Downside Variance Risk Premium
Feunou, Bruno; Jahan-Parvar, Mohammad; Okou, Cedric
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...
Downside Risk Timing by Mutual Funds
Bodnaruk, Andriy; Chokaev, Bekhan; Simonov, Andrei
2015-01-01
We study whether mutual funds systematically manage downside risk of their portfolios in ways that improve their performance. We find that actively managed mutual funds on average possess positive downside risk timing ability. Funds investing in large-cap and value stocks have stronger downside risk timing skills. Managers adjust funds’ downside risk exposure in response to macroeconomic information. The economic value of downside risk timing is comparable to that of market timing.
Portfolio Diversification Effects of Downside Risk
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
Conditional Downside Risk and the CAPM
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
The instability of downside risk measures
Varga-Haszonits, I; Kondor, I
2008-01-01
We study the feasibility and noise sensitivity of portfolio optimization under some downside risk measures (value-at-risk, expected shortfall, and semivariance) when they are estimated by fitting a parametric distribution on a finite sample of asset returns. We find that the existence of the optimum is a probabilistic issue, depending on the particular random sample, in all three cases. At a critical combination of the parameters of these problems we find an algorithmic phase transition, separating the phase where the optimization is feasible from the one where it is not. This transition is similar to the one discovered earlier for expected shortfall based on historical time series. We employ the replica method to compute the phase diagram, as well as to obtain the critical exponent of the estimation error that diverges at the critical point. The analytical results are corroborated by Monte Carlo simulations
Downside Risk analysis applied to the Hedge Funds universe
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.
Comparing downside risk measures for heavy tailed distributions
Daníelsson, J.; Jorgensen, B.N.; Sarma, M.; Vries, de C.G.
2006-01-01
Using regular variation to define heavy tailed distributions, we show that prominent downside risk measures produce similar and consistent ranking of heavy tailed risk. Thus, regardless of the particular risk measure being used, assets will be ranked in a similar and consistent manner for heavy
Dynamic asset allocation and downside-risk aversion
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
The Downside Risk of Heavy Tails induces Low Diversification
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
Hedging with stock index futures: downside risk versus the variance
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
Increased Correlation in Bear markets: A Downside Risk Perspective
Campbell, Rachel; Koedijk, Kees; Kofman, Paul
2002-01-01
A number of studies have provided evidence of increased correlation in global financial market returns during bear markets. Others, however, have shown that some of this evidence may have been biased. We derive an alternative estimator for implied correlation based on portfolio downside risk measures that does not suffer from this bias. These unbiased quantile correlation estimates are directly applicable to portfolio optimization and to risk management techniques in general. This simple and ...
Management of construction cost contingency covering upside and downside risks
Ibrahim Adel Eldosouky
2014-12-01
Full Text Available Many contractors are of the opinion that adding contingency funds to the tender price of a project may lead to loss of the tender. This research is a trial to put an end to this incorrect opinion. A more mature attitude to risk would recognize that contingency exists to be spent in order to avoid or minimize threats and to exploit or maximize opportunities. This research proposes an approach for determination and monitoring of Cost Contingency Reserve (CCR for a project. Control of CCR is interfaced with Earned Value Management. Application to a real project is carried out. Post-mitigation simulations show that value of CCR is 2.88% of project cost but there is a potential saving due to opportunities. The project is monitored after eight months from its assumed start date with one assumed emergent risk. The final results are as follows: CCR is enough to cover project current and residual threats and the contractor has a considerable amount of money that will be transferred to his margin at project closure assuming the project will not be exposed to additional emergent risks. A contractor can balance project upside risks and its downsides to increase his chance to win tender of the project.
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC
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
Mariúcha Nóbrega Bezerra
2016-09-01
Full Text Available This paper aims to analyze the efficacy of variance and measures of downside risk for of formation of investment portfolios in the Brazilian stock market. Using the methodologies of Ang (1975, Markowitz et al. (1993, Ballestero (2005, Estrada (2008 and Cumova and Nawrocki (2011, sought to find what the best method to solve the problem of asymmetric and endogenous matrix and, inspired by the work of Markowitz (1952 and Lohre, Neumann and Winterfeldt (2010, intended to be seen which risk metric is most suitable for the realization of more efficient allocation of resources in the stock market in Brazil. The sample was composed of stocks of IBrX 50, from 2000 to 2013. The results indicated that when the semivariance was used as a measure of asymmetric risk, if the investor can use more refined models for solving the problem of asymmetric semivariance-cosemivariance matrix, the model of Cumova and Nawrocki (2011 will be more effective. Furthermore, from the Brazilian data, VaR had become more effective than variance and other measures of downside risk with respect to minimizing the risk of loss. Thus, taken the assumption that the investor has asymmetric preferences regarding risk, forming portfolios of stocks in the Brazilian market is more efficient when using criteria of minimizing downside risk than the traditional mean-variance approach.
Downside Business Confidence Spillovers in Europe: Evidence from Causality-in-Risk Tests
Atukeren, Erdal; Cevik, Emrah Ismail; Korkmaz, Turhan
2015-01-01
This paper employs Hong et al.’s (2009) extreme risk spillovers test to investigate the bilateral business confidence spillovers between Greece, Italy, Spain, Portugal, France, and Germany. After controlling for domestic economic developments in each country and common international factors, downside risk spillovers are detected as a causal feedback between Spain and Portugal and unilaterally from Spain to Italy. Extremely low business sentiments in France, Germany, and Greece are mostly due ...
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
Austin Guy
2015-11-01
Full Text Available Traditional financial measurements of risk are limited to variance-based methodologies. The most common measurement tool is beta. The beta calculation, however, is directionally agnostic and relies on the assumption of a normal distribution. This is a poor metric by which risk is measured, and is incomplete. The ability to break down beta into Upside and Downside beta allows investors the ability to more intelligently build risk into a portfolio. Using three-year trailing betas may also allow investors the ability to benefit from mean reversion and generate excess returns on a risk-adjusted basis.
A Numerical Study for Robust Active Portfolio Management with Worst-Case Downside Risk Measure
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.
Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis
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.
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
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.
Fabio Wendling Muniz de Andrade
2006-06-01
Full Text Available O artigo compara a abordagem tradicional de média-variância na determinação de portfólios eficientes com a abordagem de risco assimétrico (downside risk, que substitui a variância pela semivariância ou outro LPM (Lower Partial Moment. Um estudo empírico é realizado para obter as fronteiras eficientes usando-se ambas as abordagens, e estratégias de alocação de ativos são simuladas e comparadas. Resultados demonstram que, se os investidores possuem preferências assimétricas em relação ao risco, a abordagem de média-semivariância é superior em termos de eficiência. Adicionalmente, verifica-se que a minimização do risco assimétrico fornece efetivamente maior proteção contra perdas quando comparada com a minimização da variância na alocação de ativos.The traditional mean-variance approach for building efficient portfolios was compared to the downside risk approach that substitutes variance of returns by semi-variance or another lower partial momentum of returns. Empirical investigation searched for efficient frontiers using both approaches and strategies for asset allocation which were simulated for comparison. The downside risk approach was shown to be superior in terms of efficiency when investors had asymmetric preferences related to risk. Further the strategy of minimizing downside risk effectively provided greater protection against losses when compared to the strategy of variance minimization, for asset allocation.
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.
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.
Cheng, Lingfeng; Anderson, C. Lindsay
2016-01-01
Highlights: • Stochastic program determines production, risk management strategy for biorefinery. • Scheduled production commitment decreases as tiered carbon tax rate increases. • Risk averse producers prefer the forward contract as a mode of product sales. • Time varying forward prices and inventory enable producers to increase profits. • Inventory is beneficial to producers, below the threshold for inventory costs. - Abstract: The development of an environmentally sustainable and financially viable replacement for fossil fuels continues to elude industry investors even though the benefits of replacing them is undisputed. Biofuels are among the promising replacements for fossil fuels. However, the development and production process for bio-based fuels creates uncertainty for industry investors. In order to increase process profitability, financial tools can be implemented with current technology. This paper proposes the use of forward contracts to mitigate risk, and it also considers the impact of carbon tax constraints and price uncertainty. Specifically, a stochastic optimization approach is implemented to develop strategies, which increases the net present value (NPV) of a production facility through determination of an optimal production schedule, as well as the creation of a portfolio of forward contracts to reduce product price risk. Results of numerical case studies show that if the policymaker is risk averse, production is higher in the early planning period rather than the later period. This paper also investigates the ability to maintain inventory in order to create additional financial benefit.
Downside Risk and Asset Pricing
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.
Efficiency gains, bounds, and risk in finance
Sarisoy, Cisil
2015-01-01
This thesis consists of three chapters. The first chapter analyzes efficiency gains in the estimation of expected returns based on asset pricing models and examines the economic implications of such gains in portfolio allocation exercises. The second chapter provides nonparametric efficiency bounds
The great downside dilemma for risky emerging technologies
Baum, Seth D
2014-01-01
Some emerging technologies promise to significantly improve the human condition, but come with a risk of failure so catastrophic that human civilization may not survive. This article discusses the great downside dilemma posed by the decision of whether or not to use these technologies. The dilemma is: use the technology, and risk the downside of catastrophic failure, or do not use the technology, and suffer through life without it. Historical precedents include the first nuclear weapon test and messaging to extraterrestrial intelligence. Contemporary examples include stratospheric geoengineering, a technology under development in response to global warming, and artificial general intelligence, a technology that could even take over the world. How the dilemma should be resolved depends on the details of each technology’s downside risk and on what the human condition would otherwise be. Meanwhile, other technologies do not pose this dilemma, including sustainable design technologies, nuclear fusion power, and space colonization. Decisions on all of these technologies should be made with the long-term interests of human civilization in mind. This paper is part of a series of papers based on presentations at the Emerging Technologies and the Future of Humanity event held at the Royal Swedish Academy of Sciences on 17 March 2014. (invited comment)
A risk standard based on societal cost with bounded consequences
Worledge, D.H.
1982-01-01
A risk standard is proposed that relates the frequency of occurrence of single events to the consequences of the events. Maximum consequences and risk aversion are used to give the cumulative risk curve a shape similar to the results of a risk assessment and to bound the expectation of deaths. Societal costs in terms of deaths are used to fix the parameters of the model together with an approximate comparison with individual risks. The proposed standard is compared with some practical applications of risk assessment to nuclear reactor systems
Optimal portfolio selection for cashflows with bounded capital at risk
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
The Downside of Diagnostic Imaging
An article about radiation exposure during computed tomography and nuclear imaging procedures and the risk of cancer. Several studies released in 2009 have helped to quantify the risk and the growing use of these diagnostic imaging methods.
Robust bounds on risk-sensitive functionals via Renyi divergence
Atar, Rami; Chowdhary, Kamaljit; Dupuis, Paul
2013-01-01
We extend the duality between exponential integrals and relative entropy to a variational formula for exponential integrals involving the Renyi divergence. This formula characterizes the dependence of risk-sensitive functionals and related quantities determined by tail behavior to perturbations in the underlying distributions, in terms of the Renyi divergence. The characterization gives rise to upper and lower bounds that are meaningful for all values of a large deviation scaling parameter, a...
Bounded rationality and risk perception in human behavior
Wada, Kenichi; Akimoto, Keigo; Sano, Fuminori; Nagashima, Miyuki; Oda, Junichiro; Tokushige, Kohko
2012-01-01
The purpose of this study is to analyze the characteristics of risk perception associated with nuclear power plants in the framework of the behavioral economics, such as prospect theory. Due to the bounded rationality of the people, the public tends to overestimate the risk of nuclear power, especially after the disaster of Fukushima Daiichi in Japan. Social acceptance is an essential element for the nuclear power plants, but nuclear option is getting regarded as a risky choice. On the other hand, experts define and measure risk by the calculation of the probability of damage to the core as a result of sequences of accidents identified by the study. However, this approach also involves limitations to some extent. We explore a possible way to close the gap under in the by wider social context with consideration of risk trade-off among various risk factors, rather than focusing only on nuclear issue. (author)
Wilker, Sarah; Elbert, Thomas; Kolassa, Iris-Tatjana
2014-07-01
A good memory for emotionally arousing experiences may be intrinsically adaptive, as it helps the organisms to predict safety and danger and to choose appropriate responses to prevent potential harm. However, under conditions of repeated exposure to traumatic stressors, strong emotional memories of these experiences can lead to the development of trauma-related disorders such as posttraumatic stress disorder (PTSD). This syndrome is characterized by distressing intrusive memories that can be so intense that the survivor is unable to discriminate past from present experiences. This selective review on the role of memory-related genes in PTSD etiology is divided in three sections. First, we summarize studies indicating that the likelihood to develop PTSD depends on the cumulative exposure to traumatic stressors and on individual predisposing risk factors, including a substantial genetic contribution to PTSD risk. Second, we focus on memory processes supposed to be involved in PTSD etiology and present evidence for PTSD-associated alterations in both implicit (fear conditioning, fear extinction) and explicit memory for emotional material. This is supplemented by a brief description of structural and functional alterations in memory-relevant brain regions in PTSD. Finally, we summarize a selection of studies indicating that genetic variations found to be associated with enhanced fear conditioning, reduced fear extinction or better episodic memory in human experimental studies can have clinical implications in the case of trauma exposure and influence the risk of PTSD development. Here, we focus on genes involved in noradrenergic (ADRA2B), serotonergic (SLC6A4), and dopaminergic signaling (COMT) as well as in the molecular cascades of memory formation (PRKCA and WWC1). This is supplemented by initial evidence that such memory-related genes might also influence the response rates of exposure-based psychotherapy or pharmacological treatment of PTSD, which underscores the
Evaluating risk using bounding calculations and limited data; TOPICAL
COWLEY, W.L.
1999-01-01
This paper describes a methodology for estimating the potential risk to workers and the public from igniting organic solvents in any of the 177 underground waste storage tanks at the Hanford Site in southeastern Washington state. The Hanford Site is one of the U.S. Department of Energy's former production facilities for nuclear materials. The tanks contain mixed radioactive wastes. Risk is measured by calculating toxicological and radiological accident consequences and frequencies and comparing the results to established regulatory guidelines. Available sample data is insufficient to adequately characterize the waste and solvent, so a model that maximizes releases from the tanks (bounding case) is used. Maximizing releases (and thus consequences) is a standard technique used in safety analysis to compensate for lack of information. The model predicts bounding values of fire duration, the time at which the fire extinguishes because of lack of oxygen, and a pressure history of a fire in a tank. The model output is used to calculate mass and volume release rates of material from the tanks. The mass and volume release rates permit calculation of radiological and toxicological consequences. The resulting consequence calculations demonstrate that risk from an organic solvent fire in the tanks is within regulatory guidelines
Estimating risk using bounding calculations and limited data
COWLEY, W.L.
1999-01-01
This paper describes a methodology for estimating the potential risk to workers and the public from igniting organic solvents in any of the 177 underground waste storage tanks at the Hanford Site in southeastern Washington state. The Hanford Site is one of the U.S. Department of Energy's former production facilities for nuclear materials. The tanks contain mixed radioactive wastes. Risk is measured by calculating toxicological and radiological accident consequences and frequencies and comparing the results to established regulatory guidelines. Available sample data is insufficient to adequately characterize the waste and solvent, so a model that maximizes releases from the tanks (bounding case) is used. Maximizing releases (and thus consequences) is a standard technique used in safety analysis to compensate for lack of information. The model predicts bounding values of fire duration, the time at which the fire extinguishes because of lack of oxygen, and a pressure history of a fire in a tank. The model output is used to calculate mass and volume release rates of material from the tanks. The mass and volume release rates permit calculation of radiological and toxicological consequences. The resulting consequence calculations demonstrate that risk from an organic solvent fire in the tanks is within regulatory guidelines
Downside Risk And Empirical Asset Pricing
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
Why Downside Beta Is Better: An Educational Example
Chong, James T.; Jennings, William P.; Phillips, G. Michael
2013-01-01
An educational example is presented that is an effective teaching illustration to help students understand the difference between traditional CAPM beta and downside (or down-market) beta and why downside beta is a superior measure for use in personal financial planning investment policy statements.
Sinaga, Maria Goretty; Sulasmiyati, Sri
2017-01-01
Return or return on an investment is required by the investor. Most investors currently prefer shares in emerging markets. Return in the emerging market is not always symmetrical, it shows return in the emerging market is not normally distributed. The purposive of this research want to learn, compare, and explain about some model of stock risk. On this research downside risk expressed with beta downside. The models used in this research among others, dowside beta, upside beta, and beta. The k...
A tight excess risk bound via a unified PAC-Bayesian-Rademacher-Shtarkov-MDL complexity
P.D. Grünwald (Peter); N.A. Mehta (Nishant)
2017-01-01
htmlabstractWe present a novel notion of complexity that interpolates between and generalizes some classic existing complexity notions in learning theory: for estimators like empirical risk minimization (ERM) with arbitrary bounded losses, it is upper bounded in terms of data-independent Rademacher
Exclusion: The Downside of neo-liberal School Policies
Hedegaard-Sørensen, Lotte
2018-01-01
This article reports on an empirical, social-anthropological study of inclusion/exclusion in Danish public school education. The study sheds light on the downside of a neoliberal education policy that emphasizes achievement. In spite of the best intentions of Danish education policy that inclusion...... and 2015) in one school. By analyzing vignettes of the practice of teaching, as well as interviews and discussions with teachers, the study reports on the downsides of neoliberal education policy. This policy leads to a form of teaching which focuses on school subjects and student achievement, thereby...
Using downside CAPM theory to improve customer lifetime value prediction in non-contractual setting
Amir Albadvi
2013-12-01
Full Text Available Identifying and selecting the most profitable customers from a shareholder’s perspective is of great interest to marketing managers. One promising line in this regard is to explore the customer lifetime value and its profitable management over time. There is a significant body of marketing literature about CLV evaluation in terms of various perspectives. However, much less attention has been paid to the risk associated with customer relationships. Previous researches in this area considered risk as “variability of cash flows generated by customers”, regardless of the trend of variability. Whereas the upside and downside variability from the customer’s expected profitability are extremely different in CRM context. This paper provides a quantitative model based on downside Capital Asset Pricing Model (D-CAPM to evaluate risk-adjusted CLV and compares the results by employment of traditional CAPM. This paper contributes to this field by extending the discussion on customer risk measurement and provides an approach that enables marketing managers to evaluate the risk of decline from average profitability for different customer segments.
Setting Optimal Bounds on Risk in Asset Allocation - a Convex Program
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.
Betha, Raghu; Balasubramanian, Rajasekhar
2011-09-01
There has been an increasing concern about the emissions of airborne particulate matter (PM) from diesel engines because of their close association with adverse health and environmental impacts. Among the alternative fuels being considered, biodiesel made by the transesterification of waste cooking oil has received wide attention in recent years because of its low cost and the added advantage of reducing waste oil disposal. This study was conducted to make a comparative evaluation of the particulate-bound elements emitted from ultra low sulphur diesel (ULSD) and waste cooking oil-derived biodiesel (B100) and a blend of both the fuels (B50). It was observed that the PM mass concentrations were reduced by about 36% when B100 was used. Crustal elements such as Mg, K and Al were found to be in higher concentrations compared to other elements emitted from both B100 and ULSD. Zn, Cr, Cu, Fe, Ni, Mg, Ba, K were found to be higher in the biodiesel exhaust while Co, Pb, Mn, Cd, Sr, and As were found to be higher in the ULSD exhaust. To evaluate the potential health risk due to inhalation of PM emitted from diesel engines running on ULSD and B100, health risk estimates based on exposure and dose-response assessments of particulate-bound elements were calculated assuming exposure for 24 h. The findings indicate that the exposure to PM of the B100 exhaust is relatively more hazardous and may pose adverse health effects compared to ULSD.
Downsides and benefits of unicellularity in budding yeast
Balazsi, Gabor; Chen, Lin; Kuzdzal-Fick, Jennie
Yeast cells that do not separate after cell division form clumps. Clumping was shown to aid utilization of certain sugars, but its effects in stressful conditions are unknown. Generally speaking, what are the costs and benefits of unicellularity versus clumping multicellularity in normal and stressful conditions? To address this question, we evolved clumping yeast towards unicellularity by continuously propagating only those cells that remain suspended in liquid culture after settling. Whole-genome sequencing indicated that mutations in the AMN1 (antagonist of mitotic exit network) gene underlie the changes from clumping to unicellular phenotypes in these evolved yeast cells. Simple models predict that clumping should hinder growth in normal conditions while being protective in stress. Accordingly, we find experimentally that yeast clumps are more resistant to freeze/thaw, hydrogen peroxide, and ethanol stressors than their unicellular counterparts. On the other hand, unicellularity seems to be advantageous in normal conditions. Overall, these results reveal the downsides and benefits of unicellularity in different environmental conditions and uncover its genetic bases in yeast. This research was supported by the NIH Director's New Innovator Award Program (1DP2 OD006481-01), by NSF/IOS 1021675 and the Laufer Center for Physical & Quantitative Biology.
Diepens, Noël J; Koelmans, Albert A; Baveco, Hans; van den Brink, Paul J; van den Heuvel-Greve, Martine J; Brock, Theo C M
A broadly accepted framework for prospective environmental risk assessment (ERA) of sediment-bound organic chemicals is currently lacking. Such a framework requires clear protection goals, evidence-based concepts that link exposure to effects and a transparent tiered-effect assessment. In this paper, we provide a tiered prospective sediment ERA procedure for organic chemicals in sediment, with a focus on the applicable European regulations and the underlying data requirements. Using the ecosystem services concept, we derived specific protection goals for ecosystem service providing units: microorganisms, benthic algae, sediment-rooted macrophytes, benthic invertebrates and benthic vertebrates. Triggers for sediment toxicity testing are discussed.We recommend a tiered approach (Tier 0 through Tier 3). Tier-0 is a cost-effective screening based on chronic water-exposure toxicity data for pelagic species and equilibrium partitioning. Tier-1 is based on spiked sediment laboratory toxicity tests with standard benthic test species and standardised test methods. If comparable chronic toxicity data for both standard and additional benthic test species are available, the Species Sensitivity Distribution (SSD) approach is a more viable Tier-2 option than the geometric mean approach. This paper includes criteria for accepting results of sediment-spiked single species toxicity tests in prospective ERA, and for the application of the SSD approach. We propose micro/mesocosm experiments with spiked sediment, to study colonisation success by benthic organisms, as a Tier-3 option. Ecological effect models can be used to supplement the experimental tiers. A strategy for unifying information from various tiers by experimental work and exposure-and effect modelling is provided.
The Effect of Shortfall as a Risk measure for Portfolios with Hedge Funds
Lucas, A.; Siegmann, A.H.
2008-01-01
Current research suggests that the large downside risk in hedge fund returns disqualifies the variance as an appropriate risk measure. For example, one can easily construct portfolios with nonlinear pay-offs that have both a high Sharpe ratio and a high downside risk. This paper examines the
Protein-bound homocyst(e)ine. A possible risk factor for coronary artery disease.
Kang, S S; Wong, P W; Cook, H Y; Norusis, M; Messer, J V
1986-01-01
The development of atherosclerotic changes and thromboembolism are common features in homocystinurics. Hence, we postulate a positive correlation between the level of homocyst(e)ine in the blood and the occurrence of coronary artery disease. Homocysteine is found either as free homocystine, cysteine-homocysteine mixed disulfide, or protein-bound homocyst(e)ine. In nonhomocystinuric subjects, most homocysteine molecules are detectable in the protein-bound form. Thus, protein-bound homocyst(e)ine in stored plasma which reflected total plasma homocyst(e)ine was determined in 241 patients with coronary artery disease (173 males and 68 females). The mean +/- SD total plasma homocyst(e)ine was 5.41 +/- 1.62 nmol/ml in male patients, 4.37 +/- 1.09 nmol/ml in male controls, 5.66 +/- 1.93 nmol/ml in female patients, and 4.16 +/- 1.62 nmol/ml in female controls. The differences between the patients with coronary artery disease and the controls were statistically significant (P less than 0.0005). PMID:3700650
Implications of Risk Management Practices on Financial ...
Implications of Risk Management Practices on Financial Performance of Sugar ... The respondents were functional heads of the companies under the survey. ... of downside losses in order to minimize the negative impact of risk on returns.
Dahiya, Sudhir; Hegde, A.G.; Joshi, M.L.; Verma, P.C.; Kushwaha, H.S.
2006-01-01
This study illustrates use of two approaches namely probabilistic using Monte Carlo simulation (MCS) and possibilistic using fuzzy α-cut (FAC) to estimate the radiological cancer risk to the population from ingestion of organically bound tritium (OBT) and tissue free water tritium (TFWT) from fish consumption from the Rana Pratap Sagar Lake (RPSL), Kota. Using FAC technique, radiological cancer risk rate (year -1 ) at A αl.0 level were 1.15E-08 and 1.50E-09 for OBT and TFWT respectively from fish ingestion pathway. The radiological cancer risk rate (year -1 ) using MCS approach at 50th percentile (median) level is 1.14E-08 and 1.49E-09 for OBT and HTO respectively from ingestion of fresh water fish. (author)
Informed and Uninformed Investment in Housing: The Downside of Diversification
Elena Loutskina; Philip E. Strahan
2011-01-01
Mortgage lenders that concentrate in a few markets invest more in information collection than diversified lenders. Concentrated lenders focus on the information-intensive jumbo market and on high-risk borrowers. They are better positioned to price risks and, thus, ration credit less. Adverse selection, however, leads to higher retention of mortgages relative to diversified lenders. Finally, concentrated lenders have higher profits than diversified lenders, their profits vary less systematical...
Kamal, Atif; Malik, Riffat Naseem; Martellini, Tania; Cincinelli, Alessandra
2015-08-01
The aim of this study was to determine the abundance and distribution of polycyclic aromatic hydrocarbons (PAHs) in dust samples collected from the selected professional cooking workplaces (WCs) and residential household cooking areas (WRs), where traditional and primitive cooking practices are still prevelent. Another aim of this study was to investigate the carcinogenic risk for Pakistani human exposure to dust-bound PAHs via the routes of inhalation, ingestion, and dermal contact. Generally, the concentration of individual congeners of PAHs in surface dust samples of WC sites was higher than those measured in WR sites (p < 0.05). The benzo(a)pyrene (B(a)P), a very high carcinogenic compound, was present in the dust samples from WC sites in the highest mean concentration (630 ng g(-1) dry weight (d.w.)). The BaP mean concentration in WC workplaces was almost eight times higher than the mean value found in WR exposure sites. Moreover, the average concentration of ∑PAHs, combustion origin PAHs (∑COMB) and sum total of 7-carcinogenic PAHs (∑7-carcinogens) were also significantly higher in WC dusts samples than that in WR workplaces. Principal component analysis (PCA) and diagnostic ratios suggested coal/wood combustion as major PAH emission sources in both exposure sites. The average incremental lifetime cancer risk (ILCR) suggested a moderate to potential high cancer risk for adults and children exposed to dust-bound PAHs in both exposure sites, in particular via both dermal and ingestion contact pathways.
Thomas C. Chiang
2018-03-01
Full Text Available This paper investigates the risk-return relations in Chinese equity markets. Based on a TARCH-M model, evidence shows that stock returns are positively correlated with predictable volatility, supporting the risk-return relation in both aggregate and sectoral markets. Evidence finds a positive relation between stock return and intertemporal downside risk, while controlling for sentiment and liquidity. This study suggests that the U.S. stress risk or the world downside risk should be priced into the Chinese stocks. The paper concludes that the risk-return tradeoff is present in the GARCH-in-mean, local downside risk-return, and global risk-return relations.
Blankestijn, Peter J; Grooteman, Muriel; Nube, Menso
2017-01-01
There is considerable evidence to suggest that on-line hemodiafiltration (HDF) is superior to standard hemodialysis when comparing effects on clinical end points, especially when a certain minimum convection volume can be achieved. In this chapter we address the question of whether there are any downsides, challenges, or barriers in delivering on-line HDF in everyday clinical practice. We discuss the subject from a medical/practical point of view and briefly from a financial/economic perspective. © 2017 S. Karger AG, Basel.
Liao, Chung-Min; Chio, Chia-Pin; Chen, Wei-Yu; Ju, Yun-Ru; Li, Wen-Hsuan; Cheng, Yi-Hsien; Liao, Vivian Hsiu-Chuan; Chen, Szu-Chieh; Ling, Min-Pei
2011-06-15
Exposures to carcinogenic polycyclic aromatic hydrocarbons (PAHs) have been linked to human lung cancer. The purpose of this study was to assess lung cancer risk caused by inhalation exposure to nano/ultrafine particle-bound PAHs at the population level in Taiwan appraised with recent published data. A human respiratory tract model was linked with a physiologically based pharmacokinetic model to estimate deposition fraction and internal organic-specific PAHs doses. A probabilistic risk assessment framework was developed to estimate potential lung cancer risk. We reanalyzed particle size distribution, total-PAHs, particle-bound benzo(a)pyrene (B[a]P) and PM concentrations. A dose-response profile describing the relationships between external B[a]P concentration and lung cancer risk response was constructed based on population attributable fraction (PAF). We found that 90% probability lung cancer risks ranged from 10(-5) to 10(-4) for traffic-related nano and ultrafine particle-bound PAHs, indicating a potential lung cancer risk. The particle size-specific PAF-based excess annual lung cancer incidence rate due to PAHs exposure was estimated to be less than 1 per 100,000 population, indicating a mild risk factor for lung cancer. We concluded that probabilistic risk assessment linked PAF for limiting cumulative PAHs emissions to reduce lung cancer risk plays a prominent role in future government risk assessment program. Copyright © 2011 Elsevier B.V. All rights reserved.
Dannels, Deanna P.; Toale, Mary C.; Backlund, Philip M.; Frederick, John G. M.; Love, Brad
2016-01-01
Could teacher communication behaviors generally assumed to be positive ever be detrimental to student realization of particular outcomes? This essay argues for increased scholarly attention to this question. The authors advocate a research agenda that explores the potential "downside" of teacher communication behaviors (TCBs);…
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.
Thomas C. Chiang; Yuanqing Zhang
2018-01-01
This paper investigates the risk-return relations in Chinese equity markets. Based on a TARCH-M model, evidence shows that stock returns are positively correlated with predictable volatility, supporting the risk-return relation in both aggregate and sectoral markets. Evidence finds a positive relation between stock return and intertemporal downside risk, while controlling for sentiment and liquidity. This study suggests that the U.S. stress risk or the world downside risk should be priced int...
Arpaia, G; Bavera, P M; Caputo, D; Mendozzi, L; Cavarretta, R; Agus, G B; Milani, M; Ippolito, E; Cimminiello, C
2010-04-01
Multiple sclerosis (MS) often causes progressive loss of mobility, leading to limb paralysis. Venous and lymphatic stasis is a risk condition for venous thromboembolism (VTE). There is, however, no data on the frequency of VTE complicating the progression of MS. The aim of this study was to assess the frequency of deep vein thrombosis (DVT) in patients with late-stage MS attending a neurology center for rehabilitation. A total of 132 patients with MS were enrolled, 87 women and 45 men, mean age 58+/-11 years. The disease had started on average 18.7 years before; patients reported 9.6 hours bedridden per day or 14.3 hours wheelchair-bound. Only 25 patients reported a residual ability to walk alone or with help. Lower limb edema was present in 113 patients, bilateral in 41 cases. At admission all patients underwent extended compression ultrasonography. Their plasma D-dimer levels were measured. No antithrombotic prophylaxis was given. DVT was found in 58 patients (43.9%); 32 had a history of VTE. Forty of these patients (69%) had chronic lower limb edema, in 19 cases bilateral. D-dimer levels in the DVT patients were significantly higher than in patients without DVT (553+/-678 vs. 261+/-152 ng/mL, p=0.0112, Mann-Whitney Test). Nearly half the DVT patients (26, 45%) had high D-dimer levels (701+/-684 ng/mL). Of the 74 patients without DVT, 48 had normal D-dimer (193.37+/-67.28 ng/mL) and 26 high (387.61+/-187.42 ng/mL). The frequency of DVT in late-stage MS may be over 40%. The long history of the disease means the onset of each episode cannot be established with certainty. A number of patients with positive CUS findings had negative D-dimer values, suggesting a VTE event in the past. However, the level of DVT risk in this series should lead physicians to consider the systematic application of long-term preventive measures. (c) 2009 Elsevier Ltd. All rights reserved.
Market access through bound tariffs
Sala, Davide; Yalcin, Erdal; Schröder, Philipp
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...... 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...
Market Access through Bound Tariffs
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...... 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...
Risk management of precious metals
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
Craven, Galen T.; Nitzan, Abraham
2018-01-01
Statistical properties of Brownian motion that arise by analyzing, separately, trajectories over which the system energy increases (upside) or decreases (downside) with respect to a threshold energy level are derived. This selective analysis is applied to examine transport properties of a nonequilibrium Brownian process that is coupled to multiple thermal sources characterized by different temperatures. Distributions, moments, and correlation functions of a free particle that occur during upside and downside events are investigated for energy activation and energy relaxation processes and also for positive and negative energy fluctuations from the average energy. The presented results are sufficiently general and can be applied without modification to the standard Brownian motion. This article focuses on the mathematical basis of this selective analysis. In subsequent articles in this series, we apply this general formalism to processes in which heat transfer between thermal reservoirs is mediated by activated rate processes that take place in a system bridging them.
Nielsen, Joseph; Tokuhiro, Akira; Khatry, Jivan; Hiromoto, Robert
2014-01-01
Traditional probabilistic risk assessment (PRA) methods have been developed to evaluate risk associated with complex systems; however, PRA methods lack the capability to evaluate complex dynamic systems. In these systems, time and energy scales associated with transient events may vary as a function of transition times and energies to arrive at a different physical state. Dynamic PRA (DPRA) methods provide a more rigorous analysis of complex dynamic systems. Unfortunately DPRA methods introduce issues associated with combinatorial explosion of states. In order to address this combinatorial complexity, a branch-and-bound optimization technique is applied to the DPRA formalism to control the combinatorial state explosion. In addition, a new characteristic scaling metric (LENDIT – length, energy, number, distribution, information and time) is proposed as linear constraints that are used to guide the branch-and-bound algorithm to limit the number of possible states to be analyzed. The LENDIT characterization is divided into four groups or sets – 'state, system, resource and response' (S2R2) – describing reactor operations (normal and off-normal). In this paper we introduce the branch-and-bound DPRA approach and the application of LENDIT scales and S2R2 sets to a station blackout (SBO) transient. (author)
M. Amiri; M. Zandieh; A. Alimi
2012-01-01
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, turnove...
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. PM_2_._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 PM_2_._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. - Highlights: • PM_2_._5 concentration was 3.4 times higher during haze-fog than non-haze fog days. • Nearly all metals had higher contents during haze-fog than non-haze fog days. • Zn, As, Pb, Cd, Mo and Cu had high bioavailability and enrichment level in PM_2_._5. • Highly bioavailable fractions of elements were associated with high temperatures. • Health risk was assessed combined with metal forms in haze-fog and non-haze fog days. - Fractionation of airborne particulate-bound metals and its contribution to health risks during haze-fog and non-haze fog periods were studied from a typical megacity of Southeast China.
Dealing with the evolutionary downside of CRISPR immunity: bacteria and beneficial plasmids.
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.
Pongpiachan, Siwatt; Tipmanee, Danai; Khumsup, Chukkapong; Kittikoon, Itthipon; Hirunyatrakul, Phoosak
2015-03-01
To investigate the potential cancer risk resulting from biomass burning, polycyclic aromatic hydrocarbons (PAHs) bound to fine particles (PM2.5) were assessed in nine administrative northern provinces (NNP) of Thailand, before (N-I) and after (N-II) a haze episode. The average values of Σ 3,4-ring PAHs and B[a] P Equivalent concentrations in world urban cities were significantly (p<0.05) much higher than those in samples collected from northern provinces during both sampling periods. Application of diagnostic binary ratios of PAHs underlined the predominant contribution of vehicular exhaust to PM2.5-bound PAH levels in NNP areas, even in the middle of the agricultural waste burning period. The proximity of N-I and N-II values in three-dimensional (3D) principal component analysis (PCA) plots also supports this conclusion. Although the excess cancer risk in NNP areas is much lower than those of other urban area and industrialized cities, there are nevertheless some concerns relating to adverse health impacts on preschool children due to non-dietary exposure to PAHs in home environments. Copyright © 2014 Elsevier B.V. All rights reserved.
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...... 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...
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. Copyright © 2015 Elsevier Ltd. All rights reserved.
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.
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
2017-01-24
This study presents the first long term (10-year period, 2004-2013) datasets of PM 2.5 -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.
Mohri, Mehryar; Rostamizadeh, Afshin
2013-01-01
We present a brief survey of existing mistake bounds and introduce novel bounds for the Perceptron or the kernel Perceptron algorithm. Our novel bounds generalize beyond standard margin-loss type bounds, allow for any convex and Lipschitz loss function, and admit a very simple proof.
