Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models

Harel and Puri (1989, J. Multivariate Anal. 29) studied the asymptotic behavior of the U-statistic and the one-sample rank order statistic for nonstationary absolutely regular processes. In this note, we present some applications of these results for Markov processes as well as ARMA processes.     

Polynomial-time computation of the degree of a dominant morphism in zero characteristic. II

Consider a projective algebraic variety W which is an irreducible component of the set of all common zeros of a family of homogeneous polynomials of degrees less than d in n + 1 variables over a field of zero characteristic. Consider a dominant rational morphism from W to W′ given by homogeneous polynomials of degree d′. We suggest algorithms for constructing objects in general position related to this morphism. They generalize some algorithms from the first part of the paper to the case dim W > dim W′. These algorithms are deterministic and polynomial in (dd′)n and the size of the input. Bibliography: 12 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 325, 2005, pp. 181–224.     

Distributed feedback multipeak laser emission in Rhodamine 6G doped organic-inorganic hybrids

Organic-inorganic hybrid materials were prepared from an ureasil precursor (ureapropyltriethoxysilane designated as UPTES) and acrylic acid modified zirconium (IV) n-propoxide. Thin films containing rhodamine 6G (Rh6G) were prepared by spin-coating on glass substrates with different Zr:Si molar ratios (Zr:Si = 75:25, 50:50 and 25:75). Refractive index, thickness, number of propagating modes and attenuation coefficient were measured at 543.5, 632.8 and 1550 nm wavelengths by the prism coupling technique. Distributed feedback (DFB) laser effect was observed and studied as a function of films thickness and refractive index.     

The Markov power moment problem in problems of controllability and frequency extinguishing for the wave equation on a half-axis

In this paper necessary and sufficient conditions of null-controllability and approximate null-controllability are obtained for the wave equation on a half-axis. Controls solving these problems are found explicitly. Moreover, bang-bang controls solving the approximate null-controllability problem are constructed with the aid of solutions of a frequency extinguishing problem in the restricted band (−a,a) for this equation and the Markov power moment problem.     

Signed graphs for portfolio analysis in risk management

We introduce the notion of structural balance for signed graphsin the context of portfolio analysis. A portfolio of securitiescan be represented as a signed graph with the nodes denotingthe securities and the edges representing the correlation betweenthe securities. With signed graphs, the characteristics of aportfolio from a risk management perspective can be uncoveredfor analysis purposes. It is shown that a portfolio characterizedby a signed graph of positive and negative edges that is structurallybalanced is characteristically more predictable. Investors whoundertake a portfolio position with all positively correlatedsecurities do so with the intention to speculate on the upside(or downside). If the portfolio consists of negative edges andis balanced, then it is likely that the position has a hedgingdisposition within it. On the other hand, an unbalanced signedgraph is representative of an investment portfolio which ischaracteristically unpredictable.     

Construction and classification of complex simple Lie algebras via projective geometry

We construct the complex simple Lie algebras using elementary algebraic geometry. We use our construction to obtain a new proof of the classification of complex simple Lie algebras that does not appeal to the classification of root systems.     

Raman spectroscopy of topotecan, an inhibitor of DNA topoisomerase I

Topotecan (TPT), a water-soluble derivative of camptothecin (inhibitor of human DNA topoiomerase I), has found wide application in cancer chemotherapy. The central problem in using topotecan is the presence of lactone rings in its molecules, which undergo hydrolysis at a physiological pH yielding an inactive and even toxic form of the drug. The analysis of Raman spectra of TPT in H₂O and D₂O solutions made it possible to assign the spectral bands to the vibrations of particular molecular groups. Spectral features indicative of the opening of the lactone rings of the TPT molecules, deprotonation of the hydroxyl groups in their quinoline fragments, and of possible participation of the hydroxyl and carbonyl groups in H bonding are found. The data obtained are necessary to study the molecular mechanisms of TPT-DNA interaction and the formation of ternary complexes between TPT, DNA, and DNA topoisomerase I.