Abstract:

In this paper the stochastic metafrontier method is applied to estimate technical efficiency (TE) and metatechnology ratios (MTR), in beef cattle production for three distinct regions in Argentina. A deterministic stochastic metafrontier production function model is estimated that envelops the individual stochastic frontiers of the three regions. Our results show that firms from Pampean region, the most favored in terms of environment conditions, have an average (TE) of 53.7per cent, meanwhile for others regions the TE is around 58.966.97per cent. The average MTR for Pampean region is 96.8per cent, in contrast, the others regions have an average MTR of 42per cent. Our results suggest that, farms in the Pampean region could improve their performance through a better management using the available technologies and resources. In regions II and III the improvement of the productivity is likely to require additional investment in research to adapt and develop new technologies.

Instituto de Economía

Author affiliation: Brescia, Victor. INTA. Instituto de Economía; Argentina

Author affiliation: Lema, Rolando Daniel. INTA. Instituto de Economía; Argentina

Author affiliation: Gatti, Nicolás. INTA. Instituto de Economía; Argentina

Abstract:

To understand how single neurons process sensory information, it is necessary to develop suitable stochastic models to describe the response variability of the recorded spike trains. Spikes in a given neuron are produced by the synergistic action of sodium and potassium of the voltage-dependent channels that open or close the gates. Hodgkin and Huxley (HH) equations describe the ionic mechanisms underlying the initiation and propagation of action potentials, through a set of nonlinear ordinary differential equations that approximate the electrical characteristics of the excitable cell. Path integral provides an adequate approach to compute quantities such as transition probabilities, and any stochastic system can be expressed in terms of this methodology. We use the technique of path integrals to determine the analytical solution driven by a non-Gaussian colored noise when considering the HH equations as a stochastic system. The different neuronal dynamics are investigated by estimating the path integral solutions driven by a non-Gaussian colored noise q. More specifically we take into account the correlational structures of the complex neuronal signals not just by estimating the transition probability associated to the Gaussian approach of the stochastic HH equations, but instead considering much more subtle processes accounting for the non-Gaussian noise that could be induced by the surrounding neural network and by feedforward correlations. This allows us to investigate the underlying dynamics of the neural system when different scenarios of noise correlations are considered.

Author affiliation: Baravalle, Román. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - La Plata. Instituto de Física de Líquidos y Sistemas Biológicos. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Instituto de Física de Líquidos y Sistemas Biológicos; Argentina

Author affiliation: Rosso, Osvaldo Aníbal. Instituto Tecnológico de Buenos Aires; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad de Los Andes; Chile

Author affiliation: Montani, Fernando Fabián. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - La Plata. Instituto de Física de Líquidos y Sistemas Biológicos. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Instituto de Física de Líquidos y Sistemas Biológicos; Argentina

Abstract:

Availability of planktonic food in the bottom is the most important factor to explain the persistence and recurrent localization of Patagonian scallop (Zygochlamys patagonica) populations. The establishment of the scallop Sea Bay bed (SBB) has been related with food supply from the Northern Patagonian Frontal System (NPFS). In this article outputs from high resolution numerical models combined with particle tracking methods were used to identify for the first time potential physical mechanisms of food transfer. The model results showed no evidence of benthic-pelagic coupling between the NPFS and the SBB. They also revealed that the dominant instantaneous semidiurnal tidal currents and the mean N-NE flow on the inner-middle Patagonian shelf are the main dynamical mechanisms preventing particles released at the surface of the NPFS to reach the SBB area. Sensitivity studies changing the stochastic numerical method for solving the particle trajectories, the release month and location of the particles, the magnitude of the horizontal turbulent diffusion and the frequency of the wind forcing did not alter this conclusion significantly.

Author affiliation: Franco, Barbara Cristie. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinacion Administrativa Ciudad Universitaria. Centro de Investigaciones del Mar y la Atmósfera; Argentina

Author affiliation: Palma, Elbio Daniel. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Bahía Blanca. Instituto Argentino de Oceanografía (i); Argentina. Universidad Nacional del Sur. Departamento de Física; Argentina

Author affiliation: Tonini, Mariano Hernan. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Bahía Blanca. Instituto Argentino de Oceanografía (i); Argentina. Universidad Nacional del Sur. Departamento de Física; Argentina

Abstract:

The standard central limit theorem with a Gaussian attractor for the sum of independent random variables may lose its validity in the presence of strong correlations between the added random contributions. Here, we study this problem for similar interchangeable globally correlated random variables. Under these conditions, a hierarchical set of equations is derived for the conditional transition probabilities. This result allows us to define different classes of memory mechanisms that depend on a symmetric way on all involved variables. Depending on the correlation mechanisms and statistics of the single variables, the corresponding sums are characterized by distinct probability densities. For a class of urn models it is also possible to characterize their domain of attraction, which, as in the standard case, is parametrized by the probability density of each random variable. Symmetric and asymmetric q-Gaussian attractors (q<1) arise in a particular two-state case of these urn models.

