We study a hermitian (n+ 1)-matrix model with plaquette interaction, n i=1 MA i MA i. By means of a conformal transformation we rewrite the model as an O(n) model on a random lattice with a non polynomial potential. This allows us to solve the model exactly. We investigate the critical properties of the plaquette model and find that for n ∈] − 2, 2] the model belongs to the same universality cl...

Assessing the failure potential of slopes is of great significance for land use and management. The objective of this paper is to develop a novel model for evaluating the failure probability of slopes based on a relevance vector machine (RVM), with a special attention to the characteristics of failed slopes along the lower reaches of the Jinsha River, close to the Wudongde dam site. Seven param...

This paper deals with the existence of a common European growth cycle and its identification. Based on the analysis of some descriptive statistics in the time and frequency domain there is clear evidence of comovement in output growth among European countries. Univariate Markov switching autoregressions (MS-AR) are used for individual countries in order to detect changes in the mean growth rate...

A series of previous papers [1] develops a dipole model in initial state impact parameter space that includes subleading effects such as running αs, unitarity, confinement and saturation. Here some recent work [2] is presented, where the model is applied to a new set of data: vector meson production in γp, DVCS and dσ/dt in pp. This allows us to tune a more realistic model of the proton wavefun...

This paper investigates directional relationships, regime variances, transition probabilities and expected regime durations for a system of economic and financial risk variables in the U.S. markets. The system is based on monthly data, and encompasses credit, and market risks and economic activity variables. The methodology is based on the Markov-Switching cointegrated VAR model and their impul...

Duration dependent Markov-switching VAR (from now on DDMSVAR) models are time series models with data generating process consisting in a mixture of two VAR processes, which switches according to a two-state Markov chain with transition probabilities depending on how long the process has been in a state. Interesting applications of this class of models have been carried out in business cycle ana...

The loop O(n) model is a model for a random collection of non-intersecting loops on the hexagonal lattice, which is believed to be in the same universality class as the spin O(n) model. It has been conjectured that both the spin and the loop O(n) models exhibit exponential decay of correlations when n > 2. We verify this for the loop O(n) model with large parameter n, showing that long loops ar...

Using the threshold structural VAR model, this paper examines the multiheterogeneity impacts of international oil price shocks on Chinese stock market in the background of financialization. The research finds: (1) the effects of oil price shocks on stock returns are different across sectors and the responses of stock returns are larger in bear markets. The nonlinear effects of oil supply shocks...

The five basic axioms of Kolmogorov define the probability in the real set R and do not take into consideration the imaginary part which takes place in the complex set C, a problem that we are facing in applied mathematics. Whatever the probability distribution of the random variable in R is, the corresponding probability in the whole set C equals always to one, so the outcome of the random exp...

Vector competence, the probability that a vector will transmit a pathogen after feeding on an infected host, is known to vary among vector species, populations, days since feeding, and temperature during the extrinsic incubation period. However, the extent of spatio-temporal variability and consistency in vector competence of populations is not known. We examined vector competence of Culex pipi...