Circuit lower bounds in bounded arithmetics
Pich, Ján
2015-01-01
Roč. 166, č. 1 (2015), s. 29-45 ISSN 0168-0072 R&D Projects: GA AV ČR IAA100190902 Keywords : bounded arithmetic * circuit lower bounds Subject RIV: BA - General Mathematics Impact factor: 0.582, year: 2015 http://www.sciencedirect.com/science/article/pii/S0168007214000888
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 < 1) in the target zones. Furthermore, our nascent results will provide a baseline record of FRs (PBDEs, DP, NBFRs and OPFRs) concentrations in the indoor and outdoor dust of Pakistan. Copyright © 2016 Elsevier Ltd. All rights reserved.
Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry
W.G.P.M. Hallerbach (Winfried); A.J. Menkveld (Bert)
1999-01-01
textabstractIn recent years the Value at Risk (VaR) concept for measuring downside risk has been widely studied. VaR basically is a summary statistic that quantifies the exposure of an asset or portfolio to market risk, or the risk that a position declines in value with adverse market price changes.
Tezuka, Hirokazu.
1984-10-01
Scattering of a particle by bound nucleons is discussed. Effects of nucleons that are bound in a nucleus are taken as a structure function. The way how to calculate the structure function is given. (author)
Upside, downside: Who should bear the unanticipated costs of nuclear decommissioning?
Riddich, L.A.
1994-01-01
A great deal of attention is currently being directed to issues surrounding the decommissioning of nuclear generation plants. Chief among these is determining the best way to recover the associated costs. The cost-recovery procedure should be tied to three things: (1) the nature of the business risks created by nuclear power, (2) who bears those risks now, and (3) who has historically been compensated for bearing those risks in the past. Further, and important analogy can be made to past experience with utilities' diversification into other areas of business. It is important for regulators to balance the costs to the customer against the compensation that investors have already received for bearing the risk of nuclear power. Each case will be different, but it is neither fair nor wise to force all costs on customers
On Risks and Opportunities in Financial Markets
Lansdorp, Simon
2012-01-01
textabstractInvesting in financial securities inevitably involves risks on the one hand and opportunities on the other hand. This thesis bundles four different studies on risks and/or opportunities in financial markets. In one study, we examine the cross-sectional explanatory power of different risk-measures in pricing U.S. stocks and find that investors dislike downside risk. In the second study, we show that conventional short-term reversal strategies exhibit dynamic exposures to systematic...
Wiriya, Wan; Prapamontol, Tippawan; Chantara, Somporn
2013-04-01
This study aims to analyze the seasonal variations of PM10-bound polycyclic aromatic hydrocarbons (PAHs) for an estimation of the human health risk and identification of their possible sources. Ninety four PM10 samples were collected during the dry and wet seasons of 2010 and the dry season of 2011 in Chiang Mai, Thailand, and analyzed for 16 PAHs by gas chromatography-mass spectrometry. The average PM10 concentrations were 104.91 ± 32.70, 13.28 ± 11.34 and 36.24 ± 19.16 μg/m3 in dry season of 2010, wet season of 2010 and dry season of 2011, respectively, while the average 16-PAHs concentrations were 25.87 ± 10.13, 3.12 ± 2.18 and 4.58 ± 2.18 ng/m3, respectively. Correlations of PM10 and total PAHs concentrations were relatively high during all seasons (r > 0.796). In addition, PM10 concentrations were highly correlated with carcinogenic PAHs (r = 0.927) during the dry season of 2010, indicating that carcinogenic compounds were dominant in the particulate PAHs and could be generated from open burning, usually conducted in the dry season. The average PM10 concentration in the dry season of 2011 was much lower than that in 2010 and lower than the annual average of the past 12 years (48.17 μg/m3) because of the unusually high amount of rain precipitation and low open burning activity in this year. According to the accumulated number of hot spots occurring in northern part of Thailand, approximately 19,000 spots were found in the dry season of 2010, while only 6,600 spots were found in the dry season of 2011. It can be seen that larger scale open burning activities were performed in the dry season of 2010 than in the dry season of 2011. The value of toxicity equivalent concentration from PAHs in the dry season of 2010 was higher than that of the wet season of 2010 and the dry season of 2011. This is obviously related to concentrations of PM10 and PAHs. Diagnostic ratio and principal component analysis were used to find out the sources of PM10-bound PAHs. It was
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. Copyright © 2014 Elsevier Inc. All rights reserved.
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.
Physical Uncertainty Bounds (PUB)
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.
Inoue, J.; Ohtaka, K.
2004-01-01
We study virtual bound states in photonics, which are a vectorial extension of electron virtual bound states. The condition for these states is derived. It is found that the Mie resonant state which satisfies the condition that the size parameter is less than the angular momentum should be interpreted as a photon virtual bound state. In order to confirm the validity of the concept, we compare the photonic density of states, the width of which represents the lifetime of the photon virtual bound states, with numerical results
Emiris, Ioannis Z.; Mourrain, Bernard; Tsigaridas, Elias
2010-01-01
) resultant by means of mixed volume, as well as recent advances on aggregate root bounds for univariate polynomials, and are applicable to arbitrary positive dimensional systems. We improve upon Canny's gap theorem [7] by a factor of O(dn-1), where d bounds the degree of the polynomials, and n is the number...... bound on the number of steps that subdivision-based algorithms perform in order to isolate all real roots of a polynomial system. This leads to the first complexity bound of Milne's algorithm [22] in 2D....
Bounded Gaussian process regression
Jensen, Bjørn Sand; Nielsen, Jens Brehm; Larsen, Jan
2013-01-01
We extend the Gaussian process (GP) framework for bounded regression by introducing two bounded likelihood functions that model the noise on the dependent variable explicitly. This is fundamentally different from the implicit noise assumption in the previously suggested warped GP framework. We...... with the proposed explicit noise-model extension....
Bounded Intention Planning Revisited
Sievers Silvan; Wehrle Martin; Helmert Malte
2014-01-01
Bounded intention planning provides a pruning technique for optimal planning that has been proposed several years ago. In addition partial order reduction techniques based on stubborn sets have recently been investigated for this purpose. In this paper we revisit bounded intention planning in the view of stubborn sets.
Bounding species distribution models
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].
Bounding Species Distribution Models
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].
Diabate, S.; Strack, S.
1993-01-01
Tritium released into the environment may be incorporated into organic matter. Organically bound tritium in that case will show retention times in organisms that are considerably longer than those of tritiated water which has significant consequences on dose estimates. This article reviews the most important processes of organically bound tritium production and transport through food networks. Metabolic reactions in plant and animal organisms with tritiated water as a reaction partner are of great importance in this respect. The most important production process, in quantitative terms, is photosynthesis in green plants. The translocation of organically bound tritium from the leaves to edible parts of crop plants should be considered in models of organically bound tritium behavior. Organically bound tritium enters the human body on several pathways, either from the primary producers (vegetable food) or at a higher tropic level (animal food). Animal experiments have shown that the dose due to ingestion of organically bound tritium can be up to twice as high as a comparable intake of tritiated water in gaseous or liquid form. In the environment, organically bound tritium in plants and animals is often found to have higher specific tritium concentrations than tissue water. This is not due to some tritium enrichment effects but to the fact that no equilibrium conditions are reached under natural conditions. 66 refs
Toki, Hiroshi; Yamazaki, Toshimitsu
1989-01-01
The standard method of pionic atom formation does not produce deeply bound pionic atoms. A study is made on the properties of deeply bound pionic atom states by using the standard pion-nucleus optical potential. Another study is made to estimate the cross sections of the formation of ls pionic atom states by various methods. The pion-nucleus optical potential is determined by weakly bound pionic atom states and pion nucleus scattering. Although this potential may not be valid for deeply bound pionic atoms, it should provide some hint on binding energies and level widths of deeply bound states. The width of the ls state comes out to be 0.3 MeV and is well separated from the rest. The charge dependence of the ls state is investigated. The binding energies and the widths increase linearly with Z azbove a Z of 30. The report then discusses various methods to populate deeply bound pionic atoms. In particular, 'pion exchange' reactions are proposed. (n, pπ) reaction is discussed first. The cross section is calculated by assuming the in- and out-going nucleons on-shell and the produced pion in (n1) pionic atom states. Then, (n, dπ - ) cross sections are estimated. (p, 2 Heπ - ) reaction would have cross sections similar to the cross section of (n, dπ - ) reaction. In conclusion, it seems best to do (n, p) experiment on heavy nuclei for deeply bound pionic atom. (Nogami, K.)
Downsides of the recycling process: harmful organic chemicals in children's toys.
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. Copyright © 2014 Elsevier Ltd. All rights reserved.
Andersen, Torben Juul; Garvey, Maxine; Roggi, Oliviero
outcomes. This topic is timely and of interest both to the academic community as well as to practicing managers, executives, and directors. The volume focuses on contemporary risk leadership issues based on recent research insights but avoids excessive technical language and mathematical formulas. The book...... is framed around the challenges imposed on executives and directors in dealing with an increasingly complex and unpredictable world. This requires a new risk leadership focus that not only avoids the downside risks but also considers ways to exploit the upside potential offered by a dynamic environment...
Risk-profile modification of energy projects
Larson, B.O.
1992-01-01
The commodity futures and swaps markets are thought to be the invention of speculators, the bane of the oil business, or possibly something confined to finance departments of major corporations. In actuality, they should be considered more as an insurance vehicle and can be used at the project level to modify the risk profile of a property. In this context, an increased familiarity with them can be useful for an engineer. Either futures of swaps can be used to guarantee or modify product prices. While this does not necessarily maximize cash flow or present worth, it can protect a project or company for several years from downside price risk, thereby reducing the risk of the venture. This can be particularly important if lower product prices would cause unacceptable cash flows or net incomes. This paper reports that reducing risk by limiting downside price exposure could alter budgeting decisions, allow continued or expanded operations of a particular property, or increase debt capacity
Bounded Rationality and Budgeting
Ibrahim, Mukdad
2016-01-01
This article discusses the theory of bounded rationality which had been introduced by Herbert Simon in the 1950s. Simon introduced the notion of bounded rationality stating that while decision-makers strive for rationality, they are limited by the effect of the environment, their information process capacity and by the constraints on their information storage and retrieval capabilities. Moreover, this article tries to specifically blend this notion into budgeting, using the foundations of inc...
Tate, Stephen James
2013-10-01
In the 1960s, the technique of using cluster expansion bounds in order to achieve bounds on the virial expansion was developed by Lebowitz and Penrose (J. Math. Phys. 5:841, 1964) and Ruelle (Statistical Mechanics: Rigorous Results. Benjamin, Elmsford, 1969). This technique is generalised to more recent cluster expansion bounds by Poghosyan and Ueltschi (J. Math. Phys. 50:053509, 2009), which are related to the work of Procacci (J. Stat. Phys. 129:171, 2007) and the tree-graph identity, detailed by Brydges (Phénomènes Critiques, Systèmes Aléatoires, Théories de Jauge. Les Houches 1984, pp. 129-183, 1986). The bounds achieved by Lebowitz and Penrose can also be sharpened by doing the actual optimisation and achieving expressions in terms of the Lambert W-function. The different bound from the cluster expansion shows some improvements for bounds on the convergence of the virial expansion in the case of positive potentials, which are allowed to have a hard core.
Orzalesi, C.A.
1979-01-01
In relativistic quantum theory, bound states generate forces in the crossed channel; such forces can affect the binding and self-consistent solutions should be sought for the bound-state problem. The author investigates how self-consistency can be achieved by successive approximations, in a simple scalar model and with successive relativistic eikonal approximations (EAs). Within the generalized ladder approximation, some exact properties of the resulting ''first generation'' bound states are discussed. The binding energies in this approximation are rather small even for rather large values of the primary coupling constant. The coupling of the constituent particles to the first-generation reggeon is determined by a suitable EA and a new generalized ladder amplitude is constructed with rungs given either by the primary gluons or by the first-generation reggeons. The resulting new (second-generation) bound states are found in a reggeized EA. The size of the corrections to the binding energies due to the rebinding effects is surprisingly large. The procedure is then iterated, so as to find - again in an EA - the third-generation bound states. The procedure is found to be self-consistent already at this stage: the third-generation bound states coincide with those of second generation, and no further rebinding takes place in the higher iterations of the approximation method. Features - good and bad - of the model are discussed, as well as the possible relevance of rebinding mechanisms in hadron dynamics. (author)
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.
Sensitivity analysis using probability bounding
Ferson, Scott; Troy Tucker, W.
2006-01-01
Probability bounds analysis (PBA) provides analysts a convenient means to characterize the neighborhood of possible results that would be obtained from plausible alternative inputs in probabilistic calculations. We show the relationship between PBA and the methods of interval analysis and probabilistic uncertainty analysis from which it is jointly derived, and indicate how the method can be used to assess the quality of probabilistic models such as those developed in Monte Carlo simulations for risk analyses. We also illustrate how a sensitivity analysis can be conducted within a PBA by pinching inputs to precise distributions or real values
Damgård, Ivan Bjerre; Faust, Sebastian; Mukherjee, Pratyay
2013-01-01
Related key attacks (RKAs) are powerful cryptanalytic attacks where an adversary can change the secret key and observe the effect of such changes at the output. The state of the art in RKA security protects against an a-priori unbounded number of certain algebraic induced key relations, e.......g., affine functions or polynomials of bounded degree. In this work, we show that it is possible to go beyond the algebraic barrier and achieve security against arbitrary key relations, by restricting the number of tampering queries the adversary is allowed to ask for. The latter restriction is necessary......-protocols (including the Okamoto scheme, for instance) are secure even if the adversary can arbitrarily tamper with the prover’s state a bounded number of times and obtain some bounded amount of leakage. Interestingly, for the Okamoto scheme we can allow also independent tampering with the public parameters. We show...
Massive Galileon positivity bounds
de Rham, Claudia; Melville, Scott; Tolley, Andrew J.; Zhou, Shuang-Yong
2017-09-01
The EFT coefficients in any gapped, scalar, Lorentz invariant field theory must satisfy positivity requirements if there is to exist a local, analytic Wilsonian UV completion. We apply these bounds to the tree level scattering amplitudes for a massive Galileon. The addition of a mass term, which does not spoil the non-renormalization theorem of the Galileon and preserves the Galileon symmetry at loop level, is necessary to satisfy the lowest order positivity bound. We further show that a careful choice of successively higher derivative corrections are necessary to satisfy the higher order positivity bounds. There is then no obstruction to a local UV completion from considerations of tree level 2-to-2 scattering alone. To demonstrate this we give an explicit example of such a UV completion.
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.
Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced?
Botshekan, M.; Kraeussl, R.G.W.; Lucas, A.
2012-01-01
We test whether asymmetric preferences for losses versus gains affect the prices of cash flow versus discount rate risk. We construct a return decomposition distinguishing cash flow and discount rate betas in up and down markets. Using U.S. data, we find that downside cash flow and discount rate
Is there dependence and systemic risk between oil and renewable energy stock prices?
Reboredo, Juan C.
2015-01-01
We study systemic risk and dependence between oil and renewable energy markets using copulas to characterize the dependence structure and to compute the conditional value-at-risk as a measure of systemic risk. We found significant time-varying average and symmetric tail dependence between oil returns and several global and sectoral renewable energy indices. Our evidence on systemic risk indicates that oil price dynamics significantly contributes around 30% to downside and upside risk of renewable energy companies. These results have important implications for risk management and renewable energy policies. - Highlights: • We study systemic risk and dependence between oil and renewable energy markets. • Dependence and conditional value-at-risk is obtained through copulas. • Oil and renewable energy displayed time-varying average and symmetric tail dependence. • Oil price contribution to the downside and upside risks of renewable energy companies was around 30%
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.
Kahneman, Daniel
2002-01-01
The work cited by the Nobel committee was done jointly with the late Amos Tversky (1937-1996) during a long and unusually close collaboration. Together, we explored the psychology of intuitive beliefs and choices and examined their bounded rationality. This essay presents a current perspective on the three major topics of our joint work: heuristics of judgment, risky choice, and framing effects. In all three domains we studied intuitions - thoughts and preferences that come to mind quickly an...
Bounded Satisfiability for PCTL
Bertrand, Nathalie; Fearnley, John; 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 appl...
Betha, Raghu; Balasubramanian, Rajasekhar
2018-03-01
The authors regret that inadvertent errors occurred in the estimation of excess life time cancer risk (ELCR) in the above-referenced published paper due to an oversight. Specifically, the slope factor of nickel (Ni) we used in the ELCR calculation should have been 8.4 × 10-1 mg-1 kg day instead of 8.4 × 101 (mg-1 kg day). Further, to be consistent with other publications where we assumed the measured chromium (Cr) to exist entirely as hexavalent chromium (Cr(VI)), we revised the slope factor of Cr to the USEPA recommended value of 42 and recalculated the ELCR accordingly. These revised slope factors do not affect, or influence our overall qualitative conclusion made earlier in the published paper in that biodiesel (BD) has higher carcinogenic risk compared to ultra-low sulfur diesel (ULSD). The revised ELCR estimates are given below in Tables 4 and 5.
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.
Universal bounds on current fluctuations.
Pietzonka, Patrick; Barato, Andre C; Seifert, Udo
2016-05-01
For current fluctuations in nonequilibrium steady states of Markovian processes, we derive four different universal bounds valid beyond the Gaussian regime. Different variants of these bounds apply to either the entropy change or any individual current, e.g., the rate of substrate consumption in a chemical reaction or the electron current in an electronic device. The bounds vary with respect to their degree of universality and tightness. A universal parabolic bound on the generating function of an arbitrary current depends solely on the average entropy production. A second, stronger bound requires knowledge both of the thermodynamic forces that drive the system and of the topology of the network of states. These two bounds are conjectures based on extensive numerics. An exponential bound that depends only on the average entropy production and the average number of transitions per time is rigorously proved. This bound has no obvious relation to the parabolic bound but it is typically tighter further away from equilibrium. An asymptotic bound that depends on the specific transition rates and becomes tight for large fluctuations is also derived. This bound allows for the prediction of the asymptotic growth of the generating function. Even though our results are restricted to networks with a finite number of states, we show that the parabolic bound is also valid for three paradigmatic examples of driven diffusive systems for which the generating function can be calculated using the additivity principle. Our bounds provide a general class of constraints for nonequilibrium systems.
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.
Upper Bounds for Ruin Probability with Stochastic Investment Return
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.
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
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.
Ritchie, Burke
2006-01-01
The Hamiltonian for Dirac's second-order equation depends nonlinearly on the potential V and the energy E. For this reason the magnetic contribution to the Hamiltonian for s-waves, which has a short range, is attractive for a repulsive Coulomb potential (V>0) and repulsive for an attractive Coulomb potential (V 2 . Usually solutions are found in the regime E=mc 2 +ε , where except for high Z, ε 2 . Here it is shown that for V>0 the attractive magnetic term and the linear repulsive term combine to support a bound state near E=0.5mc 2 corresponding to a binding energy E b =-ε =0.5mc 2
Andersen, Torben Juul; Garvey, Maxine; Roggi, Oliviero
outcomes. This topic is timely and of interest both to the academic community as well as to practicing managers, executives, and directors. The volume focuses on contemporary risk leadership issues based on recent research insights but avoids excessive technical language and mathematical formulas. The book...... is framed around the challenges imposed on executives and directors in dealing with an increasingly complex and unpredictable world. This requires a new risk leadership focus that not only avoids the downside risks but also considers ways to exploit the upside potential offered by a dynamic environment....... The underlying logic is built on the principles of financial economics where benefits derive from reducing bankruptcy costs and increasing future cash inflows. This provides a stringent framework for analyzing the effect of different risk management actions and behaviors in effective risk-taking organizations...
Bounding approaches to system identification
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.
Quivers of Bound Path Algebras and Bound Path Coalgebras
Dr. Intan Muchtadi
2010-09-01
Full Text Available bras and coalgebras can be represented as quiver (directed graph, and from quiver we can construct algebras and coalgebras called path algebras and path coalgebras. In this paper we show that the quiver of a bound path coalgebra (resp. algebra is the dual quiver of its bound path algebra (resp. coalgebra.
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.
Bounds for Asian basket options
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.
Product differentiation under bounded rationality
Vermeulen, B.; Poutré, La J.A.; Kok, de A.G.; Pyka, A.; Handa, H.; Ishibuchi, H.; Ong, Y.-S.; Tan, K.-C.
2015-01-01
We study product differentiation equilibria and dynamics on the Salop circle under bounded rationality. Due to bounded rationality, firms tend to agglomerate in pairs. Upon adding a second tier of component suppliers, downstream assemblers may escape pairwise horizontal agglomeration. Moreover, we
Metabolism of organically bound tritium
Travis, C.C.
1984-01-01
The classic methodology for estimating dose to man from environmental tritium ignores the fact that organically bound tritium in foodstuffs may be directly assimilated in the bound compartment of tissues without previous oxidation. We propose a four-compartment model consisting of a free body water compartment, two organic compartments, and a small, rapidly metabolizing compartment. The utility of this model lies in the ability to input organically bound tritium in foodstuffs directly into the organic compartments of the model. We found that organically bound tritium in foodstuffs can increase cumulative total body dose by a factor of 1.7 to 4.5 times the free body water dose alone, depending on the bound-to-loose ratio of tritium in the diet. Model predictions are compared with empirical measurements of tritium in human urine and tissue samples, and appear to be in close agreement. 10 references, 4 figures, 3 tables
Curvature bound from gravitational catalysis
Gies, Holger; Martini, Riccardo
2018-04-01
We determine bounds on the curvature of local patches of spacetime from the requirement of intact long-range chiral symmetry. The bounds arise from a scale-dependent analysis of gravitational catalysis and its influence on the effective potential for the chiral order parameter, as induced by fermionic fluctuations on a curved spacetime with local hyperbolic properties. The bound is expressed in terms of the local curvature scalar measured in units of a gauge-invariant coarse-graining scale. We argue that any effective field theory of quantum gravity obeying this curvature bound is safe from chiral symmetry breaking through gravitational catalysis and thus compatible with the simultaneous existence of chiral fermions in the low-energy spectrum. With increasing number of dimensions, the curvature bound in terms of the hyperbolic scale parameter becomes stronger. Applying the curvature bound to the asymptotic safety scenario for quantum gravity in four spacetime dimensions translates into bounds on the matter content of particle physics models.
Combining Alphas via Bounded Regression
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.
Improved Range Searching Lower Bounds
Larsen, Kasper Green; Nguyen, Huy L.
2012-01-01
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...... and Rosenberg's theorem), are also hard for dynamic range searching in the group model. This theorem allows us to reuse decades of research on range reporting lower bounds to immediately obtain a range of new group model lower bounds. Amongst others, this includes an improved lower bound for the fundamental...
Risk Measurement of Equity Markets and Private Investor Behaviour
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.
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.
On functions of bounded semivariation
Monteiro, Giselle Antunes
2015-01-01
Roč. 40, č. 2 (2015), s. 233-276 ISSN 0147-1937 Institutional support: RVO:67985840 Keywords : semivariation * functions of bounded variation * regulated functions Subject RIV: BA - General Mathematics http://projecteuclid.org/euclid.rae/1491271216
Computational Lower Bounds Using Diagonalization
Home; Journals; Resonance – Journal of Science Education; Volume 14; Issue 7. Computational Lower Bounds Using Diagonalization - Languages, Turing Machines and Complexity Classes. M V Panduranga Rao. General Article Volume 14 Issue 7 July 2009 pp 682-690 ...
Bounding probabilistic safety assessment probabilities by reality
Fragola, J.R.; Shooman, M.L.
1991-01-01
The investigation of the failure in systems where failure is a rare event makes the continual comparisons between the developed probabilities and empirical evidence difficult. The comparison of the predictions of rare event risk assessments with historical reality is essential to prevent probabilistic safety assessment (PSA) predictions from drifting into fantasy. One approach to performing such comparisons is to search out and assign probabilities to natural events which, while extremely rare, have a basis in the history of natural phenomena or human activities. For example the Segovian aqueduct and some of the Roman fortresses in Spain have existed for several millennia and in many cases show no physical signs of earthquake damage. This evidence could be used to bound the probability of earthquakes above a certain magnitude to less than 10 -3 per year. On the other hand, there is evidence that some repetitive actions can be performed with extremely low historical probabilities when operators are properly trained and motivated, and sufficient warning indicators are provided. The point is not that low probability estimates are impossible, but continual reassessment of the analysis assumptions, and a bounding of the analysis predictions by historical reality. This paper reviews the probabilistic predictions of PSA in this light, attempts to develop, in a general way, the limits which can be historically established and the consequent bounds that these limits place upon the predictions, and illustrates the methodology used in computing such limits. Further, the paper discusses the use of empirical evidence and the requirement for disciplined systematic approaches within the bounds of reality and the associated impact on PSA probabilistic estimates
Simulation bounds for system availability
Tietjen, G.L.; Waller, R.A.
1976-01-01
System availability is a dominant factor in the practicality of nuclear power electrical generating plants. A proposed model for obtaining either lower bounds or interval estimates on availability uses observed data on ''n'' failure-to-repair cycles of the system to estimate the parameters in the time-to-failure and time-to-repair models. These estimates are then used in simulating failure/repair cycles of the system. The availability estimate is obtained for each of 5000 samples of ''n'' failure/repair cycles to form a distribution of estimates. Specific percentile points of those simulated distributions are selected as lower simulation bounds or simulation interval bounds for the system availability. The method is illustrated with operational data from two nuclear plants for which an exponential time-to-failure and a lognormal time-to-repair are assumed
Relativistic bound state wave functions
Micu, L.
2005-01-01
A particular method of writing the bound state wave functions in relativistic form is applied to the solutions of the Dirac equation with confining potentials in order to obtain a relativistic description of a quark antiquark bound system representing a given meson. Concerning the role of the effective constituent in the present approach we first observe that without this additional constituent we couldn't expand the bound state wave function in terms of products of free states. Indeed, we notice that if the wave function depends on the relative coordinates only, all the expansion coefficients would be infinite. Secondly we remark that the effective constituent enabled us to give a Lorentz covariant meaning to the potential energy of the bound system which is now seen as the 4th component of a 4-momentum. On the other side, by relating the effective constituent to the quantum fluctuations of the background field which generate the binding, we provided a justification for the existence of some spatial degrees of freedom accompanying the interaction potential. These ones, which are quite unusual in quantum mechanics, in our model are the natural consequence of the the independence of the quarks and can be seen as the effect of the imperfect cancellation of the vector momenta during the quantum fluctuations. Related with all these we remark that the adequate representation for the relativistic description of a bound system is the momentum representation, because of the transparent and easy way of writing the conservation laws and the transformation properties of the wave functions. The only condition to be fulfilled is to find a suitable way to take into account the potential energy of the bound system. A particular feature of the present approach is that the confining forces are due to a kind of glue where both quarks are embedded. This recalls other bound state models where the wave function is factorized in terms of constituent wave functions and the confinement is
Zouzou, S.
1986-01-01
In the framework of simple non-relativistic potential models, we examine the system consisting of two quarks and two antiquarks with equal or unequal masses. We search for possible bound states below the threshold for the spontaneous dissociation into two mesons. We solve the four body problem by empirical or systematic variational methods and we include the virtual meson-meson components of the wave function. With standard two-body potentials, there is no proliferation of multiquarks. With unequal quark masses, we obtain however exotic (anti Qanti Qqq) bound states with a baryonic antidiquark-quark-quark structure very analogous to the heavy flavoured (Q'qq) baryons. (orig.)
Bound entanglement and local realism
Kaszlikowski, Dagomir; Zukowski, Marek; Gnacinski, Piotr
2002-01-01
We show using a numerical approach, which gives necessary and sufficient conditions for the existence of local realism, that the bound entangled state presented in Bennett et al. [Phys. Rev. Lett. 82, 5385 (1999)] admits a local and realistic description. We also find the lowest possible amount of some appropriate entangled state that must be ad-mixed to the bound entangled state so that the resulting density operator has no local and realistic description and as such can be useful in quantum communication and quantum computation
Semiclassical bounds in magnetic bottles
Barseghyan, Diana; Exner, Pavel; Kovařík, H.; Weidl, T.
2016-01-01
Roč. 28, č. 1 (2016), s. 1650002 ISSN 0129-055X R&D Projects: GA ČR(CZ) GA14-06818S Institutional support: RVO:61389005 Keywords : magnetic Laplacian * discrete spectrum * eigenvalue bounds Subject RIV: BE - Theoretical Physics Impact factor: 1.426, year: 2016
Positivity bounds for Sivers functions
Kang Zhongbo; Soffer, Jacques
2011-01-01
We generalize a positivity constraint derived initially for parity-conserving processes to the parity-violating ones, and use it to derive non-trivial bounds on several Sivers functions, entering in the theoretical description of single spin asymmetry for various processes.
Bound states of 'dressed' particles
Shirokov, M.I.
1994-01-01
A new approach to the problem of bound states in relativistic quantum field theories is suggested. It uses the creation - destruction operators of 'dresses' particles which have been granted by Faddeev's (1963) 'dressing' formalism. Peculiarities of the proposed approach as compared to the known ones are discussed. 8 refs. (author)
Quantum lower bound for sorting
Shi, Yaoyun
2000-01-01
We prove that \\Omega(n log(n)) comparisons are necessary for any quantum algorithm that sorts n numbers with high success probability and uses only comparisons. If no error is allowed, at least 0.110nlog_2(n) - 0.067n + O(1) comparisons must be made. The previous known lower bound is \\Omega(n).
Unconditional lower bounds against advice
Buhrman, H.; Fortnow, L.; Santhanam, R.
2009-01-01
We show several unconditional lower bounds for exponential time classes against polynomial time classes with advice, including: (1) For any constant c, NEXP not in P^{NP[n^c]} (2) For any constant c, MAEXP not in MA/n^c (3) BPEXP not in BPP/n^{o(1)}. It was previously unknown even whether NEXP in
Binding energies of two deltas bound states
Sato, Hiroshi; Saito, Koichi.
1982-06-01
Bound states of the two-deltas system are investigated by employing the realistic one boson exchange potential. It is found that there exist many bound states in each isospin channel and also found that the tensor interaction plays important role in producing these bound states. Relationship between these bound states and dibaryon resonances is discussed. (J.P.N.)
The downside of emissions trading
Viialainen, M.
2004-01-01
High unemployment and redundancies are a major problem in Finland today, and the economic downturn has only intensified as a result of the weak dollar and low investments. The growth of the global economy and the expansion of the EU are likely to see the shift in production and jobs away from Finland to low- cost countries, such as China or the countries of Eastern Central Europe, only intensily. The cost burden imposed by emissions trading will be an added problem. The disproportionally high emission reduction demands placed on Finland within the EU could lead to the loss of as many as 15,000 jobs, according to some estimates
Managing total corporate electricity/energy market risks
Henney, A.; Keers, G.
1998-01-01
The banking industry has developed a tool kit of very useful value at risk techniques for hedging risk, but these techniques must be adapted to the special complexities of the electricity market. This paper starts with a short history of the use of value-at-risk (VAR) techniques in banking risk management and then examines the specific and, in many instances, complex risk management challenges faced by electric companies from the behavior of prices in electricity markets and from the character of generation and electric retailing risks. The third section describes the main methods for making VAR calculations along with an analysis of their suitability for analyzing the risks of electricity portfolios and the case for using profit at risk and downside risk as measures of risk. The final section draws the threads together and explains how to look at managing total corporate electricity market risk, which is a big step toward managing total corporate energy market risk
A symmetric Roos bound for linear codes
Duursma, I.M.; Pellikaan, G.R.
2006-01-01
The van Lint–Wilson AB-method yields a short proof of the Roos bound for the minimum distance of a cyclic code. We use the AB-method to obtain a different bound for the weights of a linear code. In contrast to the Roos bound, the role of the codes A and B in our bound is symmetric. We use the bound
Computer simulation of bounded plasmas
Lawson, W.S.
1987-01-01
The problems of simulating a one-dimensional bounded plasma system using particles in a gridded space are systematically explored and solutions to them are given. Such problems include the injection of particles at the boundaries, the solution of Poisson's equation, and the inclusion of an external circuit between the confining boundaries. A recently discovered artificial cooling effect is explained as being a side-effect of quiet injection, and its potential for causing serious but subtle errors in bounded simulation is noted. The methods described in the first part of the thesis are then applied to the simulation of an extension of the Pierce diode problem, specifically a Pierce diode modified by an external circuit between the electrodes. The results of these simulations agree to high accuracy with theory when a theory exists, and also show some interesting chaotic behavior in certain parameter regimes. The chaotic behavior is described in detail
Bounded Rationality in Transposition Processes
Vollaard, Hans; Martinsen, Dorte Sindbjerg
2014-01-01
Studies explaining the timeliness and correctness of the transposition of EU directives into national legislation have provided rather inconclusive findings. They do not offer a clear-cut prediction concerning the transposition of the patients’ rights directive, which is one of the first that con......Studies explaining the timeliness and correctness of the transposition of EU directives into national legislation have provided rather inconclusive findings. They do not offer a clear-cut prediction concerning the transposition of the patients’ rights directive, which is one of the first...... that concerns the organisation and financing of national healthcare systems. This article applies the perspective of bounded rationality to explain (irregularities in) the timely and correct transposition of EU directives. The cognitive and organisational constraints long posited by the bounded rationality...
2013-03-26
...; Comment Request; Upward Bound and Upward Bound Math Science Annual Performance Report AGENCY: The Office... considered public records. Title of Collection: Upward Bound and Upward Bound Math Science Annual Performance...) and Upward Bound Math and Science (UBMS) Programs. The Department is requesting a new APR because of...
Spectrum of gluino bound states
Chanowitz, M.; Sharpe, S.; California Univ., Berkeley
1983-01-01
Using the bag model to first order in αsub(s) we find that if light gluinos exist they will appear as constituents of electrically charged bound states which are stable against strong interaction decay. We review the present experimental constraints and conclude that light, long-lived charged hadrons containing gluinos might exist with lifetimes between 2x10 - 8 and 10 - 14 s. (orig.)
Multinational Risk and Performance Outcomes
Andersen, Torben Juul
2012-01-01
A multinational presence can diversify corporate business activities and provide access to diverse overseas resources. This can enhance operational flexibility and create new business propositions that increase responsiveness to global market changes. Establishing an international corporate...... 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........ 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...
Cyclotron transitions of bound ions
Bezchastnov, Victor G.; Pavlov, George G.
2017-06-01
A charged particle in a magnetic field possesses discrete energy levels associated with particle rotation around the field lines. The radiative transitions between these levels are the well-known cyclotron transitions. We show that a bound complex of particles with a nonzero net charge displays analogous transitions between the states of confined motion of the entire complex in the field. The latter bound-ion cyclotron transitions are affected by a coupling between the collective and internal motions of the complex and, as a result, differ from the transitions of a "reference" bare ion with the same mass and charge. We analyze the cyclotron transitions for complex ions by including the coupling within a rigorous quantum approach. Particular attention is paid to comparison of the transition energies and oscillator strengths to those of the bare ion. Selection rules based on integrals of collective motion are derived for the bound-ion cyclotron transitions analytically, and the perturbation and coupled-channel approaches are developed to study the transitions quantitatively. Representative examples are considered and discussed for positive and negative atomic and cluster ions.
Labeling schemes for bounded degree graphs
Adjiashvili, David; Rotbart, Noy Galil
2014-01-01
We investigate adjacency labeling schemes for graphs of bounded degree Δ = O(1). In particular, we present an optimal (up to an additive constant) log n + O(1) adjacency labeling scheme for bounded degree trees. The latter scheme is derived from a labeling scheme for bounded degree outerplanar...... 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...
The need to study of bounding accident in reprocessing plant
Segawa, Satoshi; Fujita, Kunio
2013-01-01
There is a clear consensus that the severe accident corresponds to the core damage accident for power reactors. On the other hand, for FCFs, there is no clear consensus on what is the accident to assess the safety in the region of beyond design basis, or what is the accident which has very low probability but large consequence. The need to examine a bounding consequence of each type of accident is explained to advance the rationality of safety management and regulation and, as a result, to reinforce the safety of a reprocessing plant. The likelihood of occurrence of an accident causing a bounding consequence should correspond to that of a severe accident at a nuclear power plant. The bounding consequence will be derived using the deterministic method and sound engineering judgment supplemented by the probabilistic method. Once an agreement on such a concept is reached among regulators, operators and related experts it will help to provide a solid basis to ensure the safety of a reprocessing plant independent of that of a nuclear power plant. In this paper, we show a preliminary risk profile of RRP calculated by QSA (Quantitative Safety Assessment) which JNFL developed. The profile shows that bounding consequences of various accidents in a range of occurrence frequency corresponding to a severe accident at a nuclear power plant. And we find that the bounding consequence of high-level liquid waste boiling is the largest among all in this range. Therefore, the risk of this event is shown in this paper as an example. To build a common consensus about bounding accidents among concerned parties will encourage regulatory body to introduce such an idea for more effective regulation with scientific rationality. Additionally the study of bounding accidents can contribute to substantial development for accident management strategy as reprocessing operators. (authors)
The algebras of bounded and essentially bounded Lebesgue measurable functions
Mortini Raymond
2017-04-01
Full Text Available Let X be a set in ℝn with positive Lebesgue measure. It is well known that the spectrum of the algebra L∞(X of (equivalence classes of essentially bounded, complex-valued, measurable functions on X is an extremely disconnected compact Hausdorff space.We show, by elementary methods, that the spectrum M of the algebra ℒb(X, ℂ of all bounded measurable functions on X is not extremely disconnected, though totally disconnected. Let ∆ = { δx : x ∈ X} be the set of point evaluations and let g be the Gelfand topology on M. Then (∆, g is homeomorphic to (X, Τdis,where Tdis is the discrete topology. Moreover, ∆ is a dense subset of the spectrum M of ℒb(X, ℂ. Finally, the hull h(I, (which is homeomorphic to M(L∞(X, of the ideal of all functions in ℒb(X, ℂ vanishing almost everywhere on X is a nowhere dense and extremely disconnected subset of the Corona M \\ ∆ of ℒb(X, ℂ.
