An equation for the description of volume and temperature dependences of the dynamics of supercooled liquids and polymer melts

A recently proposed expression to describe the temperature and volume dependences of the structural (or alpha) relaxation time is discussed. This equation satisfies the scaling law for the relaxation times, tau = f(TV^g), where T is temperature, V the specific volume, and g a material-dependent constant. The expression for the function f is shown to accurately fit experimental data for several glass-forming liquids and polymers over an extended range encompassing the dynamic crossover, providing a description of the dynamics with a minimal number of parameters. The results herein can be reconciled with previously found correlations of the isochoric fragility with both the isobaric fragility at atmospheric pressure and the scaling exponent g.Comment: to be published in the special edition of J. Non-Crystalline Solids honoring K.L. Nga

Faster and simpler approximation of stable matchings

We give a 3/2-approximation algorithm for stable matchings that runs in $O(m)$ time. The previously best known algorithm by McDermid has the same approximation ratio but runs in $O(n^{3/2}m)$ time, where $n$ denotes the number of people and $m$ is the total length of the preference lists in a given instance. Also the algorithm and the analysis are much simpler. We also give the extension of the algorithm for the many-to-many setting. (This is the version of the paper from March 2011

Structural Stability of the Joint Distribution of Income and Wealth

This paper analyzes the change over time in the distribution of households' income and financial wealth in Great Britain. Empirical analysis based on the British Family Resources Survey data from the period 1996-2001 examines whether the sequence of these distribution is structurally stable in the sense related to Malinvaud (1993). In order to do this, we look for the local time-invariance of a distribution derived after applying simple transformations like scaling or standardizing to the original distribution. In our study we make use of adaptive bandwidth univariate and bivariate kernel density estimation to identify the changes in shapes of the aforementioned distributions and to perform a nonparametric density time-invariance test as proposed by Li (1996). Our main result is that accounting only for the changes in the vector of means of the original distribution is not sufficient to obtain the desired local time-invariance. In fact, this can be achieved by accounting for changes in the vector of means and dispersion parameters of the original distribution.distribution of income and wealth, structural stability, time-invariance of a distribution

Distributional Effects of Capital and Labor on Economic Growth

In the following we propose a growth model for an economy consisting of firms which are heterogeneous in technologies and input demands. We show that the growth rate in this economy depends not only on changes in the aggregate level of capital and labor, but also on changes in the allocation of these inputs across firms. As the latter effects are neglected in conventional growth models, they are misleadingly captured by the residual TFP measure. In contrast, we are able to quantify the infuence of these components. Our empirical analysis, which is based on structural estimation from firm-level data, reveals that changes in allocation of capital and labor have pronounced effects on GDP-growth for most European countries. Further, we take cross-country differences in the distributional effects into account to improve conventional growth accounting exercises. In particular, we find that they explain additionally up to 17% of growth differences among 19 European countries. Consequently, allowing for heterogeneity in firm-level technologies and input demands increases the explanatory power of the inputs.aggregation of production functions, distribution of capital and labor, firm heterogeneity, growth accounting