What can be inferred from surrogate data testing?

Surrogate data testing for linearity is frequently applied to confirm the results of nonlinear time series analysis. We argue that this, in general, is not possible.Comment: 1 pag

Cross-spectral analysis of physiological tremor and muscle activity. I. Theory and application to unsynchronized EMG

We investigate the relationship between the extensor electromyogram (EMG) and tremor time series in physiological hand tremor by cross-spectral analysis. Special attention is directed to the phase spectrum and the effects of observational noise. We calculate the theoretical phase spectrum for a second order linear stochastic process and compare the results to measured tremor data recorded from subjects who did not show a synchronized EMG activity in the corresponding extensor muscle. The results show that physiological tremor is well described by the proposed model and that the measured EMG represents a Newtonian force by which the muscle acts on the hand.Comment: 9 pages, 6 figures, to appear in Biological Cybernetic

Electron-hole spectra created by adsorption on metals from density-functional theory

Non-adiabaticity in adsorption on metal surfaces gives rise to a number of measurable effects, such as chemicurrents and exo-electron emission. Here we present a quantitative theory of chemicurrents on the basis of ground-state density-functional theory (DFT) calculations of the effective electronic potential and the Kohn-Sham band structure. Excitation probabilities are calculated both for electron-hole pairs and for electrons and holes separately from first-order time-dependent perturbation theory. This is accomplished by evaluating the matrix elements (between Kohn-Sham states) of the rate of change of the effective electronic potential between subsequent (static) DFT calculations. Our approach is related to the theory of electronic friction, but allows for direct access to the excitation spectra. The method is applied to adsorption of atomic hydrogen isotopes on the Al(111) surface. The results are compatible with the available experimental data (for noble metal surfaces); in particular, the observed isotope effect in H versus D adsorption is described by the present theory. Moreover, the results are in qualitative agreement with computationally elaborate calculations of the full dynamics within time-dependent density-functional theory, with the notable exception of effects due to the spin dynamics. Being a perturbational approach, the method proposed here is simple enough to be applied to a wide class of adsorbates and surfaces, while at the same time allowing us to extract system-specific information.Comment: 23 pages, 9 figures, accepted for publication in Phys. Rev. B, http://prb.aps.org/, v2: some major improvements, plus correction of minor error

Confluence reduction for Markov automata

Markov automata are a novel formalism for specifying systems exhibiting nondeterminism, probabilistic choices and Markovian rates. Recently, the process algebra MAPA was introduced to efficiently model such systems. As always, the state space explosion threatens the analysability of the models generated by such specifications. We therefore introduce confluence reduction for Markov automata, a powerful reduction technique to keep these models small. We define the notion of confluence directly on Markov automata, and discuss how to syntactically detect confluence on the MAPA language as well. That way, Markov automata generated by MAPA specifications can be reduced on-the-fly while preserving divergence-sensitive branching bisimulation. Three case studies demonstrate the significance of our approach, with reductions in analysis time up to an order of magnitude

Increasing insightful thinking in analytic geometry

Elsewhere in this issue Ferdinand Verhulst described the discussion of the interaction of anal- ysis and geometry in the 19th century. In modern times such discussions come up again and again. As of 2014, synthetic geometry will not be part of the Dutch `vwo ¿ mathematics B¿ programme anymore. Instead, the focus will be more on analytic geometry. Mark Timmer and Nellie Verhoef explored possibilities to connect the two disciplines in order to have students look at analytical exercises from a more synthetic point of vie

Multilateral comparisons in the ICOP project:issues, methods and empirical results

This paper examines the feasibility of constructing a consistent set of multilateral comparisons of manufacturing sector output and productivity within the framework of the ICOP project. A major objective of the paper is to construct truly multilateral comparisons using the existing data base of the ICOP project. This data base consists of data constructed essentially on the basis of detailed bilateral comparisons. Multilateral unit value ratios are built up from the lowest level possible (the product level). The second objective of the paper is to examine in-depth the problem of aggregation of unit value ratios. Various aggregation methods, both well-known methods and new ones, are applied and sensitivity of the results is examined. New multilateral aggregation methods are developed which take into account differences in number of matches of the underlying binary comparisons, as well as the Laspeyres-Paasche spread which is considered to be a general indicator of reliability. Finally, the paper presents empirical results derived from the application of the above procedures to data for eight countries for the 1987 benchmark year