Author affiliation: Budini, Adrian Adolfo. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina

Abstract:

An empirical model is a generalization of a probability space. It consists of a simplicial complex of subsets of a class of random variables such that each simplex has an associated probability distribution. The ensuing marginalizations are coherent, in the sense that the distribution on a face of a simplex coincides with the marginal of the distribution over the entire simplex. An empirical model is called contextual if its distributions cannot be obtained by marginalizing a joint distribution over . Contextual empirical models arise naturally in quantum theory, giving rise to some of its counter -intuitive statistical consequences. In this paper, we present a different and classical source of contextual empirical models: the interaction among many stochastic processes. We attach an empirical model to the ensuing network in which each node represents an open stochastic process with input and output random variables. The statistical behaviour of the network in the long run makes the empirical model generically contextual and even strongly contextual.

Author affiliation: Iglesias, Rodrigo Alejandro. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Bahía Blanca. Instituto de Matemática Bahía Blanca. Universidad Nacional del Sur. Departamento de Matemática. Instituto de Matemática Bahía Blanca; Argentina

Author affiliation: Tohmé, Fernando Abel. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Bahía Blanca. Instituto de Matemática Bahía Blanca. Universidad Nacional del Sur. Departamento de Matemática. Instituto de Matemática Bahía Blanca; Argentina. Universidad Nacional del Sur. Departamento de Economía; Argentina

Author affiliation: Auday, Marcelo Roberto. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Bahía Blanca. Instituto de Investigaciones Económicas y Sociales del Sur. Universidad Nacional del Sur. Departamento de Economía. Instituto de Investigaciones Económicas y Sociales del Sur; Argentina. Universidad Nacional del Sur. Departamento de Humanidades; Argentina

Abstract:

En esta tesis discutimos el problema de la disipación y la evolución al equilibrio en el movimiento Browniano cuántico en el marco del formalismo de la segunda cuantización. Consideramos un modelo cuyo Hamiltoniano es bilineal en los operadores de creación y aniquilación, que puede reinterpretarse como el correspondiente a un conjunto de osciladores acoplados. Derivamos una ecuación exacta, completamente equivalente a las ecuaciones de Heisenberg, para los valores medios de los operadores número de ocupación, que tiene el aspecto de una ecuación maestra. En general, los coeficientes de dicha ecuación no son simétricos y dependen del tiempo, pero pueden ser interpretados como las probabilidades de transición por unidad de tiempo en la aproximación de segundo orden en la constante de acoplamiento. Los gráficos correspondientes a una solución numérica exacta permiten visualizar el rango de validez de dicha aproximación. Identificando uno de los osciladores como la partícula Browniana, lo que luego cobrará sentido mediante una elección adecuada de los parámetros del modelo, obtenemos una ecuación exacta, completamente equivalente a la ecuación de Heisenberg, para el operador posición. Dicha ecuación tiene la forma de la ecuación de Langevin pero nuevamente sus coeficientes dependen explícitamente del tiempo. Sin embargo, los mismos pueden identificarse con la frecuencia renormalizada y el factor de amortiguamiento luego de efectuada la aproximación de segundo orden. Para el caso particular en el que los osciladores que componen el reservorio no interactúan entre sí, resolvemos exactamente el modelo para un tipo de acoplamiento conocido como aproximación de onda rotante, diagonalizando el Hamiltoniano en el sector de un cuanto. Estudiamos primero el caso de un baño finito, que luego llevamos a un conjunto denso efecutando el límite continuo del modelo discreto. Para el modelo finito obtenemos un comportamiento “prácticamente” irreversible como consecuencia de las escalas temporales involucradas, en las cuales se manifiestan la presencia de fluctuaciones, el proceso de relajación y los períodos de recurrencia. En el caso continuo establecemos una relación entre el comportamiento termodinámico del conjunto de osciladores y la teoría del estado cuántico inestable. Relacionamos los efectos de bajas temperaturas para la población media del oscilador Browniano con el apartamiento de la ley de decaimiento puramente exponencial para largos tiempos (efecto Khalfin). Finalmente mostramos como un comportamiento de tipo estocástico puede ser asociado con la evolución asintótica del sistema, analizando las funciones de autocorrelación y obteniendo la relación de fluctuación-disipación.