Voronoi Diagrams Without Bounding Boxes
Sang, E. T. K.
2015-10-01
We present a technique for presenting geographic data in Voronoi diagrams without having to specify a bounding box. The method restricts Voronoi cells to points within a user-defined distance of the data points. The mathematical foundation of the approach is presented as well. The cell clipping method is particularly useful for presenting geographic data that is spread in an irregular way over a map, as for example the Dutch dialect data displayed in Figure 2. The automatic generation of reasonable cell boundaries also makes redundant a frequently used solution to this problem that requires data owners to specify region boundaries, as in Goebl (2010) and Nerbonne et al (2011).
Bounded Densities and Their Derivatives
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 ...... quantities of interest. To be able to utilise the evidence about the derivative it is suggested to adapt the ‘conventional’ problem statement to variational calculus and the way to do so is demonstrated. A number of examples are given throughout the paper....
Removal of bound metal fasteners
Kramer, R. F.
1981-04-01
This project explored the removal of bound metal fasteners through the use of ultrasonically assisted wrenches. Two wrenches were designed, fabricated and tested. Previous studies had indicated an increase in thread tension for a given torque application under the influence of ultrasonics. Based on this, the loosening of seized and corroded fasteners with the aid of ultrasonics was explored. Experimental data confirmed our prior analysis of the torque-tension relationship under the influence of ultrasonics; however, our progress did not satisfy the requirements necessary to loosen seized studs in a shipyard environment.
Space mappings with bounded distortion
Reshetnyak, Yu G
1989-01-01
This book is intended for researchers and students concerned with questions in analysis and function theory. The author provides an exposition of the main results obtained in recent years by Soviet and other mathematicians in the theory of mappings with bounded distortion, an active direction in contemporary mathematics. The mathematical tools presented can be applied to a broad spectrum of problems that go beyond the context of the main topic of investigation. For a number of questions in the theory of partial differential equations and the theory of functions with generalized derivatives, this is the first time they have appeared in an internationally distributed monograph.
Determining Normal-Distribution Tolerance Bounds Graphically
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.
On semidefinite programming bounds for graph bandwidth
de Klerk, E.; Nagy, M.; Sotirov, R.
2013-01-01
In this paper, we propose two new lower bounds on graph bandwidth and cyclic bandwidth based on semidefinite programming (SDP) relaxations of the quadratic assignment problem. We compare the new bounds with two other SDP bounds reported in [A. Blum, G. Konjevod, R. Ravi, and S. Vempala,
Observational Bounds on Cosmic Doomsday
Shmakova, Marina
2003-07-11
Recently it was found, in a broad class of models, that the dark energy density may change its sign during the evolution of the universe. This may lead to a global collapse of the universe within the time t{sub c} {approx} 10{sup 10}-10{sup 11} years. Our goal is to find what bounds on the future lifetime of the universe can be placed by the next generation of cosmological observations. As an example, we investigate the simplest model of dark energy with a linear potential V({phi}) = V{sub 0}(1 + {alpha}{phi}). This model can describe the present stage of acceleration of the universe if {alpha} is small enough. However, eventually the field {phi} rolls down, V({phi}) becomes negative, and the universe collapses. The existing observational data indicate that the universe described by this model will collapse not earlier than t{sub c} {approx_equal} 10 billion years from the present moment. We show that the data from SNAP and Planck satellites may extend the bound on the ''doomsday'' time to tc 40 billion years at the 95% confidence level.
Quantum bounds on Bell inequalities
Pál, Károly F.; Vértesi, Tamás
2009-02-01
We have determined the maximum quantum violation of 241 tight bipartite Bell inequalities with up to five two-outcome measurement settings per party by constructing the appropriate measurement operators in up to six-dimensional complex and eight-dimensional real-component Hilbert spaces using numerical optimization. Out of these inequalities 129 have been introduced here. In 43 cases higher-dimensional component spaces gave larger violation than qubits, and in three occasions the maximum was achieved with six-dimensional spaces. We have also calculated upper bounds on these Bell inequalities using a method proposed recently. For all but 20 inequalities the best solution found matched the upper bound. Surprisingly, the simplest inequality of the set examined, with only three measurement settings per party, was not among them, despite the high dimensionality of the Hilbert space considered. We also computed detection threshold efficiencies for the maximally entangled qubit pair. These could be lowered in several instances if degenerate measurements were also allowed.
Capacity Bounds for Parallel Optical Wireless Channels
Chaaban, Anas; Rezki, Zouheir; Alouini, Mohamed-Slim
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.
VORONOI DIAGRAMS WITHOUT BOUNDING BOXES
E. T. K. Sang
2015-10-01
Full Text Available We present a technique for presenting geographic data in Voronoi diagrams without having to specify a bounding box. The method restricts Voronoi cells to points within a user-defined distance of the data points. The mathematical foundation of the approach is presented as well. The cell clipping method is particularly useful for presenting geographic data that is spread in an irregular way over a map, as for example the Dutch dialect data displayed in Figure 2. The automatic generation of reasonable cell boundaries also makes redundant a frequently used solution to this problem that requires data owners to specify region boundaries, as in Goebl (2010 and Nerbonne et al (2011.
Spectral computations for bounded operators
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...
Risk assessment of oil price from static and dynamic modelling approaches
Mi, Zhi-Fu; Wei, Yi-Ming; Tang, Bao-Jun
2017-01-01
) and GARCH model on the basis of generalized error distribution (GED). The results show that EVT is a powerful approach to capture the risk in the oil markets. On the contrary, the traditional variance–covariance (VC) and Monte Carlo (MC) approaches tend to overestimate risk when the confidence level is 95......%, but underestimate risk at the confidence level of 99%. The VaR of WTI returns is larger than that of Brent returns at identical confidence levels. Moreover, the GED-GARCH model can estimate the downside dynamic VaR accurately for WTI and Brent oil returns....
Instanton bound states in ABJM theory
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.
Bounded elements in Locally C*-algebras
El Harti, Rachid
2001-09-01
In order to get more useful information about Locally C*-algebras, we introduce in this paper the notion of bounded elements. First, we study the connection between bounded elements and spectrally bounded elements. Some structural results of Locally C*-algebras are established in Theorems 1 , 2 and 3. As an immediate consequence of Theorem 3, we give a characterization of the connected component of the identity in the group of unitary elements for a Locally C*-algebra. (author)
Fuzzy upper bounds and their applications
Soleimani-damaneh, M. [Department of Mathematics, Faculty of Mathematical Science and Computer Engineering, Teacher Training University, 599 Taleghani Avenue, Tehran 15618 (Iran, Islamic Republic of)], E-mail: soleimani_d@yahoo.com
2008-04-15
This paper considers the concept of fuzzy upper bounds and provides some relevant applications. Considering a fuzzy DEA model, the existence of a fuzzy upper bound for the objective function of the model is shown and an effective approach to solve that model is introduced. Some dual interpretations are provided, which are useful for practical purposes. Applications of the concept of fuzzy upper bounds in two physical problems are pointed out.
Bounded cohomology of discrete groups
Frigerio, Roberto
2017-01-01
The author manages a near perfect equilibrium between necessary technicalities (always well motivated) and geometric intuition, leading the readers from the first simple definition to the most striking applications of the theory in 13 very pleasant chapters. This book can serve as an ideal textbook for a graduate topics course on the subject and become the much-needed standard reference on Gromov's beautiful theory. -Michelle Bucher The theory of bounded cohomology, introduced by Gromov in the late 1980s, has had powerful applications in geometric group theory and the geometry and topology of manifolds, and has been the topic of active research continuing to this day. This monograph provides a unified, self-contained introduction to the theory and its applications, making it accessible to a student who has completed a first course in algebraic topology and manifold theory. The book can be used as a source for research projects for master's students, as a thorough introduction to the field for graduate student...
Some Improved Nonperturbative Bounds for Fermionic Expansions
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.
Dependence in probabilistic modeling Dempster-Shafer theory and probability bounds analysis
Ferson, Scott [Applied Biomathematics, Setauket, NY (United States); Nelsen, Roger B. [Lewis & Clark College, Portland OR (United States); Hajagos, Janos [Applied Biomathematics, Setauket, NY (United States); Berleant, Daniel J. [Iowa State Univ., Ames, IA (United States); Zhang, Jianzhong [Iowa State Univ., Ames, IA (United States); Tucker, W. Troy [Applied Biomathematics, Setauket, NY (United States); Ginzburg, Lev R. [Applied Biomathematics, Setauket, NY (United States); Oberkampf, William L. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
2015-05-01
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.
Variational lower bound on the scattering length
Rosenberg, L.; Spruch, L.
1975-01-01
The scattering length A characterizes the zero-energy scattering of one system by another. It was shown some time ago that a variational upper bound on A could be obtained using methods, of the Rayleigh-Ritz type, which are commonly employed to obtain upper bounds on energy eigenvalues. Here we formulate a method for obtaining a variational lower bound on A. Once again the essential idea is to express the scattering length as a variational estimate plus an error term and then to reduce the problem of bounding the error term to one involving bounds on energy eigenvalues. In particular, the variational lower bound on A is rigorously established provided a certin modified Hamiltonian can be shown to have no discrete states lying below the level of the continuum threshold. It is unfortunately true that necessary conditions for the existence of bound states are not available for multiparticle systems in general. However, in the case of positron-atom scattering the adiabatic approximation can be introduced as an (essentially) solvable comparison problem to rigorously establish the nonexistence of bound states of the modified Hamiltonian. It has recently been shown how the validity of the variational upper bound on A can be maintained when the target ground-state wave function is imprecisely known. Similar methods can be used to maintain the variational lower bound on A. Since the bound is variational, the error in the calculated scattering length will be of second order in the error in the wave function. The use of the adiabatic approximation in the present context places no limitation in principle on the accuracy achievable
Applying Four Different Risk Models in Local Ore Selection
Richmond, Andrew
2002-01-01
Given the uncertainty in grade at a mine location, a financially risk-averse decision-maker may prefer to incorporate this uncertainty into the ore selection process. A FORTRAN program risksel is presented to calculate local risk-adjusted optimal ore selections using a negative exponential utility function and three dominance models: mean-variance, mean-downside risk, and stochastic dominance. All four methods are demonstrated in a grade control environment. In the case study, optimal selections range with the magnitude of financial risk that a decision-maker is prepared to accept. Except for the stochastic dominance method, the risk models reassign material from higher cost to lower cost processing options as the aversion to financial risk increases. The stochastic dominance model usually was unable to determine the optimal local selection
Bounded rationality alters the dynamics of paediatric immunization acceptance.
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.
Bounded rationality alters the dynamics of paediatric immunization acceptance
Oraby, Tamer; Bauch, Chris T.
2015-01-01
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. PMID:26035413
Stacked spheres and lower bound theorem
BASUDEB DATTA
2011-11-20
Nov 20, 2011 ... Preliminaries. Lower bound theorem. On going work. Definitions. An n-simplex is a convex hull of n + 1 affinely independent points. (called vertices) in some Euclidean space R. N . Stacked spheres and lower bound theorem. Basudeb Datta. Indian Institute of Science. 2 / 27 ...
A strongly quasiconvex PAC-Bayesian bound
Thiemann, Niklas; Igel, Christian; Wintenberger, Olivier
2017-01-01
We propose a new PAC-Bayesian bound and a way of constructing a hypothesis space, so that the bound is convex in the posterior distribution and also convex in a trade-off parameter between empirical performance of the posterior distribution and its complexity. The complexity is measured by the Ku...
On the range of completely bounded maps
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.
Bounds in the location-allocation problem
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....
Experimental evidence for bounds on quantum correlations.
Bovino, F A; Castagnoli, G; Degiovanni, I P; Castelletto, S
2004-02-13
We implemented the experiment proposed by Cabello in the preceding Letter to test the bounds of quantum correlation. As expected from the theory we found that, for certain choices of local observables, Tsirelson's bound of the Clauser-Horne-Shimony-Holt inequality (2 x square root of 2) is not reached by any quantum states.
Exponential Lower Bounds For Policy Iteration
Fearnley, John
2010-01-01
We study policy iteration for infinite-horizon Markov decision processes. It has recently been shown policy iteration style algorithms have exponential lower bounds in a two player game setting. We extend these lower bounds to Markov decision processes with the total reward and average-reward optimality criteria.
Conductivity bound from dirty black holes
Bitaghsir Fadafan, Kazem, E-mail: bitaghsir@shahroodut.ac.ir
2016-11-10
We propose a lower bound of the dc electrical conductivity in strongly disordered, strongly interacting quantum field theories using holography. We study linear response of black holes with broken translational symmetry in Einstein–Maxwell-dilaton theories of gravity. Using the generalized Stokes equations at the horizon, we derive the lower bound of the electrical conductivity for the dual two dimensional disordered field theory.
No-arbitrage bounds for financial scenarios
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...
SHARP ENTRYWISE PERTURBATION BOUNDS FOR MARKOV CHAINS.
Thiede, Erik; VAN Koten, Brian; Weare, Jonathan
For many Markov chains of practical interest, the invariant distribution is extremely sensitive to perturbations of some entries of the transition matrix, but insensitive to others; we give an example of such a chain, motivated by a problem in computational statistical physics. We have derived perturbation bounds on the relative error of the invariant distribution that reveal these variations in sensitivity. Our bounds are sharp, we do not impose any structural assumptions on the transition matrix or on the perturbation, and computing the bounds has the same complexity as computing the invariant distribution or computing other bounds in the literature. Moreover, our bounds have a simple interpretation in terms of hitting times, which can be used to draw intuitive but rigorous conclusions about the sensitivity of a chain to various types of perturbations.
New bounds on isotropic Lorentz violation
Carone, Christopher D.; Sher, Marc; Vanderhaeghen, Marc
2006-01-01
Violations of Lorentz invariance that appear via operators of dimension four or less are completely parametrized in the Standard Model Extension (SME). In the pure photonic sector of the SME, there are 19 dimensionless, Lorentz-violating parameters. Eighteen of these have experimental upper bounds ranging between 10 -11 and 10 -32 ; the remaining parameter, k-tilde tr , is isotropic and has a much weaker bound of order 10 -4 . In this Brief Report, we point out that k-tilde tr gives a significant contribution to the anomalous magnetic moment of the electron and find a new upper bound of order 10 -8 . With reasonable assumptions, we further show that this bound may be improved to 10 -14 by considering the renormalization of other Lorentz-violating parameters that are more tightly constrained. Using similar renormalization arguments, we also estimate bounds on Lorentz-violating parameters in the pure gluonic sector of QCD
Covariant entropy bound and loop quantum cosmology
Ashtekar, Abhay; Wilson-Ewing, Edward
2008-01-01
We examine Bousso's covariant entropy bound conjecture in the context of radiation filled, spatially flat, Friedmann-Robertson-Walker models. The bound is violated near the big bang. However, the hope has been that quantum gravity effects would intervene and protect it. Loop quantum cosmology provides a near ideal setting for investigating this issue. For, on the one hand, quantum geometry effects resolve the singularity and, on the other hand, the wave function is sharply peaked at a quantum corrected but smooth geometry, which can supply the structure needed to test the bound. We find that the bound is respected. We suggest that the bound need not be an essential ingredient for a quantum gravity theory but may emerge from it under suitable circumstances.
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
Continuous bounded cohomology of locally compact groups
2001-01-01
Recent research has repeatedly led to connections between important rigidity questions and bounded cohomology. However, the latter has remained by and large intractable. This monograph introduces the functorial study of the continuous bounded cohomology for topological groups, with coefficients in Banach modules. The powerful techniques of this more general theory have successfully solved a number of the original problems in bounded cohomology. As applications, one obtains, in particular, rigidity results for actions on the circle, for representations on complex hyperbolic spaces and on Teichmüller spaces. A special effort has been made to provide detailed proofs or references in quite some generality.
Positivity bounds on double parton distributions
Diehl, Markus; Kasemets, Tomas
2013-03-01
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.
Remarks on Bousso's covariant entropy bound
Mayo, A E
2002-01-01
Bousso's covariant entropy bound is put to the test in the context of a non-singular cosmological solution of general relativity found by Bekenstein. Although the model complies with every assumption made in Bousso's original conjecture, the entropy bound is violated due to the occurrence of negative energy density associated with the interaction of some the matter components in the model. We demonstrate how this property allows for the test model to 'elude' a proof of Bousso's conjecture which was given recently by Flanagan, Marolf and Wald. This corroborates the view that the covariant entropy bound should be applied only to stable systems for which every matter component carries positive energy density.
The bound state problem and quark confinement
Chaichian, M.; Demichev, A.P.; Nelipa, N.F.
1980-01-01
A quantum field-theoretic model in which quark is confined is considered. System of equations for the Green functions of colour singlet and octet bound states is obtained. The method is based on the nonperturbative Schwinger-Dyson equations with the use of Slavnov-Taylor identities. It is shown that in the framework of the model if there exist singlet, then also exist octet bound states of the quark-antiquark system. Thus in general, confinement of free quarks does not mean absence of their coloured bound states. (author)
Quasi-bound states in continuum
Nakamura, Hiroaki; Hatano, Naomichi; Garmon, Sterling; Petrosky, Tomio
2007-08-01
We report the prediction of quasi-bound states (resonant states with very long lifetimes) that occur in the eigenvalue continuum of propagating states for a wide region of parameter space. These quasi-bound states are generated in a quantum wire with two channels and an adatom, when the energy bands of the two channels overlap. A would-be bound state that lays just below the upper energy band is slightly destabilized by the lower energy band and thereby becomes a resonant state with a very long lifetime (a second QBIC lays above the lower energy band). (author)
Cole, Stephen R.; Hudgens, Michael G.; Brookhart, M. Alan; Westreich, Daniel
2015-01-01
The epidemiologist primarily studies transitions between states of health and disease. The purpose of the present article is to define a foundational parameter for such studies, namely risk. We begin simply and build to the setting in which there is more than 1 event type (i.e., competing risks or competing events), as well as more than 1 treatment or exposure level of interest. In the presence of competing events, the risks are a set of counterfactual cumulative incidence functions for each treatment. These risks can be depicted visually and summarized numerically. We use an example from the study of human immunodeficiency virus to illustrate concepts. PMID:25660080
Tight Bounds for Distributed Functional Monitoring
Woodruff, David P.; Zhang, Qin
2011-01-01
$, our bound resolves their main open question. Our lower bounds are based on new direct sum theorems for approximate majority, and yield significant improvements to problems in the data stream model, improving the bound for estimating $F_p, p > 2,$ in $t$ passes from $\\tilde{\\Omega}(n^{1-2/p}/(\\eps^{2/p......} t))$ to $\\tilde{\\Omega}(n^{1-2/p}/(\\eps^{4/p} t))$, giving the first bound for estimating $F_0$ in $t$ passes of $\\Omega(1/(\\eps^2 t))$ bits of space that does not use the gap-hamming problem, and showing a distribution for the gap-hamming problem with high external information cost or super...
Redshift-space limits of bound structures
Duenner, Rolando; Reisenegger, Andreas; Meza, Andres; Araya, Pablo A.; Quintana, Hernan
2007-01-01
An exponentially expanding Universe, possibly governed by a cosmological constant, forces gravitationally bound structures to become more and more isolated, eventually becoming causally disconnected from each other and forming so-called 'island universes'. This new scenario reformulates the question
Error Bounds: Necessary and Sufficient Conditions
Outrata, Jiří; Kruger, A.Y.; Fabian, Marián; Henrion, R.
2010-01-01
Roč. 18, č. 2 (2010), s. 121-149 ISSN 1877-0533 R&D Projects: GA AV ČR IAA100750802 Institutional research plan: CEZ:AV0Z10750506; CEZ:AV0Z10190503 Keywords : Error bounds * Calmness * Subdifferential * Slope Subject RIV: BA - General Mathematics Impact factor: 0.333, year: 2010 http://library.utia.cas.cz/separaty/2010/MTR/outrata-error bounds necessary and sufficient conditions.pdf
Malabsorption of protein bound vitamin B12.
Dawson, D W; Sawers, A H; Sharma, R K
1984-01-01
Patients with subnormal serum vitamin B12 concentrations were tested for absorption of protein bound vitamin B12 and compared with controls. Absorption of the protein bound vitamin appeared to decrease with increasing age in healthy subjects. Differences between the result of this test and the result of the Schilling test in patients who had undergone gastric surgery were confirmed; such differences were also seen in some patients who had iron deficiency anaemia, an excessive alcohol intake, ...
New Spectral Features from Bound Dark Matter
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....
Automatic bounding estimation in modified NLMS algorithm
Shahtalebi, K.; Doost-Hoseini, A.M.
2002-01-01
Modified Normalized Least Mean Square algorithm, which is a sign form of Nlm based on set-membership (S M) theory in the class of optimal bounding ellipsoid (OBE) algorithms, requires a priori knowledge of error bounds that is unknown in most applications. In a special but popular case of measurement noise, a simple algorithm has been proposed. With some simulation examples the performance of algorithm is compared with Modified Normalized Least Mean Square
Absolute Lower Bound on the Bounce Action
Sato, Ryosuke; Takimoto, Masahiro
2018-03-01
The decay rate of a false vacuum is determined by the minimal action solution of the tunneling field: bounce. In this Letter, we focus on models with scalar fields which have a canonical kinetic term in N (>2 ) dimensional Euclidean space, and derive an absolute lower bound on the bounce action. In the case of four-dimensional space, we show the bounce action is generically larger than 24 /λcr, where λcr≡max [-4 V (ϕ )/|ϕ |4] with the false vacuum being at ϕ =0 and V (0 )=0 . We derive this bound on the bounce action without solving the equation of motion explicitly. Our bound is derived by a quite simple discussion, and it provides useful information even if it is difficult to obtain the explicit form of the bounce solution. Our bound offers a sufficient condition for the stability of a false vacuum, and it is useful as a quick check on the vacuum stability for given models. Our bound can be applied to a broad class of scalar potential with any number of scalar fields. We also discuss a necessary condition for the bounce action taking a value close to this lower bound.
Generalized surface tension bounds in vacuum decay
Masoumi, Ali; Paban, Sonia; Weinberg, Erick J.
2018-02-01
Coleman and De Luccia (CDL) showed that gravitational effects can prevent the decay by bubble nucleation of a Minkowski or AdS false vacuum. In their thin-wall approximation this happens whenever the surface tension in the bubble wall exceeds an upper bound proportional to the difference of the square roots of the true and false vacuum energy densities. Recently it was shown that there is another type of thin-wall regime that differs from that of CDL in that the radius of curvature grows substantially as one moves through the wall. Not only does the CDL derivation of the bound fail in this case, but also its very formulation becomes ambiguous because the surface tension is not well defined. We propose a definition of the surface tension and show that it obeys a bound similar in form to that of the CDL case. We then show that both thin-wall bounds are special cases of a more general bound that is satisfied for all bounce solutions with Minkowski or AdS false vacua. We discuss the limit where the parameters of the theory attain critical values and the bound is saturated. The bounce solution then disappears and a static planar domain wall solution appears in its stead. The scalar field potential then is of the form expected in supergravity, but this is only guaranteed along the trajectory in field space traced out by the bounce.
An evolutionary model of bounded rationality and intelligence.
Thomas J Brennan
Full Text Available BACKGROUND: Most economic theories are based on the premise that individuals maximize their own self-interest and correctly incorporate the structure of their environment into all decisions, thanks to human intelligence. The influence of this paradigm goes far beyond academia-it underlies current macroeconomic and monetary policies, and is also an integral part of existing financial regulations. However, there is mounting empirical and experimental evidence, including the recent financial crisis, suggesting that humans do not always behave rationally, but often make seemingly random and suboptimal decisions. METHODS AND FINDINGS: Here we propose to reconcile these contradictory perspectives by developing a simple binary-choice model that takes evolutionary consequences of decisions into account as well as the role of intelligence, which we define as any ability of an individual to increase its genetic success. If no intelligence is present, our model produces results consistent with prior literature and shows that risks that are independent across individuals in a generation generally lead to risk-neutral behaviors, but that risks that are correlated across a generation can lead to behaviors such as risk aversion, loss aversion, probability matching, and randomization. When intelligence is present the nature of risk also matters, and we show that even when risks are independent, either risk-neutral behavior or probability matching will occur depending upon the cost of intelligence in terms of reproductive success. In the case of correlated risks, we derive an implicit formula that shows how intelligence can emerge via selection, why it may be bounded, and how such bounds typically imply the coexistence of multiple levels and types of intelligence as a reflection of varying environmental conditions. CONCLUSIONS: Rational economic behavior in which individuals maximize their own self interest is only one of many possible types of behavior that
An evolutionary model of bounded rationality and intelligence.
Brennan, Thomas J; Lo, Andrew W
2012-01-01
Most economic theories are based on the premise that individuals maximize their own self-interest and correctly incorporate the structure of their environment into all decisions, thanks to human intelligence. The influence of this paradigm goes far beyond academia-it underlies current macroeconomic and monetary policies, and is also an integral part of existing financial regulations. However, there is mounting empirical and experimental evidence, including the recent financial crisis, suggesting that humans do not always behave rationally, but often make seemingly random and suboptimal decisions. Here we propose to reconcile these contradictory perspectives by developing a simple binary-choice model that takes evolutionary consequences of decisions into account as well as the role of intelligence, which we define as any ability of an individual to increase its genetic success. If no intelligence is present, our model produces results consistent with prior literature and shows that risks that are independent across individuals in a generation generally lead to risk-neutral behaviors, but that risks that are correlated across a generation can lead to behaviors such as risk aversion, loss aversion, probability matching, and randomization. When intelligence is present the nature of risk also matters, and we show that even when risks are independent, either risk-neutral behavior or probability matching will occur depending upon the cost of intelligence in terms of reproductive success. In the case of correlated risks, we derive an implicit formula that shows how intelligence can emerge via selection, why it may be bounded, and how such bounds typically imply the coexistence of multiple levels and types of intelligence as a reflection of varying environmental conditions. Rational economic behavior in which individuals maximize their own self interest is only one of many possible types of behavior that arise from natural selection. The key to understanding which types of
The Risk of Individual Stocks’ Tail Dependence with the Market and Its Effect on Stock Returns
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.
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..
Upper bounds on superpartner masses from upper bounds on the Higgs boson mass.
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.
Lower bound earthquake magnitude for probabilistic seismic hazard evaluation
McCann, M.W. Jr.; Reed, J.W.
1990-01-01
This paper presents the results of a study that develops an engineering and seismological basis for selecting a lower-bound magnitude (LBM) for use in seismic hazard assessment. As part of a seismic hazard analysis the range of earthquake magnitudes that are included in the assessment of the probability of exceedance of ground motion must be defined. The upper-bound magnitude is established by earth science experts based on their interpretation of the maximum size of earthquakes that can be generated by a seismic source. The lower-bound or smallest earthquake that is considered in the analysis must also be specified. The LBM limits the earthquakes that are considered in assessing the probability that specified ground motion levels are exceeded. In the past there has not been a direct consideration of the appropriate LBM value that should be used in a seismic hazard assessment. This study specifically looks at the selection of a LBM for use in seismic hazard analyses that are input to the evaluation/design of nuclear power plants (NPPs). Topics addressed in the evaluation of a LBM are earthquake experience data at heavy industrial facilities, engineering characteristics of ground motions associated with small-magnitude earthquakes, probabilistic seismic risk assessments (seismic PRAs), and seismic margin evaluations. The results of this study and the recommendations concerning a LBM for use in seismic hazard assessments are discussed. (orig.)
Chromatin-bound RNA and the neurobiology of psychiatric disease.
Tushir, J S; Akbarian, S
2014-04-04
A large, and still rapidly expanding literature on epigenetic regulation in the nervous system has provided fundamental insights into the dynamic regulation of DNA methylation and post-translational histone modifications in the context of neuronal plasticity in health and disease. Remarkably, however, very little is known about the potential role of chromatin-bound RNAs, including many long non-coding transcripts and various types of small RNAs. Here, we provide an overview on RNA-mediated regulation of chromatin structure and function, with focus on histone lysine methylation and psychiatric disease. Examples of recently discovered chromatin-bound long non-coding RNAs important for neuronal health and function include the brain-derived neurotrophic factor antisense transcript (Bdnf-AS) which regulates expression of the corresponding sense transcript, and LOC389023 which is associated with human-specific histone methylation signatures at the chromosome 2q14.1 neurodevelopmental risk locus by regulating expression of DPP10, an auxillary subunit for voltage-gated K(+) channels. We predict that the exploration of chromatin-bound RNA will significantly advance our current knowledge base in neuroepigenetics and biological psychiatry. Copyright © 2013 IBRO. Published by Elsevier Ltd. All rights reserved.
Ataques de nervios: culturally bound and distinct from panic attacks?
Keough, Meghan E; Timpano, Kiara R; Schmidt, Norman B
2009-01-01
The Diagnostic and Statistical Manual of Mental Disorders [DSM-IV-TR; American Psychiatric Association [APA], 2000) has emphasized the importance of understanding psychopathology within a cultural framework by including culture-bound syndromes within its appendices. These syndromes are proposed to be bound to certain cultures and distinct from other psychological disorders. Included among the syndromes are ataques de nervios (ADN), which are reported to be bound to the Hispanic culture and closely resemble panic attacks. However, the cultural distinctiveness and phenomenology of ADN has not been adequately investigated. The current study employed an ethnically diverse study sample (N=342) of undergraduates. Participants completed a number of measures that assessed acculturation, syndrome and anxiety risk factors. In contrast to the DSM-IV's conceptualization of ADN, the rate of ADN did not significantly vary across the three main groups (African American, Caucasian, and Hispanic participants) nor did it vary based on acculturation. More consistent with the DSM-IV, the symptom comparisons indicated some differentiation between ADN and panic attacks. The present report provides data indicating that ADNs, as described by the DSM-IV, are not unique to the Hispanic culture and are experienced by non-Hispanic individuals at similar rates to Hispanic-endorsement. The findings are consistent with the DSM-IV assertion that ADNs and PAs are distinct syndromes. (c) 2008 Wiley-Liss, Inc.
Bounds on poloidal kinetic energy in plane layer convection
Tilgner, A.
2017-12-01
A numerical method is presented that conveniently computes upper bounds on heat transport and poloidal energy in plane layer convection for infinite and finite Prandtl numbers. The bounds obtained for the heat transport coincide with earlier results. These bounds imply upper bounds for the poloidal energy, which follow directly from the definitions of dissipation and energy. The same constraints used for computing upper bounds on the heat transport lead to improved bounds for the poloidal energy.
Bounds for nonlinear composites via iterated homogenization
Ponte Castañeda, P.
2012-09-01
Improved estimates of the Hashin-Shtrikman-Willis type are generated for the class of nonlinear composites consisting of two well-ordered, isotropic phases distributed randomly with prescribed two-point correlations, as determined by the H-measure of the microstructure. For this purpose, a novel strategy for generating bounds has been developed utilizing iterated homogenization. The general idea is to make use of bounds that may be available for composite materials in the limit when the concentration of one of the phases (say phase 1) is small. It then follows from the theory of iterated homogenization that it is possible, under certain conditions, to obtain bounds for more general values of the concentration, by gradually adding small amounts of phase 1 in incremental fashion, and sequentially using the available dilute-concentration estimate, up to the final (finite) value of the concentration (of phase 1). Such an approach can also be useful when available bounds are expected to be tighter for certain ranges of the phase volume fractions. This is the case, for example, for the "linear comparison" bounds for porous viscoplastic materials, which are known to be comparatively tighter for large values of the porosity. In this case, the new bounds obtained by the above-mentioned "iterated" procedure can be shown to be much improved relative to the earlier "linear comparison" bounds, especially at low values of the porosity and high triaxialities. Consistent with the way in which they have been derived, the new estimates are, strictly, bounds only for the class of multi-scale, nonlinear composites consisting of two well-ordered, isotropic phases that are distributed with prescribed H-measure at each stage in the incremental process. However, given the facts that the H-measure of the sequential microstructures is conserved (so that the final microstructures can be shown to have the same H-measure), and that H-measures are insensitive to length scales, it is conjectured
Thermalization Time Bounds for Pauli Stabilizer Hamiltonians
Temme, Kristan
2017-03-01
We prove a general lower bound to the spectral gap of the Davies generator for Hamiltonians that can be written as the sum of commuting Pauli operators. These Hamiltonians, defined on the Hilbert space of N-qubits, serve as one of the most frequently considered candidates for a self-correcting quantum memory. A spectral gap bound on the Davies generator establishes an upper limit on the life time of such a quantum memory and can be used to estimate the time until the system relaxes to thermal equilibrium when brought into contact with a thermal heat bath. The bound can be shown to behave as {λ ≥ O(N^{-1} exp(-2β overline{ɛ}))}, where {overline{ɛ}} is a generalization of the well known energy barrier for logical operators. Particularly in the low temperature regime we expect this bound to provide the correct asymptotic scaling of the gap with the system size up to a factor of N -1. Furthermore, we discuss conditions and provide scenarios where this factor can be removed and a constant lower bound can be proven.
Universal bounds in even-spin CFTs
Qualls, Joshua D. [Department of Physics, National Taiwan University,Taipei, Taiwan (China)
2015-12-01
We prove using invariance under the modular S− and ST−transformations that every unitary two-dimensional conformal field theory (CFT) having only even-spin primary operators (with no extended chiral algebra and with right- and left-central charges c,c̃>1) contains a primary operator with dimension Δ{sub 1} satisfying 0<Δ{sub 1}<((c+c̃)/24)+0.09280…. After deriving both analytical and numerical bounds, we discuss how to extend our methods to bound higher conformal dimensions before deriving lower and upper bounds on the number of primary operators in a given energy range. Using the AdS{sub 3}/CFT{sub 2} dictionary, the bound on Δ{sub 1} proves the lightest massive excitation in appropriate theories of 3D matter and gravity with cosmological constant Λ<0 can be no heavier than 1/8G{sub N}+O(√(−Λ)); the bounds on the number of operators are related via AdS/CFT to the entropy of states in the dual gravitational theory. In the flat-space approximation, the limiting mass is exactly that of the lightest BTZ black hole.
Yukawa Bound States and Their LHC Phenomenology
Enkhbat Tsedenbaljir
2013-01-01
Full Text Available We present the current status on the possible bound states of extra generation quarks. These include phenomenology and search strategy at the LHC. If chiral fourth-generation quarks do exist their strong Yukawa couplings, implied by current experimental lower bound on their masses, may lead to formation of bound states. Due to nearly degenerate 4G masses suggested by Precision Electroweak Test one can employ “heavy isospin” symmetry to classify possible spectrum. Among these states, the color-octet isosinglet vector ω 8 is the easiest to be produced at the LHC. The discovery potential and corresponding decay channels are covered in this paper. With possible light Higgs at ~125 GeV two-Higgs doublet version is briefly discussed.
Bounded Gaps between Products of Special Primes
Ping Ngai Chung
2014-03-01
Full Text Available In their breakthrough paper in 2006, Goldston, Graham, Pintz and Yıldırım proved several results about bounded gaps between products of two distinct primes. Frank Thorne expanded on this result, proving bounded gaps in the set of square-free numbers with r prime factors for any r ≥ 2, all of which are in a given set of primes. His results yield applications to the divisibility of class numbers and the triviality of ranks of elliptic curves. In this paper, we relax the condition on the number of prime factors and prove an analogous result using a modified approach. We then revisit Thorne’s applications and give a better bound in each case.
Braneworld black holes and entropy bounds
Y. Heydarzade
2018-01-01
Full Text Available The Bousso's D-bound entropy for the various possible black hole solutions on a 4-dimensional brane is checked. It is found that the D-bound entropy here is apparently different from that of obtained for the 4-dimensional black hole solutions. This difference is interpreted as the extra loss of information, associated to the extra dimension, when an extra-dimensional black hole is moved outward the observer's cosmological horizon. Also, it is discussed that N-bound entropy is hold for the possible solutions here. Finally, by adopting the recent Bohr-like approach to black hole quantum physics for the excited black holes, the obtained results are written also in terms of the black hole excited states.
Energy conditions bounds and supernovae data
Lima, M.P.; Vitenti, S.D.P.; Reboucas, M.J.
