Monitoring a Realistic Virtual Hand using a Passive Haptic Device to Interact with Virtual Worlds

We present a prototype of a hands-on immersive peripheral device for controlling a virtual hand with high dexterity. This prototype is as easy as a mouse to use and allows the control of a high number of degrees of freedom (dofs) with tactile feedback. The goals corresponding to design issues, physiological behaviors, include the choice of sensors’ technology and their position on the device, low forces exerted while using the device, relevant multi-sensorial feedback, performance of achieved tasks

Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model

This paper presents asymptotic properties of the maximum pseudo-likelihood estimator of a vector \Vect{\theta} parameterizing a stationary Gibbs point process. Sufficient conditions, expressed in terms of the local energy function defining a Gibbs point process, to establish strong consistency and asymptotic normality results of this estimator depending on a single realization, are presented.These results are general enough to no longer require the local stability and the linearity in terms of the parameters of the local energy function. We consider characteristic examples of such models, the Lennard-Jones and the finite range Lennard-Jones models. We show that the different assumptions ensuring the consistency are satisfied for both models whereas the assumptions ensuring the asymptotic normality are fulfilled only for the finite range Lennard-Jones model

The joint distribution of stock returns is not elliptical

Using a large set of daily US and Japanese stock returns, we test in detail the relevance of Student models, and of more general elliptical models, for describing the joint distribution of returns. We find that while Student copulas provide a good approximation for strongly correlated pairs of stocks, systematic discrepancies appear as the linear correlation between stocks decreases, that rule out all elliptical models. Intuitively, the failure of elliptical models can be traced to the inadequacy of the assumption of a single volatility mode for all stocks. We suggest several ideas of methodological interest to efficiently visualise and compare different copulas. We identify the rescaled difference with the Gaussian copula and the central value of the copula as strongly discriminating observables. We insist on the need to shun away from formal choices of copulas with no financial interpretation.Comment: 12 figure

Maximum pseudo-likelihood estimator for nearest-neighbours Gibbs point processes

This paper is devoted to the estimation of a vector parametrizing an energy function associated to some "Nearest-Neighbours" Gibbs point process, via the pseudo-likelihood method. We present some convergence results concerning this estimator, that is strong consistency and asymptotic normality, when only a single realization is observed. Sufficient conditions are expressed in terms of the local energy function and are verified on some examples.Comment: 29 pages - 2 figure

Normalized information-based divergences

This paper is devoted to the mathematical study of some divergences based on the mutual information well-suited to categorical random vectors. These divergences are generalizations of the "entropy distance" and "information distance". Their main characteristic is that they combine a complexity term and the mutual information. We then introduce the notion of (normalized) information-based divergence, propose several examples and discuss their mathematical properties in particular in some prediction framework.Comment: 36 page

Mercury speciation in soils of the industrialised Thur River catchment (Alsace, France)

Methylmercury (MeHg) and total Hg (THg) concentrations in soil profiles were monitored in the Thur River basin (Alsace, France), where a chlor-alkali plant has been located in the city of Vieux-Thann since the 1930s. Three soil types were studied according to their characteristics and location in the catchment: industrial soil, grassland soil and alluvial soil. Contamination of MeHg and THg in soil was important in the vicinity of the plant, especially in industrial and alluvial soil. Concentrations of MeHg reached 27 ng g1 and 29,000 ng g1 for THg, exceeding the predictable no effect concentration. Significant ecotoxicological risk exists in this area and remedial actions on several soil types are suggested. In each type of soil, MeHg concentrations were highest in topsoil, which decreased with depth. Concentrations of MeHg were negatively correlated with soil organic matter and total S, particularly when MeHg concentrations exceeded 8 ng g1. Under these conditions, MeHg concentrations in soil seemed to be influenced by THg, soil organic matter and total S concentrations. It was found that high MeHg/THg ratios (near 2%) in soil were mainly related to the combined soil environmental conditions such as low THg concentrations, low organic C/N ratios (<11) and relatively low pH (5–5.5). Nevertheless, even when the MeHg/THg ratio was low (0.04%), MeHg and THg concentrations were elevated, up to 13 ng g1 and to 29,000 ng g1, respectively. Thus, both THg and MeHg concentrations should be taken into account to assess potential environmental risks of Hg

The fine structure of volatility feedback II: overnight and intra-day effects

We decompose, within an ARCH framework, the daily volatility of stocks into overnight and intra-day contributions. We find, as perhaps expected, that the overnight and intra-day returns behave completely differently. For example, while past intra-day returns affect equally the future intra-day and overnight volatilities, past overnight returns have a weak effect on future intra-day volatilities (except for the very next one) but impact substantially future overnight volatilities. The exogenous component of overnight volatilities is found to be close to zero, which means that the lion's share of overnight volatility comes from feedback effects. The residual kurtosis of returns is small for intra-day returns but infinite for overnight returns. We provide a plausible interpretation for these findings, and show that our Intra-Day/Overnight model significantly outperforms the standard ARCH framework based on daily returns for Out-of-Sample predictions

Landau levels in quasicrystals

Two-dimensional tight-binding models for quasicrystals made of plaquettes with commensurate areas are considered. Their energy spectrum is computed as a function of an applied perpendicular magnetic field. Landau levels are found to emerge near band edges in the zero-field limit. Their existence is related to an effective zero-field dispersion relation valid in the continuum limit. For quasicrystals studied here, an underlying periodic crystal exists and provides a natural interpretation to this dispersion relation. In addition to the slope (effective mass) of Landau levels, we also study their width as a function of the magnetic flux per plaquette and identify two fundamental broadening mechanisms: (i) tunneling between closed cyclotron orbits and (ii) individual energy displacement of states within a Landau level. Interestingly, the typical broadening of the Landau levels is found to behave algebraically with the magnetic field with a nonuniversal exponent.Comment: 14 pages, 9 figure