Question-answer test and givenness : some question marks

In order to investigate the empirical properties of focus, it is necessary to diagnose focus (or: “what is focused”) in particular linguistic examples. It is often taken for granted that the application of one single diagnostic tool, the so-called question-answer test, which roughly says that whatever a question asks for is focused in the answer, is a fool-proof test for focus. This paper investigates one example class where such uncritical belief in the question-answer test has led to the assumption of rather complex focus projection rules: in these examples, pitch accent placement has been claimed to depend on certain parts of the focused constituents being given or not. It is demonstrated that such focus projection rules are unnecessarily complex and in turn require the assumption of unnecessarily complicated meaning rules, not to speak of the difficulties to give a precise semantic/pragmatic definition of the allegedly involved givenness property. For the sake of the argument, an alternative analysis is put forward which relies solely on alternative sets following Mats Rooth´s work, and avoids any recourse to givenness. As it turns out, this alternative analysis is not only simpler but also makes in a critical case the better predictions

Discontinuous Change of Binding Type in the Series of Monohydrides

Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/69596/2/JCPSA6-40-6-1773-3.pd

Discontinuous Change of Binding Type in the Series of Monohydrides. II. Place of Discontinuity

Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/71261/2/JCPSA6-41-12-4005-1.pd

On "nicht...sondern..." (contrastive "not...but...")

This article presents an analysis of German nicht...sondern... (contrastive not...but...) which departs from the commonly held view that this construction should be explained by appeal to its alleged corrective function. It will be demonstrated that in nicht A sondern B (not A but B), A and B just behave like stand-alone unmarked answers to a common question Q, and that this property of sondern is presuppositional in character. It is shown that from this general observation many interesting properties of nicht...sondern... follow, among them distributional differences between German "sondern" and German "aber" (contrastive but, concessive but), intonational requirements and exhaustivity effect sondern presupposition is furthermore argued to be the result of the conventionalization of conversational implicatures

Molar Volume, Refraction and Interionic Forces

Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/70588/2/JCPSA6-9-3-282-1.pd

Erratum: Discontinuous Change of Binding Type in the Series of Monohydrides. II. Place of Discontinuity

Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/69666/2/JCPSA6-42-10-3742-3.pd

Nonlinear mixture autoregressive model : economic applications

The aim of this dissertation is to model economic variables by a mixture autoregressive (MAR) model. The MAR model is a generalization of linear autoregressive (AR) model. The MAR -model consists of K linear autoregressive components. At any given point of time one of these autoregressive components is randomly selected to generate a new observation for the time series. The mixture probability can be constant over time or a direct function of a some observable variable. Many economic time series contain properties which cannot be described by linear and stationary time series models. A nonlinear autoregressive model such as MAR model can a plausible alternative in the case of these time series. In this dissertation the MAR model is used to model stock market bubbles and a relationship between inflation and the interest rate. In the case of the inflation rate we arrived at the MAR model where inflation process is less mean reverting in the case of high inflation than in the case of normal inflation. The interest rate move one-for-one with expected inflation. We use the data from the Livingston survey as a proxy for inflation expectations. We have found that survey inflation expectations are not perfectly rational. According to our results information stickiness play an important role in the expectation formation. We also found that survey participants have a tendency to underestimate inflation. A MAR model has also used to model stock market bubbles and crashes. This model has two regimes: the bubble regime and the error correction regime. In the error correction regime price depends on a fundamental factor, the price-dividend ratio, and in the bubble regime, price is independent of fundamentals. In this model a stock market crash is usually caused by a regime switch from a bubble regime to an error-correction regime. According to our empirical results bubbles are related to a low inflation. Our model also imply that bubbles have influences investment return distribution in both short and long run.Tässä työssä sovelletaan mixture autoregressive (MAR) -aikasarjamallia taloudellisten muuttujien mallintamiseen. Malli on epälineaarinen yleistys lineaarisesta autoregressiivisesta (AR) -mallista. AR -mallissa prosessi riippuu lineaarisesti viivästetyistä arvoistaan. MAR -mallissa prosessi saadaan sekoituksena kahdesta tai useimmasta lineaarisesta AR -prosessista. Jokaisella ajan hetkellä yksi näistä AR -prosesseista valikoituu satunnaisesti tuottaen uuden havainnon aikasarjasta. Sekoitussuhteet voivat olla ajan suhteen vakioita tai olla jonkin havaittavan muuttujan funktiota.Usean taloudellisen aikasarjat sisältävät piirteitä, joita on hankala kuvata lineaarisen ja stationaarisen prosessin avulla. Tällöin on usein mielekästä soveltaa näiden aikasarjojen kuvaamiseen epälineaarisia malleja kuten MAR -mallia. Tässä työssä MAR -mallia on sovellettu inflaation ja koron riippuvuuden sekä osakekuplien mallintamiseen. Inflaation kohdalla päädyttiin MAR -malliin, jossa inflaatio käyttäytyy eri lailla korkean inflaation vallitessa kuin normaalin inflaatin vallitessa. Korkean inflaation vallitessa inflaatio käyttäytyi vähemmän keskiarvohakuisemmin korkean inflaation vallitessa. Korko seurasi mallissa inflaatio-odotuksia. Inflaatio-odotuksen mittarina käytettiin ekonomisteja koskevien kyselytutkimuksiin perustuvaa dataa. Tulosten mukaan näin lasketut inflaatio-odotukset poikkeavat rationaalisista odotuksista. Odotukset reagoivat uuteen informaatioon viiveellä. Lisäksi kyselytutkimusten osallistujilla on taipumusta aliarvioda tulevaa inflaatiota. Osakekuplia mallinnettiin kaksitilaisella MAR -mallilla. Kuplatilassa osakkeen hinnan muodostus ei riipu osingoista, virheenkorjaustilassa osakkeen hinnan muutos taas riippui osakkeiden arvostustasoa kuvaavasta hinta/osinko -suhteesta. Virheenkorjaustilan realisoituminen tuottaa usein mallissa pörssiromahduksia. Yksi työn keskeisiä tuloksia on matalan inflaation ja osakekuplien välinen yhteys. Sijoitustuottojen mallintamisen kannalta taas mielenkiintoinen havainto on, että kuplien olemassaololla on vaikutusta sijoitustuottojen jakaumaan sekä pitkällä että lyhyellä aikavälillä

