Natural history of Belonuchus Nordmann spp. and allies (Coleoptera: Staphylinidae) in Heliconia L. (Zingiberales: Heliconiaceae) flower bracts

Adults, and in some species larvae, of several members of Belonuchus Nordmann (Coleoptera: Staphylinidae: Staphylininae) and a few related genera seem to be to various degrees consistently associated with flower bracts of the genus Heliconia (Zingiberales: Heliconiaceae). They are predators and eat various dipterous and lepidopterous larvae in that habitat. Adults of at least Belonuchus cephalotes (Sharp) and Odontolinus fasciatus Sharp are able to immerse completely in water to capture larvae and/or pupae of mosquitoes (Culicidae). Adults and larvae of Belonuchus satyrus Erichson, and adults of B. cacao Blackwelder and B. rufipennis (F.) were found in water-filled flower bracts of Heliconia bihai (L.) L. in northern, lowland Venezuela. The bracts also contained mosquito larvae and semiaquatic coleopterous (Chrysomelidae: Hispinae), lepidopterous (Crambidae: Pyraustinae) and dipterous (Syrphidae, Stratiomyidae, Psychodidae, Richardiidae) larvae, and Annelida. In feeding trials, B. satyrus adults and larvae did not feed on hispine larvae or annelids, but did feed on all the lepidopterous and dipterous larvae available to them; adults dragged larvae and pupae of the mosquito genus Toxorhynchites Theobald from shallow water and thus seemed to be the top predators of the food pyramid within bracts. Records are compiled of association of Belonuchus and relatives with Heliconia bracts in the neotropics. We correct the names used for Heliconia spp. by earlier entomological authors working in Venezuela. Their ‘Heliconia caribaea Lamarck’ is H. bihai (L.) L. and their ‘H. aurea Rodríguez’ is H. bihai cv. Aurea.Los adultos y en algunos casos también las larvas de varias especies de Belonuchus spp. (Coleoptera: Staphylinidae: Staphylininae) y algunos géneros relacionados están consistentemente asociados con las espatas florales del género Heliconia (Zingiberales: Heliconiaceae). Estos coleópteros son depredadores y comen larvas de varios tipos de dípteros y lepidópteros en ese hábitat. Los adultos de Belonuchus cephalotes (Sharp) y Odontolinus fasciatus Sharp pueden sumergirse completamente en el agua para capturar las larvas y pupas de mosquitos (Culicidae). Larvas y adultos de Belonuchus satyrus Erichson, así como adultos de B. cacao Blackwelder y B. rufipennis (F.) fueron encontrados en las brácteas florales de Heliconia bihai (L.) L. de las partes bajas del norte de Venezuela. Las brácteas también contenían larvas de mosquitos y coleópteros semi-acuáticos (Chrysomelidae: Hispinae), larvas de lepidópteros (Crambidae: Pyraustinae) y de dípteros (Syrphidae, Stratiomyidae, Psychodidae, Richardiidae), y anélidos. En experimentos de alimentación, las larvas y los adultos de B. satyrus no se alimentaron de larvas de Hispinae ni de anélidos, sin embargo todas las larvas de lepidópteros y de dípteros que se les ofrecieron fueron ingeridas; los adultos de B. satyrus también extraen larvas de mosquitos del género Toxorhynchites Theobald del agua, por lo cual parecen ser los depredadores del tope de la pirámide alimentaria en las brácteas. Los registros de asociaciones de Belonuchus y géneros afines con las brácteas de Heliconia en el Neotrópico fueron recopiladas. Corregimos los nombres de Heliconia spp.utilizados anteriormente por entomólogos que trabajaron en Venezuela. Su ‘Heliconia caribaea Lamarck’ corresponde a H. bihai (L.) L. y su ‘H. aurea Rodríguez’ corresponde a H. bihai cv. Aurea

On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets

We develop a novel financial market model in which the stock markets of two countries are linked via and with the foreign exchange market. To be precise, there are domestic and foreign speculators in each of the two stock markets which rely either on linear technical or linear fundamental trading strategies to determine their orders. Since foreign stock market speculators require foreign currency to conduct their trades, all three markets are connected. Our setup entails a natural nonlinearity which may cause persistent endogenous price dynamics. Moreover, we analytically show that market interactions can destabilize the model's fundamental steady state. --Stock prices,exchange rates,market stability,technical and fundamental analysis,nonlinear market interactions,endogenous dynamics

A simple model of a speculative housing market

We develop a simple model of a speculative housing market in which the demand for houses is influenced by expectations about future housing prices. Guided by empirical evidence, agents rely on extrapolative and regressive forecasting rules to form their expectations. The relative importance of these competing views evolves over time, subject to market circumstances. As it turns out, the dynamics of our model is driven by a two-dimensional nonlinear map which may display irregular boom and bust housing price cycles, as repeatedly observed in many actual markets. However, we also find that speculation may be a source of both stability and instability. --Housing markets,Speculation,Boom and bust cycles,Nonlinear Dynamics