2008-01-01
The energy conditions play an important role in the description of some important properties of the Universe, including the current accelerating expansion phase and the possible recent phase of super-acceleration. In a recent work we have provided a detailed study of the energy conditions for the recent past by deriving bounds from energy conditions and by making the confrontation of the bounds with supernovae data. Here, we extend and update these results in two different ways. First, by carrying out a new statistical analysis for q(z) estimates needed for the confrontation between the bounds and supernovae data. Second, by providing a new picture of the energy conditions fulfillment and violation in the light of the recently compiled Union set of 307 type Ia supernovae and by using two different statistical approaches
Bound water in Kevlar 49 fibers
Garza, R.G.; Pruneda, C.O.; Morgan, R.J.
1981-01-01
From elemental analyses, thermogravimetric-mass spectroscopy studies and re-evaluation of previous water diffusion studies in Kevlar 49 fibers it is concluded that these fibers can contain two types of sorbed moisture. The fibers can absorb up to approx. 6 wt % loosely bound water with an activation energy for outgassing by desorption of 6 kcal/mole. This loosely bound water is a direct result of the presence of Na 2 SO 4 impurities and the perturbations they induce on the packing of the rod-like poly (p-phenylene terephthalamide) macromolecules. Kevlar 49 fibers also inherently contain up to 30 wt % additional water which is tightly bound within the crystal lattice. This water exhibits an activation energy for outgassing by diffusion of approx. 40 kcal/mole and is only evolved from the fiber in significant quantities at t > 350 0 C over a period of hours
Cosmological implications of Dark Matter bound states
Mitridate, Andrea [Scuola Normale Superiore, Piazza dei Cavalieri 7, 56126, Pisa (Italy); Redi, Michele; Smirnov, Juri [INFN, Sezione di Firenze, and Dipartimento di Fisica e Astronomia, Università di Firenze, Via G. Sansone 1, 50019 Sesto Fiorentino (Italy); Strumia, Alessandro, E-mail: andrea.mitridate@gmail.com, E-mail: michele.redi@fi.infn.it, E-mail: juri.smirnov@mpi-hd.mpg.de, E-mail: alessandro.strumia@cern.ch [Dipartimento di Fisica dell' Università di Pisa and INFN, Pisa (Italy)
2017-05-01
We present generic formulæ for computing how Sommerfeld corrections together with bound-state formation affects the thermal abundance of Dark Matter with non-abelian gauge interactions. We consider DM as a fermion 3plet (wino) or 5plet under SU(2) {sub L} . In the latter case bound states raise to 11.5 TeV the DM mass required to reproduce the cosmological DM abundance and give indirect detection signals such as (for this mass) a dominant γ-line around 70 GeV. Furthermore, we consider DM co-annihilating with a colored particle, such as a squark or a gluino, finding that bound state effects are especially relevant in the latter case.
The real risk in pension forecasting
Slipsager, Søren Kærgaard
2018-01-01
This paper sheds light on some of the flaws in the forecasting approach undertaken by the pension industry. Specifically, it considers the treatment of inflation and shows that the current modeling framework is too simplistic. I identify the flaws of the existing regulatory framework and provide ...... scheme gives rise to a more heavy-tailed distribution implying a misestimation of downside risk and upside potential. Finally, it is shown in a realistic case study that the pension saver’s expected retirement payout profile is heavily affected....... of the pension saver’s investment portfolio at retirement is highly dependent on the inflation scheme. As the deterministic scheme does not take state variable correlations into account it overestimates the expected portfolio value in real terms compared to the stochastic scheme. Moreover, the deterministic...
de Klerk, Etienne; Laurent, Monique
We consider the problem of minimizing a continuous function f over a compact set K. We compare the hierarchy of upper bounds proposed by Lasserre in [SIAM J. Optim. 21(3) (2011), pp. 864-885] to bounds that may be obtained from simulated annealing. We show that, when f is a polynomial and K a convex
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…
A note on BPS vortex bound states
A. Alonso-Izquierdo
2016-02-01
Full Text Available In this note we investigate bound states, where scalar and vector bosons are trapped by BPS vortices in the Abelian Higgs model with a critical ratio of the couplings. A class of internal modes of fluctuation around cylindrically symmetric BPS vortices is characterized mathematically, analyzing the spectrum of the second-order fluctuation operator when the Higgs and vector boson masses are equal. A few of these bound states with low values of quantized magnetic flux are described fully, and their main properties are discussed.
A note on BPS vortex bound states
Alonso-Izquierdo, A., E-mail: alonsoiz@usal.es [Departamento de Matematica Aplicada, Universidad de Salamanca (Spain); Garcia Fuertes, W., E-mail: wifredo@uniovi.es [Departamento de Fisica, Universidad de Oviedo (Spain); Mateos Guilarte, J., E-mail: guilarte@usal.es [Departamento de Fisica Fundamental, Universidad de Salamanca (Spain)
2016-02-10
In this note we investigate bound states, where scalar and vector bosons are trapped by BPS vortices in the Abelian Higgs model with a critical ratio of the couplings. A class of internal modes of fluctuation around cylindrically symmetric BPS vortices is characterized mathematically, analyzing the spectrum of the second-order fluctuation operator when the Higgs and vector boson masses are equal. A few of these bound states with low values of quantized magnetic flux are described fully, and their main properties are discussed.
[Membrane-bound cytokine and feedforward regulation].
Wu, Ke-Fu; Zheng, Guo-Guang; Ma, Xiao-Tong; Song, Yu-Hua
2013-10-01
Feedback and feedforward widely exist in life system, both of them are the basic processes of control system. While the concept of feedback has been widely used in life science, feedforward regulation was systematically studied in neurophysiology, awaiting further evidence and mechanism in molecular biology and cell biology. The authors put forward a hypothesis about the feedforward regulation of membrane bound macrophage colony stimulation factor (mM-CSF) on the basis of their previous work. This hypothesis might provide a new direction for the study on the biological effects of mM-CSF on leukemia and solid tumors, and contribute to the study on other membrane bound cytokines.
The covariant entropy bound in gravitational collapse
Gao, Sijie; Lemos, Jose P. S.
2004-01-01
We study the covariant entropy bound in the context of gravitational collapse. First, we discuss critically the heuristic arguments advanced by Bousso. Then we solve the problem through an exact model: a Tolman-Bondi dust shell collapsing into a Schwarzschild black hole. After the collapse, a new black hole with a larger mass is formed. The horizon, L, of the old black hole then terminates at the singularity. We show that the entropy crossing L does not exceed a quarter of the area of the old horizon. Therefore, the covariant entropy bound is satisfied in this process. (author)
Bound states in curved quantum waveguides
Exner, P.; Seba, P.
1987-01-01
We study free quantum particle living on a curved planar strip Ω of a fixed width d with Dirichlet boundary conditions. It can serve as a model for electrons in thin films on a cylindrical-type substrate, or in a curved quantum wire. Assuming that the boundary of Ω is infinitely smooth and its curvature decays fast enough at infinity, we prove that a bound state with energy below the first transversal mode exists for all sufficiently small d. A lower bound on the critical width is obtained using the Birman-Schwinger technique. (orig.)
Lower Bounds for External Memory Dictionaries
Brodal, Gerth Stølting; Fagerberg, Rolf
2003-01-01
We study trade-offs between the update time and the query time for comparison based external memory dictionaries. The main contributions of this paper are two lower bound trade offs between the I/O complexity of member queries and insertions: If N < M insertions perform at most δ · N/B I/Os, then......We study trade-offs between the update time and the query time for comparison based external memory dictionaries. The main contributions of this paper are two lower bound trade offs between the I/O complexity of member queries and insertions: If N
Finding Maximal Pairs with Bounded Gap
Brodal, Gerth Stølting; Lyngsø, Rune B.; Pedersen, Christian N. S.
1999-01-01
. In this paper we present methods for finding all maximal pairs under various constraints on the gap. In a string of length n we can find all maximal pairs with gap in an upper and lower bounded interval in time O(n log n+z) where z is the number of reported pairs. If the upper bound is removed the time reduces...... to O(n+z). Since a tandem repeat is a pair where the gap is zero, our methods can be seen as a generalization of finding tandem repeats. The running time of our methods equals the running time of well known methods for finding tandem repeats....
Bound constrained quadratic programming via piecewise
Madsen, Kaj; Nielsen, Hans Bruun; Pinar, M. C.
1999-01-01
of a symmetric, positive definite matrix, and is solved by Newton iteration with line search. The paper describes the algorithm and its implementation including estimation of lambda/sub 1/ , how to get a good starting point for the iteration, and up- and downdating of Cholesky factorization. Results of extensive......We consider the strictly convex quadratic programming problem with bounded variables. A dual problem is derived using Lagrange duality. The dual problem is the minimization of an unconstrained, piecewise quadratic function. It involves a lower bound of lambda/sub 1/ , the smallest eigenvalue...
Quantum Kolmogorov complexity and bounded quantum memory
Miyadera, Takayuki
2011-01-01
The effect of bounded quantum memory in a primitive information protocol has been examined using the quantum Kolmogorov complexity as a measure of information. We employed a toy two-party protocol in which Bob, by using a bounded quantum memory and an unbounded classical memory, estimates a message that was encoded in qubits by Alice in one of the bases X or Z. Our theorem gave a nontrivial effect of the memory boundedness. In addition, a generalization of the uncertainty principle in the presence of quantum memory has been obtained.
The Performance and Risk Management Implications of Multinationality
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...
Models of bounded rationality under certainty
Rasouli, S.; Timmermans, H.J.P.; Rasouli, S.; Timmermans, H.J.P.
2015-01-01
Purpose This chapter reviews models of decision-making and choice under conditions of certainty. It allows readers to position the contribution of the other chapters in this book in the historical development of the topic area. Theory Bounded rationality is defined in terms of a strategy to simplify
Sobolev spaces on bounded symmetric domains
Engliš, Miroslav
Roč. 60, č. 12 ( 2015 ), s. 1712-1726 ISSN 1747-6933 Institutional support: RVO:67985840 Keywords : bounded symmetric domain * Sobolev space * Bergman space Subject RIV: BA - General Mathematics Impact factor: 0.466, year: 2015 http://www.tandfonline.com/doi/abs/10.1080/17476933. 2015 .1043910
Properties of Excitons Bound to Ionized Donors
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...
Bogomol'nyi bounds for cosmic strings
Comtet, A.; Gibbons, G.W.; Cambridge Univ.
1987-09-01
We establish Bogomol'nyi inequalities for the deficit angle of some cylindrically symmetric asymptotically local flat (CALF) spacetimes containing cosmic strings. These results prove the stability against arbitrary cylindrical deformations of those configurations which saturate the bound. Such configurations satisfy first order equations which can, in some cases, be solved exactly
Bounding the bias of contrastive divergence learning
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...
Bound States in the Mirror TBA
Arutyunov, G.E.; Frolov, S.; van Tongeren, S.J.
2012-01-01
The spectrum of the light-cone AdS_5 \\times S^5 superstring contains states composed of particles with complex momenta including in particular those which turn into bound states in the decompactification limit. We propose the mirror TBA description for these states. We focus on a three-particle
Harmonic maps of the bounded symmetric domains
Xin, Y.L.
1994-06-01
A shrinking property of harmonic maps into R IV (2) is proved which is used to classify complete spacelike surfaces of the parallel mean curvature in R 4 2 with a reasonable condition on the Gauss image. Liouville-type theorems of harmonic maps from the higher dimensional bounded symmetric domains are also established. (author). 25 refs
Scattering theory methods for bound state problems
Raphael, R.B.; Tobocman, W.
1978-01-01
For the analysis of the properties of a bound state system one may use in place of the Schroedinger equation the Lippmann-Schwinger (LS) equation for the wave function or the LS equation for the reactance operator. Use of the LS equation for the reactance operator constrains the solution to have correct asymptotic behaviour, so this approach would appear to be desirable when the bound state wave function is to be used to calculate particle transfer form factors. The Schroedinger equation based N-level analysis of the s-wave bound states of a square well is compared to the ones based on the LS equation. It is found that the LS equation methods work better than the Schroedinger equation method. The method that uses the LS equation for the wave function gives the best results for the wave functions while the method that uses the LS equation for the reactance operator gives the best results for the binding energies. The accuracy of the reactance operator based method is remarkably insensitive to changes in the oscillator constant used for the harmonic oscillator function basis set. It is also remarkably insensitive to the number of nodes in the bound state wave function. (Auth.)
Lower bounds on scintillation detector timing performance
Clinthorne, N.H.; Rogers, W.L.; Hero, A.O. III.; Petrick, N.A.
1990-01-01
Fundamental method-independent limits on the timing performance of scintillation detectors are useful for identifying regimes in which either present timing methods are nearly optimal or where a considerable performance gain might be realized using better pulse processing techniques. Several types of lower bounds on mean-squared timing error (MSE) performance have been developed and applied to scintillation detectors. The simple Cramer-Rao (CR) bound can be useful in determining the limiting MSE for scintillators having a relatively high rate of photon problction such as BaF 2 and NaI(Tl); however, it tends to overestimate the achievalbe performance for scintillators with lower rates such as BGO. For this reason, alternative bounds have been developed using rate-distortion theory or by assuming that the conversion of energy to scintillation light must pass through excited states which have exponential lifetime densities. The bounds are functions of the mean scintillation pulse shape, the scintillation intensity, and photodetector characteristics; they are simple to evaluate and can be used to conveniently assess the limiting timing performance of scintillation detectors. (orig.)
Book Selection, Collection Development, and Bounded Rationality.
Schwartz, Charles A.
1989-01-01
Reviews previously proposed schemes of classical rationality in book selection, describes new approaches to rational choice behavior, and presents a model of book selection based on bounded rationality in a garbage can decision process. The role of tacit knowledge and symbolic content in the selection process are also discussed. (102 references)…
Monotonicity and bounds on Bessel functions
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.
Collisional properties of weakly bound heteronuclear dimers
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
Bounded Rationality of Generalized Abstract Fuzzy Economies
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.
Bounded Rationality in Individual Decision Making
Camerer, Colin F.
1998-01-01
The main objectives of this paper are: (i) To give a pithy, opinionated summary of what has been learned about bounded rationality in individual decision making from experiments in economics and psychology (drawing on my 1995 Handbook of Experimental Economics chapter); and (ii) mention some promising new directions for research which would be included if that chapter were written today.
Sharp Bounds for Symmetric and Asymmetric Diophantine Approximation
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.
Bounds on fluid permeability for viscous flow through porous media
Berryman, J.G.
1985-01-01
General properties of variational bounds on Darcy's constant for slow viscous flow through porous media are studied. The bounds are also evaluated numerically for the penetrable sphere model. The bound of Doi depending on two-point correlations and the analytical bound of Weissberg and Prager give comparable results in the low density limit but the analytical bound is superior for higher densities. Prager's bound depending on three-point correlation functions is worse than the analytical bound at low densities but better (although comparable to it) at high densities. A procedure for methodically improving Prager's three point bound is presented. By introducing a Gaussian trial function, the three-point bound is improved by an order of magnitude for moderate values of porosity. The new bounds are comparable in magnitude to the Kozeny--Carman empirical relation for porous materials
Upper bounds for reversible circuits based on Young subgroups
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 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%....
Optima and bounds for irreversible thermodynamic processes
Hoffmann, K.H.
1990-01-01
In this paper bounds and optima for irreversible thermodynamic processes and their application in different fields are discussed. The tools of finite time thermodynamics are presented and especially optimal control theory is introduced. These methods are applied to heat engines, including models of the Diesel engine and a light-driven engine. Further bounds for irreversible processes are introduced, discussing work deficiency and its relation to thermodynamic length. Moreover the problem of dissipation in systems composed of several subsystems is studied. Finally, the methods of finite time thermodynamics are applied to thermodynamic processes described on a more microscopic level. The process used as an example is simulated annealing. It is shown how optimal control theory is applied to find the optimal cooling schedule for this important stochastic optimization method
Bounded excursion stable gravastars and black holes
Rocha, P [Instituto de Fisica, Universidade Federal Fluminense, Avenida Litoranea, s/n, Boa Viagem 24210-340, Niteroi, RJ (Brazil); Miguelote, A Y; Chan, R [Coordenacao de Astronomia e Astrofisica, Observatorio Nacional, Rua General Jose Cristino, 77, Sao Cristovao 20921-400, Rio de Janeiro, RJ (Brazil); Da Silva, M F; Wang, Anzhong [Departamento de Fisica Teorica, Instituto de Fisica, Universidade do Estado do Rio de Janeiro, Rua Sao Francisco Xavier 524, Maracana 20550-900, Rio de Janeiro-RJ (Brazil); Santos, N O, E-mail: pedrosennarocha@gmail.com, E-mail: yasuda@on.br, E-mail: chan@on.br, E-mail: mfasnic@gmail.com, E-mail: N.O.Santos@qmul.ac.uk, E-mail: anzhong_wang@baylor.edu [LERMA/CNRS-FRE 2460, Universite Pierre et Marie Curie, ERGA, Boite 142, 4 Place Jussieu, 75005 Paris Cedex 05 (France)
2008-06-15
Dynamical models of prototype gravastars were constructed in order to study their stability. The models are the Visser-Wiltshire three-layer gravastars, in which an infinitely thin spherical shell of stiff fluid divides the whole spacetime into two regions, where the internal region is de Sitter, and the external one is Schwarzschild. It is found that in some cases the models represent the 'bounded excursion' stable gravastars, where the thin shell is oscillating between two finite radii, while in other cases they collapse until the formation of black holes occurs. In the phase space, the region for the 'bounded excursion' gravastars is very small in comparison to that of black holes, but not empty. Therefore, although the possibility of the existence of gravastars cannot be excluded from such dynamical models, our results indicate that, even if gravastars do indeed exist, that does not exclude the possibility of the existence of black holes.
Optimal Bounds in Parametric LTL Games
Martin Zimmermann
2011-06-01
Full Text Available We consider graph games of infinite duration with winning conditions in parameterized linear temporal logic, where the temporal operators are equipped with variables for time bounds. In model checking such specifications were introduced as "PLTL" by Alur et al. and (in a different version called "PROMPT-LTL" by Kupferman et al.. We present an algorithm to determine optimal variable valuations that allow a player to win a game. Furthermore, we show how to determine whether a player wins a game with respect to some, infinitely many, or all valuations. All our algorithms run in doubly-exponential time; so, adding bounded temporal operators does not increase the complexity compared to solving plain LTL games.
Asymptotic Sharpness of Bounds on Hypertrees
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.
A holographic bound for D3-brane
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.)
Bound states in weakly disordered spin ladders
Arlego, M. [Departamento de Fisica, Universidad Nacional de La Plata, CC 67 (1900) La Plata (Argentina)]. E-mail: arlego@venus.fisica.unlp.edu.ar; Brenig, W. [Institut fuer Theoretische Physik, Technische Universitaet Braunschweig (Germany); Cabra, D.C. [Laboratoire de Physique Theorique, Universite Louis Pasteur Strasbourg (France); Heidrich-Meisner, F. [Institut fuer Theoretische Physik, Technische Universitaet Braunschweig (Germany); Honecker, A. [Institut fuer Theoretische Physik, Technische Universitaet Braunschweig (Germany); Rossini, G. [Departamento de Fisica, Universidad Nacional de La Plata, CC 67 (1900) La Plata (Argentina)
2005-04-30
We study the appearance of bound states in the spin gap of spin-12 ladders induced by weak bond disorder. Starting from the strong-coupling limit, i.e., the limit of weakly coupled dimers, we perform a projection on the single-triplet subspace and derive the position of bound states for the single impurity problem of one modified coupling as well as for small impurity clusters. The case of a finite concentration of impurities is treated with the coherent-potential approximation (CPA) in the strong-coupling limit and compared with numerical results. Further, we analyze the details in the structure of the density of states and relate their origin to the influence of impurity clusters.
Entanglement detection with bounded reference frames
Costa, Fabio; Brukner, Caslav; Harrigan, Nicholas; Rudolph, Terry
2009-01-01
Quantum experiments usually assume the existence of perfect, classical reference frames (RFs), which allow for the specification of measurement settings (e.g. orientation of the Stern-Gerlach magnet in spin measurements) with arbitrary precision. If the RFs are 'bounded' (i.e. quantum systems themselves, having a finite number of degrees of freedom), only limited precision can be attained. Using spin coherent states as bounded RFs, we have found the minimum size needed for them to violate local realism for entangled spin systems. For composite systems of spin 1/2 particles, RFs of very small size are sufficient for the violation; however, to see this violation for macroscopic entangled spins, the size of the RF must be at least quadratically larger than that of the spins. The unavailability of such RFs gives a possible explanation for the non-observance of violation of local realism in everyday experience.
A proof of the conformal collider bounds
Hofman, Diego M. [Institute for Theoretical Physics, University of Amsterdam, Science Park 904, Postbus 94485, 1090 GL, Amsterdam (Netherlands); Li, Daliang [Department of Physics and Astronomy, Johns Hopkins University, Baltimore, MD 21218 (United States); Meltzer, David [Department of Physics, Yale University, New Haven, CT 06511 (United States); Poland, David [Department of Physics, Yale University, New Haven, CT 06511 (United States); School of Natural Sciences, Institute for Advanced Study, Princeton, NJ 08540 (United States); Rejon-Barrera, Fernando [Institute for Theoretical Physics, University of Amsterdam, Science Park 904, Postbus 94485, 1090 GL, Amsterdam (Netherlands)
2016-06-20
In this paper, we prove that the “conformal collider bounds” originally proposed in http://dx.doi.org/10.1088/1126-6708/2008/05/012 hold for any unitary parity-preserving conformal field theory (CFT) with a unique stress tensor in dimensions d≥3. In particular this implies that the ratio of central charges for a unitary 4d CFT lies in the interval (31/18)≥(a/c)≥(1/3). For superconformal theories this is further reduced to (3/2)≥(a/c)≥(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.
Efficiency bounds for nonequilibrium heat engines
Mehta, Pankaj; Polkovnikov, Anatoli
2013-01-01
We analyze the efficiency of thermal engines (either quantum or classical) working with a single heat reservoir like an atmosphere. The engine first gets an energy intake, which can be done in an arbitrary nonequilibrium way e.g. combustion of fuel. Then the engine performs the work and returns to the initial state. We distinguish two general classes of engines where the working body first equilibrates within itself and then performs the work (ergodic engine) or when it performs the work before equilibrating (non-ergodic engine). We show that in both cases the second law of thermodynamics limits their efficiency. For ergodic engines we find a rigorous upper bound for the efficiency, which is strictly smaller than the equivalent Carnot efficiency. I.e. the Carnot efficiency can be never achieved in single reservoir heat engines. For non-ergodic engines the efficiency can be higher and can exceed the equilibrium Carnot bound. By extending the fundamental thermodynamic relation to nonequilibrium processes, we find a rigorous thermodynamic bound for the efficiency of both ergodic and non-ergodic engines and show that it is given by the relative entropy of the nonequilibrium and initial equilibrium distributions. These results suggest a new general strategy for designing more efficient engines. We illustrate our ideas by using simple examples. -- Highlights: ► Derived efficiency bounds for heat engines working with a single reservoir. ► Analyzed both ergodic and non-ergodic engines. ► Showed that non-ergodic engines can be more efficient. ► Extended fundamental thermodynamic relation to arbitrary nonequilibrium processes
Recent advances in bound state quantum electrodynamics
Brodsky, S.J.; Lepage, G.P.
1977-06-01
Recent developments are reviewed in four areas of computational quantum electrodynamics: a new relativistic two-body formalism equal in rigor to the Bethe-Salpeter formalism but with strong calculational advantages is discussed; recent work on the computation of the decay rate of bound systems (positronium in particular) is presented; limits on possible composite structure of leptons are discussed; a new multidimensional integration program ('VEGAS') suitable for higher order calculations is presented
Multipartite secret key distillation and bound entanglement
Augusiak, Remigiusz; Horodecki, Pawel
2009-01-01
Recently it has been shown that quantum cryptography beyond pure entanglement distillation is possible and a paradigm for the associated protocols has been established. Here we systematically generalize the whole paradigm to the multipartite scenario. We provide constructions of new classes of multipartite bound entangled states, i.e., those with underlying twisted Greenberger-Horne-Zeilinger (GHZ) structure and nonzero distillable cryptographic key. We quantitatively estimate the key from below with the help of the privacy squeezing technique.
Closed form bound-state perturbation theory
Ollie J. Rose
1980-01-01
Full Text Available The perturbed Schrödinger eigenvalue problem for bound states is cast into integral form using Green's Functions. A systematic algorithm is developed and applied to the resulting equation giving rise to approximate solutions expressed as functions of the given perturbation parameter. As a by-product, convergence radii for the traditional Rayleigh-Schrödinger and Brillouin-Wigner perturbation theories emerge in a natural way.
Exact BPS bound for noncommutative baby Skyrmions
Domrin, Andrei; Lechtenfeld, Olaf; Linares, Román; Maceda, Marco
2013-01-01
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
The organically bound tritium: an analyst vision
Ansoborlo, E.; Baglan, N.
2009-01-01
The authors report the work of a work group on tritium analysis. They recall the different physical forms of tritium: gas (HT, hydrogen-tritium), water vapour (HTO or tritiated water) or methane (CH3T), but also in organic compounds (OBT, organically bound tritium) which are either exchangeable or non-exchangeable. They evoke measurement techniques and methods, notably to determine the tritium volume activity. They discuss the possibilities to analyse and distinguish exchangeable and non-exchangeable OBTs
New approach to calculate bound state eigenvalues
Gerck, E.; Gallas, J.A.C.
1983-01-01
A method of solving the radial Schrodinger equation for bound states is discussed. The method is based on a new piecewise representation of the second derivative operator on a set of functions that obey the boundary conditions. This representation is trivially diagonalised and leads to closed form expressions of the type E sub(n)=E(ab+b+c/n+...) for the eigenvalues. Examples are given for the power-law and logarithmic potentials. (Author) [pt
A sorting network in bounded arithmetic
Jeřábek, Emil
2011-01-01
Roč. 162, č. 4 (2011), s. 341-355 ISSN 0168-0072 R&D Projects: GA AV ČR IAA1019401; GA MŠk(CZ) 1M0545 Institutional research plan: CEZ:AV0Z10190503 Keywords : bounded arithmetic * sorting network * proof complexity * monotone sequent calculus Subject RIV: BA - General Mathematics Impact factor: 0.450, year: 2011 http://www.sciencedirect.com/science/article/pii/S0168007210001272
Heterogeneity, Bounded Rationality and Market Dysfunctionality
Xue-Zhong He; Lei Shi
2008-01-01
As the main building blocks of the modern finance theory, homogeneity and rational expectation have faced difficulty in explaining many market anomalies, stylized factors, and market inefficiency in empirical studies. As a result, heterogeneity and bounded rationality have been used as an alterative paradigm of asset price dynamics and this paradigm has been widely recognized recently in both academic and financial market practitioners. Within the framework of Chiarella, Dieci and He (2006a, ...
Kinetic simulation on collisional bounded plasma
Zhu, S.P.; Sato, Tetsuya; Tomita, Yukihiro; Hatori, Tadatsugu
1998-01-01
A self-consistent kinetic simulation model on collisional bounded plasma is presented. The electric field is given by solving Poisson equation and collisions among particles (including charged particles and neutral particles) are included. The excitation and ionization of neutral particle, and recombination are also contained in the present model. The formation of potential structure near a boundary for a discharge system was used as an application of this model. (author)
Analysis of the organically bound tritium
Baglan, N.; Alanic, G.
2011-01-01
In environmental samples, tritium is very often combined with the fraction of bulk water accumulated in the sample but also in the form of organically bound tritium. When the tritium is organically bound, 2 forms can coexist: the exchangeable fraction and the non-exchangeable fraction. The analysis of the different forms of tritium present in the sample is necessary to assess the sanitary hazards due to tritium. The total tritium is obtained from the analysis of the water released when the fresh sample is burnt while the organically bound tritium is obtained from the analysis of the water released when the dry extract of the sample is burnt. The measurement of the exchangeable fraction and the non-exchangeable fraction requires an additional stage of labile exchange. The exchangeable fraction is determined from the analysis of the water released during the labile exchange and the non-exchangeable fraction is determined from the water released during the combustion of the dry extract of the labile exchange
Search for quasi bound η mesons
Machner, H
2015-01-01
The search for a quasi bound η meson in atomic nuclei is reviewed. This tentative state is studied theoretically as well as experimentally. The theory starts from elastic η nucleon scattering which is derived from production data within some models. From this interaction the η nucleus interaction is derived. Model calculations predict binding energies and widths of the quasi bound state. Another method is to derive the η nucleus interaction from excitation functions of η production experiments. The s wave interaction is extracted from such data via final state interaction (FSI) theorem. We give the derivation of s wave amplitudes in partial wave expansion and in helicity amplitudes and their relation to observables. Different experiments extracting the FSI are discussed as are production experiments. So far only three experiments give evidence for the existence of the quasi bound state: a pion double charge exchange experiment, an effective mass measurement, and a transfer reaction at recoil free kinematics with observation of the decay of the state. (topical review)
Lower bounds for the minimum distance of algebraic geometry codes
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...... 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...
Volatility as a downside of fairness
Leibfried, Peter; Zimmermann, Marc-Daniel
2008-01-01
Accounting Standards increasingly require financial instruments such as stocks, derivatives and structured products to be measured at fair value. As fair values represent a financial instrument's market value, price fluctuations find their way into financial statements. Even though fair value measurement provides useful information about the current value of a corporation's assets, it also increases the volatility of earnings.
Syphilis Among U.S.-Bound Refugees, 2009-2013.
Nyangoma, E N; Olson, C K; Painter, J A; Posey, D L; Stauffer, W M; Naughton, M; Zhou, W; Kamb, M; Benoit, S R
2017-08-01
U.S. immigration regulations require clinical and serologic screening for syphilis for all U.S.-bound refugees 15 years of age and older. We reviewed syphilis screening results for all U.S.-bound refugees from January 1, 2009 through December 31, 2013. We calculated age-adjusted prevalence by region and nationality and assessed factors associated with syphilis seropositivity using multivariable log binomial regression models. Among 233,446 refugees, we identified 874 syphilis cases (373 cases per 100,000 refugees). The highest overall age-adjusted prevalence rates of syphilis seropositivity were observed among refugees from Africa (1340 cases per 100,000), followed by East Asia and the Pacific (397 cases per 100,000). In most regions, male sex, increasing age, and living in non-refugee camp settings were associated with syphilis seropositivity. Future analysis of test results, stage of infection, and treatment delivery overseas is warranted in order to determine the extent of transmission risk and benefits of the screening program.
Biokinetic aspects of tissue-bound tritium in algae
Strack, S.; Kistner, G.
1978-01-01
For the estimate of the radiation exposure of man and for the calculation of the risk of artificial tritium from nuclear power plants, organic tissue-bound tritium is of decisive importance. In model experiments, a tritium incorporation of 61 to 71% was found from tritiated water (HTO) into organic matter of planctonic algae under reproducible conditions and this was related to the theoretical value. In further experiments the tritium release from these high tritiated algae was of interest. Kept in darkness in tritium-free, non-sterile river water, so that autolytic processes and bacterial decomposition could occur, the concentration of HTO was measured over a period of three weeks. A relatively long half-life of tissue-bound tritium was found under various temperature conditions. Therefore it must be considered that a significant retention of tritium in biological matter has to be taken into account in a natural ecosystem. In streams into which the cooling water of a nuclear reactor is released all conditions are found already for a long turnover and cycling of artificial tritium in living organisms as well as the conditions for a favourable transport of tritium by food chains to man. (Auth.)
Sign realized jump risk and the cross-section of stock returns: Evidence from China's stock market.
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.
Dennery, M.; Dupont, M.A.
2007-01-01
This article deals with the development of risk management in the gas sector business: why a risk factor legal mention must precede any published financial information? Do gas companies have to face new risks? Is there specific risks bound to gas activities? Why companies want to master their risks? Is it mandatory or just a new habit? Do they expect a real benefit in return? These are the risk management questions that are analyzed in this article which is based on the public communication of 15 gas companies randomly selected over the world. The information comes from their annual reports or from documents available on their web sites. The intention of this document is not to be exhaustive or to make statistics but only to shade light on the risk factors of the gas sector. (J.S.)
Renewable fuels: Policy effectiveness and project risk
Leach, Andrew; Doucet, Joseph; Nickel, Trevor
2011-01-01
This paper examines the impact of government policy on the risk profile of a small ethanol production facility. We derive four key results from a simulation model. First, we show that commodity price risk may discourage investment in a project, despite a positive expected rate of return. Second, we show that political uncertainty may have significant impacts on the risk profile of a project. Next, we show that using only production subsidies to attract investors is expensive, since the financial assistance is paid regardless of whether the plant is operating under positive or negative financial conditions. Finally, we show that a capital grant provides a valuable complement to a subsidy, because the grant reduces the amount of value investors must put at risk, and increases their leverage thereby enhancing returns, while the subsidy mitigates commodity price risk. Our results show that compared to a subsidy-only approach, a grant and subsidy combination provides an investment environment with similar downside protection and expected returns for less than 60% of the cost. Further, we show that the two policy tools combined yield a superior investment environment to that created by an equivalent or greater total investment deployed entirely in either of the policy tools without the other. - Research highlights: → We find that government policy may increase both project returns and risk. → We find a policy of capital grants combined with an output price support to be preferred. → Price supports alone will tend to reward those plants which need them the least.
OPRA capacity bounds for selection diversity over generalized fading channels
Hanif, Muhammad Fainan; Yang, Hongchuan; Alouini, Mohamed-Slim
2014-01-01
, lower and upper bounds on OPRA capacity for selection diversity scheme are presented. These bounds hold for variety of fading channels including log-normal and generalized Gamma distributed models and have very simple analytic expressions for easy
Unexpected strong attraction in the presence of continuum bound state
Delfino, A.; Frederico, T.
1992-06-01
The result of few-particle ground-state calculation employing a two-particle non-local potential supporting a continuum bound state in addition to a negative-energy bound state has occasionally revealed unexpected large attraction in producing a very strongly bound ground state. In the presence of the continuum bound state the difference of phase shift between zero and infinite energies has an extra jump of φ as in the presence of an additional bound state. The wave function of the continuum bound state is identical with that of a strongly bound negative-energy state, which leads us to postulate a pseudo bound state in the two-particle system in order to explain the unexpected attraction. The role of the Pauli forbidden states is expected to be similar to these pseudo states. (author)
Bounded Perturbation Regularization for Linear Least Squares Estimation
Ballal, Tarig; Suliman, Mohamed Abdalla Elhag; Al-Naffouri, Tareq Y.
2017-01-01
This paper addresses the problem of selecting the regularization parameter for linear least-squares estimation. We propose a new technique called bounded perturbation regularization (BPR). In the proposed BPR method, a perturbation with a bounded
Bound values for Hall conductivity of heterogeneous medium under ...
- ditions in inhomogeneous medium has been studied. It is shown that bound values for. Hall conductivity differ from bound values for metallic conductivity. This is due to the unusual character of current percolation under quantum Hall effect ...
Power generation assets. Energy constraints, upper bounds and hedging strategies
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
Oset, E.; Cabrera, D.; Li, Q.B.; Magas, V.K.; Vicente Vacas, M.J.
2005-01-01
We study the binding energy and the width of the Θ + in nuclei, associated to the KN and KπN components. The first one leads to negligible contributions while the second one leads to a sizeable attraction, enough to bind the Θ + in nuclei. Pauli blocking and binding effects on the KN decay reduce considerably the Θ + decay width in nuclei and medium effects associated to the KπN component also lead to a very small width, as a consequence of which one finds separation between the bound levels considerably larger than the width of the states
Fermionic bound states in distinct kinklike backgrounds
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.)
Quarks as quasiparticles of bound states
Tyapkin, A.A.
1977-01-01
Interpretation of quarks as strongly bound subsystems of the baryon structure, being in various states with integer the quantum numbers Q and B, is considered. Three original quark states, distinguished by Q, B, and J, are unambiguously determined from the condition that the quarks have the corresponding fractional quantum numbers while the integer quantum numbers for the whole system are known. With this in view the new quantum number ''colour'' is interpreted as a quantity, specifying the appearance of the subsystems in various eigen-states. Basing on the generalized Sakata model, the self-consistency of change of the colour states in the three-quark system is explained
Magnetic moment of a bound electron
Czarnecki, Andrzej; Mondejar, Jorge; Piclum, Jan H
2010-01-01
Theoretical predictions underlying determinations of the fine structure constant alpha and the electron-to-proton mass ratio m_e/m_p are reviewed, with the emphasis on the bound electron magnetic anomaly g-2. The theory of the interaction of hydrogen-like ions with a magnetic field is discussed. The status of efforts aimed at the determination of O(alpha (Z alpha)^5) and O(alpha^2 (Z alpha)^5) corrections to the g factor is presented. The reevaluation of analogous corrections to the Lamb shift and the hyperfine splitting is summarized.
Andreev bound states. Some quasiclassical reflections
Lin, Y.; Leggett, A. J.
2014-01-01
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
Andreev bound states. Some quasiclassical reflections
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.
Uniformly bounded representations of the Lorentz groups
Brega, A.O.