In this thesis we discuss the dissipation problem and the evolution towards equilibrium in quantum Brownian motion, in the framework of a second quantized formalism. We will consider a model in which the Hamiltonian is bilinear in the creation and annihilation operators so that it can be reinterpreted as a set of linearly coupled harmonic oscillators. We derive an exact equation, completely equivalent to the Heisenberg equations, for the mean values of the occupation number operators, which looks like a master equation. In general, the coefficients are non-symmetric and time-dependent. However, they can be interpreted as transition probabilities per unit time when the second order approximation in the coupling constant is taken. The figures corresponding to an exact solution allow us to visualize the range in which the second order solution fits the former. We identify one of the oscillators as a Brownian particle (it will later make sense through the adequate choice of parameters of the model) in order to obtain an exact equation for the position operator. Such an equation, equivalent to the Heisenberg one, has the form of the Langevin equation with time-dependent coefficients. These coefficients can be identified with the renormalized frequency and the damping factor once the second order approximation is made. For the particular case where the oscillators, which make up the reservoir, do not interact among themselves, we solve exactly the model for a kind of coupling known as rotating wave approximation, diagonalizing the Hamiltonian in the one-quantum sector. First, we study the case of a finite bath and then we put it into a dense set, taking the continuous limit of the discrete model. For the finite model we obtain “in practice” an irreversible behavior as a consequence of the time scales involved, in which we have fluctuations, a relaxation process, and recurrence periods. In the continuous case, we establish a relation between the thermodynamic behavior of the set of oscillators and the theory of an unstable quantum state. We relate the low-temperature effects for the mean population of the Brownian oscillator with the deviations of the purely exponential decay law for long times (Khalfin effect). Finally, we show how to associate a behavior of an stochastic type with the asymptotic evolution of the system, by analyzing the autocorrelation functions and by obtaining the fluctuation-dissipation relation.

Author affiliation: Gaioli, Fabián Horacio. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina.

Abstract:

We analyse various properties of stochastic Markov processes with multiplicative white noise. We take a single-variable problem as a simple example, and we later extend the analysis to the Landau-Lifshitz-Gilbert equation for the stochastic dynamics of a magnetic moment. In particular, we focus on the non-equilibrium transfer of angular momentum to the magnetization from a spin-polarised current of electrons, a technique which is widely used in the context of spintronics to manipulate magnetic moments. We unveil two hidden dynamical symmetries of the generating functionals of these Markovian multiplicative white-noise processes. One symmetry only holds in equilibrium and we use it to prove generic relations such as the fluctuation-dissipation theorems. Out of equilibrium, we take profit of the symmetry-breaking terms to prove fluctuation theorems. The other symmetry yields strong dynamical relations between correlation and response functions which can notably simplify the numerical analysis of these problems. Our construction allows us to clarify some misconceptions on multiplicative white-noise stochastic processes that can be found in the literature. In particular, we show that a first-order differential equation with multiplicative white noise can be transformed into an additive-noise equation, but that the latter keeps a non-trivial memory of the discretisation prescription used to define the former.

Author affiliation: Aron, Camille. Katholikie Universiteit Leuven; Bélgica. University Of Princeton; Estados Unidos

Author affiliation: Barci, Daniel G.. Universidade Do Estado de Rio Do Janeiro; Brasil

Author affiliation: Cugliandolo, Leticia F.. Universite Paris Sorbonne; Francia

Author affiliation: Arenas, Zochil González. Universidade Do Estado de Rio Do Janeiro; Brasil

Author affiliation: Lozano, Gustavo Sergio. Universite Paris Sorbonne; Francia. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Física de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Física de Buenos Aires; Argentina

Abstract:

The role of credit rating agencies has been under severe scrutiny after the subprime crisis. In this paper we explore the relationship between credit ratings and informational efficiency of a sample of thirty nine corporate bonds of US oil and energy companies from April 2008 to November 2012. For this purpose we use a powerful statistical tool, relatively new in the financial literature: the complexity–entropy causality plane. This representation space allows us to graphically classify the different bonds according to their degree of informational efficiency. We find that this classification agrees with the credit ratings assigned by Moody's. In particular, we detect the formation of two clusters, which correspond to the global categories of investment and speculative grades. Regarding the latter cluster, two subgroups reflect distinct levels of efficiency. Additionally, we also find an intriguing absence of correlation between informational efficiency and firm characteristics. This allows us to conclude that the proposed permutation-information-theory approach provides an alternative practical way to justify bond classification.

