The far infrared spectrum of trans-formic acid: An extension up to 175 cm−1

The far infrared spectrum of HCOOH was recorded at a high resolution (0.0009 cm^?1) and long path length (72 m) at the far-infrared beamline, Canadian Light Source. Spectra were recorded in the region 62–300 cm^?1, showing transitions from the trans-isomer.Ground state rotational transitions with K_a up to 30, were identified up to 175 cm^?1, extending the observation reported in the literature. A total of 3321 transitions were assigned and fitted together with previous (4149) published data. An improved set of rotational parameters was obtained adopting the symmetric top (A) reduction of the rotational Hamiltonian in the I^r representation. The newly measured far infrared transitions allowed the determination of all diagonal and off diagonal 8th order parameters L and of some of the diagonal 10th order parameters P.     

An entropy-based approach to automatic image segmentation of satellite images

An entropy-based image segmentation approach is introduced and applied to color images obtained from Google Earth. Segmentation refers to the process of partitioning a digital image in order to locate different objects and regions of interest. The application to satellite images paves the way to automated monitoring of ecological catastrophes, urban growth, agricultural activity, maritime pollution, climate changing and general surveillance. Regions representing aquatic, rural and urban areas are identified and the accuracy of the proposed segmentation methodology is evaluated. The comparison with gray level images revealed that the color information is fundamental to obtain an accurate segmentation.     

On the continuous extension of Adams–Bashforth methods and the event location in discontinuous ODEs

The interpolation polynomial in the $k$-step Adams–Bashforth method may be used to compute the numerical solution at off grid points. We show that such a numerical solution is equivalent to the one obtained by the Nordsieck technique for changing the step size. We also provide an application of this technique to the event location in discontinuous differential systems.     

Strategic simulation models as a new methodological approach: an application to information technologies integration,lean/just-in-time and lead-time

Central European Journal of Operations Research - Hypothesis contrast using statistical models with Structural Equations is a technique widely used in Supply Chain Management research. However,...     

Density estimation using game theory

In this note we show that the mathematical tools of cooperative game theory allow a successful approach to the statistical problem of estimating a density function. Specifically, any random sample of an absolutely continuous random variable determines a transferable utility game, the Shapley value of which proves to be an estimator of the density function of binned kernel and WARPing types, with good computational and statistical properties.Authors acknowledge the financial support of Spanish Ministry for Science and Technology and FEDER through projects BFM2002-03213 and BEC2002-04102-C02-02 and of Xunta de Galicia through projects PGIDT00PXI20104PR and PGIDT03PXIC20701PN. They also thank the comments of two anonymous referees.     

Efficient portfolios in financial markets with proportional transaction costs

In this article, we characterize efficient portfolios, i.e. portfolios which are optimal for at least one rational agent, in a very general multi-currency financial market model with proportional transaction costs. In our setting, transaction costs may be random, time-dependent, have jumps and the preferences of the agents are modeled by multivariate expected utility functions. We provide a complete characterization of efficient portfolios, generalizing earlier results of Dybvig (Rev Financ Stud 1:67–88, 1988) and Jouini and Kallal (J Econ Theory 66: 178–197, 1995). We basically show that a portfolio is efficient if and only if it is cyclically anticomonotonic with respect to at least one consistent price system that prices it. Finally, we introduce the notion of utility price of a given contingent claim as the minimal amount of a given initial portfolio allowing any agent to reach the claim by trading, and give a dual representation of it as the largest proportion of the market price necessary for all agents to reach the same expected utility level.