1982-01-01
For the Lorentz group G = SO/sub e/(n + 1, 1)(ngreater than or equal to 2) the author constructs a family of uniformly bounded representations by means of analytically continuing a certain normalization of the unitary principal series. The method the author uses relies on an analysis of various operators under a Mellin transform and extends earlier work of E.N. Wilson. In a series of papers Kunze and Stein initiated the theory of uniformly bounded representations of semisimple Lie groups; the starting point is the unitary principal series T(sigma,s) obtained in a certain subgroup M of G and a purely imaginary number s. From there Kunze and Stein constructed families of representations R(sigma,s) depending analytically on a parameter s in a domain D of C containing the imaginary axis which are unitarily equilvalent to T(sigma,s) for s contained in the set of imaginary numbers and whose operator norms are uniformly bounded for each s in D. In the case of the Lorentz groups SO/sub e/(n + 1, 1)(ngreater than or equal to2) and the trivial representation 1 of M, E.N. Wilson obtained such a family R(1,s) for the domain D = [s contained in the set of C: absolute value Re(s) Vertical Bar2]. For this domain D and for any representation sigma of M the author provides a family R(sigma,s) of uniformly bounded representations analytically continuing T(sigma,s), thereby generalizing Wilson's work. The author has also investigated certain symmetry properties of the representations R(sigma,s) under the action of the Weyl group. The trivial representation is Weyl group invariant and the family R(1,s) obtained by Wilson satisfies R(1,s) = R(1,-s) reflecting this. Obtained was the analogous result R(sigma,s) = R(sigma,-s) for some well known representations sigma that are Weyl group invariant. This involves the explicit computation of certain constants arising in the Fourier transforms of intertwining operators
BOUND PERIODICAL HOLDINGS BATTELLE - NORTHWEST LIBRARY
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.
Total-variation regularization with bound constraints
Chartrand, Rick; Wohlberg, Brendt
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.
Bound Alternative Direction Optimization for Image Deblurring
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.
Lower bound on inconclusive probability of unambiguous discrimination
Feng Yuan; Zhang Shengyu; Duan Runyao; Ying Mingsheng
2002-01-01
We derive a lower bound on the inconclusive probability of unambiguous discrimination among n linearly independent quantum states by using the constraint of no signaling. It improves the bound presented in the paper of Zhang, Feng, Sun, and Ying [Phys. Rev. A 64, 062103 (2001)], and when the optimal discrimination can be reached, these two bounds coincide with each other. An alternative method of constructing an appropriate measurement to prove the lower bound is also presented
Thermodynamic Upper Bound on Broadband Light Coupling with Photonic Structures
Yu, Zongfu; Raman, Aaswath; Fan, Shanhui
2012-01-01
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
Bounds on the capacity of constrained two-dimensional codes
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-l...
Bounded Rationality, Retaliation, and the Spread of Urban Violence
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…
Wei Nanxia; Xue Jukui
2006-01-01
Taking into account the boundary, particle collisions, and dust charging effects, dust-acoustic waves in a uniform cylindrically bounded dusty plasma is investigated analytically, and the dispersion relation for the dust-acoustic wave is obtained. The effects of boundary, dust charge variation, particle collision, and dust size on the dust-acoustic wave are discussed in detail. Due to the bounded cylindrical boundary effects, the radial wave number is discrete, i.e., the spectrum is discrete. It is shown that the discrete spectrum, the adiabatic dust charge variation, dust grain size, and the particle collision have significant effects on the dust-acoustic wave
Analytic quantum bounds on Bell inequalities
Filipp, S.; Svozil, K.
2005-01-01
Full text: Can realism be combined with the quantum world? An important tool to investigate in this question are Bell's inequalities and violations thereof - they represent a cornerstone of our present understanding of quantum mechanics and therefore the description of nature. Here we present a simple algebraic method to calculate violations for any measurement arrangements that are maximal in the sense that quantum mechanics does not allow a stronger violation. Having two or more polarization analyzers available and a source producing photon-pairs in arbitrary polarization states Bell-type inequalities tell us which probabilities for measuring the polarization in particular directions are viable in a deterministic theory. Quantum mechanics does not obey these rules, but yields a violation of these inequalities. The questions is to what extent the inequalities are violated. Making use of a min-max principle analytical expressions can be found for the 'fine structure' of the maximal violations of arbitrary Bell-like inequalities, i. e. the upper bound reachable by any state when the analyzers measure in given directions. Knowing these bounds is useful for experimental tests of the validity of quantum mechanics and can serve as a prerequisite to answer the even more pressing question, why no stronger violation has been observed until now. (author)
Electromagnetic structure of a bound nucleon
Nogami, Y.
1977-01-01
The effect of binding on the electromagnetic (e.m.) structure of a nucleon in a nucleus is examined by means of a model consisting of a single nucleon which is bound in a harmonic oscillator potential and also coupled to the pion field through the Chew-Low interaction. The 'two-pion contribution' to the e.m. structure is considered. This is the part which is probably most susceptible to the binding effect. By the binding effect it is meant the one which arises because the nucleon wave functions, in the intermediate state as well as in the initial and final states, are distorted by the potential in which the nucleon is bound. This may be compared to a similar correction to the impulse approximation for pion-nucleus scattering. Unlike the latter which is likely to be quite appreciable, the binding correction to the e.m. structure of the nucleon is found to be negligibly small. The so-called quenching effect due to the Pauli principle when there are other nucleons is also discussed [pt
Dynamic bounds coupled with Monte Carlo simulations
Rajabalinejad, M., E-mail: M.Rajabalinejad@tudelft.n [Faculty of Civil Engineering, Delft University of Technology, Delft (Netherlands); Meester, L.E. [Delft Institute of Applied Mathematics, Delft University of Technology, Delft (Netherlands); Gelder, P.H.A.J.M. van; Vrijling, J.K. [Faculty of Civil Engineering, Delft University of Technology, Delft (Netherlands)
2011-02-15
For the reliability analysis of engineering structures a variety of methods is known, of which Monte Carlo (MC) simulation is widely considered to be among the most robust and most generally applicable. To reduce simulation cost of the MC method, variance reduction methods are applied. This paper describes a method to reduce the simulation cost even further, while retaining the accuracy of Monte Carlo, by taking into account widely present monotonicity. For models exhibiting monotonic (decreasing or increasing) behavior, dynamic bounds (DB) are defined, which in a coupled Monte Carlo simulation are updated dynamically, resulting in a failure probability estimate, as well as a strict (non-probabilistic) upper and lower bounds. Accurate results are obtained at a much lower cost than an equivalent ordinary Monte Carlo simulation. In a two-dimensional and a four-dimensional numerical example, the cost reduction factors are 130 and 9, respectively, where the relative error is smaller than 5%. At higher accuracy levels, this factor increases, though this effect is expected to be smaller with increasing dimension. To show the application of DB method to real world problems, it is applied to a complex finite element model of a flood wall in New Orleans.
More loosely bound hadron molecules at CDF?
Bignamini, C; Piccinini, F; Polosa, A D; Riquer, V; Sabelli, C
2010-01-01
In a recent paper we have proposed a method to estimate the prompt production cross section of X(3872) at the Tevatron assuming that this particle is a loosely bound molecule of a D and a D*bar meson. Under this hypothesis we find that it is impossible to explain the high prompt production cross section found by CDF at sigma(X(3872)) \\sim 30-70 nb as our theoretical prediction is about 300 times smaller than the measured one. Following our work, Artoisenet and Braaten, have suggested that final state interactions in the DD*bar system might be so strong to push the result we obtained for the cross section up to the experimental value. Relying on their conclusions we show that the production of another very narrow loosely bound molecule, the X_s=D_s D_s*bar, could be similarly enhanced. X_s should then be detectable at CDF with a mass of 4080 MeV and a prompt production cross section of sigma(X_s) \\sim 1-3 nb.
Generalized bounds for convex multistage stochastic programs
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...
Phenomenological bounds in inclusive neutrino interactions
Aubrecht, G.J. II; Takasugi, E.; Tanaka, K.
1975-01-01
Using expressions for the ν and anti ν charged and neutral current cross sections and the electroproduction structure function integral and positivity requirements of the sea contribution, bounds are obtained on sigma/sup anti nu N//sigma/sup anti nu N/, and sigma/sup anti nu N//sub nc//sigma/sup nu N//sub nc/ in the standard model. A bound on sigma/sup anti nu N//sigma/sup nu N/ obtained with a V + A term anti p'γ/sub mu/(1-γ 5 )n is used to rule out such a term in the current. A plot of sigma/sup nu N//sub nc/ + sigma/sup anti nu N//sub nc/ versus sigma/sup nu N//sub nc/ - sigma/sup anti nu N//sub nc/ is introduced to analyze the neutral current data. A new relation connecting moments of y and y distributions at a particular point y/sub n/ for ν and anti ν interactions is found. The results do not depend on the neutral current data
Search for a bound K− pp system
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.
Reducing Conservatism of Analytic Transient Response Bounds via Shaping Filters
Kwan, Aiyueh; Bedrossian, Nazareth; Jan, Jiann-Woei; Grigoriadis, Karolos; Hua, Tuyen (Technical Monitor)
1999-01-01
Recent results show that the peak transient response of a linear system to bounded energy inputs can be computed using the energy-to-peak gain of the system. However, analytically computed peak response bound can be conservative for a class of class bounded energy signals, specifically pulse trains generated from jet firings encountered in space vehicles. In this paper, shaping filters are proposed as a Methodology to reduce the conservatism of peak response analytic bounds. This Methodology was applied to a realistic Space Station assembly operation subject to jet firings. The results indicate that shaping filters indeed reduce the predicted peak response bounds.
Degenerate quantum codes and the quantum Hamming bound
Sarvepalli, Pradeep; Klappenecker, Andreas
2010-01-01
The parameters of a nondegenerate quantum code must obey the Hamming bound. An important open problem in quantum coding theory is whether the parameters of a degenerate quantum code can violate this bound for nondegenerate quantum codes. In this article we show that Calderbank-Shor-Steane (CSS) codes, over a prime power alphabet q≥5, cannot beat the quantum Hamming bound. We prove a quantum version of the Griesmer bound for the CSS codes, which allows us to strengthen the Rains' bound that an [[n,k,d
Insurance World in Transition: Changes in Global Risk Taking and Risk Assessment
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?
Tight bounds on computing error-correcting codes by bounded-depth circuits with arbitrary gates
Gál, A.; Hansen, A. K.; Koucký, Michal; Pudlák, Pavel; Viola, E.
2013-01-01
Roč. 59, č. 10 (2013), s. 6611-6627 ISSN 0018-9448 R&D Projects: GA AV ČR IAA100190902 Institutional support: RVO:67985840 Keywords : bounded-depth circuits * error-correcting codes * hashing Subject RIV: BA - General Mathematics Impact factor: 2.650, year: 2013 http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=6578188
Tight bounds on computing error-correcting codes by bounded-depth circuits with arbitrary gates
Gál, A.; Hansen, A. K.; Koucký, Michal; Pudlák, Pavel; Viola, E.
2013-01-01
Roč. 59, č. 10 (2013), s. 6611-6627 ISSN 0018-9448 R&D Projects: GA AV ČR IAA100190902 Institutional support: RVO:67985840 Keywords : bounded-depth circuits * error -correcting codes * hashing Subject RIV: BA - General Mathematics Impact factor: 2.650, year: 2013 http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=6578188
Structure and dynamics of weakly bound complexes
Skouteris, D.
1998-01-01
The present thesis deals with the spectroscopic and theoretical investigation of weakly bound complexes involving a methane molecule. Studies of these Van der Waals complexes can give valuable information on the relevant intermolecular dynamics and promote the understanding of the interactions between molecules (which can ultimately lead to chemical reactions). Especially interesting are complexes involving molecules of high symmetry (e.g. tetrahedral, such as methane) because of the unusual effects arising from it (selection rules, nuclear Spin statistical weights etc.). The infrared spectrum of the Van der Waals complex between a CH 4 and a N 2 O molecule has been recorded and most of it has been assigned in the region of the N - O stretch (approximately 2225.0 cm -1 ). Despite the fact that this is really a weakly bound complex, it is nevertheless rigid enough so that the standard model for asymmetric top spectra can be applied to it with the usual quantum numbers. From the value of the inertial defect, it turns out that the methane unit is locked in a rigid configuration within the complex rather than freely rotating. The intermolecular distance as well as the tilting angle of the N 2 O linear unit are determined from the rotational constants. The complex itself turns out to have a T - shaped configuration. The infrared spectrum of the Ar - CH 4 complex at the ν 4 (bending) band of methane is also assigned. This is different from the previous one in that the methane unit rotates almost freely Within the complex. As a result, the quantum numbers used to classify rovibrational energy levels include these of the free unit. The concept of 'overall symmetry' is made use of to rationalise selection rules in various sub-bands of the spectrum. Moreover, new terms in the potential anisotropy Hamiltonian are calculated through the use of the overall symmetry concept. These are termed 'mixed anisotropy' terms since they involve both rotational and vibrational degrees of
Protein-bound toxins: added value in their removal with high convective volumes.
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. In forty postdilutional OL-HDF sessions, the reduction rates of toxins of different molecular weights were measured in 13 patients, including protein-bound molecules such as p-cresyl sulphate, indoxyl sulphate and homocysteine. Total convective volume was 28.3 (5.1) litres (range 16.3-38.0 litres). Mean reduction rate of protein-bound molecules was 44.4% (15.7%), 48.7% (14.1%) and 58.6% (8.8%) for p-cresyl sulphate, indoxyl sulphate and homocysteine, respectively. Moreover, a statistically significant direct association was found between the reduction rates of all three molecules, the replacement volume and the Kt/V. High convective volumes during postdilution OL-HDF are associated with increased removal of protein-bound uraemic toxins. Copyright Â© 2016 Sociedad Española de Nefrología. Published by Elsevier España, S.L.U. All rights reserved.
Helioscope bounds on hidden sector photons
Redondo, J.
2008-01-01
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 χ -14 , depending on the hidden photon mass. Furthermore, it is pointed point out that helioscopes looking for solar axions are also sensitive to hidden photons. The recent results of the CAST collaboration are used to further constrain the mixing parameter χ at low masses (m γ' <1 eV) where the luminosity bound is weaker. In this regime the solar hidden photon ux has a sizable contribution of longitudinally polarized hidden photons of low energy which are invisible for current helioscopes. (orig.)
Frenetic Bounds on the Entropy Production
Maes, Christian
2017-10-01
We give a systematic derivation of positive lower bounds for the expected entropy production (EP) rate in classical statistical mechanical systems obeying a dynamical large deviation principle. The logic is the same for the return to thermodynamic equilibrium as it is for steady nonequilibria working under the condition of local detailed balance. We recover there recently studied "uncertainty" relations for the EP, appearing in studies about the effectiveness of mesoscopic machines. In general our refinement of the positivity of the expected EP rate is obtained in terms of a positive and even function of the expected current(s) which measures the dynamical activity in the system, a time-symmetric estimate of the changes in the system's configuration. Also underdamped diffusions can be included in the analysis.
Bounded rational choice behaviour: applications in transport
Jensen, Anders Fjendbo
2016-01-01
Even though the theory of rational behaviour has been challenged for almost 100 years, the dominant approach within the field of transport has been based upon the assumptions of neoclassical economics that we live in a world of rational decision makers who always have perfect knowledge and aim...... rational choice behaviour focuses on how the latter approach can be seriously taken into account within transport applications. As the editors discuss in the introduction, a true optimal choice can only be made if an individual has full and perfect information of all relevant attributes in his/her choice...... set. An individual is said to demonstrate bounded rational behaviour if he/she does not systematically consider all attributes deemed relevant for the decision problem at hand, does not consider all choice options and/or does not choose the best choice alternative. Such simplified representation...
Diffraction scattering of strongly bound system
Kuzmichev, V.E.
1982-04-01
The scattering of a hadron on a strongly bound system of two hadrons (dihadron) is considered in the high-energy limit for the relative hadron-dihadron motion. The dihadron scatterer motion and the internal interaction are included in our consideration. It is shown that only small values of the internal transfer momentum of dihadron particles bring the principal contribution to the three-particle propagator in eikonal approximation. On the basis of the exact analytical solution of the integral equation for the total Green function the scattering amplitude is derived. It is shown that the scattering amplitude contains only single, double, and triple scattering terms. The three new terms to the Glauber formula for the total cross section are obtained. These terms decrease both the true total hadron-hadron cross section and the screening correction. (orig.)
Transient response in granular bounded heap flows
Xiao, Hongyi; Ottino, Julio M.; Lueptow, Richard M.; Umbanhowar, Paul B.
2017-11-01
Heap formation, a canonical granular flow, is common in industry and is also found in nature. Here, we study the transition between steady flow states in quasi-2D bounded heaps by suddenly changing the feed rate from one fixed value to another. During the transition, in both experiments and discrete element method simulations, an additional wedge of flowing particles propagates over the rising free surface. The downstream edge of the wedge - the wedge front - moves downstream with velocity inversely proportional to the square root of time. An additional longer duration transient process continues after the wedge front reaches the downstream wall. The transient flux profile during the entire transition is well modeled by a diffusion-like equation derived from local mass balance and a local linear relation between the flux and the surface slope. Scalings for the transient kinematics during the flow transitions are developed based on the flux profiles. Funded by NSF Grant CBET-1511450.
Similarity problems and completely bounded maps
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...
'Critical' behaviour of weakly bound systems
Lassaut, M.; Lombard, R.J.; Bulboaca, I.
1995-11-01
The class of 3-dimensional finite range or similar potentials λW(r) is discussed, depending on a strength constant λ. The behaviour of the eigenvalue E as function of λ-λ c is studied, where λ c is the critical value at the transition from 0 → 1 bound state. For the l=0 case, E α (λ-λ c ) 2 was found, whereas the relationship is linear for l≥1. Treating l as a continuous parameter in the radial Schroedinger equation, the evolution of the power-law between l=0 and l=1 is given. Besides spherically symmetric scalar potentials, the case of a repulsive scalar potential combined with a spin-orbit component of the Thomas form is also discussed. (author)
Entanglement negativity bounds for fermionic Gaussian states
Eisert, Jens; Eisler, Viktor; Zimborás, Zoltán
2018-04-01
The entanglement negativity is a versatile measure of entanglement that has numerous applications in quantum information and in condensed matter theory. It can not only efficiently be computed in the Hilbert space dimension, but for noninteracting bosonic systems, one can compute the negativity efficiently in the number of modes. However, such an efficient computation does not carry over to the fermionic realm, the ultimate reason for this being that the partial transpose of a fermionic Gaussian state is no longer Gaussian. To provide a remedy for this state of affairs, in this work, we introduce efficiently computable and rigorous upper and lower bounds to the negativity, making use of techniques of semidefinite programming, building upon the Lagrangian formulation of fermionic linear optics, and exploiting suitable products of Gaussian operators. We discuss examples in quantum many-body theory and hint at applications in the study of topological properties at finite temperature.
Dilation volumes of sets of bounded perimeter
Kiderlen, Markus; Rataj, Jan
, this derivative coincides up to sign with the directional derivative of the covariogram of A in direction u. By known results for the covariogram, this derivative can therefore be expressed by the cosine transform of the surface area measure of A. We extend this result to sets Q that are at most countable and use...... 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....
Hyperquarks and bosonic preon bound states
Schmid, Michael L.; Buchmann, Alfons J.
2009-01-01
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.
Factorization Procedure for Harmonically Bound Brownian Particle
Omolo, JK.
2006-01-01
The method of factorization to solve the problem of the one-dimensional harmonically bound Brownian particle was applied. Assuming the the rapidily fluctuating random force is Gaussian and has an infinitely short correlation time, explicit expressions for the position-position,velocity-velocity, and the position-velocity correlation functions, which are also use to write down appropriate distribution functions were used. The correlation and distribution functions for the complex quantity (amplititude) which provides the expressions for the position and velocity of the particle are calculated. Finally, Fokker-Planck equations for the joint probability distribution functions for the amplititude and it's complex conjugate as well as for the position and velocity of the particle are obtained. (author)
Lower complexity bounds for lifted inference
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...
Surface-bound states in nanodiamonds
Han, Peng; Antonov, Denis; Wrachtrup, Jörg; Bester, Gabriel
2017-05-01
We show via ab initio calculations and an electrostatic model that the notoriously low, but positive, electron affinity of bulk diamond becomes negative for hydrogen passivated nanodiamonds and argue that this peculiar situation (type-II offset with a vacuum level at nearly midgap) and the three further conditions: (i) a surface dipole with positive charge on the outside layer, (ii) a spherical symmetry, and (iii) a dielectric mismatch at the surface, results in the emergence of a peculiar type of surface state localized just outside the nanodiamond. These states are referred to as "surface-bound states" and have consequently a strong environmental sensitivity. These type of states should exist in any nanostructure with negative electron affinity. We further quantify the band offsets of different type of nanostructures as well as the exciton binding energy and contrast the results with results for "conventional" silicon quantum dots.
Volume Stability of Bitumen Bound Building Blocks
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.
Resignation syndrome: Catatonia? Culture-bound?
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.
Models for light QCD bound states
LaCourse, D.P.
1992-01-01
After a brief overview of Regge, tower, and heavy-quark experimental data, this thesis examines two massless wave equations relevant to quark bound states. We establish general conditions on the Lorentz scalar and Lorentz vector potentials which yield arbitrary leading Regge trajectories for the case of circular classical motion. A semi-classical approximation which includes radial motion reproduces remarkably well the exact solutions. Conditions for tower structure are examined, and found to be incompatible with conditions which give a Nambu stringlike Regge slope. The author then proposes a generalization of the usual potential model of quark bound states in which the confining flux tube is a dynamical object carrying both angular momentum and energy. The Q bar Q-string system with spinless quarks is quantized using an implicit operator technique and the resulting relativistic wave equation is solved. For heavy quarks the usual Schroedinger valence-quark model is recovered. The Regge slope with light quarks agree with the classical rotating-string result and is significantly larger and the effects of short-range forces are also considered. A relativistic generalization of the quantized flux tube model predicts the glueball ground state mass to be √3/α' ≅ 1.9 GeV where α' is the normal Regge slope. The groundstate as well as excited levels like considerably above the expectations of previous models and also above various proposed experimental candidates. The glueball Regge slope is only about three-eighths that for valence quark hadrons. A semi-classical calculation of the Regge slope is in good agreement with a numerically exact value
Coherent structures in wall-bounded turbulence
Jiménez, Javier
2018-05-01
This article discusses the description of wall-bounded turbulence as a deterministic high-dimensional dynamical system of interacting coherent structures, defined as eddies with enough internal dynamics to behave relatively autonomously from any remaining incoherent part of the flow. The guiding principle is that randomness is not a property, but a methodological choice of what to ignore in the flow, and that a complete understanding of turbulence, including the possibility of control, requires that it be kept to a minimum. After briefly reviewing the underlying low-order statistics of flows at moderate Reynolds numbers, the article examines what two-point statistics imply for the decomposition of the flow into individual eddies. Intense eddies are examined next, including their temporal evolution, and shown to satisfy many of the properties required for coherence. In particular, it is shown that coherent structures larger than the Corrsin scale are a natural consequence of the shear. In wall-bounded turbulence, they can be classified into coherent dispersive waves and transient bursts. The former are found in the viscous layer near the wall and as very-large structures spanning the boundary layer thickness. Although they are shear-driven, these waves have enough internal structure to maintain a uniform advection velocity. Conversely, bursts exist at all scales, are characteristic of the logarithmic layer, and interact almost linearly with the shear. While the waves require a wall to determine their length scale, the bursts are essentially independent from it. The article concludes with a brief review of our present theoretical understanding of turbulent structures, and with a list of open problems and future perspectives.
Clean development mechanism projects and portfolio risks
Matsuhashi, Ryuji; Fujisawa, Sei; Mitamura, Wataru; Momobayashi, Yutaka; Yoshida, Yoshikuni
2004-01-01
Clean development mechanism (CDM) is expected to facilitate technology transfer from developed to developing countries as well as to economically reduce greenhouse gas emissions. In this article, we explore effective institutions to activate CDM projects. For this purpose, we have estimated internal rate of return (IRR) and other indicators on profitability for 42 CDM or JI projects, taking account of volatilities in the price of certified emission reductions (CER). As a result of Monte Carlo simulations, expected values and standard deviations in the IRR of the projects were quantitatively shown. Then we evaluated various risks in CDM, concluding that diversification of investment is an effective way to suppress these risks. Therefore securitization of CDM finance is proposed as a means of facilitating the diversification of investment. Namely, we present the concept of a CDM bond, which is a project bond with CER. We also investigated the role of governments to suppress risks in CDM. Referring to CERUPT, initiated by the Netherlands' government, the institution of 'insured CERUPT' is proposed to suppress downside risks in the IRR of the projects. We concluded that it is possible to make CDM projects viable by the 'insured CERUPT' and CDM bond
Tail Risk Constraints and Maximum Entropy
Donald Geman
2015-06-01
Full Text Available Portfolio selection in the financial literature has essentially been analyzed under two central assumptions: full knowledge of the joint probability distribution of the returns of the securities that will comprise the target portfolio; and investors’ preferences are expressed through a utility function. In the real world, operators build portfolios under risk constraints which are expressed both by their clients and regulators and which bear on the maximal loss that may be generated over a given time period at a given confidence level (the so-called Value at Risk of the position. Interestingly, in the finance literature, a serious discussion of how much or little is known from a probabilistic standpoint about the multi-dimensional density of the assets’ returns seems to be of limited relevance. Our approach in contrast is to highlight these issues and then adopt throughout a framework of entropy maximization to represent the real world ignorance of the “true” probability distributions, both univariate and multivariate, of traded securities’ returns. In this setting, we identify the optimal portfolio under a number of downside risk constraints. Two interesting results are exhibited: (i the left- tail constraints are sufficiently powerful to override all other considerations in the conventional theory; (ii the “barbell portfolio” (maximal certainty/ low risk in one set of holdings, maximal uncertainty in another, which is quite familiar to traders, naturally emerges in our construction.
The neural basis of bounded rational behavior
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
Tight bounds on computing error-correcting codes by bounded-depth circuits with arbitrary gates
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...
Tight bounds on computing error-correcting codes by bounded-depth circuits with arbitrary gates
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...
Persistence-Based Branch Misprediction Bounds for WCET Analysis
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...... dynamic branch predictors. To handle interferences between branch instructions we use the notion of persistence, a concept that is also found in cache analyses. The bounds apply to branches in general, not only to branches that close a loop. Furthermore, the bounds can be easily integrated into integer...... 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....
Architecture-independent power bound for vibration energy harvesters
Halvorsen, E; Le, C P; Mitcheson, P D; Yeatman, E M
2013-01-01
The maximum output power of energy harvesters driven by harmonic vibrations is well known for a range of specific harvester architectures. An architecture-independent bound based on the mechanical input-power also exists and gives a strict limit on achievable power with one mechanical degree of freedom, but is a least upper bound only for lossless devices. We report a new theoretical bound on the output power of vibration energy harvesters that includes parasitic, linear mechanical damping while still being architecture independent. This bound greatly improves the previous bound at moderate force amplitudes and is compared to the performance of established harvester architectures which are shown to agree with it in limiting cases. The bound is a hard limit on achievable power with one mechanical degree of freedom and can not be circumvented by transducer or power-electronic-interface design
Sharp bounds for periodic solutions of Lipschitzian differential equations
Zevin, A A
2009-01-01
A general system of Lipschitzian differential equations, containing simultaneously terms without delay and with arbitrary constant and time-varying delays, is considered. For the autonomous case, a lower bound for the period of nonconstant periodic solutions, expressed in the respective supremum Lipschitz constants, is found. For nonautonomous periodic equations, explicit upper bounds for the amplitudes and maximum derivatives of periodic solutions are obtained. For all n ≥ 2, the bounds do not depend on n and, in general, are different from that for n = 1. All the bounds are sharp; they are attained in linear differential equations with piece-wise constant deviating arguments. A relation between the obtained bounds and the sharp bounds in other metrics is established
``Carbon Credits'' for Resource-Bounded Computations Using Amortised Analysis
Jost, Steffen; Loidl, Hans-Wolfgang; Hammond, Kevin; Scaife, Norman; Hofmann, Martin
Bounding resource usage is important for a number of areas, notably real-time embedded systems and safety-critical systems. In this paper, we present a fully automatic static type-based analysis for inferring upper bounds on resource usage for programs involving general algebraic datatypes and full recursion. Our method can easily be used to bound any countable resource, without needing to revisit proofs. We apply the analysis to the important metrics of worst-case execution time, stack- and heap-space usage. Our results from several realistic embedded control applications demonstrate good matches between our inferred bounds and measured worst-case costs for heap and stack usage. For time usage we infer good bounds for one application. Where we obtain less tight bounds, this is due to the use of software floating-point libraries.
Lying for the Greater Good: Bounded Rationality in a Team
Oktay Sürücü
2014-01-01
This paper is concerned with the interaction between fully and boundedly rational agents in situations where their interests are perfectly aligned. The cognitive limitations of the boundedly rational agent do not allow him to fully understand the market conditions and lead him to take non-optimal decisions in some situations. Using categorization to model bounded rationality, we show that the fully rational agent can nudge, i.e., he can manipulate the information he sends and decrease the exp...
Upper bounds on minimum cardinality of exact and approximate reducts
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.
Entropic Lower Bound for Distinguishability of Quantum States
Seungho Yang
2015-01-01
Full Text Available For a system randomly prepared in a number of quantum states, we present a lower bound for the distinguishability of the quantum states, that is, the success probability of determining the states in the form of entropy. When the states are all pure, acquiring the entropic lower bound requires only the density operator and the number of the possible states. This entropic bound shows a relation between the von Neumann entropy and the distinguishability.
Uniform Bounds for Black--Scholes Implied Volatility
Tehranchi, Michael Rummine
2016-01-01
In this note, Black--Scholes implied volatility is expressed in terms of various optimization problems. From these representations, upper and lower bounds are derived which hold uniformly across moneyness and call price. Various symmetries of the Black--Scholes formula are exploited to derive new bounds from old. These bounds are used to reprove asymptotic formulas for implied volatility at extreme strikes and/or maturities. the Society for Industrial and Applied Mathematics 10.1137/14095248X
Uniform bounds for Black--Scholes implied volatility
Tehranchi, Michael R.
2015-01-01
In this note, Black--Scholes implied volatility is expressed in terms of various optimisation problems. From these representations, upper and lower bounds are derived which hold uniformly across moneyness and call price. Various symmetries of the Black--Scholes formula are exploited to derive new bounds from old. These bounds are used to reprove asymptotic formulae for implied volatility at extreme strikes and/or maturities.
On an extension of the space of bounded deformations
Kružík, Martin; Zimmer, J.
2012-01-01
Roč. 31, č. 1 (2012), s. 75-91 ISSN 0232-2064 R&D Projects: GA AV ČR IAA100750802 Institutional research plan: CEZ:AV0Z10750506 Keywords : Bounded sequences of symmetrised gradients * bounded deformation Subject RIV: BA - General Mathematics Impact factor: 0.620, year: 2012 http://library.utia.cas.cz/separaty/2012/MTR/kruzik-on an extension of the space of bounded deformations.pdf
General bounds in Hybrid Natural Inflation
Germán, Gabriel; Herrera-Aguilar, Alfredo; Hidalgo, Juan Carlos; Sussman, Roberto A.; Tapia, José
2017-12-01
Recently we have studied in great detail a model of Hybrid Natural Inflation (HNI) by constructing two simple effective field theories. These two versions of the model allow inflationary energy scales as small as the electroweak scale in one of them or as large as the Grand Unification scale in the other, therefore covering the whole range of possible energy scales. In any case the inflationary sector of the model is of the form V(phi)=V0 (1+a cos(phi/f)) where 0waterfall field. One interesting characteristic of this model is that the slow-roll parameter epsilon(phi) is a non-monotonic function of phi presenting a maximum close to the inflection point of the potential. Because the scalar spectrum Script Ps(k) of density fluctuations when written in terms of the potential is inversely proportional to epsilon(phi) we find that Script Ps(k) presents a minimum at phimin. The origin of the HNI potential can be traced to a symmetry breaking phenomenon occurring at some energy scale f which gives rise to a (massless) Goldstone boson. Non-perturbative physics at some temperature Tmodels is not common. We use this property of HNI to determine bounds for the inflationary energy scale Δ and for the tensor-to-scalar ratio r.
Probabilistic error bounds for reduced order modeling
Abdo, M.G.; Wang, C.; Abdel-Khalik, H.S., E-mail: abdo@purdue.edu, E-mail: wang1730@purdue.edu, E-mail: abdelkhalik@purdue.edu [Purdue Univ., School of Nuclear Engineering, West Lafayette, IN (United States)
2015-07-01
Reduced order modeling has proven to be an effective tool when repeated execution of reactor analysis codes is required. ROM operates on the assumption that the intrinsic dimensionality of the associated reactor physics models is sufficiently small when compared to the nominal dimensionality of the input and output data streams. By employing a truncation technique with roots in linear algebra matrix decomposition theory, ROM effectively discards all components of the input and output data that have negligible impact on reactor attributes of interest. This manuscript introduces a mathematical approach to quantify the errors resulting from the discarded ROM components. As supported by numerical experiments, the introduced analysis proves that the contribution of the discarded components could be upper-bounded with an overwhelmingly high probability. The reverse of this statement implies that the ROM algorithm can self-adapt to determine the level of the reduction needed such that the maximum resulting reduction error is below a given tolerance limit that is set by the user. (author)
Tensor squeezed limits and the Higuchi bound
Bordin, Lorenzo [SISSA, via Bonomea 265, 34136, Trieste (Italy); Creminelli, Paolo [Abdus Salam International Centre for Theoretical Physics, Strada Costiera 11, 34151, Trieste (Italy); Mirbabayi, Mehrdad [Institute for Advanced Study, Princeton, NJ 08540 (United States); Noreña, Jorge, E-mail: lbordin@sissa.it, E-mail: creminel@ictp.it, E-mail: mehrdadm@ias.edu, E-mail: jorge.norena@pucv.cl [Instituto de Física, Pontificia Universidad Católica de Valparaíso, Avenida Universidad 330, Curauma, Valparaíso (Chile)
2016-09-01
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 consistency 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 has a privileged direction.
Decision theory with resource-bounded agents.
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.
Boudot's Range-Bounded Commitment Scheme Revisited
Cao, Zhengjun; Liu, Lihua
Checking whether a committed integer lies in a specific interval has many cryptographic applications. In Eurocrypt'98, Chan et al. proposed an instantiation (CFT Proof). Based on CFT, Boudot presented a popular range-bounded commitment scheme in Eurocrypt'2000. Both CFT Proof and Boudot Proof are based on the encryption E(x, r)=g^xh^r mod n, where n is an RSA modulus whose factorization is unknown by the prover. They did not use a single base as usual. Thus an increase in cost occurs. In this paper, we show that it suffices to adopt a single base. The cost of the modified Boudot Proof is about half of that of the original scheme. Moreover, the key restriction in the original scheme, i.e., both the discrete logarithm of g in base h and the discrete logarithm of h in base g are unknown by the prover, which is a potential menace to the Boudot Proof, is definitely removed.
Dynamics of water bound to crystalline cellulose
O’Neill, Hugh; Pingali, Sai Venkatesh; Petridis, Loukas; He, Junhong; Mamontov, Eugene; Hong, Liang; Urban, Volker; Evans, Barbara; Langan, Paul; Smith, Jeremy C.; Davison, Brian H.
2017-09-19
Interactions of water with cellulose are of both fundamental and technological importance. Here, we characterize the properties of water associated with cellulose using deuterium labeling, neutron scattering and molecular dynamics simulation. Quasi-elastic neutron scattering provided quantitative details about the dynamical relaxation processes that occur and was supported by structural characterization using small-angle neutron scattering and X-ray diffraction. We can unambiguously detect two populations of water associated with cellulose. The first is “non-freezing bound” water that gradually becomes mobile with increasing temperature and can be related to surface water. The second population is consistent with confined water that abruptly becomes mobile at ~260 K, and can be attributed to water that accumulates in the narrow spaces between the microfibrils. Quantitative analysis of the QENS data showed that, at 250 K, the water diffusion coefficient was 0.85 ± 0.04 × 10-10 m2sec-1 and increased to 1.77 ± 0.09 × 10-10 m2sec-1 at 265 K. MD simulations are in excellent agreement with the experiments and support the interpretation that water associated with cellulose exists in two dynamical populations. Our results provide clarity to previous work investigating the states of bound water and provide a new approach for probing water interactions with lignocellulose materials.
Bounding the Higgs boson width through interferometry.
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.
Photochemistry of triarylmethane dyes bound to proteins
Indig, Guilherme L.
1996-04-01
Triarylmethanes represent a class of cationic dyes whose potential as photosensitizers for use in photodynamic therapy of neoplastic diseases has never been comprehensively evaluated. Here, the laser-induced photodecomposition of three triarylmethane dyes, crystal violet, ethyl violet, and malachite green, non-covalently bound to bovine serum albumin (a model biological target) was investigated. Upon laser excitation at 532 nm, the bleaching of the corresponding dye-protein molecular complexes follows spectroscopic patterns that suggest the formation of reduced forms of the dyes as major reaction photoproducts. That implies that an electron or hydrogen atom transfer from the protein to the dye's moiety within the guest-host complex is the first step of the photobleaching process. Since the availability of dissolved molecular oxygen was not identified as a limiting factor for the phototransformations to occur, these dyes can be seen as potential phototherapeutic agents for use in hypoxic areas of tumors. These triarylmethane dyes strongly absorb at relatively long wavelengths (absorption maximum around 600 nm; (epsilon) max approximately equals 105 M-1 cm-1), and only minor changes in their absorption characteristics are observed upon binding to the protein. However the binding event leads to a remarkable increase in their fluorescence quantum yield and photoreactivity.