Difficulties in the Valence Bond Theory

Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/70689/2/JCPSA6-10-12-760-1.pd

Methods for Procedural Terrain Generation

Procedural generation has been utilized in the automatic generation of data for a long time. This automated processing has been utilized in the entertainment industry as well as in research work in order to be able to quickly produce large amounts of just the kind of data needed, for example, in system testing. In this thesis, we examine different ways to utilize procedural generation to produce different synthetic terrains. First, we will take a closer look at what procedural generation is, where it originally started, and where it was utilized. From this we move on to look at how this technology is utilized in the creation of terrains and what terrain is generally visually required. From this we move on to look at different ways to implement terrain generation. As part of this thesis, we have selected three methods and implemented our own implementations for terrain generation. We look at the performance of these implementations, and what a test group thinks about those synthetic terrains. The results obtained from this are analyzed and presented at the end of the thesis.Proseduraalista generointia on hyödynnetty datan automaattisessa tuottamisessa jo pitkään. Tätä automatisoitua prosessointia on niin hyödynnetty viihdeteollisuudessa kuin tutkimustyössä, jotta ollaan voitu tuottaa nopeasti suuria määriä juuri sellaista dataa kuin tarvitaan esimerkiksi järjestelmän testauksessa. Tässä tutkielmassa tarkastellaan erilaisia tapoja hyödyntää proseduraalista generointia erilaisten synteettisten maastojen tuottamiseksi. Aluksi tutustutaan hieman tarkemmin siihen mitä proseduraalinen generointi on, mistä se on alunperin lähtenyt ja mihin sitä on hyödynnetty. Tästä siirrytään tarkastelemaan miten kyseistä tekniikkaa hyödynnetään maastojen luomisessa ja mitä maastoilta yleensä visuaalisesti vaaditaan. Tästä siirrytään tarkastelemaan eri tapoja toteuttaa maaston generointia. Osana tätä tutkielmaa, on valittu kolme menetelmää ja laadittu niistä kullekin oma toteutus maaston generointiin. Työssä tarkastellaan näiden toteutusten suoritustuloksia, ja mitä mieltä testiryhmä on kyseisistä synteettisistä maastoista. Saadut tulokset ja niiden analyyysi esitellään tutkielman lopussa

Discontinuous Change of Binding Type in the Series of Monohydrides. III. Regularities and Irregularities of Internuclear Distances and Force Constants

The recently attempted correlation of internuclear distances of the monohydrides of all elements by linear plots of logr vs logZ (atomic number) for each of the two octaves and of the three long periods is not satisfactory. The equations re=2.2240 n−0.426 and r0=2.7793 n−0.371 (n is the total number of valence electrons in the hydride) apply merely from HF to BH and from HCl to AlH, respectively. The marked deviations from these equations shown by the hydrides M (I) H and M (II) H are related to a discontinuous change of binding type. In the long periods, r increases for the hydrides of the heavy metals from M (I) H to M (III) H, due to the decrease of polarizability and penetrability of the cations with an 18‐electron (s2p6d10) outer shell, e.g., from AgH to InH. It is emphasized that the knowledge of spectroscopic data for molecule ions of the hydrides of long period elements is necessary in order to decide at which places discontinuous changes of binding type occur.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/70893/2/JCPSA6-43-7-2159-1.pd