Author affiliation: Fernández Bariviera, Aurelio. Universitat Rovira I Virgili; España; Universidad de Buenos Aires. Facultad de Ingeniería. Departamento de Computación. Laboratorio de Sistemas Complejos; Argentina;

Author affiliation: Zunino, Luciano José. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico - CONICET - La Plata. Centro de Investigaciones Opticas (i); Argentina; Universidad Nacional de la Plata. Facultad de Ingeniería. Departamento de Ciencias Básicas; Argentina;

Author affiliation: Guercio, María Belén. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico - CONICET - Bahia Blanca. Instituto de Investigaciones Económicas y Sociales del Sur; Argentina; Universidad Nacional del Sur; Argentina;

Author affiliation: Martinez, Lisana Belén. Universitat Rovira I Virgili; España; Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico - CONICET - Bahia Blanca. Instituto de Investigaciones Económicas y Sociales del Sur; Argentina;

Author affiliation: Rosso, Osvaldo Anibal. Universidad de Buenos Aires. Facultad de Ingeniería. Departamento de Computación. Laboratorio de Sistemas Complejos; Argentina; Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico - CONICET - Bahia Blanca; Argentina; Universidade Federal de Alagoas; Brasil;

Abstract:

Este trabajo tiene como objetivo medir la eficiencia técnica en establecimientos de producción de leche de la región pampeana argentina. Se emplean datos de panel, de 86 unidades productivas y de dos períodos productivos (julio 2012-junio 2013 y julio 2014-junio 2015). Los datos provienen de encuestas realizadas por el INTA. El análisis también incorpora lluvias acumuladas por trimestres, estimadas por Tropical Rainfall Measuring Mission (TRMM). La estimación de eficiencia técnica se realiza a través de fronteras estocásticas de producción del tipo Cobb-Douglas. Con este fin, se prueban varias especificaciones alternativas, desde los modelos tradicionales como el de Pitt y Lee (1981), hasta los modelos que permiten controlan por heterogeneidad observada y no observada, propuestos por Greene (2005a). El modelo True RyomEffects (TRE) resulta ser la mejor especificación, de acuerdo al criterio de AIC, para los datos disponibles. Los resultados muestran una pequeña reducción en la eficiencia técnica promedio de los tambos de la región. Sin embargo, el comportamiento no es homogéneo para las diferentes provincias consideradas, donde sólo para el caso de Buenos Aires se observa un incremento en la eficiencia técnica, pasando de ser, en promedio, los tambos menos eficientes a ser los más eficientes. This paper aims to measure the technical efficiency in milk production establishments in the Pampean region of Argentina. Panel data of 86 production units y two productive periods (July 2012-June 2013 y July 2014-June 2015) are used. The data comes from surveys conducted by the INTA. The analysis also incorporates trimester accumulated rainfall, estimated by Tropical Rainfall Measuring Mission (TRMM). Technical efficiency estimation is performed by stochastic production frontiers Cobb-Douglas. For this purpose, several alternative specifications are tested, from traditional models such as Pitt y Lee (1981) to the models which allow control by observed y unobserved heterogeneity proposed by Greene (2005a). According to AIC criterion, the True Ryom Effects Model (TRE) turns out to be the best specification for the available data. The results show a small reduction in the average technical efficiency of dairy farms in the region. However, the behavior is not homogenous among the different provinces considered. There was an increase in technical efficiency only in the case of Buenos Aires, where dairy farms went from being the least to the most efficient ones.

Instituto de Economía

EEA Rafaela

Author affiliation: Pace Guerrero, Ignacio Raúl. INTA. Centro de Investigación en Ciencias Políticas, Económicas y Sociales. Instituto de Economía; Argentina

Author affiliation: Gastaldi, Laura Beatriz. INTA. Estación Experimental Agropecuaria Rafaela; Argentina

Author affiliation: Gatti, Nicolás. INTA. Centro de Investigación en Ciencias Políticas, Económicas y Sociales. Instituto de Economía; Argentina

Abstract:

Sampling rate and frequency content determination for optical quantities related to light propagation through turbulence are paramount experimental topics. Some papers about estimating properties of the optical turbulence seem to use ad hoc assumptions to set the sampling frequency used; this chosen sampling rate is assumed good enough to perform a proper measurement. On the other hand, other authors estimate the optimal sampling rate via fast Fourier transform of data series associated to the experiment. When possible, with the help of analytical models, cut-off frequencies, or frequency content, can be determined; yet, these approaches require prior knowledge of the optical turbulence. The aim of this paper is to propose an alternative, practical, experimental method to estimate a proper sampling rate. By means of the discrete wavelet transform, this approach can prevent any loss of information and, at the same time, avoid oversampling. Moreover, it is independent of the statistical model imposed on the turbulence.

Author affiliation: Funes, Gustavo Luis. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico La Plata. Centro de Investigaciones Opticas (i); Argentina

Author affiliation: Fernández, Angel. Pontificia Universidad Catolica de Valparaiso; Chile. Universidad Tecnica Federico Santa María; Chile

Author affiliation: Peréz, Darío G.. Pontificia Universidad Catolica de Valparaiso; Chile

Author affiliation: Zunino, Luciano José. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico La Plata. Centro de Investigaciones Opticas (i); Argentina

Author affiliation: Serrano, Eduardo. Universidad Nacional de San Martín; Argentina