Phenomenology of wall-bounded Newtonian turbulence.
L'vov, Victor S; Pomyalov, Anna; Procaccia, Itamar; Zilitinkevich, Sergej S
2006-01-01
We construct a simple analytic model for wall-bounded turbulence, containing only four adjustable parameters. Two of these parameters are responsible for the viscous dissipation of the components of the Reynolds stress tensor. The other two parameters control the nonlinear relaxation of these objects. The model offers an analytic description of the profiles of the mean velocity and the correlation functions of velocity fluctuations in the entire boundary region, from the viscous sublayer, through the buffer layer, and further into the log-law turbulent region. In particular, the model predicts a very simple distribution of the turbulent kinetic energy in the log-law region between the velocity components: the streamwise component contains a half of the total energy whereas the wall-normal and cross-stream components contain a quarter each. In addition, the model predicts a very simple relation between the von Kármán slope k and the turbulent velocity in the log-law region v+ (in wall units): v+=6k. These predictions are in excellent agreement with direct numerical simulation data and with recent laboratory experiments.
Organically bound tritium analysis in environmental samples
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.
Revisiting cosmological bounds on sterile neutrinos
Vincent, Aaron C. [Institute for Particle Physics Phenomenology (IPPP), Department of Physics, Durham University, Durham DH1 3LE (United Kingdom); Martínez, Enrique Fernández [Departamento and Instituto de Física Teórica (IFT), UAM/CSIC, Universidad Autonoma de Madrid, C/ Nicolás Cabrera 13-15, E-28049 Cantoblanco, Madrid (Spain); Hernández, Pilar; Mena, Olga [Instituto de Física Corpuscular (IFIC), CSIC-Universitat de València, Apartado de Correos 22085, E-46071 Valencia (Spain); Lattanzi, Massimiliano, E-mail: aaron.vincent@durham.ac.uk, E-mail: enrique.fernandez-martinez@uam.es, E-mail: m.pilar.hernandez@uv.es, E-mail: omena@ific.uv.es, E-mail: lattanzi@fe.infn.it [Dipartimento di Fisica e Science della Terra, Università di Ferrara and INFN, sezione di Ferrara, Polo Scientifico e Tecnologico, Edificio C Via Saragat, 1, I-44122 Ferrara (Italy)
2015-04-01
We employ state-of-the art cosmological observables including supernova surveys and BAO information to provide constraints on the mass and mixing angle of a non-resonantly produced sterile neutrino species, showing that cosmology can effectively rule out sterile neutrinos which decay between BBN and the present day. The decoupling of an additional heavy neutrino species can modify the time dependence of the Universe's expansion between BBN and recombination and, in extreme cases, lead to an additional matter-dominated period; while this could naively lead to a younger Universe with a larger Hubble parameter, it could later be compensated by the extra radiation expected in the form of neutrinos from sterile decay. However, recombination-era observables including the Cosmic Microwave Background (CMB), the shift parameter R{sub CMB} and the sound horizon r{sub s} from Baryon Acoustic Oscillations (BAO) severely constrain this scenario. We self-consistently include the full time-evolution of the coupled sterile neutrino and standard model sectors in an MCMC, showing that if decay occurs after BBN, the sterile neutrino is essentially bounded by the constraint sin{sup 2}θ ∼< 0.026 (m{sub s}/eV){sup −2}.
Nonlinear delay monopoly with bounded rationality
Matsumoto, Akio; Szidarovszky, Ferenc
2012-01-01
The purpose of this paper is to study the dynamics of a monopolistic firm in a continuous-time framework. The firm is assumed to be boundedly rational and to experience time delays in obtaining and implementing information on output. The dynamic adjustment process is based on the gradient of the expected profit. The paper is divided into three parts: we examine delay effects on dynamics caused by one-time delay and two-time delays in the first two parts. Global dynamics and analytical results on local dynamics are numerically confirmed in the third part. Four main results are demonstrated. First, the stability switch from stability to instability occurs only once in the case of a single delay. Second, the alternation of stability and instability can continue if two time delays are involved. Third, the occurence of Hopf bifurcation is analytically shown if stability is lost. Finally, in a bifurcation process, there are a period-doubling cascade to chaos and a period-halving cascade to the equilibrium point in the case of two time delays if the difference between the two delays is large.
NITRO MUSK BOUND TO CARP HEMOGLOBIN ...
Nitroaromatic compounds including synthetic nitro musks are important raw materials and intermediates in the synthesis of explosives, dyes, and pesticides, pharmaceutical and personal care-products (PPCPs). The nitro musks such as musk xylene (MX) and musk ketone (MK) are extensively used as fragrance ingredients in PPCPs and other commercial toiletries. Identification and quantification of a bound 4-amino-MX (4-AMX) metabolite as well as a 2- amino-MK (2-AMK) metabolite were carried out by gas chromatography-mass spectrometry' (GC/MS), with selected ion monitoring (SIM) in both the electron ionization (ElMS) and electron capture (EC) negative ion chemical ionization (NICIMS) modes. Detection of 4-AMX and 2-AMK occurred after the cysteine adducts in carp hemoglobin, derived from the nitroso metabolites, were released by alkaline hydrolysis. The released metabolites were extracted into n-hexane. The extract was preconcentrated by evaporation, and analyzed by GC-SIM-MS. A comparison between the El and EC approaches was made. EC NICIMS detected both metabolites whereas only 4-AMX was detected by ElMS. The EC NICIMS approach exhibited fewer matrix responses and provided a lower detection limit. Quantitation in both approaches was based on internal standard and a calibration plot. The research focused on in the subtasks is the development and application of state-of the-art technologies to meet the needs of the public, Office of Water, and ORD in the area of Water Q
Charged boson bound states in the kerr-newman metric
Li Yuanjie; Zhang Duanming
1986-01-01
Charged boson bound states in Kerr-Newman metric are discussed. It is found that massless boson cannot be attracted by Kerr-Newman black hole to form bound states. For the massive boson, the condition of the nonbound states when 0 2 - Q 2 and both the condition and wave functions of the bound states when a = √M 2 - Q 2 are obtained. The energy mode of the bound states is single, E = (m√M 2 - Q 2 + eQM)/(2M 2 - Q 2 ). When Q = 0 or e = 0, the conclusion is in agreement with that of Zhang Shiwei and Su Rukeng
On the Applicability of Lower Bounds for Solving Rectilinear
Clausen, Jens; Karisch, Stefan E.; Perregaard, M.
1998-01-01
. 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......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...
Upper bounds on quantum uncertainty products and complexity measures
Guerrero, Angel; Sanchez-Moreno, Pablo; Dehesa, Jesus S. [Department of Atomic, Molecular and Nuclear Physics, University of Granada, Granada (Spain); Department of Applied Mathematics, University of Granada, Granada (Spain) and Institute Carlos I for Computational and Theoretical Physics, University of Granada, Granada (Spain); Department of Atomic, Molecular and Nuclear Physics, University of Granada, Granada (Spain); Institute Carlos I for Computational and Theoretical Physics, University of Granada, Granada (Spain)
2011-10-15
The position-momentum Shannon and Renyi uncertainty products of general quantum systems are shown to be bounded not only from below (through the known uncertainty relations), but also from above in terms of the Heisenberg-Kennard product . Moreover, the Cramer-Rao, Fisher-Shannon, and Lopez-Ruiz, Mancini, and Calbet shape measures of complexity (whose lower bounds have been recently found) are also bounded from above. The improvement of these bounds for systems subject to spherically symmetric potentials is also explicitly given. Finally, applications to hydrogenic and oscillator-like systems are done.
Twisting, supercoiling and stretching in protein bound DNA
Lam, Pui-Man; Zhen, Yi
2018-04-01
We have calculated theoretical results for the torque and slope of the twisted DNA, with various proteins bound on it, using the Neukirch-Marko model, in the regime where plectonemes exist. We found that the torque in the protein bound DNA decreases compared to that in the bare DNA. This is caused by the decrease in the free energy g(f) , and hence the smaller persistence lengths, in the case of protein bound DNA. We hope our results will encourage experimental investigations of supercoiling in protein bound DNA, which can provide further tests of the Neukirch-Marko model.
Generalized Hofmann quantum process fidelity bounds for quantum filters
Sedlák, Michal; Fiurášek, Jaromír
2016-04-01
We propose and investigate bounds on the quantum process fidelity of quantum filters, i.e., probabilistic quantum operations represented by a single Kraus operator K . These bounds generalize the Hofmann bounds on the quantum process fidelity of unitary operations [H. F. Hofmann, Phys. Rev. Lett. 94, 160504 (2005), 10.1103/PhysRevLett.94.160504] and are based on probing the quantum filter with pure states forming two mutually unbiased bases. Determination of these bounds therefore requires far fewer measurements than full quantum process tomography. We find that it is particularly suitable to construct one of the probe bases from the right eigenstates of K , because in this case the bounds are tight in the sense that if the actual filter coincides with the ideal one, then both the lower and the upper bounds are equal to 1. We theoretically investigate the application of these bounds to a two-qubit optical quantum filter formed by the interference of two photons on a partially polarizing beam splitter. For an experimentally convenient choice of factorized input states and measurements we study the tightness of the bounds. We show that more stringent bounds can be obtained by more sophisticated processing of the data using convex optimization and we compare our methods for different choices of the input probe states.
Bound entangled states violate a nonsymmetric local uncertainty relation
Hofmann, Holger F.
2003-01-01
As a consequence of having a positive partial transpose, bound entangled states lack many of the properties otherwise associated with entanglement. It is therefore interesting to identify properties that distinguish bound entangled states from separable states. In this paper, it is shown that some bound entangled states violate a nonsymmetric class of local uncertainty relations [H. F. Hofmann and S. Takeuchi, Phys. Rev. A 68, 032103 (2003)]. This result indicates that the asymmetry of nonclassical correlations may be a characteristic feature of bound entanglement
Classical Physics and the Bounds of Quantum Correlations.
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.
Photophysics of aggregated 9-methylthiacarbocyanine bound to polyanions
Chibisov, Alexander K.; Görner, Helmut
2002-05-01
The photophysical properties of 3,3 '-diethyl-9-methylthiacarbocyanine (DTC) were studied in the presence of polystyrene sulfonate (PSS), polyacrylic acid (PAA) and polymethacrylic acid (PMA). The absorption spectra reflect a monomer/dimer equilibrium in neat aqueous solution and a shift towards bound H-aggregates, bound dimers and bound monomers on increasing the ratio of polyanion residue to dye concentrations ( r). These equilibria also determine the photodeactivation modes of DTC. The fluorescence intensity is reduced, when dimers and aggregates are present and strongly enhanced for low dye loading ( r=10 4). In contrast, the quantum yield of intersystem crossing is enhanced for bound dimers ( r=10 3).
Countering the biggest risk of all.
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.
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.
Risk profile modification of energy projects
Larson, B.O.
1992-01-01
The commodity futures and swaps markets are thought by some to be the invention of speculators, the bane of the oil business, or possibly something confined to finance departments of major corporations. In actuality, they should be considered more as insurance and can be utilized at the project level to modify the risk profile of a property. In this context, an increased familiarity with them can be useful for an engineer. This paper reports that either futures or swaps can be used to guarantee or modify product prices, an accomplishment very difficult or impossible to duplicate through other means, particularly with such integrity. Participation in futures or swaps does not necessarily maximize cashflow or present worth, it can either guarantee the price, put a minimum price in place or offer a combination of the above. A project or company can be protected for several years from downside price risk using swaps. Not being subject to market price swings substantially reduces the risk of the venture. This can be particularly important if lower product prices would cause unacceptable cashflows or net incomes
DETERMINATION OF A BOUND MUSK XYLENE ...
Musk xylene (MX) is widely used as a fragrance ingredient in commercial toiletries. Identification and quantification of a bound 4-amino-MX (AMX) metabolite was carried out by gas chromatography-mass spectrometry (GC/MS), with selected ion monitoring (SIM). Detection of AMX occurred after the cysteine adducts in carp hemoglobin, derived from the nitroso metabolite, were released by alkaline hydrolysis. The released AMX metabolite was extracted into n-hexane. The extract was preconcentrated by evaporation, and analyzed by GC-SIM-MS. The concentration of AMX metabolite was found to range from 6.0 to 30.6 ng/g in the carp Hb, collected from the Las Vegas Wash and Lake Mead, Nevada areas. The presence of an AMX metabolite in the carp Hb was confirmed when similar mass spectral features and the same retention time of the AMX metabolite were obtained for both standard AMX and carp Hb extract solutions. In the non-hydrolyzed and reagent blank extracts, the AMX metabolite was not detected. The research focused on in the subtasks is the development and application of state-of the-art technologies to meet the needs of the public, Office of Water, and ORD in the area of Water Quality. Located In the subtasks are the various research projects being performed in support of this Task and more in-depth coverage of each project. Briefly, each project's objective is stated below.Subtask 1: To integrate state-of-the-art technologies (polar organic chemical integrative samplers,
Structure Biology of Membrane Bound Enzymes
Fu, Dax [Johns Hopkins Univ., Baltimore, MD (United States). School of Medicine. Dept. of Physiology
2016-11-30
The overall goal of the proposed research is to understand the membrane-associated active processes catalyzed by an alkane $\\square$-hydroxylase (AlkB) from eubacterium Pseudomonase oleovorans. AlkB performs oxygenation of unactivated hydrocarbons found in crude oils. The enzymatic reaction involves energy-demanding steps in the membrane with the uses of structurally unknown metal active sites featuring a diiron [FeFe] center. At present, a critical barrier to understanding the membrane-associated reaction mechanism is the lack of structural information. The structural biology efforts have been challenged by technical difficulties commonly encountered in crystallization and structural determination of membrane proteins. The specific aims of the current budget cycle are to crystalize AlkB and initiate X-ray analysis to set the stage for structural determination. The long-term goals of our structural biology efforts are to provide an atomic description of AlkB structure, and to uncover the mechanisms of selective modification of hydrocarbons. The structural information will help elucidating how the unactivated C-H bonds of saturated hydrocarbons are oxidized to initiate biodegradation and biotransformation processes. The knowledge gained will be fundamental to biotechnological applications to biofuel transformation of non-edible oil feedstock. Renewable biodiesel is a promising energy carry that can be used to reduce fossil fuel dependency. The proposed research capitalizes on prior BES-supported efforts on over-expression and purification of AlkB to explore the inner workings of a bioenergy-relevant membrane-bound enzyme.
Investment risk aspects of new gas contracts in the UKCS
Kemp, A.G.; Stephen, L.
1996-01-01
The market faced by gas producers in the UKCS has changed considerably since 1990. Producers contemplating the development of new fields are today highly unlikely to attain life-of-field depletion contracts for their gas. They may not even be able to negotiate long-term take or pay contracts for a high proportion of their reserves. Today's producers face not only volume risk, in the sense that they may be unable to attain contracts for all their reserves, but they are exposed to price risks to a greater extent than they have been in the past. The aim of this study is to consider the degree of economic risk faced by gas producers in this new market situation with emphasis on volume and price risks. Emphasis is given to the position of an investor contemplating the development of a new field in circumstances where firm contract(s) are available for only some of the potential output of the field, and assessments of the chances of obtaining further contracts have to be made and set alongside the effects of simply selling gas on the spot market. The emphasis is on elucidating the risk:reward situation facing investors in such situations. The underlying objective of the investor is taken to be the maximisation of his returns (expressed in terms of net present value (NPV)). Attention in the risk analysis is given to upside potential and downside risks. (author)
Reducing WCET Overestimations by Correcting Errors in Loop Bound Constraints
Fanqi Meng
2017-12-01
Full Text Available In order to reduce overestimations of worst-case execution time (WCET, in this article, we firstly report a kind of specific WCET overestimation caused by non-orthogonal nested loops. Then, we propose a novel correction approach which has three basic steps. The first step is to locate the worst-case execution path (WCEP in the control flow graph and then map it onto source code. The second step is to identify non-orthogonal nested loops from the WCEP by means of an abstract syntax tree. The last step is to recursively calculate the WCET errors caused by the loose loop bound constraints, and then subtract the total errors from the overestimations. The novelty lies in the fact that the WCET correction is only conducted on the non-branching part of WCEP, thus avoiding potential safety risks caused by possible WCEP switches. Experimental results show that our approach reduces the specific WCET overestimation by an average of more than 82%, and 100% of corrected WCET is no less than the actual WCET. Thus, our approach is not only effective but also safe. It will help developers to design energy-efficient and safe real-time systems.
Canadian inter-laboratory organically bound tritium (OBT) analysis exercise.
Kim, S B; Olfert, J; Baglan, N; St-Amant, N; Carter, B; Clark, I; Bucur, C
2015-12-01
Tritium emissions are one of the main concerns with regard to CANDU reactors and Canadian nuclear facilities. After the Fukushima accident, the Canadian Nuclear Regulatory Commission suggested that models used in risk assessment of Canadian nuclear facilities be firmly based on measured data. Procedures for measurement of tritium as HTO (tritiated water) are well established, but there are no standard methods and certified reference materials for measurement of organically bound tritium (OBT) in environmental samples. This paper describes and discusses an inter-laboratory comparison study in which OBT in three different dried environmental samples (fish, Swiss chard and potato) was measured to evaluate OBT analysis methods currently used by CANDU Owners Group (COG) members. The variations in the measured OBT activity concentrations between all laboratories were less than approximately 20%, with a total uncertainty between 11 and 17%. Based on the results using the dried samples, the current OBT analysis methods for combustion, distillation and counting are generally acceptable. However, a complete consensus OBT analysis methodology with respect to freeze-drying, rinsing, combustion, distillation and counting is required. Also, an exercise using low-level tritium samples (less than 100 Bq/L or 20 Bq/kg-fresh) would be useful in the near future to more fully evaluate the current OBT analysis methods. Crown Copyright © 2015. Published by Elsevier Ltd. All rights reserved.
Dark-matter bound states from Feynman diagrams
Petraki, K.; Postma, M.; Wiechers, M.
2015-01-01
If dark matter couples directly to a light force mediator, then it may form bound states in the early universe and in the non-relativistic environment of haloes today. In this work, we establish a field-theoretic framework for the computation of bound-state formation cross-sections, de-excitation
Bounds on the Effect of Progressive Structural Degradation
Achtziger, Wolfgang; Bendsøe, Martin P; Taylor, John E.
1997-01-01
Problem formulations are presented for the evaluation of upper and lower bounds on the effect of progressive structural degradation. For the purposes of this study, degradation effect is measured by an increase in global structural compliance (flexibility). Thus the stated bounds are given simply...
Models and Techniques for Proving Data Structure Lower Bounds
Larsen, Kasper Green
In this dissertation, we present a number of new techniques and tools for proving lower bounds on the operational time of data structures. These techniques provide new lines of attack for proving lower bounds in both the cell probe model, the group model, the pointer machine model and the I...... bound of tutq = (lgd1 n). For ball range searching, we get a lower bound of tutq = (n11=d). The highest previous lower bound proved in the group model does not exceed ((lg n= lg lg n)2) on the maximum of tu and tq. Finally, we present a new technique for proving lower bounds....../O-model. In all cases, we push the frontiers further by proving lower bounds higher than what could possibly be proved using previously known techniques. For the cell probe model, our results have the following consequences: The rst (lg n) query time lower bound for linear space static data structures...
Bounds for Tail Probabilities of the Sample Variance
Van Zuijlen M
2009-01-01
Full Text Available We provide bounds for tail probabilities of the sample variance. The bounds are expressed in terms of Hoeffding functions and are the sharpest known. They are designed having in mind applications in auditing as well as in processing data related to environment.
Entropy Bounds for Constrained Two-Dimensional Fields
Forchhammer, Søren Otto; Justesen, Jørn
1999-01-01
The maximum entropy and thereby the capacity of 2-D fields given by certain constraints on configurations are considered. Upper and lower bounds are derived.......The maximum entropy and thereby the capacity of 2-D fields given by certain constraints on configurations are considered. Upper and lower bounds are derived....
Optimal Two Parameter Bounds for the Seiffert Mean
Hui Sun
2013-01-01
Full Text Available We obtain sharp bounds for the Seiffert mean in terms of a two parameter family of means. Our results generalize and extend the recent bounds presented in the Journal of Inequalities and Applications (2012 and Abstract and Applied Analysis (2012.
The question of an upper bound on entropy
Qadir, A.
1982-08-01
We discuss the possibility, and significance, of an upper bound on entropy in the light of the arguments of Bekenstein and Unruh and Wald. We obtain a stricter bound than Bekenstein does, and point out some limitations with regard to its significance. (author)
Bounds on the Effect of Progressive Structural Degradation
Achtziger, W.; Bendsøe, Martin P; Taylor, John E.
1998-01-01
Problem formulations are presented for the evaluation of upper and lower bounds on the effect of progressive structural degradation. For the purposes of this study, degradation effect is measured by an increase in global structural compliance (flexibility). Thus the slated bounds are given simply...
Bounds of Certain Dynamic Inequalities on Time Scales
Deepak B. Pachpatte
2014-10-01
Full Text Available In this paper we study explicit bounds of certain dynamic integral inequalities on time scales. These estimates give the bounds on unknown functions which can be used in studying the qualitative aspects of certain dynamic equations. Using these inequalities we prove the uniqueness of some partial integro-differential equations on time scales.
Dielectric structures with bound modes for microcavity lasers
Visser, P.M.; Allaart, K.; Lenstra, D.
2002-01-01
Cavity modes of dielectric microsphcres and vertical cavity surface emitting lasers, in spite of their high Q, are never exactly bound, but have a finite width due to leakage at the borders. We propose types of microstructures that sustain three-dimensionally bound modes of the radiation field when
Solving the minimum flow problem with interval bounds and flows
... with crisp data. In this paper, the idea of Ghiyasvand was extended for solving the minimum ﬂow problem with interval-valued lower, upper bounds and ﬂows. This problem can be solved using two minimum ﬂow problems with crisp data. Then, this result is extended to networks with fuzzy lower, upper bounds and ﬂows.
A tail bound for read-k families of functions
Gavinsky, Dmitry; Lovett, S.; Saks, M.; Srinivasan, S.
2015-01-01
Roč. 47, č. 1 (2015), s. 99-108 ISSN 1042-9832 Institutional support: RVO:67985840 Keywords : tail bound * deviation bound * random variables Subject RIV: BA - General Mathematics Impact factor: 1.011, year: 2015 http://onlinelibrary.wiley.com/doi/10.1002/ rsa .20532/abstract
Bounds on charged lepton mixing with exotic charged leptons Ф
imposing the constraints that the amplitude should not exceed the perturbative unitarity limit at high energy (. Ф. × = A), we obtain bounds on light heavy charged lepton mixing parameter sin. 2. (2 a. L) where a. L is the mixing angle of the ordinary charged lepton with its exotic partner. For A = 1 TeV, no bound is obtained on ...
Holographic bounds on the UV cutoff scale in inflationary cosmology
Keski-Vakkuri, Esko; Sloth, Martin Snoager
2003-01-01
We discuss how holographic bounds can be applied to the quantum fluctuations of the inflaton. In general the holographic principle will lead to a bound on the UV cutoff scale of the effective theory of inflation, but it will depend on the coarse-graining prescription involved in calculating...
Supergravity and upper bound on scale of supersymmetry breaking
Kim, J.E.; Nishino, H.
1983-09-01
In locally supersymmetric grand unified models we show rather a model independent upper bound 3x10 11 GeV for the scale of supersymmetry breaking, which is derived by considering SU(2)xU(1) breaking at electro-weak mass scale. This bound necessarily implies the existence of new particles (superpartners) below 10 4 GeV. (author)
A Partitioning and Bounded Variable Algorithm for Linear Programming
Sheskin, Theodore J.
2006-01-01
An interesting new partitioning and bounded variable algorithm (PBVA) is proposed for solving linear programming problems. The PBVA is a variant of the simplex algorithm which uses a modified form of the simplex method followed by the dual simplex method for bounded variables. In contrast to the two-phase method and the big M method, the PBVA does…
The linear programming bound for binary linear codes
Brouwer, A.E.
1993-01-01
Combining Delsarte's (1973) linear programming bound with the information that certain weights cannot occur, new upper bounds for dmin (n,k), the maximum possible minimum distance of a binary linear code with given word length n and dimension k, are derived.
Monetary and fiscal policy under bounded rationality and heterogeneous expectations
Lustenhouwer, J.E.
2017-01-01
The goal of this thesis is to use plausible and intuitive models of bounded rationality to give new insights in monetary and fiscal policy. Particular focus is put on the zero lower bound on the nominal interest rate, forward guidance, and fiscal consolidations. The thesis considers different forms
Towards an abstract parallel branch and bound machine
A. de Bruin (Arie); G.A.P. Kindervater (Gerard); H.W.J.M. Trienekens
1995-01-01
textabstractMany (parallel) branch and bound algorithms look very different from each other at first glance. They exploit, however, the same underlying computational model. This phenomenon can be used to define branch and bound algorithms in terms of a set of basic rules that are applied in a
A geometric bound on F-term inflation
Borghese, Andrea; Roest, Diederik; Zavala, Ivonne
We discuss a general bound on the possibility to realise inflation in any minimal supergravity with F-terms. The derivation crucially depends on the sGoldstini, the scalar field directions that are singled out by spontaneous supersymmetry breaking. The resulting bound involves both slow-roll
Relativistic bound states: a mass formula for vector mesons
Richard, J.L.; Sorba, P.
1975-07-01
In the framework of a relativistic description of two particles bound states, a mass formula for vector mesons considered as quark-antiquark systems bound by harmonic oscillator like forces is proposed. Results in good agreement with experimental values are obtained [fr
A tail bound for read-k families of functions
Gavinsky, Dmitry; Lovett, S.; Saks, M.; Srinivasan, S.
2015-01-01
Roč. 47, č. 1 (2015), s. 99-108 ISSN 1042-9832 Institutional support: RVO:67985840 Keywords : tail bound * deviation bound * random variables Subject RIV: BA - General Mathematics Impact factor: 1.011, year: 2015 http://onlinelibrary.wiley.com/doi/10.1002/rsa.20532/abstract
Extrinsic Isoperimetric Analysis on Submanifolds with Curvatures bounded from below
Markvorsen, Steen; Palmer, Vicente
2010-01-01
and on the radial part of the intrinsic unit normals at the boundaries of the extrinsic spheres, respectively. In the same vein we also establish lower bounds on the mean exit time for Brownian motions in the extrinsic balls, i.e. lower bounds for the time it takes (on average) for Brownian particles to diffuse......We obtain upper bounds for the isoperimetric quotients of extrinsic balls of submanifolds in ambient spaces which have a lower bound on their radial sectional curvatures. The submanifolds are themselves only assumed to have lower bounds on the radial part of the mean curvature vector field...... within the extrinsic ball from a given starting point before they hit the boundary of the extrinsic ball. In those cases, where we may extend our analysis to hold all the way to infinity, we apply a capacity comparison technique to obtain a sufficient condition for the submanifolds to be parabolic, i...
Amos-type bounds for modified Bessel function ratios☆
Hornik, Kurt; Grün, Bettina
2013-01-01
We systematically investigate lower and upper bounds for the modified Bessel function ratio Rν=Iν+1/Iν by functions of the form Gα,β(t)=t/(α+t2+β2) in case Rν is positive for all t>0, or equivalently, where ν≥−1 or ν is a negative integer. For ν≥−1, we give an explicit description of the set of lower bounds and show that it has a greatest element. We also characterize the set of upper bounds and its minimal elements. If ν≥−1/2, the minimal elements are tangent to Rν in exactly one point 0≤t≤∞, and have Rν as their lower envelope. We also provide a new family of explicitly computable upper bounds. Finally, if ν is a negative integer, we explicitly describe the sets of lower and upper bounds, and give their greatest and least elements, respectively. PMID:24926105
Amos-type bounds for modified Bessel function ratios.
Hornik, Kurt; Grün, Bettina
2013-12-01
We systematically investigate lower and upper bounds for the modified Bessel function ratio [Formula: see text] by functions of the form [Formula: see text] in case [Formula: see text] is positive for all [Formula: see text], or equivalently, where [Formula: see text] or [Formula: see text] is a negative integer. For [Formula: see text], we give an explicit description of the set of lower bounds and show that it has a greatest element. We also characterize the set of upper bounds and its minimal elements. If [Formula: see text], the minimal elements are tangent to [Formula: see text] in exactly one point [Formula: see text], and have [Formula: see text] as their lower envelope. We also provide a new family of explicitly computable upper bounds. Finally, if [Formula: see text] is a negative integer, we explicitly describe the sets of lower and upper bounds, and give their greatest and least elements, respectively.
Lower Bounds to the Reliabilities of Factor Score Estimators.
Hessen, David J
2016-10-06
Under the general common factor model, the reliabilities of factor score estimators might be of more interest than the reliability of the total score (the unweighted sum of item scores). In this paper, lower bounds to the reliabilities of Thurstone's factor score estimators, Bartlett's factor score estimators, and McDonald's factor score estimators are derived and conditions are given under which these lower bounds are equal. The relative performance of the derived lower bounds is studied using classic example data sets. The results show that estimates of the lower bounds to the reliabilities of Thurstone's factor score estimators are greater than or equal to the estimates of the lower bounds to the reliabilities of Bartlett's and McDonald's factor score estimators.
Proximity effect tunneling into virtual bound state alloys
Tang, I.M.; Roongkkeadsakoon, S.
1984-01-01
The effects of a narrow virtual bound state formed by transition metal impurities dissolved in the normal layer of a superconducting proximity effect sandwich are studied. Using standard renormalization techniques, we obtain the changes in the transition temperatures and the jumps in the specific heat at T/sub c/ as a function of the thickness of the normal layer, of the widths of the virtual bound states, and of the impurity concentrations. It is seen that narrow virtual bound states lead to decrease in the transition temperatures, while broad virtual bound states do not. It if further seen that the narrow virtual bound state causes the reduced specific heat jump at T/sub c/ to deviate from the BCS behavior expected of the pure sandwich
Viscosity bound violation in holographic solids and the viscoelastic response
Alberte, Lasma [Abdus Salam International Centre for Theoretical Physics (ICTP),Strada Costiera 11, 34151, Trieste (Italy); Baggioli, Matteo [Institut de Física d’Altes Energies (IFAE),The Barcelona Institute of Science and Technology (BIST),Campus UAB, 08193 Bellaterra, Barcelona (Spain); Department of Physics, Institute for Condensed Matter Theory, University of Illinois,1110 W. Green Street, Urbana, IL 61801 (United States); Pujolàs, Oriol [Institut de Física d’Altes Energies (IFAE),The Barcelona Institute of Science and Technology (BIST),Campus UAB, 08193 Bellaterra, Barcelona (Spain)
2016-07-14
We argue that the Kovtun-Son-Starinets (KSS) lower bound on the viscosity to entropy density ratio holds in fluid systems but is violated in solid materials with a non-zero shear elastic modulus. We construct explicit examples of this by applying the standard gauge/gravity duality methods to massive gravity and show that the KSS bound is clearly violated in black brane solutions whenever the massive gravity theories are of solid type. We argue that the physical reason for the bound violation relies on the viscoelastic nature of the mechanical response in these materials. We speculate on whether any real-world materials can violate the bound and discuss a possible generalization of the bound that involves the ratio of the shear elastic modulus to the pressure.
Viscosity bound violation in holographic solids and the viscoelastic response
Alberte, Lasma; Baggioli, Matteo; Pujolàs, Oriol
2016-01-01
We argue that the Kovtun-Son-Starinets (KSS) lower bound on the viscosity to entropy density ratio holds in fluid systems but is violated in solid materials with a non-zero shear elastic modulus. We construct explicit examples of this by applying the standard gauge/gravity duality methods to massive gravity and show that the KSS bound is clearly violated in black brane solutions whenever the massive gravity theories are of solid type. We argue that the physical reason for the bound violation relies on the viscoelastic nature of the mechanical response in these materials. We speculate on whether any real-world materials can violate the bound and discuss a possible generalization of the bound that involves the ratio of the shear elastic modulus to the pressure.
Bounds and estimates for the linearly perturbed eigenvalue problem
Raddatz, W.D.
1983-01-01
This thesis considers the problem of bounding and estimating the discrete portion of the spectrum of a linearly perturbed self-adjoint operator, M(x). It is supposed that one knows an incomplete set of data consisting in the first few coefficients of the Taylor series expansions of one or more of the eigenvalues of M(x) about x = 0. The foundations of the variational study of eigen-values are first presented. These are then used to construct the best possible upper bounds and estimates using various sets of given information. Lower bounds are obtained by estimating the error in the upper bounds. The extension of these bounds and estimates to the eigenvalues of the doubly-perturbed operator M(x,y) is discussed. The results presented have numerous practical application in the physical sciences, including problems in atomic physics and the theory of vibrations of acoustical and mechanical systems
Evacuation of Bed-bound Patients-STEPS Simulations
Madsen, Anne; Dederichs, Anne Simone
2016-01-01
Fires in hospitals occur, and evacuation of bed-bound patients might be necessary in case of emergency. The current study concerns the evacuation of bed-bound patients from a fire section in a hospital using hospital porters. The simulations are performed using the STEPS program. The aim...... of the study is to investigate the evacuation time of bed-bound hospital patients using different walking speeds from the literature, and the influence of the number of hospital porters on the total evacuation times of bed-bound patients. Different scenarios were carried out with varying staff......-to-patient ratios that simulate the horizontal evacuation of 40 bed-bound patients into a different fire section. It was found that the staff-to-patient-ratio affects the total evacuation times. However, the total evacuation times do not decrease linearly and a saturation effect is seen at a staff-to-patient ratio...
Quantum engine efficiency bound beyond the second law of thermodynamics.
Niedenzu, Wolfgang; Mukherjee, Victor; Ghosh, Arnab; Kofman, Abraham G; Kurizki, Gershon
2018-01-11
According to the second law, the efficiency of cyclic heat engines is limited by the Carnot bound that is attained by engines that operate between two thermal baths under the reversibility condition whereby the total entropy does not increase. Quantum engines operating between a thermal and a squeezed-thermal bath have been shown to surpass this bound. Yet, their maximum efficiency cannot be determined by the reversibility condition, which may yield an unachievable efficiency bound above unity. Here we identify the fraction of the exchanged energy between a quantum system and a bath that necessarily causes an entropy change and derive an inequality for this change. This inequality reveals an efficiency bound for quantum engines energised by a non-thermal bath. This bound does not imply reversibility, unless the two baths are thermal. It cannot be solely deduced from the laws of thermodynamics.
Chemical Mixtures and Epidemiologic Fundamentals for Risk Assessment Applications
Risk management options are increasingly being considered early in the risk assessment process to help scope the considerations and bound the inherent complexities related to potential exposures, risk and future clean-up decisions (including acceptable pollutant levels) related t...
Online professional networks for physicians: risk management.
Hyman, Jon L; Luks, Howard J; Sechrest, Randale
2012-05-01
The rapidly developing array of online physician-only communities represents a potential extraordinary advance in the availability of educational and informational resources to physicians. These online communities provide physicians with a new range of controls over the information they process, but use of this social media technology carries some risk. The purpose of this review was to help physicians manage the risks of online professional networking and discuss the potential benefits that may come with such networks. This article explores the risks and benefits of physicians engaging in online professional networking with peers and provides suggestions on risk management. Through an Internet search and literature review, we scrutinized available case law, federal regulatory code, and guidelines of conduct from professional organizations and consultants. We reviewed the OrthoMind.com site as a case example because it is currently the only online social network exclusively for orthopaedic surgeons. Existing case law suggests potential liability for orthopaedic surgeons who engage with patients on openly accessible social network platforms. Current society guidelines in both the United States and Britain provide sensible rules that may mitigate such risks. However, the overall lack of a strong body of legal opinions, government regulations as well as practical experience for most surgeons limit the suitability of such platforms. Closed platforms that are restricted to validated orthopaedic surgeons may limit these downside risks and hence allow surgeons to collaborate with one another both as clinicians and practice owners. Educating surgeons about the pros and cons of participating in these networking platforms is helping them more astutely manage risks and optimize benefits. This evolving online environment of professional interaction is one of few precedents, but the application of risk management strategies that physicians use in daily practice carries over
Portfolio selection with heavy tails
Hyung, N.; Vries, de C.G.
2007-01-01
Consider 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 often select corner
Portfolio Selection with Heavy Tails
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
Kim, Yongbae; Olivi, Luisa; Cheong, Jae Hoon; Maertens, Alex; Bressler, Joseph P.