A large-deviation view on dynamical Gibbs-non-Gibbs transitions

We develop a space-time large-deviation point of view on Gibbs-non-Gibbs transitions in spin systems subject to a stochastic spin-flip dynamics. Using the general theory for large deviations of functionals of Markov processes outlined in Feng and Kurtz [11], we show that the trajectory under the spin-flip dynamics of the empirical measure of the spins in a large block in Z^d satisfies a large deviation principle in the limit as the block size tends to infinity. The associated rate function can be computed as the action functional of a Lagrangian that is the Legendre transform of a certain non-linear generator, playing a role analogous to the moment-generating function in the Gartner-Ellis theorem of large deviation theory when this is applied to finite-dimensional Markov processes. This rate function is used to define the notion of "bad empirical measures", which are the discontinuity points of the optimal trajectories (i.e., the trajectories minimizing the rate function) given the empirical measure at the end of the trajectory. The dynamical Gibbs-non-Gibbs transitions are linked to the occurrence of bad empirical measures: for short times no bad empirical measures occur, while for intermediate and large times bad empirical mea- sures are possible. A future research program is proposed to classify the various possible scenarios behind this crossover, which we refer to as a "nature-versus-nurture" transition.Comment: Key words and phrases: Stochastic spin-flip dynamics, Gibbs-non-Gibbs transition, empirical measure, non-linear generator, Nisio control semigroup, large deviation principle, bad configurations, bad empirical measures, nature versus nurture

Variational description of Gibbs-non-Gibbs dynamical transitions for spin-flip systems with a Kac-type interaction

We continue our study of Gibbs-non-Gibbs dynamical transitions. In the present paper we consider a system of Ising spins on a large discrete torus with a Kac-type interaction subject to an independent spin-flip dynamics (infinite-temperature Glauber dynamics). We show that, in accordance with the program outlined in \cite{vEFedHoRe10}, in the thermodynamic limit Gibbs-non-Gibbs dynamical transitions are \emph{equivalent} to bifurcations in the set of global minima of the large-deviation rate function for the trajectories of the empirical density \emph{conditional} on their endpoint. More precisely, the time-evolved measure is non-Gibbs if and only if this set is not a singleton for \emph{some} value of the endpoint. A partial description of the possible scenarios of bifurcation is given, leading to a characterization of passages from Gibbs to non-Gibbs and vice versa, with sharp transition times. Our analysis provides a conceptual step-up from our earlier work on Gibbs-non-Gibbs dynamical transitions for the Curie-Weiss model, where the mean-field interaction allowed us to focus on trajectories of the empirical magnetization rather than the empirical density.Comment: Key words and phrases: Curie-Weiss model, Kac model, spin-flip dynamics, Gibbs versus non-Gibbs, dynamical transition, large deviation principles, action integral, bifurcation of rate functio

Foreign direct investment and environmental taxes

This paper studies the effect of foreign direct investment (FDI) on environmental policy stringency in a two-country model with trade costs, where FDI could be unilateral and bilateral and both governments address local pollution through environmental taxes. We show that FDI does not give rise to ecological dumping because the host country has an incentive to shift rents away from the source country towards the host country. Environmental policy strategies and welfare effects are studied under the assumption that parameter values support FDI to be profitable. JEL Classification: F12, F18, F23environmental taxes, Foreign Direct Investment, multinational enterprises, plant location

Real-Time Recommendation of Streamed Data

This tutorial addressed two trending topics in the field of recommender systems research, namely A/B testing and real-time recommendations of streamed data. Focusing on the news domain, participants learned how to benchmark the performance of stream-based recommendation algorithms in a live recommender system and in a simulated environment

An Improved Constraint-Tightening Approach for Stochastic MPC

The problem of achieving a good trade-off in Stochastic Model Predictive Control between the competing goals of improving the average performance and reducing conservativeness, while still guaranteeing recursive feasibility and low computational complexity, is addressed. We propose a novel, less restrictive scheme which is based on considering stability and recursive feasibility separately. Through an explicit first step constraint we guarantee recursive feasibility. In particular we guarantee the existence of a feasible input trajectory at each time instant, but we only require that the input sequence computed at time $k$ remains feasible at time $k+1$ for most disturbances but not necessarily for all, which suffices for stability. To overcome the computational complexity of probabilistic constraints, we propose an offline constraint-tightening procedure, which can be efficiently solved via a sampling approach to the desired accuracy. The online computational complexity of the resulting Model Predictive Control (MPC) algorithm is similar to that of a nominal MPC with terminal region. A numerical example, which provides a comparison with classical, recursively feasible Stochastic MPC and Robust MPC, shows the efficacy of the proposed approach.Comment: Paper has been submitted to ACC 201