

    Pani, Paolo; Gualtieri, Leonardo; Berti, Emanuele; Ishibashi, Akihiro

    2012-01-01

    Generic extensions of the standard model predict the existence of ultralight bosonic degrees of freedom. Several ongoing experiments are aimed at detecting these particles or constraining their mass range. Here we show that massive vector fields around rotating black holes can give rise to a strong superradiant instability which extracts angular momentum from the hole. The observation of supermassive spinning black holes imposes limits on this mechanism. We show that current supermassive black hole spin estimates provide the tightest upper limits on the mass of the photon (mv<4x10^{-20} eV according to our most conservative estimate), and that spin measurements for the largest known supermassive black holes could further lower this bound to mv<10^{-22} eV. Our analysis relies on a novel framework to study perturbations of rotating Kerr black holes in the slow-rotation regime, that we developed up to second order in rotation, and that can be extended to other spacetime metrics and other theories.

  14. Bounding the current in nonlinear conducting composites

    Science.gov (United States)

    Milton, Graeme W.; Serkov, Sergey K.

    2000-06-01

    Suppose a three-dimensional composite of two nonlinear conducting phases mixed in fixed proportions is subject to a fixed average electric field. What values can the average current take as the microstructure varies over all configurations? What microstructures produce the maximum or minimum current flow? Which microstructures are best for guiding the current in a given direction? Here, following the compensated compactness method of Tartar (1977: Estimation de coefficients homogénéisés. In: Glowinski, R., Lions, J.-L. (Eds.), Computer Methods in Applied Sciences and Engineering, Springer-Verlag Lecture Notes in Mathematics 704. Springer-Verlag, Berlin, pp. 136-212) we show how one can obtain remarkably tight bounds on the average current flow. In many, but not all cases, we find that simple laminate structures produce the maximum or minimum current flow, and are best for guiding the current in a given direction. Sometimes it is advantageous to orient the layer surfaces parallel (rather than orthogonal) to the direction of the applied field to generate the minimum current flow in that direction.

  15. New Lower Bounds for Warp Drive Energy

    Science.gov (United States)

    Gauthier, C.; Gravel, P.; Melanson, J.

    The introduction of the warp drive metric by Alcubierre1 has aroused great interest over the past few years. Using an uncertainty-type principle, Ford and Pfenning2 proved that the warp drive transport of a spaceship in a regular bubble having a radius of 100 m is unrealistic. However, Van Den Broeck3 has shown that the situation largely improves when one uses a warp drive bubble with a small surface area and large spatial volume. Putting aside many physics problems related to the realization of the warp drive concept, we show in this paper4 how to modify Van Den Broeck's idea to improve his results. We find new lower bounds for the warp drive energy by working on parameters whose latitude has never been considered before. We also consider micro warp drive bubbles which can be treated as physical entities of their own and could possibly be used to transmit information faster than the speed of light. The conditions prevailing just after the Big Bang allow the spontaneous formation of such micro bubbles which could still be present in our period of time.

  16. Tensor Squeezed Limits and the Higuchi Bound

    CERN Document Server

    Bordin, Lorenzo; Mirbabayi, Mehrdad; Noreña, Jorge

    2016-01-01

    We point out that tensor consistency relations-i.e. the behavior of primordial correlation functions in the limit a tensor mode has a small momentum-are more universal than scalar consistency relations. They hold in the presence of multiple scalar fields and as long as anisotropies are diluted exponentially fast. When de Sitter isometries are approximately respected during inflation this is guaranteed by the Higuchi bound, which forbids the existence of light particles with spin: De Sitter space can support scalar hair but no curly hair. We discuss two indirect ways to look for the violation of tensor con- sistency relations in observations, as a signature of models in which inflation is not a strong isotropic attractor, such as solid inflation: (a) Graviton exchange contribution to the scalar four-point function; (b) Quadrupolar anisotropy of the scalar power spectrum due to super-horizon tensor modes. This anisotropy has a well-defined statistics which can be distinguished from cases in which the background...

  17. Classical Physics and the Bounds of Quantum Correlations.

    Science.gov (United States)

    Frustaglia, Diego; Baltanás, José P; Velázquez-Ahumada, María C; Fernández-Prieto, Armando; Lujambio, Aintzane; Losada, Vicente; Freire, Manuel J; Cabello, Adán

    2016-06-24

    A unifying principle explaining the numerical bounds of quantum correlations remains elusive, despite the efforts devoted to identifying it. Here, we show that these bounds are indeed not exclusive to quantum theory: for any abstract correlation scenario with compatible measurements, models based on classical waves produce probability distributions indistinguishable from those of quantum theory and, therefore, share the same bounds. We demonstrate this finding by implementing classical microwaves that propagate along meter-size transmission-line circuits and reproduce the probabilities of three emblematic quantum experiments. Our results show that the "quantum" bounds would also occur in a classical universe without quanta. The implications of this observation are discussed.

  18. What Information Theory Says about Bounded Rational Best Response

    Science.gov (United States)

    Wolpert, David H.

    2005-01-01

    Probability Collectives (PC) provides the information-theoretic extension of conventional full-rationality game theory to bounded rational games. Here an explicit solution to the equations giving the bounded rationality equilibrium of a game is presented. Then PC is used to investigate games in which the players use bounded rational best-response strategies. Next it is shown that in the continuum-time limit, bounded rational best response games result in a variant of the replicator dynamics of evolutionary game theory. It is then shown that for team (shared-payoff) games, this variant of replicator dynamics is identical to Newton-Raphson iterative optimization of the shared utility function.

  19. How to beat the sphere-packing bound with feedback

    OpenAIRE

    Sahai, Anant

    2006-01-01

    The sphere-packing bound $E_{sp}(R)$ bounds the reliability function for fixed-length block-codes. For symmetric channels, it remains a valid bound even when strictly causal noiseless feedback is allowed from the decoder to the encoder. To beat the bound, the problem must be changed. While it has long been known that variable-length block codes can do better when trading-off error probability with expected block-length, this correspondence shows that the {\\em fixed-delay} setting also present...

  20. ELEMENTARY DENSITY BOUNDS FOR SELF-SIMILAR SETS AND APPLICATION

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

    Falconer[1] used the relationship between upper convex density and upper spherical density to obtain elementary density bounds for s-sets at HS-almost all points of the sets. In this paper, following Falconer[1], we first provide a basic method to estimate the lower bounds of these two classes of set densities for the self-similar s-sets satisfying the open set condition (OSC), and then obtain elementary density bounds for such fractals at all of their points. In addition, we apply the main results to the famous classical fractals and get some new density bounds.