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. A transporter was likely involved in the uptake of nontransferrin iron because uptake reached saturation, was temperature-dependent, and attenuated by inhibitors of protein synthesis. Interestingly, the effects of aluminum were not blocked by inhibitors of RNA synthesis. Aluminum also decreased the amount of iron bound to ferritin though it did not affect levels of divalent metal transporter 1. These results suggest that aluminum disrupts iron homeostasis in Brain by several mechanisms including the transferrin receptor, a nontransferrin iron transporter, and ferritin
On the Feng-Rao bound for generalized hamming weights
Geil, Hans Olav; Thommesen, Christian
2006-01-01
The Feng-Rao bound gives good estimates of the minimum distance of a large class of codes. In this work we are concerned with the problem of how to extend the Feng-Rao bound so that it deals with all the generalized Hamming weights. The problem was solved by Heijnen and Pellikaan in [7] for a large...... family of codes that includes the duals of one-point geometric Goppa codes and the q-ary Reed-Muller codes, but not the Feng-Rao improved such ones. We show that Heijnen and Pellikaan's results holds for the more general class of codes for which the traditional Feng-Rao bound can be applied. We also...... establish the connection to the Shibuya-Sakaniwa bound for generalized Hamming weights ([15], [16], [17], [18], [19] and [20]). More precisely we show that the Shibuya-Sakaniwa bound is a consequence of the extended Feng-Rao bound. In particular the extended Feng-Rao bound gives always at least as good...
On the Feng-Rao bound for generalized Hamming weights
Geil, Olav; Thommesen, Christian
2005-01-01
The Feng-Rao bound gives good estimates of the minimum distance of a large class of codes. In this work we are concerned with the problem of how to extend the Feng-Rao bound so that it deals with all the generalized Hamming weights. The problem was solved by Heijnen and Pellikaan in [7] for a large...... family of codes that includes the duals of one-point geometric Goppa codes and the q-ary Reed-Muller codes, but not the Feng-Rao improved such ones. We show that Heijnen and Pellikaan’s results holds for the more general class of codes for which the traditional Feng-Rao bound can be applied. We also...... establish the connection to the Shibuya-Sakaniwa bound for generalized Hamming weights ([15], [16], [17], [18], [19] and [20]). More precisely we show that the Shibuya-Sakaniwa bound is a consequence of the extended Feng-Rao bound. In particular the extended Feng-Rao bound gives always at least as good...
Two-phonon bound states in imperfect crystals
Behera, S.N.; Samsur, Sk.
1980-01-01
The question of the occurrence of two-phonon bound states in imperfect crystals is investigated. It is shown that the anharmonicity mediated two-phonon bound state which is present in perfect crystals gets modified due to the presence of impurities. Moreover, the possibility of the occurrence of a purely impurity mediated two-phonon bound state is demonstrated. The bound state frequencies are calculated using the simple Einstein oscillator model for the host phonons. The two-phonon density of states for the imperfect crystal thus obtained has peaks at the combination and difference frequencies of two host phonons besides the peaks at the bound state frequencies. For a perfect crystal the theory predicts a single peak at the two-phonon bound state frequency in conformity with experimental observations and other theoretical calculations. Experimental data on the two-phonon infrared absorption and Raman scattering from mixed crystals of Gasub(1-c)Alsub(c)P and Gesub(1-c)Sisub(c) are analysed to provide evidence in support of impurity-mediated two-phonon bound states. The relevance of the zero frequency (difference spectrum) peak to the central peak, observed in structural phase transitions, is conjectured. (author)
Lying for the Greater Good: Bounded Rationality in a Team
Oktay Sürücü
2014-10-01
Full Text Available This paper is concerned with the interaction between fully and boundedly rational agents in situations where their interests are perfectly aligned. The cognitive limitations of the boundedly rational agent do not allow him to fully understand the market conditions and lead him to take non-optimal decisions in some situations. Using categorization to model bounded rationality, we show that the fully rational agent can nudge, i.e., he can manipulate the information he sends and decrease the expected loss caused by the boundedly rational agent. Assuming different types for the boundedly rational agent, who differ only in the categories used, we show that the fully rational agent may learn the type of the boundedly rational agent along their interaction. Using this additional information, the outcome can be improved and the amount of manipulated information can be decreased. Furthermore, as the length of the interaction increases the probability that the fully rational agent learns the type of the boundedly rational agent grows
Simplified Drift Analysis for Proving Lower Bounds in Evolutionary Computation
Oliveto, Pietro S.; Witt, Carsten
2011-01-01
Drift analysis is a powerful tool used to bound the optimization time of evolutionary algorithms (EAs). Various previous works apply a drift theorem going back to Hajek in order to show exponential lower bounds on the optimization time of EAs. However, this drift theorem is tedious to read...... and to apply since it requires two bounds on the moment-generating (exponential) function of the drift. A recent work identifies a specialization of this drift theorem that is much easier to apply. Nevertheless, it is not as simple and not as general as possible. The present paper picks up Hajek’s line...
Upper bound on the radii of black-hole photonspheres
Hod, Shahar
2013-01-01
One of the most remarkable predictions of the general theory of relativity is the existence of black-hole “photonspheres”, compact null hypersurfaces on which massless particles can orbit the central black hole. We prove that every spherically-symmetric asymptotically flat black-hole spacetime is characterized by a photonsphere whose radius is bounded from above by r γ ⩽3M, where M is the total ADM mass of the black-hole spacetime. It is shown that hairy black-hole configurations conform to this upper bound. In particular, the null circular geodesic of the (bald) Schwarzschild black-hole spacetime saturates the bound
Thermodynamic Upper Bound on Broadband Light Coupling with Photonic Structures
Yu, Zongfu
2012-10-01
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. © 2012 American Physical Society.
Bounds on the pomeron intercept from accelerator data
Luna, E.G.S.; Menon, M.J.
2002-01-01
Taking into account the discrepancies in the pp and p-bar p total cross section data at √8 = 1.8 TeV, we estimate upper and lower bounds for the soft pomeron intercept. We make use of the Donnachie-Landshoff parameterization for the total cross section and derivative analyticity relations in order to calculate the ρ parameter. Individual and global fits to these quantities and tests with the subtraction constant allow to infer α IP (0) = 1.092 as upper bound and α IP (0) = 1.077 as lower bound. (author)
Bounded-Angle Iterative Decoding of LDPC Codes
Dolinar, Samuel; Andrews, Kenneth; Pollara, Fabrizio; Divsalar, Dariush
2009-01-01
Bounded-angle iterative decoding is a modified version of conventional iterative decoding, conceived as a means of reducing undetected-error rates for short low-density parity-check (LDPC) codes. For a given code, bounded-angle iterative decoding can be implemented by means of a simple modification of the decoder algorithm, without redesigning the code. Bounded-angle iterative decoding is based on a representation of received words and code words as vectors in an n-dimensional Euclidean space (where n is an integer).
OPRA capacity bounds for selection diversity over generalized fading channels
Hanif, Muhammad Fainan
2014-05-01
Channel side information at the transmitter can increase the average capacity by enabling optimal power and rate adaptation. The resulting optimal power and rate adaptation (OPRA) capacity rarely has a closed-form analytic expression. In this paper, lower and upper bounds on OPRA capacity for selection diversity scheme are presented. These bounds hold for variety of fading channels including log-normal and generalized Gamma distributed models and have very simple analytic expressions for easy evaluation even for kth best path selection. Some selected numerical results show that the newly proposed bounds closely approximate the actual OPRA capacity. © 2014 IEEE.
Finite energy bounds for $\\piN$ scattering
Grassberger, P; Schwela, D
1974-01-01
Upper bounds on energy averaged pi N cross sections are given. Using low energy data and data from pi N backward scattering and NN to pi pi annihilation, it is found that sigma /sub tot/
Inequalities and bounds for nucleon-nucleon scattering
Ramandurai, K.S.
1979-08-01
The objective of this work is to derive model-independent inequalities and bounds for nucleon-nucleon elastic scattering amplitudes based on well-established theoretical principles and symmetries. Two classes of methods are used: algebraic and variational. In the algebraic part, the author derives inequalities and bounds for NN amplitudes and observables using their mutual relations and x symmetries. In the variational part, he employs Lagrange's method of undetermined multipliers to evaluate the bounds. He tests the predictions of a sample of proposed phase shifts at three different energies using the results obtained
An Enzymatic Treatment of Soil-Bound Prions Effectively Inhibits Replication ▿
Saunders, Samuel E.; Bartz, Jason C.; Vercauteren, Kurt C.; Bartelt-Hunt, Shannon L.
2011-01-01
Chronic wasting disease (CWD) and scrapie can be transmitted through indirect environmental routes, possibly via soil, and a practical decontamination strategy for prion-contaminated soil is currently unavailable. In the laboratory, an enzymatic treatment under environmentally relevant conditions (22°C, pH 7.4) can degrade soil-bound PrPSc below the limits of Western blot detection. We developed and used a quantitative serial protein misfolding cyclic amplification (PMCA) protocol to characterize the amplification efficiency of treated soil samples relative to controls of known infectious titer. Our results suggest large (104- to >106-fold) decreases in soil-bound prion infectivity following enzyme treatment, demonstrating that a mild enzymatic treatment could effectively reduce the risk of prion disease transmission via soil or other environmental surfaces. PMID:21571886
Bound-bound transitions in the emission spectra of Ba+-He excimer
Moroshkin, P.; Kono, K.
2016-05-01
We present an experimental and theoretical study of the emission and absorption spectra of the Ba+ ions and Ba+*He excimer quasimolecules in the cryogenic Ba-He plasma. We observe several spectral features in the emission spectrum, which we assign to the electronic transitions between bound states of the excimer correlating to the 6 2P3 /2 and 5 2D3 /2 ,5 /2 states of Ba+. The resulting Ba+(5 2DJ) He is a metastable electronically excited complex with orbital angular momentum L =2 , thus expanding the family of known metal-helium quasimolecules. It might be suitable for high-resolution spectroscopic studies and for the search for new polyatomic exciplex structures.
P2-16: Dual-Bound Model and the Role of Time Bound in Perceptual Decision Making
Daeseob Lim
2012-10-01
Full Text Available The diffusion model (DM encapsulates the dynamics of perceptual decision within a ‘diffusion field’ that is defined by a basis with sensory-evidence (SE and time vectors. At the core of the DM, it assumes that a decision is not made until an evidence particle drifts in the diffusion field and eventually hits one of the two pre-fixed bounds defined in the SE axis. This assumption dictates when and which choice is made by referring to when and which bound will be hit by the evidence particle. What if urgency pressures the decision system to make a choice even when the evidence particle has yet hit the SE bound? Previous modeling attempts at coping with time pressure, despite differences in detail, all manipulated the coordinate of SE bounds. Here, we offer a novel solution by adopting another bound on the time axis. This ‘dual-bound’ model (DBM posits that decisions can also be made when the evidence particle hits a time bound, which is determined on a trial-by-trial basis by a ‘perceived time interval’ – how long the system can stay in the ‘diffusion’ field. The classic single-bound model (SBM exhibited systematic errors in predicting both the reaction time distributions and the time-varying bias in choice. Those errors were not corrected by previously proposed variants of the SBM until the time bound was introduced. The validity of the DBM was further supported by the strong across-individual correlation between observed precision of interval timing and the predicted trial-by-trial variability of the time bound.
Circumvention of Parker's bound on galactic magnetic monopoles
Dicus, D.A.; Teplitz, V.L.; Maryland Univ., College Park
1983-01-01
There is a possibility that a magnetic monopole has been observed. The monopole density implied by the observation appears to violate bounds on the density of such particles derived from the total mass density of the Universe and from the existence of galactic magnetic fields. It is shown that the observation is not inconsistent with these bounds if the monopoles and antimonopoles are bound into positronium like states with principal quantum n high enough so that the Earth's magnetic field will break them apart, but small enough so that the weaker galactic magnetic field will not. A range of values for n are determined and show that lifetimes for such bound states are longer than the current age of the Universe. (author)
An upper bound on Q-star masses
Hochron, D.R.; Selipsky, S.B.
1992-06-01
Q-stars (the gravitational generalization of Q-balls, strongly bound bulk matter that an appear in field theories of strongly interacting hadrons) are the only known impact objects consistent with the known bulk structure of nuclei and chiral symmetry that evade the Rhoades-Ruffini upper bound of 3.2M circle-dot . Generic bounds are quite weak: M Q-star circle-dot . If, however, we assume that the 1.558 ms pulsar is a Q-star, equilibrium. A stability criteria of rotating fluids place a much stronger upper bound of M c ≤ 5.3M circle-dot on such models under certain special assumptions. This has important implications for heavy compact objects such as Cygnus X-1
Kodiak: An Implementation Framework for Branch and Bound Algorithms
Smith, Andrew P.; Munoz, Cesar A.; Narkawicz, Anthony J.; Markevicius, Mantas
2015-01-01
Recursive branch and bound algorithms are often used to refine and isolate solutions to several classes of global optimization problems. A rigorous computation framework for the solution of systems of equations and inequalities involving nonlinear real arithmetic over hyper-rectangular variable and parameter domains is presented. It is derived from a generic branch and bound algorithm that has been formally verified, and utilizes self-validating enclosure methods, namely interval arithmetic and, for polynomials and rational functions, Bernstein expansion. Since bounds computed by these enclosure methods are sound, this approach may be used reliably in software verification tools. Advantage is taken of the partial derivatives of the constraint functions involved in the system, firstly to reduce the branching factor by the use of bisection heuristics and secondly to permit the computation of bifurcation sets for systems of ordinary differential equations. The associated software development, Kodiak, is presented, along with examples of three different branch and bound problem types it implements.
Comparing two reliability upper bounds for multistate systems
Meng, Fan C.
2005-01-01
The path-cut reliability bound due to Esary and Proschan [J. Am. Stat. Assoc. 65 (1970) 329] and the minimax reliability bound due to Barlow and Proschan [Statistical Theory of Reliability and Life Testing: Probability Models, 1981] for binary systems have been generalized to multistate systems by Block and Savits [J. Appl. Probab. 19 (1982) 391]. Some comparison results concerning the two multistate lower bounds for various types of multistate systems are given by Meng [Probab. Eng. Inform. Sci. 16 (2002) 485]. In this note we compare the two multistate upper bounds and present results which generalize some previous ones obtained by Maymin [J. Stat. Plan. Inference 16 (1987) 337] for binary systems. Examples are given to illustrate our results
Work extraction from quantum systems with bounded fluctuations in work
Richens, Jonathan G.; Masanes, Lluis
2016-11-01
In the standard framework of thermodynamics, work is a random variable whose average is bounded by the change in free energy of the system. This average work is calculated without regard for the size of its fluctuations. Here we show that for some processes, such as reversible cooling, the fluctuations in work diverge. Realistic thermal machines may be unable to cope with arbitrarily large fluctuations. Hence, it is important to understand how thermodynamic efficiency rates are modified by bounding fluctuations. We quantify the work content and work of formation of arbitrary finite dimensional quantum states when the fluctuations in work are bounded by a given amount c. By varying c we interpolate between the standard and minimum free energies. We derive fundamental trade-offs between the magnitude of work and its fluctuations. As one application of these results, we derive the corrected Carnot efficiency of a qubit heat engine with bounded fluctuations.
An explicit local uniform large deviation bound for Brownian bridges
Wittich, O.
2005-01-01
By comparing curve length in a manifold and a standard sphere, we prove a local uniform bound for the exponent in the Large Deviation formula that describes the concentration of Brownian bridges to geodesics.
Effect of Bound Entanglement on the Convertibility of Pure States
Ishizaka, Satoshi
2004-01-01
I show that bound entanglement strongly influences the quantum entanglement processing of pure states: If N distant parties share appropriate bound entangled states with positive partial transpose, all N-partite pure entangled states become inter-convertible by stochastic local operations and classical communication (SLOCC) at the single copy level. This implies that the Schmidt rank of a bipartite pure entangled state can be increased, and that two incomparable tripartite entanglement of the GHZ and W type can be inter-converted by the assistance of bound entanglement. Further, I propose the simplest experimental scheme for the demonstration of the corresponding bound-entanglement-assisted SLOCC. This scheme does not need quantum gates and is feasible for the current experimental technology of linear optics
APS Beyond Positivity Bounds and the Fate of Massive Gravity
Bellazzini, Brando; Serra, Javi; Sgarlata, Francesco
2018-04-18
We constrain effective field theories by going beyond the familiar positivity bounds that follow from unitarity, analyticity, and crossing symmetry of the scattering amplitudes. As interesting examples, we discuss the implications of the bounds for the Galileon and ghost-free massive gravity. The combination of our theoretical bounds with the experimental constraints on the graviton mass implies that the latter is either ruled out or unable to describe gravitational phenomena, let alone to consistently implement the Vainshtein mechanism, down to the relevant scales of fifth-force experiments, where general relativity has been successfully tested. We also show that the Galileon theory must contain symmetry-breaking terms that are at most one-loop suppressed compared to the symmetry-preserving ones. We comment as well on other interesting applications of our bounds.
Ensemble of classifiers based network intrusion detection system performance bound
Mkuzangwe, Nenekazi NP
2017-11-01
Full Text Available This paper provides a performance bound of a network intrusion detection system (NIDS) that uses an ensemble of classifiers. Currently researchers rely on implementing the ensemble of classifiers based NIDS before they can determine the performance...
Sampling and identification of gaseous and particle bounded air pollutants
Kettrup, A.
1993-01-01
Air pollutants are gaseous, components of aerosols or particle bounded. Sampling, sample preparation, identification and quantification of compounds depend from kind and chemical composition of the air pollutants. Quality assurance of analytical data must be guaranted. (orig.) [de
Deeply bound pionic states and modifications of hadrons
Hirenzaki, S.
2000-01-01
We have studied the structure and formation of mesic atoms and mesic nuclei theoretically. The latest results on the deeply bound pionic atoms, the kaonic atoms and the sigma states are reported. (author)
Capacity bounds for parallel IM-DD optical wireless channels
Chaaban, Anas; Rezki, Zouheir; Alouini, Mohamed-Slim
2016-01-01
A system consisting of parallel intensity-modulation direct-detection optical wireless channels with a total average intensity constraint is studied. Capacity upper and lower bounds for this system are derived. If channel-state information is available at the transmitter, the bounds have to be optimized with respect to intensity allocation over the parallel channels. The optimization of the lower bound is non-convex, however, the Karush-Kuhn-Tucker 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 a low-complexity intensity allocation algorithm which is nearly optimal. The optimized capacity lower bound coincides with the capacity at high signal-to-noise ratio. © 2016 IEEE.
Bounded solutions for fuzzy differential and integral equations
Nieto, Juan J. [Departamento de Analisis Matematico Facultad de Matematicas Universidad de Santiago de Compostela, 15782 (Spain)] e-mail: amnieto@usc.es; Rodriguez-Lopez, Rosana [Departamento de Analisis Matematico Facultad de Matematicas Universidad de Santiago de Compostela, 15782 (Spain)] e-mail: amrosana@usc.es
2006-03-01
We find sufficient conditions for the boundness of every solution of first-order fuzzy differential equations as well as certain fuzzy integral equations. Our results are based on several theorems concerning crisp differential and integral inequalities.
Bounds on the moment of inertia of nonrotating neutron stars
Sabbadini, A.G.; Hartle, J.B.
1977-01-01
Upper and lower bounds are placed on the moments of inertia of relativistic, spherical, perfect fluid neutron stars assuming that the pressure p and density p are positive and that (dp/drho) is positive. Bounds are obtained (a) for the moment of inertia of a star with given mass and radius, (b) for the moment of inertia of neutron stars for which the equation of state is known below a given density rho/sub omicron/and (c) for the mass-moment of inertia relation for stars whose equation of state is known below a given density rho/sub omicron/The bounds are optimum ones in the sense that there always exists a configuration consistent with the assumptions having a moment of inertia equal to that of the bound. The implications of the results for the maximum mass of slowly rotating neutron stars are discussed
Determination of total, and bound Se in sera by INAA
Spate, V.L.; Mason, M.M.; Reams, C.L.; Baskett, C.K.; Morris, J.S.; Mills, D.S.
1994-01-01
The comparison between the total selenium in serum ('total Se') with that which is apparently bound to high molecular weight (> 12.000 D) species, presumably proteins ('bound Se') was reported. Nine hundred seventy seven (977) serum samples arising out of a population-based epidemiological study were prepared in duplicate for the determination of 'total Se' by pipeting directly into irradiation vials; and separate duplicate aliquots were dialyzed against DI water for the determination of 'bound Se'. All samples were analyzed by neutron activation analysis via 77m Se (17.4s) A small dialyzable Se component (∼ 6%) ('free Se'), defined as the difference between the 'total Se' minus the 'bound Se', was identified. (author) 2 refs.; 3 figs.; 5 tabs
Capacity bounds for parallel IM-DD optical wireless channels
Chaaban, Anas
2016-07-26
A system consisting of parallel intensity-modulation direct-detection optical wireless channels with a total average intensity constraint is studied. Capacity upper and lower bounds for this system are derived. If channel-state information is available at the transmitter, the bounds have to be optimized with respect to intensity allocation over the parallel channels. The optimization of the lower bound is non-convex, however, the Karush-Kuhn-Tucker 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 a low-complexity intensity allocation algorithm which is nearly optimal. The optimized capacity lower bound coincides with the capacity at high signal-to-noise ratio. © 2016 IEEE.
Lower bounds on Q of some dipole shapes
Kim, Oleksiy S.
2016-01-01
The lower bound on the radiation Q of an arbitrary electrically small antenna shape can be determined by finding the optimal electric current density on the exterior surface of the shape, such that the Q of this current radiating in free space is minimized, and then augmenting it with a magnetic...... current density cancelling the fields inside the shape's surface. The Q of these coupled electric and magnetic currents radiating in free space is the lower bound on Q for the given shape. The approach is exemplified and its general applicability is substantiated by computing the lower bounds...... of spherically capped dipoles and comparing the results to the known bounds of a sphere and a thin cylinder....
Possible circumvention of Parker's bound on galactic magnetic monopoles
Dicus, D.A.; Teplitz, V.L.
1983-04-01
There is a possibility that a magnetic monople has observed. The monopole density implied by the observation appears to violate bounds on the density of such particles derived from the total mass density of the universe and from the existence of galactic magnetic fields. We show that the observation is not inconsistent with these bounds if the monopoles and antimonopoles are bound into positronium - like states with principal quantum n high enough so that the earth's magnetic field will break them apart, but small enough so that the weaker galactic mangetic field will not. We determine a range of values for n and show that lifetimes for such bound states are longer than the current age of the universe
Inequalities Involving Upper Bounds for Certain Matrix Operators
Home; Journals; Proceedings – Mathematical Sciences; Volume 116; Issue 3. Inequalities Involving Upper Bounds for Certain Matrix Operators. R Lashkaripour D Foroutannia. Volume ... Keywords. Inequality; norm; summability matrix; Hausdorff matrix; Hilbert matrix; weighted sequence space; Lorentz sequence space.
Quantifying Bounded Rationality: Managerial Behaviour and the Smith Predictor
Riddalls, C.E.; Bennett, S.
2001-01-01
The concept of bounded rationality in decision making and research on its relegation to aggregate system dynamics is examined. By recasting one such example of a dynamic system, the Beer Game, as a Smith predictor control system is derived. A stability analysis is then employed to support the and qualify the assertion that the level of bounded rationality can adversely affect the aggregate dynamic behaviour of such supply chains. The analytical basis of these calculations enables the qualific...
Application of Beyond Bound Decoding for High Speed Optical Communications
Li, Bomin; Larsen, Knud J.; Vegas Olmos, Juan José
2013-01-01
This paper studies the application of beyond bound decoding method for high speed optical communications. This hard-decision decoding method outperforms traditional minimum distance decoding method, with a total net coding gain of 10.36 dB.......This paper studies the application of beyond bound decoding method for high speed optical communications. This hard-decision decoding method outperforms traditional minimum distance decoding method, with a total net coding gain of 10.36 dB....
An upper bound for the proton temperature anisotrophy
Gary, S.P.
1994-01-01
This tutorial describes recent research concerning the upper bound on the hot proton temperature anisotropy imposed by wave-particle scattering due to enhanced fluctuations from the electromagnetic proton cyclotron anisotropy instability. This upper bound, which has been observed in both the magnetosheath and the outer magnetosphere, represents a limited closure relation for the equations of anisotropic magnetohydrodynamics. Such a closure relation has the potential to improve the predictive capability of large-scale anisotropic models of the magnetosphere
Consensus of Heterogeneous Multiagent Systems with Arbitrarily Bounded Communication Delay
Xue Li
2017-01-01
Full Text Available This paper focuses on the consensus problem of high-order heterogeneous multiagent systems with arbitrarily bounded communication delays. Through the method of nonnegative matrices, we get a sufficient consensus condition for the systems with dynamically changing topology. The results of this paper show, even when there are arbitrarily bounded communication delays in the systems, all agents can reach a consensus no matter whether there are spanning trees for the corresponding communication graphs at any time.
Probabilistic Lower Bounds for Approximation by Shallow Perceptron Networks
Kůrková, Věra; Sanguineti, M.
2017-01-01
Roč. 91, July (2017), s. 34-41 ISSN 0893-6080 R&D Projects: GA ČR GA15-18108S Institutional support: RVO:67985807 Keywords : shallow networks * perceptrons * model complexity * lower bounds on approximation rates * Chernoff-Hoeffding bounds Subject RIV: IN - Informatics, Computer Science OBOR OECD: Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8) Impact factor: 5.287, year: 2016
Exchange interaction in scattering on the bound state
Arkhipov, A.A.; Savrin, V.I.
1975-01-01
In the framework of the one-time formulation of three-body problem in quantum field theory, the problem of scattering on the bound state is considered for the case when one of the incident particles is identical to one of the particles of the target. It is shown that due to the identical nature of these particles the exchange interaction takes place which can be connected with the mechanism of scattering on the bound state with the rearrangement
Stadler, A.; Gibson, B.F.
1994-01-01
Motivated by the Σ-hypernuclear states reported in (K - ,π ± ) experiments, we have explored the possibility that there exists a particle-stable Σ - nn bound state. For the Juelich A hyperon-nucleon, realistic-force model, our calculations yield little reason to expect a positive-parity bound state or resonance in either the J=1/2 or the J=3/2 channels
Parity lifetime of bound states in a proximitized semiconductor nanowire
Higginbotham, Andrew Patrick; Albrecht, Sven Marian; Kirsanskas, Gediminas
2015-01-01
Quasiparticle excitations can compromise the performance of superconducting devices, causing high frequency dissipation, decoherence in Josephson qubits, and braiding errors in proposed Majorana-based topological quantum computers. Quasiparticle dynamics have been studied in detail in metallic...... superconductor layer, yielding an isolated, proximitized nanowire segment. We identify Andreev-like bound states in the semiconductor via bias spectroscopy, determine the characteristic temperatures and magnetic fields for quasiparticle excitations, and extract a parity lifetime (poisoning time) of the bound...
Computing variational bounds for flow through random aggregates of Spheres
Berryman, J.G.
1983-01-01
Known formulas for variational bounds on Darcy's constant for slow flow through porous media depend on two-point and three-poiint spatial correlation functions. Certain bounds due to Prager and Doi depending only a two-point correlation functions have been calculated for the first time for random aggregates of spheres with packing fractions (eta) up to eta = 0.64. Three radial distribution functions for hard spheres were tested for eta up to 0.49: (1) the uniform distribution or ''well-stirred approximation,'' (2) the Percus Yevick approximation, and (3) the semi-empirical distribution of Verlet and Weis. The empirical radial distribution functions of Benett andd Finney were used for packing fractions near the random-close-packing limit (eta/sub RCP/dapprox.0.64). An accurate multidimensional Monte Carlo integration method (VEGAS) developed by Lepage was used to compute the required two-point correlation functions. The results show that Doi's bounds are preferred for eta>0.10 while Prager's bounds are preferred for eta>0.10. The ''upper bounds'' computed using the well-stirred approximation actually become negative (which is physically impossible) as eta increases, indicating the very limited value of this approximation. The other two choices of radial distribution function give reasonable results for eta up to 0.49. However, these bounds do not decrease with eta as fast as expected for large eta. It is concluded that variational bounds dependent on three-point correlation functions are required to obtain more accurate bounds on Darcy's constant for large eta
Observations of bound and unbound states of Ce−
Walter, C W; Li, Y-G; Matyas, D J; Alton, R M; Lou, S E; III, R L Field; Gibson, N D; Hanstorp, D
2012-01-01
The negative ion of cerium has been investigated with tunable infrared laser photodetachment spectroscopy over selected photon energy ranges between 0.56 − 0.70 eV. The spectrum reveals several sharp peaks due to negative ion resonances and possible bound-bound transitions in Ce − . The newly observed transitions, together with our previous measurements, provide insight into the rich near-threshold spectrum of this lanthanide negative ion.
A lower bound on the mass of dark matter particles
Boyarsky, Alexey; Ruchayskiy, Oleg; Iakubovskyi, Dmytro
2009-01-01
We discuss the bounds on the mass of Dark Matter (DM) particles, coming from the analysis of DM phase-space distribution in dwarf spheroidal galaxies (dSphs). After reviewing the existing approaches, we choose two methods to derive such a bound. The first one depends on the information about the current phase space distribution of DM particles only, while the second one uses both the initial and final distributions. We discuss the recent data on dSphs as well as astronomical uncertainties in relevant parameters. As an application, we present lower bounds on the mass of DM particles, coming from various dSphs, using both methods. The model-independent bound holds for any type of fermionic DM. Stronger, model-dependent bounds are quoted for several DM models (thermal relics, non-resonantly and resonantly produced sterile neutrinos, etc.). The latter bounds rely on the assumption that baryonic feedback cannot significantly increase the maximum of a distribution function of DM particles. For the scenario in which all the DM is made of sterile neutrinos produced via non-resonant mixing with the active neutrinos (NRP) this gives m NRP > 1.7 keV. Combining these results in their most conservative form with the X-ray bounds of DM decay lines, we conclude that the NRP scenario remains allowed in a very narrow parameter window only. This conclusion is independent of the results of the Lyman-α analysis. The DM model in which sterile neutrinos are resonantly produced in the presence of lepton asymmetry remains viable. Within the minimal neutrino extension of the Standard Model (the νMSM), both mass and the mixing angle of the DM sterile neutrino are bounded from above and below, which suggests the possibility for its experimental search
Buneman instability and Pierce instability in a collisionless bounded plasma
Iizuka, Satoru; Saeki, Koichi; Sato, Noriyoshi; Hatta, Yoshisuke
1983-01-01
A systematic experiment is performed on the Buneman instability and the Pierce instability in a bounded plasma consisting of beam electrons and stationary ions. Current fluctuations are confirmed to be induced by the Buneman instability. On the other hand, the Pierce instability gives rise to a current limitation. The phenomena are well explained by Mikhailovskii's theory taking account of ion motion in a bounded plasma. (author)
Infinite Horizon Discrete Time Control Problems for Bounded Processes
2009-03-01
Full Text Available We establish Pontryagin Maximum Principles in the strong form for infinite horizon optimal control problems for bounded processes, for systems governed by difference equations. Results due to Ioffe and Tihomirov are among the tools used to prove our theorems. We write necessary conditions with weakened hypotheses of concavity and without invertibility, and we provide new results on the adjoint variable. We show links between bounded problems and nonbounded ones. We also give sufficient conditions of optimality.
Bounds on quantum confinement effects in metal nanoparticles
Blackman, G. Neal; Genov, Dentcho A.
2018-03-01
Quantum size effects on the permittivity of metal nanoparticles are investigated using the quantum box model. Explicit upper and lower bounds are derived for the permittivity and relaxation rates due to quantum confinement effects. These bounds are verified numerically, and the size dependence and frequency dependence of the empirical Drude size parameter is extracted from the model. Results suggest that the common practice of empirically modifying the dielectric function can lead to inaccurate predictions for highly uniform distributions of finite-sized particles.
Quantum Bound to Chaos and the Semiclassical Limit
Kurchan, Jorge
2018-06-01
We discuss the quantum bound on chaos in the context of the free propagation of a particle in an arbitrarily curved surface at low temperatures. The semiclassical calculation of the Lyapunov exponent can be performed in much the same way as the corresponding one for the `Loschmidt echo'. The bound appears here as the impossibility to scatter a wave, by effect of the curvature, over characteristic lengths smaller than the deBroglie wavelength.
Temperature bounds in a model of laminar flames
Kirane, M.; Badraoui, S.
1994-06-01
We consider reaction-diffusion equations coupling temperature and mass fraction in one-step-reaction model of combustion in R N . Uniform temperature bounds are derived when the Lewis number is less than one. This result completes the case of Lewis number greater than one studied by J.D. Avrin and M. Kirane ''Temperature growth and temperature bounds in special cases of combustion models'' (to appear in Applicable Analysis). (author). 5 refs
Improved Rosen's conditions on bound states of Schroedinger operators
Exner, P.
1984-01-01
We derive a necessary condition on a Schroedinger operator H=-Δ+V on Lsup(2)(Rsup(d)), d>=3 to have a bound state below a given energy epsilon, and a lower bound to the ground-state energy of H. These conditions are expressed in terms of the potential V alone, and generalize the recent results of Rosen to the dimensions d>3 and to the potentials that are not necessarily rapidly decreasing. Some examples are given
M Barketau; H Kopfer; E Pesch
2013-01-01
In this paper, we consider the container transshipment problem at a railway hub. A simple lower bound known for this problem will be improved by a new Lagrangian relaxation lower bound. Computational tests show that this lower bound outperforms the simple one and decreases substantially the run time of the branch-and-bound algorithm.
21 CFR 862.1640 - Protein-bound iodine test system.
2010-04-01
... 21 Food and Drugs 8 2010-04-01 2010-04-01 false Protein-bound iodine test system. 862.1640 Section... Systems § 862.1640 Protein-bound iodine test system. (a) Identification. A protein-bound iodine test system is a device intended to measure protein-bound iodine in serum. Measurements of protein-bound...
Chloroplast protein synthesis: thylakoid bound polysomes synthesize thylakoid proteins
Hurewitz, J.; Jagendorf, A.T.
1986-01-01
Previous work indicated more polysomes bound to pea thylakoids in light than in the dark, in vivo. With isolated intact chloroplasts incubated in darkness, 24 to 74% more RNA was thylakoid-bound at pH 8.3 than at pH 7. Thus the major effect of light in vivo may be due to higher stroma pH. In isolated pea chloroplasts, initiation inhibitors (pactamycin and kanamycin) decreased the extent of RNA binding, and elongation inhibitors (lincomycin and streptomycin) increased it. Thus translation initiation and termination probably control the cycling of bound ribosomes. While only 3 to 6% of total RNA is in bound polysomes the incorporation of 3 H-Leu into thylakoids was proportional to the amount of this bound RNA. When Micrococcal nuclease-treated thylakoids were added to labeled runoff translation products of stroma ribosomes, less than 1% of the label adhered to the added membranes; but 37% of the labeled products made by thylakoid polysomes were bound. These data support the concept that stroma ribosomes are recruited into thylakoid proteins
Dynamic Garment Simulation based on Hybrid Bounding Volume Hierarchy
Zhu Dongyong
2016-12-01
Full Text Available In order to solve the computing speed and efficiency problem of existing dynamic clothing simulation, this paper presents a dynamic garment simulation based on a hybrid bounding volume hierarchy. It firstly uses MCASG graph theory to do the primary segmentation for a given three-dimensional human body model. And then it applies K-means cluster to do the secondary segmentation to collect the human body’s upper arms, lower arms, upper legs, lower legs, trunk, hip and woman’s chest as the elementary units of dynamic clothing simulation. According to different shapes of these elementary units, it chooses the closest and most efficient hybrid bounding box to specify these units, such as cylinder bounding box and elliptic cylinder bounding box. During the process of constructing these bounding boxes, it uses the least squares method and slices of the human body to get the related parameters. This approach makes it possible to use the least amount of bounding boxes to create close collision detection regions for the appearance of the human body. A spring-mass model based on a triangular mesh of the clothing model is finally constructed for dynamic simulation. The simulation result shows the feasibility and superiority of the method described.
Cosmological stability bound in massive gravity and bigravity
Fasiello, Matteo; Tolley, Andrew J.
2013-01-01
We give a simple derivation of a cosmological bound on the graviton mass for spatially flat FRW solutions in massive gravity with an FRW reference metric and for bigravity theories. This bound comes from the requirement that the kinetic term of the helicity zero mode of the graviton is positive definite. The bound is dependent only on the parameters in the massive gravity potential and the Hubble expansion rate for the two metrics. We derive the decoupling limit of bigravity and FRW massive gravity, and use this to give an independent derivation of the cosmological bound. We recover our previous results that the tension between satisfying the Friedmann equation and the cosmological bound is sufficient to rule out all observationally relevant FRW solutions for massive gravity with an FRW reference metric. In contrast, in bigravity this tension is resolved due to different nature of the Vainshtein mechanism. We find that in bigravity theories there exists an FRW solution with late-time self-acceleration for which the kinetic terms for the helicity-2, helicity-1 and helicity-0 are generically nonzero and positive making this a compelling candidate for a model of cosmic acceleration. We confirm that the generalized bound is saturated for the candidate partially massless (bi)gravity theories but the existence of helicity-1/helicity-0 interactions implies the absence of the conjectured partially massless symmetry for both massive gravity and bigravity
Microscopic observation of magnon bound states and their dynamics.
