On the Finite Dimensional Laws of Threshold GARCH Processes

In this chapter we establish bounds for the finite dimensional laws of a threshold GARCH process, X, with generating process Z. In this class of models the conditional standard deviation has different reactions according to the sign of past values of the process. So, we firstly find lower and upper bounds for the law of \left ({X}_{1}^{+},-{X}_{1}^{+},\ldots,{X}_{n}^{+},-{X}_{n}^{+}\right), in certain regions of R^{2n}, and use them to find bounds of the law of \left ({X}_{1},\ldots,{X}_{n}\right). Some of these bounds only depend on the parameters of the model and on the distribution function of the independent generating process, Z. An application of these bounds to control charts for time series is presented

New neighborhood based rough sets

Neighborhood based rough sets are important generalizations of the classical rough sets of Pawlak, as neighborhood operators generalize equivalence classes. In this article, we introduce nine neighborhood based operators and we study the partial order relations between twenty-two different neighborhood operators obtained from one covering. Seven neighborhood operators result in new rough set approximation operators. We study how these operators are related to the other fifteen neighborhood based approximation operators in terms of partial order relations, as well as to seven non-neighborhood-based rough set approximation operators

A gravitationally lensed quasar discovered in OGLE

Indexación: Scopus; Web of Science.We report the discovery of a new gravitationally lensed quasar (double) from the Optical Gravitational Lensing Experiment (OGLE) identified inside the ~670deg2 area encompassing the Magellanic Clouds. The source was selected as one of ~60 'red W1-W2' mid-infrared objects from WISE and having a significant amount of variability in OGLE for both two (or more) nearby sources. This is the first detection of a gravitational lens, where the discovery is made 'the other way around', meaning we first measured the time delay between the two lensed quasar images of -132 < tAB < -76 d (90 per cent CL), with the median tAB ~-102 d (in the observer frame), and where the fainter image B lags image A. The system consists of the two quasar images separated by 1.5 arcsec on the sky, with I ~20.0mag and I ~19.6mag, respectively, and a lensing galaxy that becomes detectable as I ~21.5 mag source, 1.0 arcsec from image A, after subtracting the two lensed images. Both quasar images show clear AGN broad emission lines at z=2.16 in the New Technology Telescope spectra. The spectral energy distribution (SED) fitting with the fixed source redshift provided the estimate of the lensing galaxy redshift of z ~0.9 ± 0.2 (90 per cent CL), while its type is more likely to be elliptical (the SED-inferred and lens-model stellar mass is more likely present in ellipticals) than spiral (preferred redshift by the lens model). © 2018 The Author(s). Published by Oxford University Press on behalf of the Royal Astronomical Society.https://academic.oup.com/mnras/article/476/1/663/483368

Autonomous clustering using rough set theory

This paper proposes a clustering technique that minimises the need for subjective human intervention and is based on elements of rough set theory. The proposed algorithm is unified in its approach to clustering and makes use of both local and global data properties to obtain clustering solutions. It handles single-type and mixed attribute data sets with ease and results from three data sets of single and mixed attribute types are used to illustrate the technique and establish its efficiency

Critical sound attenuation in a diluted Ising system

The field-theoretic description of dynamical critical effects of the influence of disorder on acoustic anomalies near the temperature of the second-order phase transition is considered for three-dimensional Ising-like systems. Calculations of the sound attenuation in pure and dilute Ising-like systems near the critical point are presented. The dynamical scaling function for the critical attenuation coefficient is calculated. The influence of quenched disorder on the asymptotic behaviour of the critical ultrasonic anomalies is discussed.Comment: 12 RevTeX pages, 4 figure

Actin/alpha-actinin-dependent transport of AMPA receptors in dendritic spines: role of the PDZ-LIM protein RIL

The efficacy of excitatory transmission in the brain depends to a large extent on synaptic AMPA receptors, hence the importance of understanding the delivery and recycling of the receptors at the synaptic sites. Here we report a novel regulation of the AMPA receptor transport by a PDZ (postsynaptic density-95/Drosophila disc large tumor suppressor zona occludens 1) and LIM (Lin11/rat Isl-1/Mec3) domain-containing protein, RIL (reversion-induced LIM protein). We show that RIL binds to the AMPA glutamate receptor subunit GluR-A C-terminal peptide via its LIM domain and to alpha-actinin via its PDZ domain. RIL is enriched in the postsynaptic density fraction isolated from rat forebrain, strongly localizes to dendritic spines in cultured neurons, and coprecipitates, together with alpha-actinin, in a protein complex isolated by immunoprecipitation of AMPA receptors from forebrain synaptosomes. Functionally, in heterologous cells, RIL links AMPA receptors to the alpha-actinin/actin cytoskeleton, an effect that appears to apply selectively to the endosomal surface-internalized population of the receptors. In cultured neurons, an overexpression of recombinant RIL increases the accumulation of AMPA receptors in dendritic spines, both at the total level, as assessed by immunodetection of endogenous GluR-A-containing receptors, and at the synaptic surface, as assessed by recording of miniature EPSCs. Our results thus indicate that RIL directs the transport of GluR-A-containing AMPA receptors to and/or within dendritic spines, in an alpha-actinin/actin-dependent manner, and that such trafficking function promotes the synaptic accumulation of the receptors

Random walks - a sequential approach

In this paper sequential monitoring schemes to detect nonparametric drifts are studied for the random walk case. The procedure is based on a kernel smoother. As a by-product we obtain the asymptotics of the Nadaraya-Watson estimator and its as- sociated sequential partial sum process under non-standard sampling. The asymptotic behavior differs substantially from the stationary situation, if there is a unit root (random walk component). To obtain meaningful asymptotic results we consider local nonpara- metric alternatives for the drift component. It turns out that the rate of convergence at which the drift vanishes determines whether the asymptotic properties of the monitoring procedure are determined by a deterministic or random function. Further, we provide a theoretical result about the optimal kernel for a given alternative

Direct probe of anisotropy in atom-molecule collisions via quantum scattering resonances

Anisotropy is a fundamental property of particle interactions. It occupies a central role in cold and ultra-cold molecular processes, where long range forces have been found to significantly depend on orientation in ultra-cold polar molecule collisions. Recent experiments have demonstrated the emergence of quantum phenomena such as scattering resonances in the cold collisions regime due to quantization of the intermolecular degrees of freedom. Although these states have been shown to be sensitive to interaction details, the effect of anisotropy on quantum resonances has eluded experimental observation so far. Here, we directly measure the anisotropy in atom-molecule interactions via quantum resonances by changing the quantum state of the internal molecular rotor. We observe that a quantum scattering resonance at a collision energy of $k_B$ x 270 mK appears in the Penning ionization of molecular hydrogen with metastable helium only if the molecule is rotationally excited. We use state of the art ab initio and multichannel quantum molecular dynamics calculations to show that the anisotropy contributes to the effective interaction only for $H_2$ molecules in the first excited rotational state, whereas rotationally ground state $H_2$ interacts purely isotropically with metastable helium. Control over the quantum state of the internal molecular rotation allows us to switch the anisotropy on or off and thus disentangle the isotropic and anisotropic parts of the interaction. These quantum phenomena provide a challenging benchmark for even the most advanced theoretical descriptions, highlighting the advantage of using cold collisions to advance the microscopic understanding of particle interactions.Comment: 19 pages, 3 figure