Fukuhara, Takeshi; Schauß, Peter; Endres, Manuel; Hild, Sebastian; Cheneau, Marc; Bloch, Immanuel; Gross, Christian
2013-10-03
The existence of bound states of elementary spin waves (magnons) in one-dimensional quantum magnets was predicted almost 80 years ago. Identifying signatures of magnon bound states has so far remained the subject of intense theoretical research, and their detection has proved challenging for experiments. Ultracold atoms offer an ideal setting in which to find such bound states by tracking the spin dynamics with single-spin and single-site resolution following a local excitation. Here we use in situ correlation measurements to observe two-magnon bound states directly in a one-dimensional Heisenberg spin chain comprising ultracold bosonic atoms in an optical lattice. We observe the quantum dynamics of free and bound magnon states through time-resolved measurements of two spin impurities. The increased effective mass of the compound magnon state results in slower spin dynamics as compared to single-magnon excitations. We also determine the decay time of bound magnons, which is probably limited by scattering on thermal fluctuations in the system. Our results provide a new way of studying fundamental properties of quantum magnets and, more generally, properties of interacting impurities in quantum many-body systems.
Effects of QCD bound states on dark matter relic abundance
Liew, Seng Pei [Department of Physics, The University of Tokyo,Bunkyo-ku, Tokyo 113-0033 (Japan); Luo, Feng [Kavli IPMU (WPI), UTIAS, The University of Tokyo,Kashiwa, Chiba 277-8583 (Japan)
2017-02-17
We study scenarios where there exists an exotic massive particle charged under QCD in the early Universe. We calculate the formation and dissociation rates of bound states formed by pairs of these particles, and apply the results in dark matter (DM) coannihilation scenarios, including also the Sommerfeld effect. We find that on top of the Sommerfeld enhancement, bound-state effects can further significantly increase the largest possible DM masses which can give the observed DM relic abundance, by ∼30–100% with respect to values obtained by considering the Sommerfeld effect only, for the color triplet or octet exotic particles we consider. In particular, it indicates that the Bino DM mass in the right-handed stop-Bino coannihilation scenario in the Minimal Supersymmetric extension of the Standard Model (MSSM) can reach ∼2.5 TeV, even though the potential between the stop and antistop prior to forming a bound state is repulsive. We also apply the bound-state effects in the calculations of relic abundance of long-lived or metastable massive colored particles, and discuss the implications on the BBN constraints and the abundance of a super-weakly interacting DM. The corrections for the bound-state effect when the exotic massive colored particles also carry electric charges, and the collider bounds are also discussed.
Bound on viscosity and the generalized second law of thermodynamics
Fouxon, Itzhak; Betschart, Gerold; Bekenstein, Jacob D.
2008-01-01
We describe a new paradox for ideal fluids. It arises in the accretion of an ideal fluid onto a black hole, where, under suitable boundary conditions, the flow can violate the generalized second law of thermodynamics. The paradox indicates that there is in fact a lower bound to the correlation length of any real fluid, the value of which is determined by the thermodynamic properties of that fluid. We observe that the universal bound on entropy, itself suggested by the generalized second law, puts a lower bound on the correlation length of any fluid in terms of its specific entropy. With the help of a new, efficient estimate for the viscosity of liquids, we argue that this also means that viscosity is bounded from below in a way reminiscent of the conjectured Kovtun-Son-Starinets lower bound on the ratio of viscosity to entropy density. We conclude that much light may be shed on the Kovtun-Son-Starinets bound by suitable arguments based on the generalized second law
Majewski, Grzegorz; Widziewicz, Kamila; Rogula-Kozłowska, Wioletta; Rogula-Kopiec, Patrycja; Kociszewska, Karolina; Rozbicki, Tomasz; Majder-Łopatka, Małgorzata; Niemczyk, Mariusz
2018-01-01
This study assessed inhalation exposure to particulate matter (PM1)-bound mercury (Hgp) and PM1-bound polycyclic aromatic hydrocarbons (PAHs) among university students. For this purpose, simultaneous indoor (I) and outdoor (O) measurements were taken from two Polish technical universities (in Gliwice and Warsaw) located in distinct areas with respect to ambient concentrations and major sources of PM. The indoor geometric mean concentrations of Hgp were found to be 1.46 pg·m−3 and 6.38 pg·m−3 in Warsaw and Gliwice, while the corresponding outdoor concentrations were slightly lower at 1.38 pg·m−3 and 3.03 pg·m−3, respectively. A distinct pattern was found with respect to PAH concentrations with estimated I/O values of 22.2 ng·m−3/22.5 ng·m−3 in Gliwice and 10.9 ng·m−3/11.12 ng·m−3 in Warsaw. Hazard quotients (HQs) as a result of exposure to Hgp for students aged 21 ranged from 3.47 × 10−5 (Warsaw) to 1.3 × 10−4 (Gliwice) in terms of reasonable maximum exposure (RME). The non-cancer human health risk value related to Hgp exposure was thus found to be below the acceptable risk level value of 1.0 given by the US EPA. Daily exposure values for lecture hall occupants, adjusted to the benzo(a)pyrene (BaP) toxicity equivalent (BaPeq), were 2.9 and 1.02 ng·m−3 for the Gliwice and Warsaw students, respectively. The incremental lifetime cancer risk (ILCR) values with respect to exposure to PM1-bound PAHs during the students’ time of study were 5.49 × 10−8 (Warsaw) and 1.43 × 10−7 (Gliwice). Thus, students’ exposure to indoor PAHs does not lead to increased risk of lung cancer. PMID:29439524
Grzegorz Majewski
2018-02-01
Full Text Available This study assessed inhalation exposure to particulate matter (PM1-bound mercury (Hgp and PM1-bound polycyclic aromatic hydrocarbons (PAHs among university students. For this purpose, simultaneous indoor (I and outdoor (O measurements were taken from two Polish technical universities (in Gliwice and Warsaw located in distinct areas with respect to ambient concentrations and major sources of PM. The indoor geometric mean concentrations of Hgp were found to be 1.46 pg·m−3 and 6.38 pg·m−3 in Warsaw and Gliwice, while the corresponding outdoor concentrations were slightly lower at 1.38 pg·m−3 and 3.03 pg·m−3, respectively. A distinct pattern was found with respect to PAH concentrations with estimated I/O values of 22.2 ng·m−3/22.5 ng·m−3 in Gliwice and 10.9 ng·m−3/11.12 ng·m−3 in Warsaw. Hazard quotients (HQs as a result of exposure to Hgp for students aged 21 ranged from 3.47 × 10−5 (Warsaw to 1.3 × 10−4 (Gliwice in terms of reasonable maximum exposure (RME. The non-cancer human health risk value related to Hgp exposure was thus found to be below the acceptable risk level value of 1.0 given by the US EPA. Daily exposure values for lecture hall occupants, adjusted to the benzo(apyrene (BaP toxicity equivalent (BaPeq, were 2.9 and 1.02 ng·m−3 for the Gliwice and Warsaw students, respectively. The incremental lifetime cancer risk (ILCR values with respect to exposure to PM1-bound PAHs during the students’ time of study were 5.49 × 10−8 (Warsaw and 1.43 × 10−7 (Gliwice. Thus, students’ exposure to indoor PAHs does not lead to increased risk of lung cancer.
A critical look at catastrophe risk assessments
Kent, A
2004-01-01
Recent papers by Busza et al. (BJSW) and Dar et al. (DDH) argue that astrophysical data can be used to establish bounds on the risk of a catastrophe in forthcoming collider experiments. The safety case set out by BJSW does not rely on these bounds, but on theoretical arguments, which BJSW find sufficiently compelling. However, DDH and other commentators (initially including BJSW) have suggested that the astrophysical bounds alone do give sufficient reassurance. This seems unsupportable when the bounds are expressed in terms of expected cost. For example, DDH's main bound, $p_{\\rm catastrophe} < 2 \\times 10^{-8}$, implies only that the expectation value of the number of deaths is bounded by 120. We thus reappraise the DDH and BJSW risk bounds by comparing risk policy in other areas. We find that requiring a catastrophe risk of no higher than 10^{-15} is necessary to be consistent with established policy for risk optimisation from radiation hazards, even if highly risk tolerant assumptions are made. A respec...
Generalization bounds of ERM-based learning processes for continuous-time Markov chains.
Zhang, Chao; Tao, Dacheng
2012-12-01
Many existing results on statistical learning theory are based on the assumption that samples are independently and identically distributed (i.i.d.). However, the assumption of i.i.d. samples is not suitable for practical application to problems in which samples are time dependent. In this paper, we are mainly concerned with the empirical risk minimization (ERM) based learning process for time-dependent samples drawn from a continuous-time Markov chain. This learning process covers many kinds of practical applications, e.g., the prediction for a time series and the estimation of channel state information. Thus, it is significant to study its theoretical properties including the generalization bound, the asymptotic convergence, and the rate of convergence. It is noteworthy that, since samples are time dependent in this learning process, the concerns of this paper cannot (at least straightforwardly) be addressed by existing methods developed under the sample i.i.d. assumption. We first develop a deviation inequality for a sequence of time-dependent samples drawn from a continuous-time Markov chain and present a symmetrization inequality for such a sequence. By using the resultant deviation inequality and symmetrization inequality, we then obtain the generalization bounds of the ERM-based learning process for time-dependent samples drawn from a continuous-time Markov chain. Finally, based on the resultant generalization bounds, we analyze the asymptotic convergence and the rate of convergence of the learning process.
Some novel inequalities for fuzzy variables on the variance and its rational upper bound
Xiajie Yi
2016-02-01
Full Text Available Abstract Variance is of great significance in measuring the degree of deviation, which has gained extensive usage in many fields in practical scenarios. The definition of the variance on the basis of the credibility measure was first put forward in 2002. Following this idea, the calculation of the accurate value of the variance for some special fuzzy variables, like the symmetric and asymmetric triangular fuzzy numbers and the Gaussian fuzzy numbers, is presented in this paper, which turns out to be far more complicated. Thus, in order to better implement variance in real-life projects like risk control and quality management, we suggest a rational upper bound of the variance based on an inequality, together with its calculation formula, which can largely simplify the calculation process within a reasonable range. Meanwhile, some discussions between the variance and its rational upper bound are presented to show the rationality of the latter. Furthermore, two inequalities regarding the rational upper bound of variance and standard deviation of the sum of two fuzzy variables and their individual variances and standard deviations are proved. Subsequently, some numerical examples are illustrated to show the effectiveness and the feasibility of the proposed inequalities.
Learning Bounds of ERM Principle for Sequences of Time-Dependent Samples
Mingchen Yao
2015-01-01
Full Text Available Many generalization results in learning theory are established under the assumption that samples are independent and identically distributed (i.i.d.. However, numerous learning tasks in practical applications involve the time-dependent data. In this paper, we propose a theoretical framework to analyze the generalization performance of the empirical risk minimization (ERM principle for sequences of time-dependent samples (TDS. In particular, we first present the generalization bound of ERM principle for TDS. By introducing some auxiliary quantities, we also give a further analysis of the generalization properties and the asymptotical behaviors of ERM principle for TDS.
Resistance of soil-bound prions to rumen digestion.
Samuel E Saunders
Full Text Available Before prion uptake and infection can occur in the lower gastrointestinal system, ingested prions are subjected to anaerobic digestion in the rumen of cervids and bovids. The susceptibility of soil-bound prions to rumen digestion has not been evaluated previously. In this study, prions from infectious brain homogenates as well as prions bound to a range of soils and soil minerals were subjected to in vitro rumen digestion, and changes in PrP levels were measured via western blot. Binding to clay appeared to protect noninfectious hamster PrP(c from complete digestion, while both unbound and soil-bound infectious PrP(Sc proved highly resistant to rumen digestion. In addition, no change in intracerebral incubation period was observed following active rumen digestion of unbound hamster HY TME prions and HY TME prions bound to a silty clay loam soil. These results demonstrate that both unbound and soil-bound prions readily survive rumen digestion without a reduction in infectivity, further supporting the potential for soil-mediated transmission of chronic wasting disease (CWD and scrapie in the environment.
Research on culture-bound syndromes: new directions.
Guarnaccia, P J; Rogler, L H
1999-09-01
The unprecedented inclusion of culture-bound syndromes in DSM-IV provides the opportunity for highlighting the need to study such syndromes and the occasion for developing a research agenda to study them. The growing ethnic and cultural diversity of the U.S. population presents a challenge to the mental health field to develop truly cross-cultural approaches to mental health research and services. In this article, the authors provide a critique of previous analyses of the relationship between culture-bound syndromes and psychiatric diagnoses. They highlight the problems in previous classificatory exercises, which tend to focus on subsuming the culture-bound syndromes into psychiatric categories and fail to fully investigate these syndromes on their own terms. A detailed research program based on four key questions is presented both to understand culture-bound syndromes within their cultural context and to analyze the relationship between these syndromes and psychiatric disorders. Results of over a decade of research on ataques de nervios, a Latino-Caribbean cultural syndrome, are used to illustrate this research program. The four questions focus on the nature of the phenomenon, the social-cultural location of sufferers, the relationship of culture-bound syndromes to psychiatric disorders, and the social and psychiatric history of the syndrome in the life course of the sufferer.
Information theoretic bounds for compressed sensing in SAR imaging
Jingxiong, Zhang; Ke, Yang; Jianzhong, Guo
2014-01-01
Compressed sensing (CS) is a new framework for sampling and reconstructing sparse signals from measurements significantly fewer than those prescribed by Nyquist rate in the Shannon sampling theorem. This new strategy, applied in various application areas including synthetic aperture radar (SAR), relies on two principles: sparsity, which is related to the signals of interest, and incoherence, which refers to the sensing modality. An important question in CS-based SAR system design concerns sampling rate necessary and sufficient for exact or approximate recovery of sparse signals. In the literature, bounds of measurements (or sampling rate) in CS have been proposed from the perspective of information theory. However, these information-theoretic bounds need to be reviewed and, if necessary, validated for CS-based SAR imaging, as there are various assumptions made in the derivations of lower and upper bounds on sub-Nyquist sampling rates, which may not hold true in CS-based SAR imaging. In this paper, information-theoretic bounds of sampling rate will be analyzed. For this, the SAR measurement system is modeled as an information channel, with channel capacity and rate-distortion characteristics evaluated to enable the determination of sampling rates required for recovery of sparse scenes. Experiments based on simulated data will be undertaken to test the theoretic bounds against empirical results about sampling rates required to achieve certain detection error probabilities
Class-specific Error Bounds for Ensemble Classifiers
Prenger, R; Lemmond, T; Varshney, K; Chen, B; Hanley, W
2009-10-06
The generalization error, or probability of misclassification, of ensemble classifiers has been shown to be bounded above by a function of the mean correlation between the constituent (i.e., base) classifiers and their average strength. This bound suggests that increasing the strength and/or decreasing the correlation of an ensemble's base classifiers may yield improved performance under the assumption of equal error costs. However, this and other existing bounds do not directly address application spaces in which error costs are inherently unequal. For applications involving binary classification, Receiver Operating Characteristic (ROC) curves, performance curves that explicitly trade off false alarms and missed detections, are often utilized to support decision making. To address performance optimization in this context, we have developed a lower bound for the entire ROC curve that can be expressed in terms of the class-specific strength and correlation of the base classifiers. We present empirical analyses demonstrating the efficacy of these bounds in predicting relative classifier performance. In addition, we specify performance regions of the ROC curve that are naturally delineated by the class-specific strengths of the base classifiers and show that each of these regions can be associated with a unique set of guidelines for performance optimization of binary classifiers within unequal error cost regimes.
Bionic Control of Cheetah Bounding with a Segmented Spine.
Wang, Chunlei; Wang, Shigang
2016-01-01
A cheetah model is built to mimic real cheetah and its mechanical and dimensional parameters are derived from the real cheetah. In particular, two joints in spine and four joints in a leg are used to realize the motion of segmented spine and segmented legs which are the key properties of the cheetah bounding. For actuating and stabilizing the bounding gait of cheetah, we present a bioinspired controller based on the state-machine. The controller mainly mimics the function of the cerebellum to plan the locomotion and keep the body balance. The haptic sensor and proprioception system are used to detect the trigger of the phase transition. Besides, the vestibular modulation could perceive the pitching angle of the trunk. At last, the cerebellum acts as the CPU to operate the information from the biological sensors. In addition, the calculated results are transmitted to the low-level controller to actuate and stabilize the cheetah bounding. Moreover, the delay feedback control method is employed to plan the motion of the leg joints to stabilize the pitching motion of trunk with the stability criterion. Finally, the cyclic cheetah bounding with biological properties is realized. Meanwhile, the stability and dynamic properties of the cheetah bounding gait are analyzed elaborately.
A gauged baby Skyrme model and a novel BPS bound
Adam, C; Naya, C; Sanchez-Guillen, J; Wereszczynski, A
2013-01-01
The baby Skyrme model is a well-known nonlinear field theory supporting topological solitons in two space dimensions. Its action functional consist of a potential term, a kinetic term quadratic in derivatives (the 'nonlinear sigma model term') and the Skyrme term quartic in first derivatives. The limiting case of vanishing sigma model term (the so-called BPS baby Skyrme model) is known to support exact soliton solutions saturating a BPS bound which exists for this model. Further, the BPS model has infinitely many symmetries and conservation laws. Recently it was found that the gauged version of the BPS baby Skyrme model with gauge group U(1) and the usual Maxwell term, too, has a BPS bound and BPS solutions saturating this bound. This BPS bound is determined by a superpotential which has to obey a superpotential equation, in close analogy to the situation in supergravity. Further, the BPS bound and the corresponding BPS solitons only may exist for potentials such that the superpotential equation has a global solution. We also briefly describe some properties of soliton solutions.
Bounding the space of holographic CFTs with chaos
Perlmutter, Eric [Department of Physics, Princeton University,Jadwin Hall, Princeton, NJ 08544 (United States)
2016-10-13
Thermal states of quantum systems with many degrees of freedom are subject to a bound on the rate of onset of chaos, including a bound on the Lyapunov exponent, λ{sub L}≤2π/β. We harness this bound to constrain the space of putative holographic CFTs and their would-be dual theories of AdS gravity. First, by studying out-of-time-order four-point functions, we discuss how λ{sub L}=2π/β in ordinary two-dimensional holographic CFTs is related to properties of the OPE at strong coupling. We then rule out the existence of unitary, sparse two-dimensional CFTs with large central charge and a set of higher spin currents of bounded spin; this implies the inconsistency of weakly coupled AdS{sub 3} higher spin gravities without infinite towers of gauge fields, such as the SL(N) theories. This fits naturally with the structure of higher-dimensional gravity, where finite towers of higher spin fields lead to acausality. On the other hand, unitary CFTs with classical W{sub ∞}[λ] symmetry, dual to 3D Vasiliev or hs[λ] higher spin gravities, do not violate the chaos bound, instead exhibiting no chaos: λ{sub L}=0. Independently, we show that such theories violate unitarity for |λ|>2. These results encourage a tensionless string theory interpretation of the 3D Vasiliev theory.
Reply to ''Limitation on numerical bounds on transition probabilities''
Storm, D.
1975-01-01
It is demonstrated that a good share of the error Shakeshaft attributes to the failure to account for ionization in customary impact-parameter calculations for proton--hydrogen-atom scattering amplitudes really results from the inadequacy of the traveling hydrogenic basis set to account for the dynamic polarization of the hydrogen atom by the moving proton. The lower limit for the first-order bound can be reduced by using hydrogenlike basis functions that allow for this polarization. Bounds on the cross sections obtained by using the bound Δ 1 need not be infinite. The inclusion of time-dependent adjustable parameters in the basis functions provides a method for modifying the projection of the deviation vector or error term in the Schroedinger equation in the continuum. The exploratory work of Storm and Rapp appears to offer hope that reasonably accurate bounds on at least the 1s charge-exchange amplitudes and cross sections can be obtained by employing only square-integrable basis functions that contain time-dependent variable parameters. However, if it is necessary to account for the flux in the ionization channels, it is shown that an account could be made without the bound becoming infinite
Resistance of Soil-Bound Prions to Rumen Digestion
Saunders, Samuel E.; Bartelt-Hunt, Shannon L.; Bartz, Jason C.
2012-01-01
Before prion uptake and infection can occur in the lower gastrointestinal system, ingested prions are subjected to anaerobic digestion in the rumen of cervids and bovids. The susceptibility of soil-bound prions to rumen digestion has not been evaluated previously. In this study, prions from infectious brain homogenates as well as prions bound to a range of soils and soil minerals were subjected to in vitro rumen digestion, and changes in PrP levels were measured via western blot. Binding to clay appeared to protect noninfectious hamster PrPc from complete digestion, while both unbound and soil-bound infectious PrPSc proved highly resistant to rumen digestion. In addition, no change in intracerebral incubation period was observed following active rumen digestion of unbound hamster HY TME prions and HY TME prions bound to a silty clay loam soil. These results demonstrate that both unbound and soil-bound prions readily survive rumen digestion without a reduction in infectivity, further supporting the potential for soil-mediated transmission of chronic wasting disease (CWD) and scrapie in the environment. PMID:22937149
Analysis of a convenient information bound for general quantum channels
O'Loan, C J
2007-01-01
Open questions from Sarovar and Milburn (2006 J. Phys. A: Math. Gen. 39 8487) are answered. Sarovar and Milburn derived a convenient upper bound for the Fisher information of a one-parameter quantum channel. They showed that for quasi-classical models their bound is achievable and they gave a necessary and sufficient condition for positive operator-valued measures (POVMs) attaining this bound. They asked (i) whether their bound is attainable more generally (ii) whether explicit expressions for optimal POVMs can be derived from the attainability condition. We show that the symmetric logarithmic derivative (SLD) quantum information is less than or equal to the SM bound, i.e., H(θ) ≤ C Y (θ) and we find conditions for equality. As the Fisher information is less than or equal to the SLD quantum information, i.e., F M (θ) ≤ H(θ), we can deduce when equality holds in F M (θ) ≤ C Y (θ). Equality does not hold for all channels. As a consequence, the attainability condition cannot be used to test for optimal POVMs for all channels. These results are extended to multi-parameter channels
Information-Theoretic Bounded Rationality and ε-Optimality
Daniel A. Braun
2014-08-01
Full Text Available Bounded rationality concerns the study of decision makers with limited information processing resources. Previously, the free energy difference functional has been suggested to model bounded rational decision making, as it provides a natural trade-off between an energy or utility function that is to be optimized and information processing costs that are measured by entropic search costs. The main question of this article is how the information-theoretic free energy model relates to simple ε-optimality models of bounded rational decision making, where the decision maker is satisfied with any action in an ε-neighborhood of the optimal utility. We find that the stochastic policies that optimize the free energy trade-off comply with the notion of ε-optimality. Moreover, this optimality criterion even holds when the environment is adversarial. We conclude that the study of bounded rationality based on ε-optimality criteria that abstract away from the particulars of the information processing constraints is compatible with the information-theoretic free energy model of bounded rationality.
Bionic Control of Cheetah Bounding with a Segmented Spine
Chunlei Wang
2016-01-01
Full Text Available A cheetah model is built to mimic real cheetah and its mechanical and dimensional parameters are derived from the real cheetah. In particular, two joints in spine and four joints in a leg are used to realize the motion of segmented spine and segmented legs which are the key properties of the cheetah bounding. For actuating and stabilizing the bounding gait of cheetah, we present a bioinspired controller based on the state-machine. The controller mainly mimics the function of the cerebellum to plan the locomotion and keep the body balance. The haptic sensor and proprioception system are used to detect the trigger of the phase transition. Besides, the vestibular modulation could perceive the pitching angle of the trunk. At last, the cerebellum acts as the CPU to operate the information from the biological sensors. In addition, the calculated results are transmitted to the low-level controller to actuate and stabilize the cheetah bounding. Moreover, the delay feedback control method is employed to plan the motion of the leg joints to stabilize the pitching motion of trunk with the stability criterion. Finally, the cyclic cheetah bounding with biological properties is realized. Meanwhile, the stability and dynamic properties of the cheetah bounding gait are analyzed elaborately.
On Landauer's Principle and Bound for Infinite Systems
Longo, Roberto
2018-04-01
Landauer's principle provides a link between Shannon's information entropy and Clausius' thermodynamical entropy. Here we set up a basic formula for the incremental free energy of a quantum channel, possibly relative to infinite systems, naturally arising by an Operator Algebraic point of view. By the Tomita-Takesaki modular theory, we can indeed describe a canonical evolution associated with a quantum channel state transfer. Such evolution is implemented both by a modular Hamiltonian and a physical Hamiltonian, the latter being determined by its functoriality properties. This allows us to make an intrinsic analysis, extending our QFT index formula, but without any a priori given dynamics; the associated incremental free energy is related to the logarithm of the Jones index and is thus quantised. This leads to a general lower bound for the incremental free energy of an irreversible quantum channel which is half of the Landauer bound, and to further bounds corresponding to the discrete series of the Jones index. In the finite dimensional context, or in the case of DHR charges in QFT, where the dimension is a positive integer, our lower bound agrees with Landauer's bound.
Upper bounds on the entropy of radiation systems
汪定雄
1997-01-01
The upper bounds on the entropy of a radiation system confined to a spherical box are calculated in six cases by using the equation of state of radiation in flat spacetime and the equation of state of radiation near black-hole horizon,which was derived by Li and Liu (hereafter the Li-Liu equation).It turns out that the Li-Liu equation does have unique advantage in dealing with the entropy bound of critical self-gravitating radiation systems,while the usual equation of state will result in entropy divergence.In the case of non-self-gravitating radiation systems and non-critical self-gravitating radiation systems,there is no difference in the entropy bounds derived by these two equations of state.
Properties of a Bound Polaron under a Perpendicular Magnetic Field
Liu Jia; Chen Ziyu; Xiao Jinglin; Huo Shufen
2007-01-01
We investigate the influence of a perpendicular magnetic field on a bound polaron near the interface of a polar-polar semiconductor with Rashba effect. The external magnetic field strongly changes the ground state binding energy of the polaron and the Rashba spin-orbit (SO) interaction originating from the inversion asymmetry in the heterostructure splits the ground state binding energy of the bound polaron. In this paper, we have shown how the ground state binding energy will be with the change of the external magnetic field, the location of a single impurity, the wave vector of the electron and the electron areal density, taking into account the SO coupling. Due to the presence of the phonons, whose energy gives negative contribution to the polaron's, the spin-splitting states of the bound polaron are more stable, and we find that in the condition of week magnetic field, the Zeeaman effect can be neglected.
Life-time of the bound layer in nanocomposites
Zhao, Dan; Jestin, Jacques; Kumar, Sanat K.
2015-03-01
It is now well accepted that an effectively irreversibly adsorbed monolayer of polymer forms when a polymer melt is intimately mixed with nanoparticles, in the limit where their enthalpic interactions are favorable. This bound layer has been postulated as being a central player in many of the highly favorable properties that result from polymer based nanocomposite materials. We investigated well-defined nanocomposites formed with different combinations of deuterated and hydrogenated polymers (P2VP and PMMA) and silica nanoparticles. SANS, in conjunction with contrast variation, then provides a direct means of probing the structure of the bound layer as a core-shell and its exchange kinetics with bulk (unbound) chains with annealing time and temperature. SAXS directly provides information on the particle-particle partial structure factor and particle dispersion. Thermodynamic equilibrium of the bound layer is reached around one day at 150 °C while its exchange life time is ~ one hour at 180 °C.
Lower Bounds in the Asymmetric External Memory Model
Jacob, Riko; Sitchinava, Nodari
2017-01-01
Motivated by the asymmetric read and write costs of emerging non-volatile memory technologies, we study lower bounds for the problems of sorting, permuting and multiplying a sparse matrix by a dense vector in the asymmetric external memory model (AEM). Given an AEM with internal (symmetric) memory...... of size M, transfers between symmetric and asymmetric memory in blocks of size B and the ratio ω between write and read costs, we show Ω(min (N, ωN/B logω M/B N/B) lower bound for the cost of permuting N input elements. This lower bound also applies to the problem of sorting N elements. This proves...
Bounds for the propagation speed of combustion flames
Fort, Joaquim; Campos, Daniel; Gonzalez, Josep R; Velayos, Joaquim
2004-01-01
We focus on a combustion model for premixed flames based on two coupled equations determining the spatial dynamics of temperature and fuel density. We rewrite these equations as a classical reaction-diffusion model, so that we can apply some known methods for the prediction of lower and upper bounds to the front speed. The predictions are compared to simulations, which show that our new bounds substantially improve those following from the linearization method, used in the previous work of Fort et al (2000 J. Phys. A: Math. Gen. 33 6953). Radiative losses lead to pulses rather than fronts. We find a bound for their speed which (in contrast to the linearization one) correctly predicts the order of magnitude of the flame speed
Reduced conservatism in stability robustness bounds by state transformation
Yedavalli, R. K.; Liang, Z.
1986-01-01
This note addresses the issue of 'conservatism' in the time domain stability robustness bounds obtained by the Liapunov approach. A state transformation is employed to improve the upper bounds on the linear time-varying perturbation of an asymptotically stable linear time-invariant system for robust stability. This improvement is due to the variance of the conservatism of the Liapunov approach with respect to the basis of the vector space in which the Liapunov function is constructed. Improved bounds are obtained, using a transformation, on elemental and vector norms of perturbations (i.e., structured perturbations) as well as on a matrix norm of perturbations (i.e., unstructured perturbations). For the case of a diagonal transformation, an algorithm is proposed to find the 'optimal' transformation. Several examples are presented to illustrate the proposed analysis.
Relativistic bound state approach to fundamental forces including gravitation
Morsch H.P.
2012-06-01
Full Text Available To describe the structure of particle bound states of nature, a relativistic bound state formalism is presented, which requires a Lagrangian including scalar coupling of two boson fields. The underlying mechanisms are quite complex and require an interplay of overlapping boson fields and fermion-antifermion production. This gives rise to two potentials, a boson-exchange potential and one identified with the long sought confinement potential in hadrons. With minimal requirements, two elementary massless fermions (quantons - with and without charge - and one gauge boson, hadrons and leptons but also atoms and gravitational systems are described by bound states with electric and magnetic coupling between the charges and spins of quantons. No need is found for colour, Higgs-coupling and supersymmetry.
Determining Bounds on Assumption Errors in Operational Analysis
Neal M. Bengtson
2014-01-01
Full Text Available The technique of operational analysis (OA is used in the study of systems performance, mainly for estimating mean values of various measures of interest, such as, number of jobs at a device and response times. The basic principles of operational analysis allow errors in assumptions to be quantified over a time period. The assumptions which are used to derive the operational analysis relationships are studied. Using Karush-Kuhn-Tucker (KKT conditions bounds on error measures of these OA relationships are found. Examples of these bounds are used for representative performance measures to show limits on the difference between true performance values and those estimated by operational analysis relationships. A technique for finding tolerance limits on the bounds is demonstrated with a simulation example.
Bounds for the propagation speed of combustion flames
Fort, Joaquim [Departament de FIsica, Universitat de Girona, Campus de Montilivi, 17071 Girona, Catalonia (Spain); Campos, Daniel [Grup de FIsica EstadIstica, Departament de FIsica, Universitat Autonoma de Barcelona, E-08193 Bellaterra (Spain); Gonzalez, Josep R [Grup de Mecanica de Fluids, Departament d' Enginyeria Mecanica, Universitat de Girona, Campus de Montilivi, 17071 Girona, Catalonia (Spain); Velayos, Joaquim [Grup de Mecanica de Fluids, Departament d' Enginyeria Mecanica, Universitat de Girona, Campus de Montilivi, 17071 Girona, Catalonia (Spain)
2004-07-23
We focus on a combustion model for premixed flames based on two coupled equations determining the spatial dynamics of temperature and fuel density. We rewrite these equations as a classical reaction-diffusion model, so that we can apply some known methods for the prediction of lower and upper bounds to the front speed. The predictions are compared to simulations, which show that our new bounds substantially improve those following from the linearization method, used in the previous work of Fort et al (2000 J. Phys. A: Math. Gen. 33 6953). Radiative losses lead to pulses rather than fronts. We find a bound for their speed which (in contrast to the linearization one) correctly predicts the order of magnitude of the flame speed.
Output controllability of nonlinear systems with bounded control
Garcia, Rafael; D'Attellis, Carlos
1990-01-01
The control problem treated in this paper is the output controllability of a nonlinear system in the form: x = f(x) + g(x)u(t); y = h(x), using bounded controls. The approach to the problem consists of a modification in the system using dynamic feedback in such a way that the input/output behaviour of the closed loop matches the input/output behaviour of a completely output-controllable system with bounded controls. Sufficient conditions are also put forward on the system so that a compact set in the output space may be reached in finite time using uniformally bounded controls, and a result on output regulation in finite time with asymptotic state stabilization is obtained. (Author)
Cell wall bound anionic peroxidases from asparagus byproducts.
Jaramillo-Carmona, Sara; López, Sergio; Vazquez-Castilla, Sara; Jimenez-Araujo, Ana; Rodriguez-Arcos, Rocio; Guillen-Bejarano, Rafael
2014-10-08
Asparagus byproducts are a good source of cationic soluble peroxidases (CAP) useful for the bioremediation of phenol-contaminated wastewaters. In this study, cell wall bound peroxidases (POD) from the same byproducts have been purified and characterized. The covalent forms of POD represent >90% of the total cell wall bound POD. Isoelectric focusing showed that whereas the covalent fraction is constituted primarily by anionic isoenzymes, the ionic fraction is a mixture of anionic, neutral, and cationic isoenzymes. Covalently bound peroxidases were purified by means of ion exchange chromatography and affinity chromatography. In vitro detoxification studies showed that although CAP are more effective for the removal of 4-CP and 2,4-DCP, anionic asparagus peroxidase (AAP) is a better option for the removal of hydroxytyrosol (HT), the main phenol present in olive mill wastewaters.
Upper bound of abutment scour in laboratory and field data
Benedict, Stephen
2016-01-01
The U.S. Geological Survey, in cooperation with the South Carolina Department of Transportation, conducted a field investigation of abutment scour in South Carolina and used those data to develop envelope curves that define the upper bound of abutment scour. To expand on this previous work, an additional cooperative investigation was initiated to combine the South Carolina data with abutment scour data from other sources and evaluate upper bound patterns with this larger data set. To facilitate this analysis, 446 laboratory and 331 field measurements of abutment scour were compiled into a digital database. This extensive database was used to evaluate the South Carolina abutment scour envelope curves and to develop additional envelope curves that reflected the upper bound of abutment scour depth for the laboratory and field data. The envelope curves provide simple but useful supplementary tools for assessing the potential maximum abutment scour depth in the field setting.
Model independent bounds on magnetic moments of Majorana neutrinos
Bell, Nicole F.; Gorchtein, Mikhail; Ramsey-Musolf, Michael J.; Vogel, Petr; Wang, Peng
2006-01-01
We analyze the implications of neutrino masses for the magnitude of neutrino magnetic moments. By considering electroweak radiative corrections to the neutrino mass, we derive model-independent naturalness upper bounds on neutrino magnetic moments, μ ν , generated by physics above the electroweak scale. For Dirac neutrinos, the bound is several orders of magnitude more stringent than present experimental limits. However, for Majorana neutrinos the magnetic moment contribution to the mass is Yukawa suppressed. The bounds we derive for magnetic moments of Majorana neutrinos are weaker than present experimental limits if μ ν is generated by new physics at ∼1 TeV, and surpass current experimental sensitivity only for new physics scales >10-100 TeV. The discovery of a neutrino magnetic moment near present limits would thus signify that neutrinos are Majorana particles
Bilirubin bound to cells does not form photoisomers
Christensen, T.; Kinn, G.
1993-01-01
Cultured cells from one human and one murine cell line were incubated with bilirubin by different methods that allowed bilirubin to be bound to cells. The cells were irradiated with visible light of different wavelengths. Bilirubin bound to human serum albumin was also irradiated with light. After irradiation, bilirubin and its photoisomers were extracted and analyzed by HPLC. No photoisomers were found in samples of irradiated cells, while the types and amounts of photoisomers that were expected from the literature were found in samples of irradiated bilirubin/albumin mixtures. It is concluded that the formation of therapeutically active photoisomers during phototherapy most probably does not take place in skin cells, but most likely in bilirubin bound to albumin in the vessels or in the interstitial space. 16 refs., 2 figs
Research on Bounded Rationality of Fuzzy Choice Functions
Xinlin Wu
2014-01-01
Full Text Available The rationality of a fuzzy choice function is a hot research topic in the study of fuzzy choice functions. In this paper, two common fuzzy sets are studied and analyzed in the framework of the Banerjee choice function. The complete rationality and bounded rationality of fuzzy choice functions are defined based on the two fuzzy sets. An assumption is presented to study the fuzzy choice function, and especially the fuzzy choice function with bounded rationality is studied combined with some rationality conditions. Results show that the fuzzy choice function with bounded rationality also satisfies some important rationality conditions, but not vice versa. The research gives supplements to the investigation in the framework of the Banerjee choice function.